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Asset Pricing, Real Estate and Public Finance over the Crisis

  • Book
  • © 2013

Overview

Editors:
  1. Alessandro Carretta

    1. University of Rome ‘Tor Vergata’, Italy

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    You can also search for this editor in PubMed   Google Scholar

  2. Gianluca Mattarocci

    1. University of Rome ‘Tor Vergata’, Italy

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Table of contents (14 chapters)

  1. Front Matter

    Pages i-xix
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  2. Introduction

    1. Introduction

      • Alessandro Carretta, Gianluca Mattarocci
      Pages 1-4

  3. Asset Pricing during the Crisis

    1. Front Matter

      Pages 5-5
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    2. Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals

      • Alessandro Carretta, Vincenzo Farina, Elvira Anna Graziano, Marco Reale
      Pages 7-24

    3. The Effects of Derivatives Trading on Stock Market Volatility and Market Efficiency: Some Evidence from European Markets

      • Giovanni Liccardo
      Pages 25-37

    4. How Much Globalization Is There in the World Stock Markets and Where Is It?

      • Gianni Nicolini, Ekaterina Dorodnykh
      Pages 38-55

    5. Financial Analyst Recommendation Driven Funds: A Risk Adjusted Measure Analysis

      • Giuseppe Galloppo
      Pages 56-76

    6. Alternative Neural Network Approaches for Enhancing Stock Picking Using Earnings Forecasts

      • Giuseppe Galloppo, Mauro Aliano
      Pages 77-96

    7. Market Timing with the Black-Litterman Model

      • Ugo Pomante
      Pages 97-111

    8. Performance and Governance in Investment Management Companies

      • Maria Cristina Arcuri
      Pages 112-125

  4. Real Estate Investment Vehicles and Markets during the Crisis

    1. Front Matter

      Pages 127-127
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    2. The Quality of Real Estate Data: The Italian Case

      • Francesca Battaglia, Claudio Porzio, Gabriele Sampagnaro
      Pages 129-151

    3. Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets

      • Gianluca Mattarocci, Georgios Siligardos
      Pages 152-164

    4. The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market

      • Claudio Giannotti, Gianluca Mattarocci
      Pages 165-189

  5. Public Sector Issues in a Crisis Scenario

    1. Front Matter

      Pages 191-191
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    2. Economic and Financial Determinants of the Italian Local Government Ratings: An Empirical Analysis

      • Anna Valeria Venneri
      Pages 193-213

    3. Evolution of the Finance Function in the Italian Local Public Bodies

      • Fabrizio Quarta, Pasquale Stefanizzi
      Pages 214-227

    4. Project Finance Exposures in the Supervisory Slotting Criteria Approach: Pricing and Judgemental Analysis

      • Pietro Marchetti, Anna Valeria Venneri
      Pages 228-241

  6. Back Matter

    Pages 242-255
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Keywords

About this book

The current financial crisis started from the US real estate market and after, though the increase of risk premium requested by investors and due to the lack of liquidity of all financial markets, it became a world financial crisis. A detailed analysis during the crisis focuses attention on asset management, the real estate and public sector.

Editors and Affiliations

  • University of Rome ‘Tor Vergata’, Italy

    Alessandro Carretta, Gianluca Mattarocci

About the editors

Mauro Aliano University of Rome Tor Vergata, Italy Maria Cristina Arcuri University of Rome Tor Vergata, Italy and University of Parma, Italy Francesca Battaglia University of Naples Parthenope, Italy Ekaterina Dorodnykh University of Rome Tor Vergata, Italy Vincenzo Farina University of Rome Tor Vergata, Italy Giuseppe Galloppo University of Tuscia, Viterbo, Italy Claudio Giannotti University LUM Jean Monnet, Casamassima, Italy and University of Rome Tor Vergata, Italy Elvira Anna Graziano University of Rome Tor Vergata, Italy Giovanni Liccardo University of Rome Tor Vergata, Italy Pietro Marchetti University of Salento, Italy and University of Rome Tor Vergata, Italy Gianni Nicolini University of Rome Tor Vergata, Italy Ugo Pomante University of Rome Tor Vergata, Italy and SDA Bocconi School of Management, Italy Claudio Porzio University of Naples Parthenope, Italy Fabrizio Quarta University of Salento, Italy Marco Reale University of Canterbury, New Zealand Gabriele Sampagnaro University of Naples Parthenope, Italy and University of Rome Tor Vergata, Italy Georgios Siligardos University of Rome Tor Vergata, Italy and University of Salento, Italy Anna Valeria Venneri University of Rome Tor Vergata, Italy and University of Salento, Italy

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