Photo of Stefano Cassella
  • Prof. de Moorplein 521, Intermezzo, room I 705

    5037 DR Tilburg

    Netherlands

20182018
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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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Keywords

  • Asset Pricing
  • Equity Market

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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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

Extrapolation
Predictability of stock returns
Investors
Survey data
Equity premium