LSE creators

Number of items: 11.
Article
  • Jiang, Hao, Verardo, Michela (2018). Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73(5), 2229 - 2269. https://doi.org/10.1111/jofi.12699
  • Patton, Andrew J., Verardo, Michela (2012). Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25(9), 2789-2839. https://doi.org/10.1093/rfs/hhs073
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2011). The price impact of institutional herding. Review of Financial Studies, 24(3), 892-925. https://doi.org/10.1093/rfs/hhq137
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2011). Institutional trade persistence and long-term equity returns. Journal of Finance, 66(2), 635-653. https://doi.org/10.1111/j.1540-6261.2010.01644.x
  • Verardo, Michela (2009). Heterogenous beliefs and momentum profits. Journal of Financial and Quantitative Analysis, 44(4), 795-822. https://doi.org/10.1017/S0022109009990214
    • Online resource
  • Verardo, Michela, Patton, Andrew J. (2016). Company news affects the way in which a stock’s returns co-move with those of other firms.
    • Working paper
  • Jiang, Hao, Verardo, Michela (2013). Does herding behavior reveal skill? An analysis of mutual fund performance. (Financial Markets Group Discussion Papers 720). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). The price impact of institutional herding. (Financial Markets Group Discussion Papers 652). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2010). Institutional trade persistence and long-term equity returns. (Financial Markets Group Discussion Papers 661). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Patton, Andrew J., Verardo, Michela (2009). Does beta move with news? Systematic risk and firm-specific information flows. (Financial Markets Group Discussion Papers 630). Financial Markets Group, The London School of Economics and Political Science.
  • Dasgupta, Amil, Prat, Andrea, Verardo, Michela (2007). Institutional trade persistence and long-term equity returns. Centre for Economic Policy Research (Great Britain).