Working Papers
- Small Caps in International Equity Portfolios: The Effects of Variance Risk, con Massimo Guidolin, CeRP Working Paper, February 2005 - Accepted at the Meetings of the American Finance Association, Boston 2006 (download)
- Should Insider Trading be Prohibited when Share Repurchase are Allowed?, con Andrea Buffa - Carlo Alberto Notebooks 16, Collegio Carlo Alberto, 2006 (download)
- Investing for the Long-Run in European Real Estate. Does Predictability Matter?, con Carolina Fugazza e Massimo Guidolin, Working Papers 40, Center for Research on Pensions and Welfare Policies, Turin (Italy), 2005 (download)
- Privatization and Financial Market Development: Theoretical Issues, con Gabriella Chiesa, Working Papers 2003.1, Fondazione Eni Enrico Mattei, 2003 (download)
- Insider Trading, Traded Volume and Returns, con Fabio C. Bagliano, Carlo A. Favero, July 2001 (download)
- Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading, CEPR Financial Markets Paper 0025, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 90--98 Goswell Road, London EC1V 7RR, 1992 (download)
- Information Supply with a Linear Signalling Rule: A Note on Distorted Signals, CEPR Financial Markets Paper 0009, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 90--98 Goswell Road, London EC1V 7RR, 1990 (download)
- Equilibrium Public Information In Asset Markets, Papers 105, Princeton, Department of Economics - Financial Research Center, 1989 (download)