Emilio Barucci

University of Pisa - Department of Economics

via Ridolfi 10

I-56100 Pisa, PI 56100

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

813

SSRN CITATIONS
Rank 38,508

SSRN RANKINGS

Top 38,508

in Total Papers Citations

8

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Asset Price Anomalies Under Bounded Rationality

Number of pages: 22 Posted: 06 Jun 2003
Emilio Barucci, Roberto Monte and Roberto Renò
University of Pisa - Department of Economics, University of Rome Tor Vergata - Dipartimento di Studi Economici, Finanziari e Metodi quantitativi (SEFEMEQ) and University of Verona - Department of Economics
Downloads 282 (133,676)
Citation 1

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Asset Prices, Returns correlation, Bounded Rationality, Dividends, Diffusion Processes

2.

The Italian Overnight Market: Microstructure Effects, the Martingale Hypothesis and the Payment System

Number of pages: 52 Posted: 23 Jun 2003
Emilio Barucci, Claudio Impenna and Roberto Renò
University of Pisa - Department of Economics, Bank of Italy and University of Verona - Department of Economics
Downloads 190 (195,592)
Citation 7

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Overnight market, Interest rate, Payment system

3.

Computation of Volatility in Stochastic Volatility Models with High Frequency Data

Number of pages: 25 Posted: 18 Dec 2008 Last Revised: 08 Oct 2009
Emilio Barucci and Maria Elvira Mancino
University of Pisa - Department of Economics and University of Florence - Department of Economics and Management
Downloads 158 (229,292)
Citation 4

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stochastic volatility, Fourier analysis, volatility of volatility, computation

4.

Bank Shareholding and Lending: Complementarity or Substitution? Some Evidence from a Panel of Large Italian Firms

CEIS Working Paper No. 118
Number of pages: 31 Posted: 03 Apr 2008
Emilio Barucci and Fabrizio Mattesini
University of Pisa - Department of Economics and University of Rome Tor Vergata - Faculty of Economics
Downloads 137 (257,502)

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Lending, cross shareholding, conflict of interest

5.

The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability

Number of pages: 19 Posted: 24 Mar 2003
University of Pisa - Department of Economics, Academie des Sciences, University of Florence - Department of Economics and Management, University of Verona - Department of Economics and Universitaet Bonn - Institut fuer Angewandte Mathematik
Downloads 29 (570,001)
Citation 2
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Volatility Matrix, Market Stability, Liquidity, Greeks, Fourier Series, Stochastic Calculus of Variations, Moving Frame

6.

Determinants of Corporate Governance in the Italian Financial Market

Economic Notes, Vol. 34, No. 3, pp. 371-405, November 2005
Number of pages: 35 Posted: 06 Dec 2005
Emilio Barucci and Jury Falini
University of Pisa - Department of Economics and University of Pisa - Department of Economics
Downloads 17 (650,036)
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7.

Heterogeneous Beliefs and Learning in Forward Looking Economic Models

Posted: 27 Jan 2000
Emilio Barucci
University of Pisa - Department of Economics

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