Photo of Stefano Cassella
  • Warandelaan 2, Koopmans Building, room K 613

    5037 AB Tilburg


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Personal profile

Research interests

My research is in empirical asset pricing. My focus is on the effect of behavioral biases on aggregate and cross-sectional equity prices. I am also interested in the role of institutional investors, financial intermediation, and regulation in financial markets.

Current courses

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  • Asset Pricing
  • Equity Market

Fingerprint Dive into the research topics where Stefano Cassella is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Extrapolation Business & Economics
Predictability of stock returns Business & Economics
Investors Business & Economics
Assets Business & Economics
Equity premium Business & Economics
Stock market Business & Economics
Relative weight Business & Economics
Mispricing Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2018 2018

Extrapolation bias and the predictability of stock returns by price-scaled variables

Cassella, S. & Gulen, H., Nov 2018, In : The Review of Financial Studies. 31, 11, p. 4345-4397

Research output: Contribution to journalArticleScientificpeer-review

Predictability of stock returns
Survey data
Equity premium