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 |
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 |
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., & 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 |