Federico Nardari

Do Commodities Add Economic Value inAsset Allocation? New Evidence from Time-Varying Moments

Xin Gao, Federico Nardari

Journal article  |  2018  |  Journal of Financial and Quantitative Analysis

Parcel Size and Land Value: A Comparison of Approaches

Karl L Guntermann, Alex R Horenstein, Federico Nardari, Gareth Thomas

Journal article  |  2015  |  Journal of Real Estate Research

Investor behavior in the mutual fund industry: Evidence from gross flows

GD Cashman, F Nardari, DN Deli, SV Villupuram

Journal article  |  2014  |  Journal of Economics and Finance

Investors Do Respond to Poor Mutual Fund Performance: Evidence from Inflows and Outflows

George Cashman, Daniel Deli, Federico Nardari, Sriram Villupuram

Journal article  |  2012  |  Financial Review

Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets

John M Griffin, Patrick J Kelly, Federico Nardari

Journal article  |  2010  |  Review of Financial Studies

Do investors trade more when stocks have performed well? evidence from 46 countries

JM Griffin, F Nardari, RM Stulz

Journal article  |  2007  |  Review of Financial Studies

Explaining the early years of the euro exchange rate: An episode of learning about a new central bank

M Gómez, M Melvin, F Nardari

Journal article  |  2007  |  European Economic Review

Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions

F Nardari, JT Scruggs

Journal article  |  2007  |  Journal of Financial and Quantitative Analysis

AbstractWe analyze a new class of linear factor models in which the factors are latent and the covariance matrix of excess returns..

Analysis of high dimensional multivariate stochastic volatility models

S Chib, F Nardari, N Shephard

Journal article  |  2006  |  Journal of Econometrics

Are daily cross-border equity flows pushed or pulled?

JM Griffin, F Nardari, RM Stulz

Conference Proceedings  |  2004  |  Review of Economics and Statistics