Why invest in emerging markets? The role of conditional return asymmetry E Ghysels, A Plazzi, R Valkanov The Journal of Finance 71 (5), 2145-2192, 2016 | 265* | 2016 |
Expected returns and expected growth in rents of commercial real estate A Plazzi, W Torous, R Valkanov The Review of Financial Studies 23 (9), 3469-3519, 2010 | 235 | 2010 |
Forecasting real estate prices E Ghysels, A Plazzi, R Valkanov, W Torous Handbook of economic forecasting 2, 509-580, 2013 | 223 | 2013 |
What Constrains Liquidity Provision? Evidence From Institutional Trades E Cotelioglu, FA Franzoni, A Plazzi Review of Finance, 2020 | 98* | 2020 |
The cross‐sectional dispersion of commercial real estate returns and rent growth: Time variation and economic fluctuations A Plazzi, W Torous, R Valkanov Real Estate Economics 36 (3), 403-439, 2008 | 85 | 2008 |
Financial market misconduct and public enforcement: The case of Libor manipulation P Gandhi, B Golez, JC Jackwerth, A Plazzi Management Science 65 (11), 5268-5289, 2019 | 76* | 2019 |
Valuation in US commercial real estate E Ghysels, A Plazzi, R Valkanov European Financial Management 13 (3), 472-497, 2007 | 70 | 2007 |
Equity is cheap for large financial institutions P Gandhi, H Lustig, A Plazzi The Review of Financial Studies 33 (9), 4231-4271, 2020 | 67* | 2020 |
The risk-return relationship and financial crises E Ghysels, A Plazzi, RI Valkanov Available at SSRN 2776702, 2016 | 52 | 2016 |
Exploiting property characteristics in commercial real estate portfolio allocation A Plazzi, WN Torous, RI Valkanov Journal of Portfolio Management 35 (3), 39-50, 2012 | 40 | 2012 |
Direct versus iterated multiperiod volatility forecasts E Ghysels, A Plazzi, R Valkanov, A Rubia, A Dossani Annual Review of Financial Economics 11, 173-195, 2019 | 36 | 2019 |
Inflation Risk Premia, Yield Volatility, and Macro Factors A Berardi, A Plazzi Journal of Financial Econometrics, 2017 | 17 | 2017 |
Birds of a feather: do hedge fund managers flock together? M Gerritzen, J Jackwerth, A Plazzi Management Science 70 (5), 2976-2998, 2024 | 13 | 2024 |
Dissecting the Yield Curve: The International Evidence A Berardi, A Plazzi Journal of Banking and Finance, 2019 | 12 | 2019 |
A False Sense of Security: Why US Banks Diversify and Does it Help? P Gandhi, PC Kiefer, A Plazzi Swiss Finance Institute Research Paper Series, 2016 | 9* | 2016 |
The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times R Jappelli, L Pelizzon, A Plazzi SAFE Working Paper, 2022 | 8 | 2022 |
Does Monetary Policy Impact Sovereign Credit Risk Comovement? L Pelizzon, M Caporin, A Plazzi Available at SSRN 3990064, 2022 | 8* | 2022 |
Mind the (convergence) gap: Bond predictability strikes back! A Berardi, M Markovich, A Plazzi, A Tamoni Management Science 67 (12), 7888-7911, 2021 | 7* | 2021 |
International stock return correlation: real or financial integration? A structural present-value approach A Plazzi Work. Pap., Anderson Sch. Manag., Univ. Calif. Los Angel, 2009 | 7 | 2009 |
Does Corporate Governance Matter? Evidence from the AGR Governance Rating A Plazzi, WN Torous, U Yilmaz Evidence from the AGR Governance Rating (October 10, 2019). Swiss Finance …, 2019 | 5 | 2019 |