User profiles for Anna Maria D’Arcangelis
Anna Maria D'ArcangelisUniversità della Tuscia DEIM Verified email at unitus.it Cited by 519 |
Herding in the Italian stock market: a case of behavioral finance
F Caparrelli, AM D'Arcangelis… - The Journal of Behavioral …, 2004 - Taylor & Francis
This article studies the herding effect in the capital markets. Using data from the Italian Stock
Exchange, the authors test for the presence of herding as described in Christie and Huang […
Exchange, the authors test for the presence of herding as described in Christie and Huang […
Ownership and control in shareholding networks
G Rotundo, AM D'Arcangelis - Journal of Economic Interaction and …, 2010 - Springer
This paper aims to provide a network analysis of the relationships of shareholders in the
Italian stock market for understanding the relevance of portfolio diversification in integrated …
Italian stock market for understanding the relevance of portfolio diversification in integrated …
Herding in mutual funds: A complex network approach
AM D'Arcangelis, G Rotundo - Journal of Business Research, 2021 - Elsevier
The paper investigates herding in mutual funds through a complex networks approach. The
detection of significant correlation coefficients constitutes the basis for the construction of the …
detection of significant correlation coefficients constitutes the basis for the construction of the …
Complex networks in finance
AM D'Arcangelis, G Rotundo - Complex Networks and Dynamics: Social …, 2016 - Springer
The present paper can be considered as divided in two parts: in the first one, we provide a
review of the methods of complex networks that have been mainly used in the applications to …
review of the methods of complex networks that have been mainly used in the applications to …
Network of companies: an analysis of market concentration in the Italian stock market
G Rotundo, AM D'Arcangelis - Quality & quantity, 2014 - Springer
In this paper we propose an adjustment to the Herfindahl–Hirschman concentration index
for explicitly considering the role of the topology of financial economic networks on market …
for explicitly considering the role of the topology of financial economic networks on market …
A complex networks approach to pension funds
In this paper, techniques proper to complex networks studies have been applied to analyze
features of the investment styles and similarities in the Italian pension funds. The analysis …
features of the investment styles and similarities in the Italian pension funds. The analysis …
Network analysis of ownership and control structure in the Italian Stock market
G Rotundo, AM D'Arcangelis - 2010 - dspace.unitus.it
This work has two targets. First, we gather data on the board of directors of companies traded
on the Italian Stock Market, and we analyze the structure of the related network. Second, …
on the Italian Stock Market, and we analyze the structure of the related network. Second, …
Mutual funds relationships and performance analysis
AM D'Arcangelis, G Rotundo - Quality & Quantity, 2015 - Springer
The present paper aims at exploring the equity exposure of Italian equity mutual funds as
they emerge from their portfolio holdings at the date of December 31st, 2010. The technique …
they emerge from their portfolio holdings at the date of December 31st, 2010. The technique …
Systemic Risk of Non Performing Loans Market. The Italian Case.
AM D'arcangelis, G Rotundo - 2019 - dspace.unitus.it
The paper considers the systemic risk due to the Non-Performing Loans in the balance sheets
of banks. Using empirical data on Non-Performing Loans of Italian Banks and following …
of banks. Using empirical data on Non-Performing Loans of Italian Banks and following …
Economic Relevance of Concentration for Emerging Markets Funds Performance
AM D'Arcangelis, G Galloppo - The Journal of Wealth …, 2015 - jwm.pm-research.com
The aim of this article is to explore the relationship between portfolio concentration and the
performance of mutual funds investing in emerging and developed markets. Following the …
performance of mutual funds investing in emerging and developed markets. Following the …