Research Output per year
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 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
- 1 Article
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. 4345-4397Research output: Contribution to journal › Article › Scientific › peer-review
Extrapolation
Predictability of stock returns
Investors
Survey data
Equity premium