Riccardo Ferretti

Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia

Professor

Viale Allegri, 9

Reggio Emilia, Modena 42121

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

753

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

The Mib30 Index and Futures Relationship: Econometric Analysis and Implications for Hedging

Number of pages: 16 Posted: 16 Dec 2003
Francesco Pattarin and Riccardo Ferretti
CEFIN Centro Studi di Banca e Finanza - Università di Modena e Reggio Emilia and Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia
Downloads 440 (82,400)
Citation 1

Abstract:

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stock index futures, price discovery, hedging, bivariate ARCH models

2.

The Risk-Return Trade Off: Expected and Required Return

Number of pages: 31 Posted: 17 Jul 2006
Enrico Rubaltelli, Riccardo Ferretti and Sandro Rubichi
University of Padua, Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia and Università degli studi di Modena e Reggio Emilia (UNIMORE)
Downloads 99 (328,100)

Abstract:

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Expected return, stock, risk

3.

Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers

Quaderni - Working Paper DSE N° 1071
Number of pages: 45 Posted: 10 Jun 2016
Riccardo Ferretti, Pierpaolo Pattitoni and Roberto Patuelli
Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia, University of Bologna - Department of Statistical Sciences and University of Bologna - Department of Economics
Downloads 98 (330,173)

Abstract:

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Market Abuse Directive, Tender offer, Delisting, Event study

4.

Market Reaction to Second-Hand News: Inside the Attention Grabbing Hypothesis

Applied Economics, Vol. 46, No. 10, 2014
Number of pages: 33 Posted: 11 Apr 2011 Last Revised: 09 Apr 2015
Department of Management - Ca' Foscari University of Venice, Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia and University of Bologna - Department of Statistical Sciences
Downloads 87 (355,966)
Citation 7

Abstract:

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attention grabbing, analysts' recommendations, anomalous market reaction, individual investors, event study

5.

Insider Trading and the Market Abuse Directive: Are Voluntary and Mandatory Takeover Bids Different?

Italian Economic Journal, Forthcoming
Number of pages: 36 Posted: 16 Oct 2019
Riccardo Ferretti, Pierpaolo Pattitoni and Roberto Patuelli
Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia, University of Bologna - Department of Statistical Sciences and University of Bologna - Department of Economics
Downloads 29 (576,607)

Abstract:

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Market Abuse Directive, Takeover bids, Event study

6.

Underpricing, Wealth Loss for Pre-Existing Shareholders and the Cost of Going Public: The Role of Private Equity Backing in Italian IPOs

Venture Capital, Vol. 13, No. 1, pp. 23-47
Posted: 16 Jul 2011
Antonio Meles and Riccardo Ferretti
Second University of Naples (SUN) and Università di Modena e Reggio Emilia - Dipartimento di Comunicazione e Economia

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IPOs; underpricing; cost of going public; venture capital; private equity