Publications and communications of Caterina Santi

Moretti, A., Santi, C., & Mernier, L. (10 January 2024). SME’s Environmental Attributes and Performance: A Data Integration Approach [Paper presentation]. Research seminar, Belfast, United Kingdom.

Santi, C. (2023). Is the return premium green or brown? [Paper presentation]. The Climate Challenge, Sustainability and Implications for the Financial Sector, Bruxelles, Belgium.

Santi, C., & Sadoghi, A. (09 June 2023). Global risk and ambiguity in the determination of CDS spreads [Paper presentation]. 2023 European Conference of the Financial Management Association, Aalborg, Denmark.

Santi, C., & Sadoghi, A. (16 March 2023). Global risk and ambiguity in the determination of CDS spreads [Paper presentation]. Invited seminar, Nantes, France.

Santi, C. (March 2023). Investor Climate Sentiment and Financial Markets. International Review of Financial Analysis, 86 (102490). doi:10.1016/j.irfa.2023.102490

Santi, C., & Zwinkels, R. C. J. (2023). Exploring style herding by mutual funds. Journal of International Financial Markets, Institutions and Money, 101762. doi:10.1016/j.intfin.2023.101762

Moretti, A., & Santi, C. (2023). Carbon Risk Premium and Worries about Climate Change [Paper presentation]. Sustainable Finance and Accounting Symposium, New Zealand.

Santi, C. (2022). Investor attitudes towards climate change and financial markets reaction [Paper presentation]. HEC Liège Business Breakfast, Liège, Belgium.

He, X.-Z., Li, K., Santi, C., & Shi, L. (November 2022). Social interaction, volatility clustering, and momentum. Journal of Economic Behavior and Organization, 203, 125-149. doi:10.1016/j.jebo.2022.05.029

Moretti, A., & Santi, C. (October 2022). Carbon Risk Premium and Worries about Climate Change [Paper presentation]. Conference in Sustainable and Socially Responsible Finance, Forli, Italy.

Santi, C., & Moretti, A. (June 2022). Carbon Risk Premium and Worries about Climate Change [Paper presentation]. 14th Conference of European Society for Ecological Economics, Pisa, Italy.

Santi, C. (22 May 2022). Investor Climate Sentiment and Financial Markets [Paper presentation]. 38th International Conference of the French Finance Association, Saint-Malo, France.

Santi, C. (2022). Les investissements durables dans les PME belges [Paper presentation]. Réunion du Conseil d'administration de Ostbelgieninvest, Malmedy, Belgium.

Santi, C., & Moretti, A. (12 April 2022). Carbon Risk Premium and Worries about Climate Change [Paper presentation]. Royal Economic Society 2022 Annual Conference.

He, X., Li, K., Shi, L., & Santi, C. (2021). Social Interaction, Stochastic Volatility, and Momentum. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/289654. doi:10.2139/ssrn.2916490

Chan, J., & Santi, C. (2021). Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. Journal of Economic Dynamics and Control, 127. doi:10.1016/j.jedc.2021.104101

Santi, C. (2021). Investor Climate Sentiment and Financial Markets [Paper presentation]. General Assembly of the European Geosciences Union.

Santi, C. (2021). Investor Climate Sentiment and Financial Markets [Paper presentation]. Qatar Centre for Global Banking and Finance Annual Conference 2021.

Santi, C. (2021). Investor Climate Sentiment and Financial Markets [Paper presentation]. North American Summer Meeting of the Econometric Society.

Santi, C. (2021). Investor Climate Sentiment and Financial Markets [Paper presentation]. Southwestern Finance Association 2021 Annual Meeting.

Santi, C., & Moretti, A. (2021). Carbon Risk Premium and Worries about Climate Change. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/289652. doi:10.2139/ssrn.3942738

Moretti, A., & Santi, C. (2020). Commentary to "Critical limitations of digital epidemiology: Why COVID-19 apps are useless". Survey Research Methods, 14 (2), 100-101. doi:10.18148/srm/2020.v14i2.7726

Santi, C. (2020). Investor Climate Sentiment and Financial Markets [Paper presentation]. Winter School of the Delhi School of Economics and the Econometric Society.

Santi, C., & Chan, J. (2019). Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach [Paper presentation]. Global Conference in Latin America of the Financial Management Association, Bogotà, Colombia.

Santi, C., & Chan, J. (2019). Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach [Paper presentation]. European Conference of the Financial Management Association, Glasgow, United Kingdom.

Santi, C. (2018). Research Quotient, Optimal R&D and Stock Returns [Paper presentation]. Research in Behavioural Finance Conference, Amsterdam, Netherlands.

Santi, C., & Chan, J. (2018). Speculative Bubbles in Present Value Models: A Bayesian Markov Switching State Space Approach [Paper presentation]. Simposio de Análisis Económico, Madrid, Spain.

Santi, C., & Zwinkels, R. (2018). Exploring Style Herding by Mutual Funds [Paper presentation]. China Meeting of the Econometric Society, Shanghai, China.

Santi, C., & Bottazzi, G. (2017). Relative Performance of Mean-Variance, Kelly, and Universal Portfolio Strategies [Paper presentation]. Italian Congress of Econometrics and Empirical Economics, Messina, Italy.

Santi, C., & Bottazzi, G. (2017). Relative Performance of Mean-Variance, Kelly and Universal Portfolio Strategies [Paper presentation]. PhD Finance Seminar, Amsterdam, Netherlands.

Santi, C., & Santoleri, P. (2017). Exploring the link between Innovation and Growth in Chilean Firms. Small Business Economics, 49 (2). doi:10.1007/s11187-016-9836-4

Santi, C., & Zwinkels, R. (2017). Exploring Style Herding by Mutual Funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/289653. doi:10.2139/ssrn.2986059

Santi, C., & Zwinkels, R. (2017). Exploring Style Herding by Mutual Funds [Paper presentation]. Workshop for PhD students in Econometrics and Empirical Economics, Perugia, Italy.