Santi Caterina

HEC Liège : UER > UER Finance, Comptabilité et Droit : International Finance

HEC Liège Research: Financial Management for the Future

See author's contact details
ORCID
0000-0002-9075-5479
Main Referenced Co-authors
Moretti, Angelo (9)
Mernier, Lorren  (5)
Chan, Joshua (4)
Zwinkels, Remco (3)
Bottazzi, Giulio (2)
Main Referenced Keywords
Asset pricing (4); Climate change (2); Herding (2); Mutual funds (2); Climate finance (1);
Main Referenced Disciplines
Finance (33)
Business & economic sciences: Multidisciplinary, general & others (4)
Special economic topics (health, labor, transportation...) (2)
Physical, chemical, mathematical & earth Sciences: Multidisciplinary, general & others (1)

Publications (total 40)

The most downloaded
857 downloads
Santi, C. (March 2023). Investor Climate Sentiment and Financial Markets. International Review of Financial Analysis, 86 (102490). doi:10.1016/j.irfa.2023.102490 https://hdl.handle.net/2268/289635

The most cited

72 citations (OpenAlex)

Santi, C. (March 2023). Investor Climate Sentiment and Financial Markets. International Review of Financial Analysis, 86 (102490). doi:10.1016/j.irfa.2023.102490 https://hdl.handle.net/2268/289635

Santi, C. (2025). Beliefs about climate risks and market efficiency. In G. M. Caporale, Handbook of Climate Change and Financial Markets. Edward Elgar Publishing.
Peer reviewed

Santi, C. (2024). Paris Agreement Alignment [Paper presentation]. 8th Sustainability Webinar, Bruxelles, Belgium.

Moretti, A., Santi, C., & Mernier, L. (14 June 2024). SME's Environmental Attributes and Performance: A Data Integration Approach [Paper presentation]. 2024 European Conference of the Financial Management Association, Turin, Italy.

Mernier, L., & Santi, C. (16 May 2024). SMEs' Green Initiatives: Balancing Sustainability and Financial Realities [Poster presentation]. Research day.

Santi, C., Moretti Angelo, & Mernier, L. (13 May 2024). SME’s Environmental Attributes and Performance: A Data Integration Approach [Paper presentation]. 18th Belgian Financial Research Forum.

Moretti, A., Santi, C., & Mernier, L. (06 February 2024). SME’s Environmental Attributes and Performance: A Data Integration Approach [Paper presentation]. Invited research seminar, Edinburgh, United Kingdom.

Santi, C. (February 2024). Is the stock return premium green or brown? Bank- en Financiewezen, 2023 (3), 164-170.
Editorial reviewed

Moretti, A., Santi, C., & Mernier, L. (10 January 2024). SME’s Environmental Attributes and Performance: A Data Integration Approach [Paper presentation]. Invited 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., & 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
Peer Reviewed verified by ORBi

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

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
Peer Reviewed verified by ORBi

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

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

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]. Southwestern Finance Association 2021 Annual Meeting.

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
Peer Reviewed verified by ORBi

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

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
Editorial reviewed

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

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

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
Peer Reviewed verified by ORBi

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

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

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