Valerio Potì
Names
| first: |
Valerio |
| last: |
Potì |
Identifer
Contact
Affiliations
-
University College Dublin
/ School of Business
/ Michael Smurfit Graduate School of Business
Research profile
author of:
- Evaluating Financial Relational Graphs: Interpretation Before Prediction (RePEc:arx:papers:2410.07216)
by Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong - Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area (RePEc:bla:eufman:v:14:y:2008:i:3:p:419-444)
by Colm Kearney & Valerio Potì - The signature of sentiment in conditional consumption CAPM estimates: A note (RePEc:eee:beexfi:v:2:y:2014:i:c:p:1-9)
by Potì, Valerio & Shefrin, Hersh - A new tight and general bound on return predictability (RePEc:eee:ecolet:v:162:y:2018:i:c:p:140-145)
by Potì, Valerio - Measuring excess-predictability of asset returns and market efficiency over time (RePEc:eee:ecolet:v:175:y:2019:i:c:p:92-96)
by Levich, Richard & Conlon, Thomas & Potì, Valerio - Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour (RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002555)
by Caferra, Rocco & Morone, Andrea & Potì, Valerio - Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000156)
by Chen, Yuting & Potì, Valerio - Predictability, trading rule profitability and learning in currency markets (RePEc:eee:finana:v:33:y:2014:i:c:p:117-129)
by Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo - Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon (RePEc:eee:finana:v:41:y:2015:i:c:p:320-328)
by Bredin, Don & Conlon, Thomas & Potì, Valerio - The price of shelter - Downside risk reduction with precious metals (RePEc:eee:finana:v:49:y:2017:i:c:p:48-58)
by Bredin, Don & Conlon, Thomas & Potì, Valerio - Predictability and diversification benefits of investing in commodity and currency futures (RePEc:eee:finana:v:50:y:2017:i:c:p:52-66)
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio - Shall the winning last? A study of recent bubbles and persistence (RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415)
by Jalan, Akanksha & Matkovskyy, Roman & Potì, Valerio - Predictability and ‘good deals’ in currency markets (RePEc:eee:intfor:v:31:y:2015:i:2:p:454-472)
by Levich, Richard M. & Potì, Valerio - Nonparametric tests for Optimal Predictive Ability (RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898)
by Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk - The coskewness puzzle (RePEc:eee:jbfina:v:34:y:2010:i:8:p:1827-1838)
by Potì, Valerio & Wang, DengLi - Predictability and pricing efficiency in forward and spot, developed and emerging currency markets (RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301790)
by Potì, Valerio & Levich, Richard & Conlon, Thomas - What drives currency predictability? (RePEc:eee:jimfin:v:36:y:2013:i:c:p:86-106)
by Potì, Valerio & Siddique, Akhtar - Revisiting the Silver Crisis (RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459)
by Bredin, Don & Potì, Valerio & Salvador, Enrique - Commodity futures return predictability and intertemporal asset pricing (RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460)
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio - Precautionary motives for private firms’ cash holdings (RePEc:eee:reveco:v:68:y:2020:i:c:p:150-166)
by Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara - Correlation dynamics in European equity markets (RePEc:eee:riibaf:v:20:y:2006:i:3:p:305-321)
by Kearney, Colm & Poti, Valerio - Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective (RePEc:eee:riibaf:v:27:y:2013:i:1:p:12-27)
by Pattitoni, Pierpaolo & Petracci, Barbara & Potì, Valerio & Spisni, Massimo - The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks (RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002447)
by Di Martino, G. & Miglietta, F. & Potì, V. - Corrigendum to “The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European banks” [Res. Int. Bus. Financ. 71 (2024) 102451] (RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003118)
by Di Martino, G. & Miglietta, F. & Potì, V. - International Portfolio Formation, Skewness & the Role of Gold (RePEc:ffe:journl:v:3:y:2006:i:1:p:49-68)
by Brian M Lucey, Valerio Poti, Edel Tully - Shall the winning last? A study of recent bubbles and persistence (RePEc:hal:journl:hal-03603161)
by Akanksha Jalan & Roman Matkovskyy & Valerio Potì - COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic (RePEc:hal:journl:hal-04021587)
by Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy - Commodity futures return predictability and intertemporal asset pricing (RePEc:hal:journl:hal-04192933)
by John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì - Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets (RePEc:iis:dispap:iiisdp015)
by Colm Kearney & Valerio Poti - International Portfolio Formation, Skewness & the Role of Gold (RePEc:iis:dispap:iiisdp030)
by Brian M Lucey & Edel Tully & Valerio Poti - Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area (RePEc:iis:dispap:iiisdp132)
by Colm Kearney & Valerio Poti - Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood (RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165)
by Thierry Post & Valerio Potì - Food Prices, Ethics and Forms of Speculation (RePEc:kap:jbuset:v:179:y:2022:i:2:d:10.1007_s10551-021-04842-z)
by Don Bredin & Valerio Potì & Enrique Salvador - Predictability and 'Good Deals' in Currency Markets (RePEc:nbr:nberwo:14597)
by Richard M. Levich & Valerio Poti - Sentiment, Productivity, and Economic Growth (RePEc:nbr:nberwo:31031)
by George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti - COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic (RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3)
by Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy - Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples (RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00060-y)
by Valerio Poti - The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (RePEc:spr:stpapr:v:56:y:2015:i:4:p:1205-1234)
by Luca Bagnato & Valerio Potì & Maria Zoia - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:6:p:369-372 (article)
- Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence (RePEc:taf:lstaxx:v:45:y:2016:i:1:p:49-62)
by M. Faliva & V. Potì & M. G. Zoia - Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies (RePEc:taf:quantf:v:24:y:2024:i:7:p:975-992)
by Ruting Wang & Valerio Potì & Wolfgang Karl Härdle - Commodity Futures Return Predictability and Intertemporal Asset Pricing (RePEc:ucd:wpaper:202011)
by John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì - Correlation Dynamics in European Equity Markets (RePEc:wpa:wuwpfi:0507008)
by Colm Kearney & Valerio Poti