Antonio Gargano

Bond Return Predictability: Economic Value and Links to the Macroeconomy

A Gargano, D Pettenuzzo, A Timmermann

Journal article  |  2019  |  Management Science

Studies of bond return predictability find a puzzling disparity between strong statistical evidence of return predictability and t..

Does It Pay to Pay Attention?

Antonio Gargano, Alberto G Rossi

Journal article  |  2018  |  The Review of Financial Studies

We employ a novel brokerage account data set to investigate which individual investors are the most attentive, how investors alloc..

The Freedom of Information Act and the Race Toward Information Acquisition

Antonio Gargano, Alberto G Rossi, Russ Wermers

Journal article  |  2017  |  The Review of Financial Studies

Complete subset regressions with large-dimensional sets of predictors

Graham Elliott, Antonio Gargano, Allan Timmermann

Journal article  |  2015  |  Journal of Economic Dynamics and Control

Forecasting commodity price indexes using macroeconomic and financial predictors

Antonio Gargano, Allan Timmermann

Journal article  |  2014  |  International Journal of Forecasting

Complete subset regressions

Graham Elliott, Antonio Gargano, Allan Timmermann

Journal article  |  2013  |  Journal of Econometrics

Does it Pay to Pay Attention?

Antonio Gargano, Alberto G Rossi

Journal article  |  SSRN Electronic Journal