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Federico Nardari
Federico Nardari
Professor of Finance, University of Melbourne
Verified email at unimelb.edu.au - Homepage
Title
Cited by
Cited by
Year
Markov chain Monte Carlo methods for stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 108 (2), 281-316, 2002
8332002
Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets
JM Griffin, PJ Kelly, F Nardari
The Review of Financial Studies 23 (8), 3225-3277, 2010
6762010
Time-varying short-horizon predictability
SJ Henkel, JS Martin, F Nardari
Journal of financial economics 99 (3), 560-580, 2011
5942011
Analysis of high dimensional multivariate stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 134 (2), 341-371, 2006
4412006
Are daily cross-border equity flows pushed or pulled?
JM Griffin, F Nardari, RM Stulz
Review of Economics and Statistics 86 (3), 641-657, 2004
4322004
Do investors trade more when stocks have performed well? Evidence from 46 countries
JM Griffin, F Nardari, RM Stulz
The Review of Financial Studies 20 (3), 905-951, 2007
4232007
Investor behavior in the mutual fund industry: evidence from gross flows
GD Cashman, F Nardari, DN Deli, SV Villupuram
Journal of Economics and Finance 38, 541-567, 2014
1102014
Do commodities add economic value in asset allocation? New evidence from time-varying moments
X Gao, F Nardari
Journal of Financial and Quantitative Analysis 53 (1), 365-393, 2018
772018
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
GD Cashman, DN Deli, F Nardari, S Villupuram
Financial Review 47 (4), 719-739, 2012
732012
Measuring short-term international stock market efficiency
JM Griffin, PJ Kelly, F Nardari
Unpublished working paper. University of Texas at Austin, 2007
632007
Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and apt pricing restrictions
F Nardari, JT Scruggs
Journal of Financial and Quantitative Analysis 42 (4), 857-891, 2007
542007
Are emerging markets more profitable? Implications for comparing weak and semi-strong form efficiency
JM Griffin, PJ Kelly, F Nardari
Implications for Comparing Weak and Semi-Strong Form Efficiency (June 23 …, 2007
512007
Why does stock market volatility change over time? A time-varying variance decomposition for stock returns
F Nardari, J Scruggs
EFA 2005 Moscow Meetings, 2005
192005
On monthly mutual fund flows
GD Cashman, DN Deli, F Nardari, SV Villupuram
FMA Annual Meeting, Orlando, FL, 2006
182006
Measurement and determinants of international stock market efficiency
J Griffin, P Kelly, F Nardari
Working paper, University of Texas at Austin, 2006
172006
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
GD Cashman, D Deli, F Nardari, SV Villupuram
Available at SSRN 945296, 2006
162006
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
M Gómez, M Melvin, F Nardari
European Economic Review 51 (3), 505-520, 2007
102007
Analysis of linear factor models with multivariate stochastic volatility for stock and bond returns
F Nardari, JT Scruggs
Department of Finance Arizona State University, 2003
82003
Understanding the non-linear relation between mutual fund performance and flows
GD Cashman, D Deli, F Nardari, SV Villupuram
Available at SSRN 1108667, 2008
72008
Parcel size and land value: A comparison of approaches
KL Guntermann, AR Horenstein, F Nardari, G Thomas
Journal of Real Estate Research 37 (2), 281-320, 2015
42015
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