Massimo Massa

Daily Momentum and Contrarian Behavior of Index Fund Investors

Year: 2000
Journal: Journal of Financial and Quantitative Analysis
Authors: William N. Goetzmann; Massimo Massa

Disposition Matters: Volume Volatility and Price Impact of a Behavioral Bias

Year: 2003
Journal: Journal of Portfolio Management
Authors: William N. Goetzmann; Massimo Massa

Portfolio Diversification, Proximity Investment, and City Agglomeration

Year: 2004
Journal: No Journal Matched
Authors: William Goetzmann; Massimo Massa; Andrei Simonov

Mutual Fund Competition and Stock Market Liquidity

Year: 2004
Journal: No Journal Matched
Authors: Massimo Massa

Hedging Familiarity and Portfolio Choice

Year: 2004
Journal: Review of Financial Studies
Authors: Massimo Massa; Andrei Simonov

Can Buybacks Be a Product of Shorter Shareholder Horizons?

Year: 2004
Journal: No Journal Matched
Authors: Josmiguel Gaspar; Massimo Massa; Pedro Matos; Rajdeep Patgiri; Zahid Rehman

Shareholder Diversification and IPOs

Year: 2004
Journal: No Journal Matched
Authors: Andrij Bodnaruk; Eugene Kandel; Massimo Massa; Andrei Simonov

Idiosyncratic Volatility and Product Market Competition

Year: 2004
Journal: No Journal Matched
Authors: Jos Miguel Gaspar; Massimo Massa

Disposition Matters: Volume, Volatility, and Price Impact of Behavioural Bias

Year: 2004
Journal: No Journal Matched
Authors: William Goetzmann; Massimo Massa

Mutual Funds and the Market for Liquidity

Year: 2004
Journal: No Journal Matched
Authors: Massimo Massa; Ludovic Phalippou

Portfolio Diversification and City Agglomeration

Year: 2004
Journal: No Journal Matched
Authors: William N. Goetzmann; Massimo Massa; Andrei Simonov

Favouritism in Mutual Fund Families: Evidence on Strategic Cross-Fund Subsidization

Year: 2004
Journal: No Journal Matched
Authors: Jos Miguel Gaspar; Massimo Massa; Pedro Matos

Local Ownership as Private Information: Evidence on the Monitoring-Liquidity Tradeoff

Year: 2004
Journal: No Journal Matched
Authors: Jos Miguel Gaspar; Massimo Massa

History versus Geography: The Role of College Interaction in Portfolio Choice and Stock Market Prices

Year: 2004
Journal: No Journal Matched
Authors: Massimo Massa; Andrei Simonov

Dispersion of Opinion and Stock Returns

Year: 2004
Journal: Journal of Financial Markets
Authors: William Goetzmann; Massimo Massa

Limits of Arbitrage and Corporate Financial Policy

Year: 2005
Journal: No Journal Matched
Authors: Massimo Massa; Urs Peyer; Zhenxu Tong

Monetary Policy Uncertainty and the Stock Market

Year: 2005
Journal: No Journal Matched
Authors: Alberto Locarno; Massimo Massa

Do Demand Curves for Currencies Slope Down? Evidence from the MSCI Global Index Change

Year: 2005
Journal: Review of Financial Studies
Authors: Harald Hau; Massimo Massa; Jol Peress

Investment Banks as Insiders and the Market for Corporate Control

Year: 2008
Journal: Review of Financial Studies
Authors: Andriy Bodnaruk; Massimo Massa; Andrei Simonov

The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008

Year: 2010
Journal: No Journal Matched
Authors: Alberto Manconi; Massimo Massa; Ayako Yasuda

Shortsale Constraints and the Pricing of Managerial Skills

Year: 2015
Journal: No Journal Matched
Authors: Si Cheng; Massimo Massa; Hong Zhang

Are LPs Funds of Funds Relationship Building in the Private Equity Industry?

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Hong Zhang; Xiaolan Zhou

Subcontracting in International Asset Management: New Evidence on Market Integration

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; David Schumacher

Fire Sales and Information Advantage: When Informed Investor Helps

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Lei Zhang

Guru Dreams and Competition: An Anatomy of the Economics of Blogs

Year: 2015
Journal: No Journal Matched
Authors: Yi Dong; Massimo Massa; Hong Zhang

Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Chengwei Wang; Hong Zhang; Jian Zhang

Biased Shorts: Stock Market Implications of Short Sellers' Disposition Effect

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Bastian von Beschwitz

The New Lyrics of the Old Folks: The Role of Family Ownership in Corporate Innovation

Year: 2015
Journal: No Journal Matched
Authors: Pohsuan Hsu; Sterling Huang; Massimo Massa; Hong Zhang

Insider Trading in the Bond Market: Evidence from Loan Sale Events

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Daniel Schmidt

First to Read the News: News Analytics and Institutional Trading

Year: 2015
Journal: No Journal Matched
Authors: Bastian von Beschwitz; Donald B. Keim; Massimo Massa

Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads

Year: 2015
Journal: No Journal Matched
Authors: Massimo Massa; Lei Zhang

Short Selling Meets Hedge Fund 13F: An Anatomy of Informed Demand

Year: 2015
Journal: No Journal Matched
Authors: Yawen Jiao; Massimo Massa; Hong Zhang

Strategic Trading as a Response to Short Sellers

Year: 2019
Journal: No Journal Matched
Authors: Francesco Franzoni; Marco Di Maggio; Massimo Massa; Roberto Tubaldi

Financial Globalization vs Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%

Year: 2021
Journal: No Journal Matched
Authors: Massimo Massa; Si Cheng; Hong Zhang

International Asset Pricing with Strategic Business Groups

Year: 2021
Journal: No Journal Matched
Authors: Massimo Massa; James O'Donovan; Hong Zhang

Is Hard and Soft Information Substitutable? Evidence from the Lockdowns

Year: 2021
Journal: No Journal Matched
Authors: Massimo Massa; Jennie Bai

Is Human-Interaction-Based Information Substitutable? Evidence from Lockdown

Year: 2021
Journal: No Journal Matched
Authors: Jennie Bai; Massimo Massa

Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds

Year: 2021
Journal: No Journal Matched
Authors: Massimo Massa; Si Cheng; Hong Zhang