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Alessandro Giovannelli · Study

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Alessandro Giovannelli

4 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-3700-4262

h-index4

i104

Citations195

Works here4

13

18

20

21

Most cited in this library

Corporate social responsibility and earnings forecasting unbiasedness2013 · 99 citations
Dynamic factor model with infinite‐dimensional factor space: Forecasting2018 · 42 citations
Forecasting stock returns with large dimensional factor models2021 · 30 citations
Nowcasting Monthly GDP with Big Data: A Model Averaging Approach2020 · 24 citations

Works

4 shown

Forecasting stock returns with large dimensional factor models

Journal of Empirical Finance·2021·3 authors·Open access

30citations

Nowcasting Monthly GDP with Big Data: A Model Averaging Approach

Journal of the Royal Statistical Society Series A (Statistics in Society)·2020·2 authors·Open access

24citations

Dynamic factor model with infinite‐dimensional factor space: Forecasting

Journal of Applied Econometrics·2018·4 authors·Open access

42citations

Corporate social responsibility and earnings forecasting unbiasedness

Journal of Banking & Finance·2013·3 authors

99citations