Ilaria Piatti

Queen Mary University of London - School of Economics and Finance

Mile End Road

London , London E1 4NS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 45,160

SSRN RANKINGS

Top 45,160

in Total Papers Downloads

1,192

SSRN CITATIONS
Rank 37,713

SSRN RANKINGS

Top 37,713

in Total Papers Citations

3

CROSSREF CITATIONS

17

Scholarly Papers (5)

1.

Dividend Growth Predictability and the Price-Dividend Ratio

Swiss Finance Institute Research Paper No. 12-42
Number of pages: 74 Posted: 05 Jun 2012 Last Revised: 22 Apr 2014
Ilaria Piatti and Fabio Trojani
Queen Mary University of London - School of Economics and Finance and Swiss Finance Institute
Downloads 472 (72,921)
Citation 5

Abstract:

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Predictability, Predictive regression, Present-value model, State-space model, Bootstrap, Likelihood ratio test

2.

Predictable Risks and Predictive Regression in Present-Value Models

Saïd Business School WP 2017-11
Number of pages: 96 Posted: 15 Mar 2011 Last Revised: 03 Aug 2017
Ilaria Piatti and Fabio Trojani
Queen Mary University of London - School of Economics and Finance and Swiss Finance Institute
Downloads 358 (100,716)
Citation 8

Abstract:

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Predictability, Present-value models, Predictive regression, Persistence, Term structure of risk

3.

Heterogeneous Beliefs about Rare Event Risk in the Lucas Orchard

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper, Saïd Business School WP 2014-5
Number of pages: 59 Posted: 23 Apr 2014 Last Revised: 18 Feb 2017
Ilaria Piatti
Queen Mary University of London - School of Economics and Finance
Downloads 209 (175,057)
Citation 8

Abstract:

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Heterogeneous beliefs, Systemic disasters, Lucas orchard, Variance risk premium, Correlation risk premium, Predictability

4.

Subjective Bond Returns and Belief Aggregation

Saïd Business School WP 2016-36
Number of pages: 86 Posted: 25 Apr 2019 Last Revised: 13 Apr 2021
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, Queen Mary University of London - School of Economics and Finance and Copenhagen Business School
Downloads 153 (230,008)
Citation 2

Abstract:

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Forecasting, Forecast Combinations, Heterogeneous Beliefs, Bond Returns.

5.

Rationality and Subjective Bond Risk Premia

Saïd Business School WP 2016-36 [Previous version of SBS WP 2019-06]
Posted: 19 Jan 2017 Last Revised: 25 Apr 2019
Andrea Buraschi, Ilaria Piatti and Paul Whelan
Imperial College Business School, Queen Mary University of London - School of Economics and Finance and Copenhagen Business School

Abstract:

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Rational Expectations, Cross-Section of Beliefs, Bond Risk Premia,