Fabio Pizzutilo

Università degli Studi di Bari “Aldo Moro”

largo Abbazia S. Scolastica, 53

Bari, 70124

Italy

SCHOLARLY PAPERS

24

DOWNLOADS

958

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (24)

1.

A Note on the Effectiveness of Pairs Trading for Individual Investors

International Journal of Economics and Financial Issues Vol. 3, No. 3, 2013, pp.763-771
Number of pages: 9 Posted: 06 Jul 2013
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Downloads 304 (123,142)
Citation 2

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pairs trading, market neutral, Italian stock market, trading strategy, statistical arbitrage, short selling, personal finance

2.

Loan Guarantees: An Option Pricing Theory Perspective

International Journal of Economics and Financial Issues, 2015, 5(4), 905-909
Number of pages: 5 Posted: 27 Oct 2015
Fabio Pizzutilo and F. Calò
Università degli Studi di Bari “Aldo Moro” and University of Urbino - Faculty of Economics
Downloads 170 (214,905)
Citation 1

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Loan Guarantee, Option Pricing Theory, Public Guarantee, Guarantee Value

3.

Market Neutral Diversification for Individual European Investors: A Risk-Return Improving Strategy Under the Sand and an Appealing Niche for the ETF Industry

International Research Journal of Finance and Economics, Issue 104, p. 179, 2013
Number of pages: 8 Posted: 28 Feb 2013
Fabio Pizzutilo and F. Calò
Università degli Studi di Bari “Aldo Moro” and University of Urbino - Faculty of Economics
Downloads 113 (295,760)

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Equity market neutral, Market anomalies, Efficient market hypothesis, Exchange traded funds, Portfolio diversification, Portfolio selection

4.

Rethinking Multinational Enterprises’ Capital Budgeting in the Globalized New Millennium

Journal of Finance and Economics, 2014, 2(3), pp. 58-59
Number of pages: 2 Posted: 27 Mar 2014
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Downloads 112 (297,644)

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Multinational capital budgeting, Multinational finance, International finance, Multinational enterprises, foreign direct investment

5.

Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market

Economics Bulletin, Vol. 32, No. 1, pp. 272-281, 2011
Number of pages: 10 Posted: 25 Jan 2012 Last Revised: 05 Feb 2012
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Downloads 95 (332,238)

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Pearson system, type IV, type VII, Italian equity market, stock return distributions

6.

The Distribution of the Returns of Japanese Stocks and Portfolios

Fabio Pizzutilo (2013) “The Distribution of the Returns of Japanese Stocks and Portfolios”, Asian Economic and Financial Review, Vol. 3, No. 9, pp. 1249-1259.
Number of pages: 11 Posted: 20 Jun 2013
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”
Downloads 49 (472,097)

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Pearson system of frequency curves, Type IV distribution, Japanese equity market, Stock return distribution, Portfolio return distribution, Financial modelling

7.

FDI Location Choices Under Uncertainty: A Binomial Options-Based Approach

Journal of Finance and Economics (2014), 2(3), pp. 70-74
Number of pages: 5 Posted: 27 Mar 2014
F. Calò and Fabio Pizzutilo
University of Urbino - Faculty of Economics and Università degli Studi di Bari “Aldo Moro”
Downloads 42 (502,115)

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location choice, foreign direct investment, FDI, multinational companies, MNC, multinational enterprises, MNE, entry mode choice

8.

Is There a Weather Effect? Evidence from a Panel of Emerging Countries’ Stock Markets

African Journal of Business Management, Vol. 12(21), pp. 620-639, November, 2018
Number of pages: 20 Posted: 13 Dec 2018
Massimo Mariani and Fabio Pizzutilo
LUM University - Department of Management and Università degli Studi di Bari “Aldo Moro”
Downloads 41 (506,693)

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weather effect, market anomalies, efficient market hypothesis, trading behaviour, sunshine effect

9.

Evaluation Tools for Transport Infrastructures: Social Return On Investments

European Transport \ Trasporti Europei (2020)
Number of pages: 13 Posted: 23 Jun 2020
Elisabetta Venezia and Fabio Pizzutilo
Independent and Università degli Studi di Bari “Aldo Moro”
Downloads 32 (551,640)

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Evaluation; SROI; Infrastructure investments; Transport sector; Rail services

10.

On the Maturity of Social Responsibility and Sustainability Integration in Higher Education Institutions: Descriptive Criteria and Conceptual Framework

The International Journal of Management Education 2021
Posted: 28 Jun 2021
Fabio Pizzutilo and Elisabetta Venezia
Università degli Studi di Bari “Aldo Moro” and Independent

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Sustainability, Higher education institutions, Responsibility teaching, Education for sustainable development, CSR maturity integration

11.

Does It Pay to Be Environmentally Responsible? Investigating the Effect on the Weighted Average Cost of Capital

Corporate Social Responsibility and Environmental Management 2021
Posted: 28 Jun 2021
LUM University - Department of Management, Università degli Studi di Bari “Aldo Moro”, LUM Jean Monnet university and LUM Jean Monnet university

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climate change, environmental commitment, environmental policy, environmental risk, European market, sustainable development, weighted average cost of capital

12.

Dealing with Carbon Risk and the Cost of Debt: Evidence from the European Market

International Journal of Financial Studies, 2020, 8, 61; doi:10.3390/ijfs8040061
Posted: 10 Dec 2020
Università degli Studi di Bari “Aldo Moro”, LUM University - Department of Management, LUM Jean Monnet university and LUM Jean Monnet university

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Environmental Finance, Carbon Risk, Cost of Debt, European Financial Market

13.

Performances and Risk of Socially Responsible Investments Across Regions During Crisis

International Journal of Finance and Economics, 2020
Posted: 23 Sep 2020
Hooi Hooi Lean and Fabio Pizzutilo
Universiti Sains Malaysia and Università degli Studi di Bari “Aldo Moro”

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Fama–French Five Factors Model, Financial Crisis, Idiosyncratic Risk, SRI Indexes

14.

Is It Worth Reducing GHG Emissions? Exploring the Effect on the Cost of Debt Financing

Journal of Environmental Management, Vol. 270, 2020
Posted: 08 Jul 2020
Università degli Studi di Bari “Aldo Moro”, LUM University - Department of Management, LUM Jean Monnet university and LUM Jean Monnet university

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Carbon risk, Cost of debt financing, Climate change, Carbon intensity, Greenhouse gases (GHG), Environmental risk

15.

Regulation Impact Assessment: Evaluation Process of an Integrated Social System

L'industria, Rivista di economia e politica industriale, 2019
Posted: 05 Jun 2019
Fabio Pizzutilo and Elisabetta Venezia
Università degli Studi di Bari “Aldo Moro” and Independent

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Regulation Impact Assessment, Data Envelopment Analysis, Social Services

16.

Are Catastrophe Bonds Effective Financial Instruments in the Transport and Infrastructure Industries? Evidence from International Financial Markets

Business and Economic Horizons, 14(2), pp. 256-267 (2018)
Posted: 20 Jun 2018
Fabio Pizzutilo and Elisabetta Venezia
Università degli Studi di Bari “Aldo Moro” and Independent

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catastrophe bonds, risk management, investment analysis, public investment, infrastructures, transportation

17.

Real Option Analysis Applied to Transport Investment Projects

Proceedings of the Third International Conference on Traffic and Transport Engineering
Posted: 07 Dec 2016
Fabio Pizzutilo and Elisabetta Venezia
Università degli Studi di Bari “Aldo Moro” and Independent

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18.

Measuring the Under-Diversification of Socially Responsible Investments

Applied Economics Letters, 24(14), pp. 1005-1018, 2017
Posted: 31 Oct 2016 Last Revised: 17 May 2017
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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socially responsible investing; SRI; environmental social governance; portfolio diversification; unsystematic risk; idiosyncratic risk

19.

A Measure for the Diversification Trade-Off in Socially Responsible Investments

Working Paper Series on Social Responsibility, Ethics and Sustainable Business, Vol. 5 (2016)
Posted: 19 Oct 2016
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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Socially responsible investment, SRI, Environmental social governance, ESG, Mutual funds, Exchange traded funds, ETF, Portfolio diversification, Unsystematic risk, Specific risk, Diversifiable risk, Idiosyncratic risk

20.

Red Sky at Night or in the Morning, to the Equity Market Neither a Delight Nor a Warning: The Weather Effect Re-Examined Using Intraday Stock Data

The European Journal of Finance, 23(14), pp. 1280-1310, DOI: 10.1080/1351847X.2016.1151808
Posted: 18 Mar 2016 Last Revised: 09 Oct 2017
Fabio Pizzutilo and Valeria Roncone
Università degli Studi di Bari “Aldo Moro” and Università degli Studi di Bari “Aldo Moro” (UNIBA)

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weather effect, behavioural finance, Italian stock market, market anomalies, efficient market hypothesis, trading behaviour, sunshine effect

21.

Isolating the Systematic and Unsystematic Components of a Single Stock's (or Portfolio's) Standard Deviation: A Comment

Applied Economics, Vol. 47, No. 58, 2015, DOI: org/10.1080/00036846.2015.1068925
Posted: 18 Oct 2015
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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systematic risk, unsystematic risk, capital asset pricing model, beta, conditional correlation, conditional covariance

22.

The Behaviour of the Distributions of Stock Returns: An Analysis of the European Market Using the Pearson System of Continuous Probability Distributions

Applied Financial Economics, Vol. 22, No. 20, 2012
Posted: 13 May 2012
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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Pearson system, type IV, type VII, European equity market

23.

Eurozone Equity Market Diversification: Is it Still Worth?

Chinese Business Review, Vol. 11, No. 1, pp. 29-43, 2011
Posted: 06 Feb 2012
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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international diversification, Eurozone equity markets, Eurozone diversification, Eurozone efficient frontier, mean variance analysis, European monetary union, Eurozone correlation analysis

24.

Country-Specific Risk Diversification Through International Equity Portfolios

International Journal of Financial Economics and Econometrics, Vol. 2, No. 1, pp. 57-80, 2010
Posted: 06 Nov 2010
Fabio Pizzutilo
Università degli Studi di Bari “Aldo Moro”

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International Portfolio Diversification, Country Specific Risk, Eurozone Equity Markets, Portfolio Theory