Publications

Full Publications

Full publication list grouped by topic. Publisher links are preserved wherever available.
IPOs, Capital Markets and Information
2017
Media Sentiment and IPO Underpricing
Journal of Corporate Finance, 46, 139–153 · Bajo, Raimondo
2017
Do IPO Firms Get What They Pay For? A Second Thought on Granting the Over-allotment Option
Quarterly Review of Economics and Finance, 63, 219–232 · Bajo, Barbi, Petrella
2016
Underwriter Networks, Investor Attention, and Initial Public Offerings
Journal of Financial Economics, 122, 376–408 · Chemmanur, Bajo, Simonyan, Tehranian
2010
The Information Content of Abnormal Trading Volume
Journal of Business Finance & Accounting, 37(7–8), 950–978 · Bajo
2009
The Determinants and Value Impact of Regulatory Compliance: An Analysis of Insider Trading Disclosures
Journal of Business Ethics, 90(3) · Bajo, Bigelli, Hillier, Petracci
2006
Do What Insiders Do: Abnormal Performance After the Release of Insider's Transaction
Studies in Economics and Finance, 23(2), 94–118 · Bajo, Petracci
1998
New Investments and Market Myopia: Firm's Value versus Private Benefits Maximization — Evidence from Italy
Journal of Management and Governance, 2(1), 1–16 · Bajo, Bigelli, Sandri
Household Finance and Behavioral Finance
2024
I'll Trade, Just Not Today: Individual Investor Trading Activity Around Birthdays
European Financial Management, 30, 2164–2194 · Bajo, Randl, Simion
2023
Psychological Profile and Investment Decisions
Finance Research Letters, 58, 1–13 · Bajo, Cecchini, Oliver
2019
Individual Differences in Disposition Effect
Journal of Behavioral Finance, 20(1), 107–126 · Bajo, Cecchini, Sobrero, Russo
2018
Financial Illiteracy and Mortgage Refinancing Decisions
Journal of Banking & Finance, 94, 279–286 · Bajo, Barbi
2015
Financial Literacy, Households' Investment Behavior, and Risk Propensity
Journal of Financial Management, Markets and Institutions, 3(1), 157–174 · Bajo, Barbi, Sandri
Corporate Finance, Governance and Risk Management
2025
Back From the Brink: State-Guaranteed Loans and Financial Recovery
European Financial Management (forthcoming) · Bajo, Barbi, Bigelli
2022
My, Myself and I: CEO Narcissism and Selective Hedging
European Financial Management, 28, 809–833 · Bajo, Jankensgård, Marinelli
2020
Bolstering Family Control: Evidence from Loyalty Shares
Journal of Corporate Finance, 65 · Bajo, Barbi, Bigelli, Croci
2020
Where Should I Publish to Get Promoted? A Finance Journal Ranking Based on Business School Promotions
Journal of Banking & Finance, 114 · Bajo, Barbi, Hillier
2015
A Generalized Approach to Optimal Hedging with Option Contracts
European Journal of Finance, 21(9), 714–733 · Bajo, Barbi, Romagnoli
2014
Optimal Corporate Hedging Using Options with Basis and Production Risk
North American Journal of Economics and Finance, 30, 56–71 · Bajo, Barbi, Romagnoli
2013
Interest Rate Risk Estimation: A New Duration-based Approach
Applied Economics, 45(19), 2697–2704 · Bajo, Barbi, Hillier
2012
The Role of Time Value in Convertible Bond Call Policy
Journal of Banking & Finance, 36(2), 550–563 · Bajo, Barbi
2010
The Risk-Shifting Effect and the Value of a Warrant
Quantitative Finance, 10(10), 1203–1213 · Bajo, Barbi
Networks, Institutions and Financial Markets
2024
Gender Balance in Academia: Evidence from Finance Departments
International Review of Financial Analysis, 96, 1–11 · Bajo, Barbi, Hillier
2020
Ownership Ties, Conflict of Interest, and the Tone of News
European Financial Management, 26(3), 560–578 · Bajo, Bigelli, Raimondo
2020
Institutional Investor Connectedness and Firm Value
Journal of Business Research, 112, 65–80 · Bajo, Croci, Marinelli
2013
The Role of Institutional Investors in Controlling Shareholder Public-to-Private Transactions
Journal of Banking & Finance, 37(11), 4327–4336 · Bajo, Barbi, Bigelli, Hillier
Books and Other Publications
2012
Rischi finanziari delle imprese. Politiche di copertura, modelli ed evidenze empiriche
Franco Angeli, Milano
2003
Le Obbligazioni Convertibili
Carocci, Roma
2026
Risk Management
Topics in Corporate Finance: Challenges, Opportunities, Debates, and Trends, Springer Nature, pp. 3–20
2013
Enel, Ten Years of Extraordinary Financial Performance
National Monopoly to Successful Multinational: The Case of Enel, Palgrave Macmillan · Bajo, Barbi
2007
L'Internal dealing: una prima verifica empirica sul mercato italiano
Finanza e Industria in Italia, Il Mulino · Bajo, Bigelli, Petracci
2001
Il Venture Capital
Le fonti di finanziamento non bancarie, Clueb