Marco Valerio Geraci

Marco Valerio Geraci

University of Cambridge - Cambridge / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202645
person_outline Marco Valerio Geraci's MOST POPULAR ARTICLES
1-) Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector AutoregressionsMV Geraci, JY GnaboJournal of Financial and Quantitative Analysis 53 (3), 1371-1390, 2018762018
2-) Short selling in extreme eventsMV Geraci, T Garbaravicius, D VeredasJournal of Financial Stability 39, 90-103, 2018192018
3-) Common short selling and excess comovement: Evidence from a sample of LSE stocksMV Geraci, JY Gnabo, D VeredasJournal of Financial Markets 65, 100833, 20234*2023
4-) Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network scienceY Gandica, MV Geraci, S Béreau, JY GnaboPLOS One 13 (4), e0195110, 201842018
5-) Short selling in the tailsMV Geraci, T Garbaravicius, D VeredasECARES Working Papers, 201642016