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Employment (2)

London School of Economics and Political Science: London, GB

(Finance)
Employment
Source: Self-asserted source
Michela Verardo

London School of Economics: London, GB

Employment
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London School of Economics & Political Science

Works (11)

Does herding behavior reveal skill? An analysis of mutual fund performance

Journal of Finance
2018-10-01 | Journal article | Author
SOURCE-WORK-ID:

302d7e7f-18fa-4c71-97ab-58ab91da316c

EID:

2-s2.0-85050696174

Contributors: Hao Jiang; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Company news affects the way in which a stock’s returns co-move with those of other firms

2016-03-10 | Website | Author
SOURCE-WORK-ID:

82be2231-a737-4b0e-839c-e17366eb92aa

Contributors: Michela Verardo; Andrew J. Patton
Source: check_circle
London School of Economics & Political Science

Does herding behavior reveal skill? An analysis of mutual fund performance

Financial Markets Group Discussion Papers, Paul Woolley Centre Discussion Papers
2013-03-02 | Working paper | Author
SOURCE-WORK-ID:

0c6df7af-24ce-4e88-ac7e-f6e5bcab8998

Contributors: Hao Jiang; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Does beta move with news?: firm-specific information flows and learning about profitability

Review of Financial Studies
2012 | Journal article | Author
SOURCE-WORK-ID:

bb0bc4b9-eb2a-4031-b9e3-3df4ed7e0268

EID:

2-s2.0-84865249652

Contributors: Andrew J. Patton; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Institutional trade persistence and long-term equity returns

Journal of Finance
2011 | Journal article | Author
SOURCE-WORK-ID:

dbc1ea9c-e3c6-41a7-9807-74e0fff9ac72

EID:

2-s2.0-79952808877

Contributors: Amil Dasgupta; Andrea Prat; Michela Verardo
Source: check_circle
London School of Economics & Political Science

The price impact of institutional herding

Review of Financial Studies
2011-03 | Journal article | Author
SOURCE-WORK-ID:

0fffcc04-430a-4a1b-aebc-15f58ad3c8bc

EID:

2-s2.0-79952132539

Contributors: Amil Dasgupta; Andrea Prat; Michela Verardo
Source: check_circle
London School of Economics & Political Science

The price impact of institutional herding

Financial Markets Group Discussion Papers, Paul Woolley Centre Discussion Papers
2010-12-01 | Working paper | Author
SOURCE-WORK-ID:

86ea19e2-c6f0-4caa-b573-41f9ebc61c3c

Contributors: Amil Dasgupta; Andrea Prat; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Institutional trade persistence and long-term equity returns

Financial Markets Group Discussion Papers, Paul Woolley Centre Discussion Papers
2010-11-01 | Working paper | Author
SOURCE-WORK-ID:

02e5192f-deaf-4cd4-aef7-39604b72aa2d

Contributors: Amil Dasgupta; Andrea Prat; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Heterogenous beliefs and momentum profits

Journal of Financial and Quantitative Analysis
2009-08 | Journal article | Author
SOURCE-WORK-ID:

781d6ffd-231c-4359-9fd7-429b1f26d197

EID:

2-s2.0-74249089270

Contributors: Michela Verardo
Source: check_circle
London School of Economics & Political Science

Does beta move with news? Systematic risk and firm-specific information flows

Financial Markets Group Discussion Papers
2009-03-01 | Working paper | Author
SOURCE-WORK-ID:

abb533d0-5ba1-4bb5-ad85-24c487514609

Contributors: Andrew J. Patton; Michela Verardo
Source: check_circle
London School of Economics & Political Science

Institutional trade persistence and long-term equity returns

2007-07 | Working paper | Author
SOURCE-WORK-ID:

67e1fded-10a2-4fe4-84ee-1b6a28207c86

Contributors: Amil Dasgupta; Andrea Prat; Michela Verardo
Source: check_circle
London School of Economics & Political Science