Caterina Santi

HEC Liège

Assistant Professor in International Finance

Rue Louvrex 14

Liège, 4000

Belgium

http://www.caterinasanti.com

SCHOLARLY PAPERS

5

DOWNLOADS

817

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Exploring Style Herding by Mutual Funds

Number of pages: 38 Posted: 15 Jun 2017 Last Revised: 15 May 2020
Caterina Santi and Remco C. J. Zwinkels
HEC Liège and Vrije Universiteit Amsterdam
Downloads 256 (149,368)
Citation 1

Abstract:

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herding, mutual funds, style investing, asset pricing

2.

Research Quotient, Optimal R&D and Stock Returns

WRDS Research Paper
Number of pages: 34 Posted: 14 May 2018 Last Revised: 15 Oct 2020
Caterina Santi
HEC Liège
Downloads 193 (195,217)

Abstract:

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optimal R&D, innovative ability, limited attention, return predictability, market efficiency

3.

Investors' Climate Sentiment and Financial Markets

Number of pages: 42 Posted: 03 Feb 2021 Last Revised: 15 Sep 2021
Caterina Santi
HEC Liège
Downloads 172 (216,002)

Abstract:

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Climate Sentiment, Asset Pricing, Social Networks, StockTwits

4.

Social Interaction, Stochastic Volatility, and Momentum

Number of pages: 43 Posted: 17 Feb 2017 Last Revised: 09 Jun 2021
Xuezhong He, Kai Li, Caterina Santi and Lei Shi
University of Technology Sydney (UTS) - Finance Discipline Group, Business School, Macquarie Business School, Macquarie University, HEC Liège and Macquarie University
Downloads 142 (253,295)
Citation 2

Abstract:

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Social interaction, mean choice, volatility clustering, time-series momentum

5.

The Need for Reliable and Timely Data to Contrast COVID-19: What Went Wrong?

Number of pages: 21 Posted: 24 Sep 2020 Last Revised: 11 Nov 2020
Angelo Moretti and Caterina Santi
Manchester Metropolitan University - Faculty of Science and Engineering and HEC Liège
Downloads 54 (458,986)

Abstract:

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Coronavirus, Social-distancing Policies, Inference, Survey Sampling, Health, Geography, SARS