Rocco Ciciretti
Personal Details
First Name: | Rocco |
Middle Name: | |
Last Name: | Ciciretti |
Suffix: | |
RePEc Short-ID: | pci31 |
[This author has chosen not to make the email address public] | |
http://www.roccociciretti.com/ | |
Tor Vergata University of Roma Departiment of economics and finance Via Columbia, 2 00133 Roma - Italia | |
+39 06 72595925 | |
Terminal Degree: | Facoltà di Economia; Università degli Studi di Roma "Tor Vergata" (from RePEc Genealogy) |
Affiliation
Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"
Roma, Italyhttp://www.economia.uniroma2.it/def/
RePEc:edi:dsrotit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Marianna Brunetti & Rocco Ciciretti & Nadia Linciano & Monica Gentile & Paola Soccorso, 2022.
"Attitude towards financial planning of Italian households,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
0091, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Marianna Brunetti & Rocco Ciciretti & Monica Gentile & Nadia Linciano & Paola Soccorso, 2022. "Attitude Towards Financial Planning of Italian Households," CEIS Research Paper 544, Tor Vergata University, CEIS, revised 15 Dec 2022.
- Roy Cerqueti & R. Ciciretti A. Dalo, M. Nicolosi, 2022.
"A new measure of the resilience for networks of funds with applications to socially responsible investments,"
Post-Print
hal-03789131, HAL.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022. "A new measure of the resilience for networks of funds with applications to socially responsible investments," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2022.
"Mitigating contagion risk by ESG investing,"
Post-Print
hal-03788991, HAL.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2022. "Mitigating Contagion Risk by ESG Investing," Sustainability, MDPI, vol. 14(7), pages 1-13, March.
- Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021. "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper 524, Tor Vergata University, CEIS, revised 05 Nov 2021.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021.
"ESG Investing: A Chance To Reduce Systemic Risk,"
Post-Print
hal-03789135, HAL.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021. "ESG investing: A chance to reduce systemic risk," Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "The Resilience of the Socially Responsible Investment Networks," CEIS Research Paper 495, Tor Vergata University, CEIS, revised 17 Jun 2020.
- Rocco Ciciretti & Ambrogio Dalò & Lammertjan Dam, 2017.
"The Contributions of Betas versus Characteristics to the ESG Premium,"
CEIS Research Paper
413, Tor Vergata University, CEIS, revised 19 Dec 2019.
- Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan, 2023. "The contributions of betas versus characteristics to the ESG premium," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 104-124.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio D'Alò, 2016.
"Fishing the Corporate Social Responsibility Risk Factors,"
CEIS Research Paper
368, Tor Vergata University, CEIS, revised 07 Feb 2017.
- Becchetti, Leonardo & Ciciretti, Rocco & Dalò, Ambrogio, 2018. "Fishing the Corporate Social Responsibility risk factors," Journal of Financial Stability, Elsevier, vol. 37(C), pages 25-48.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2016.
"Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching,"
CEIS Research Paper
364, Tor Vergata University, CEIS, revised 28 May 2020.
- Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020. "Till mortgage do us part: Mortgage switching costs and household's bank switching," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2015.
"The Determinants of Household's Bank Switching,"
Working Paper series
15-24, Rimini Centre for Economic Analysis.
- Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2016. "The determinants of household’s bank switching," Journal of Financial Stability, Elsevier, vol. 26(C), pages 175-189.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2014. "The Determinants of Household's Bank Switching," CEIS Research Paper 322, Tor Vergata University, CEIS, revised 11 Nov 2015.
- Leonardo Becchetti & Rocco Ciciretti & Adriana Paolantonio, 2014. "Is There a Cooperative Bank Difference?," Working Paper series 03_14, Rimini Centre for Economic Analysis.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014.
"Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis,"
Working Paper series
04_14, Rimini Centre for Economic Analysis.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015. "Socially responsible and conventional investment funds: performance comparison and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2541-2562, May.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper 310, Tor Vergata University, CEIS, revised 18 Feb 2014.
- Leonardo Becchetti & Rocco Ciciretti & Adriana Paolantonio, 2014.
"The Cooperative Bank Difference Before and After the Global Financial Crisis,"
CEIS Research Paper
313, Tor Vergata University, CEIS, revised 23 Nov 2015.
- Becchetti, Leonardo & Ciciretti, Rocco & Paolantonio, Adriana, 2016. "The cooperative bank difference before and after the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 224-246.
- Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013.
"Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility,"
CEIS Research Paper
285, Tor Vergata University, CEIS, revised 16 Dec 2013.
- Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015. "Corporate social responsibility, stakeholder risk, and idiosyncratic volatility," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 297-309.
- Becchetti, Leonardo & Ciciretti, Rocco & Conzo, Pierluigi, 2013.
"The Legal Origins of Corporate Social Responsibility,"
AICCON Working Papers
126-2013, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
- Leonardo Becchetti & Rocco Ciciretti & Pierluigi Conzo, 2013. "The Legal Origins of Corporate Social Responsibility," CEIS Research Paper 291, Tor Vergata University, CEIS, revised 04 Oct 2013.
- Becchetti, Leonardo & Ciciretti, rocco & Conzo, Pierluigi, 2013. "The Legal Origins of Corporate Social Responsibility," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201346, University of Turin.
- Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012.
"Corporate Social Responsibility and Earnings Forecasting Unbiasedness,"
CEIS Research Paper
233, Tor Vergata University, CEIS, revised 08 Feb 2013.
- Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro, 2013. "Corporate social responsibility and earnings forecasting unbiasedness," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3654-3668.
- Becchetti, Leonardo & Ciciretti, Rocco, 2011.
"Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event,"
Sustainable Investment and Corporate Governance Working Papers
2011/3, Sustainable Investment Research Platform.
- Leonardo Becchetti & Rocco Ciciretti, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 3-58, July.
- Rocco Ciciretti & Simone Meraglia & Gustavo Piga, 2011. "Capture, Politics and Antitrust Effectiveness," CEIS Research Paper 208, Tor Vergata University, CEIS, revised 05 Apr 2013.
- Rocco Ciciretti & Raffaele Corvino, 2011.
"How homogeneous diversification in balanced investment funds affects portfolio and systemic risk,"
CEIS Research Paper
204, Tor Vergata University, CEIS, revised 04 Jul 2011.
- Ciciretti, Rocco & Corvino, Raffaele, 2012. "How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk," Journal of Financial Transformation, Capco Institute, vol. 34, pages 195-210.
- Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2009. "Corporate social responsibility and shareholder's value: an empirical analysis," Bank of Finland Research Discussion Papers 1/2009, Bank of Finland.
- Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2009. "Corporate social responsibility and shareholder's value: an empirical analysis," Bank of Finland Research Discussion Papers 1/2009, Bank of Finland.
- Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2007. "Corporate social responsibility and shareholder's value: an event study analysis," FRB Atlanta Working Paper 2007-06, Federal Reserve Bank of Atlanta.
- Leonardo Becchetti & Rocco Ciciretti, 2006.
"Corporate Social Responsibility and Stock Market Performance,"
CEIS Research Paper
79, Tor Vergata University, CEIS, revised 22 Mar 2006.
- Leonardo Becchetti & Rocco Ciciretti, 2009. "Corporate social responsibility and stock market performance," Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1283-1293.
Articles
- Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan, 2023.
"The contributions of betas versus characteristics to the ESG premium,"
Journal of Empirical Finance, Elsevier, vol. 71(C), pages 104-124.
- Rocco Ciciretti & Ambrogio Dalò & Lammertjan Dam, 2017. "The Contributions of Betas versus Characteristics to the ESG Premium," CEIS Research Paper 413, Tor Vergata University, CEIS, revised 19 Dec 2019.
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2022.
"Mitigating Contagion Risk by ESG Investing,"
Sustainability, MDPI, vol. 14(7), pages 1-13, March.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2022. "Mitigating contagion risk by ESG investing," Post-Print hal-03788991, HAL.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2022.
"A new measure of the resilience for networks of funds with applications to socially responsible investments,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Roy Cerqueti & R. Ciciretti A. Dalo, M. Nicolosi, 2022. "A new measure of the resilience for networks of funds with applications to socially responsible investments," Post-Print hal-03789131, HAL.
- Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021.
"ESG investing: A chance to reduce systemic risk,"
Journal of Financial Stability, Elsevier, vol. 54(C).
- Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2020. "ESG Investing: A Chance To Reduce Systemic Risk," CEIS Research Paper 498, Tor Vergata University, CEIS, revised 04 Aug 2020.
- Roy Cerqueti & R. Ciciretti & A. Dalo & M. Nicolosi, 2021. "ESG Investing: A Chance To Reduce Systemic Risk," Post-Print hal-03789135, HAL.
- Leonardo Becchetti & Rocco Ciciretti & Pierluigi Conzo, 2020. "Legal Origins and Corporate Social Responsibility," Sustainability, MDPI, vol. 12(7), pages 1-34, March.
- Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2020.
"Till mortgage do us part: Mortgage switching costs and household's bank switching,"
Journal of Banking & Finance, Elsevier, vol. 119(C).
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2016. "Till Mortgage Do Us Part: Mortgage Switching Costs and Household’s Bank Switching," CEIS Research Paper 364, Tor Vergata University, CEIS, revised 28 May 2020.
- Becchetti, Leonardo & Ciciretti, Rocco & Dalò, Ambrogio, 2018.
"Fishing the Corporate Social Responsibility risk factors,"
Journal of Financial Stability, Elsevier, vol. 37(C), pages 25-48.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio D'Alò, 2016. "Fishing the Corporate Social Responsibility Risk Factors," CEIS Research Paper 368, Tor Vergata University, CEIS, revised 07 Feb 2017.
- Becchetti, Leonardo & Ciciretti, Rocco & Paolantonio, Adriana, 2016.
"The cooperative bank difference before and after the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 69(C), pages 224-246.
- Leonardo Becchetti & Rocco Ciciretti & Adriana Paolantonio, 2014. "The Cooperative Bank Difference Before and After the Global Financial Crisis," CEIS Research Paper 313, Tor Vergata University, CEIS, revised 23 Nov 2015.
- Brunetti, M. & Ciciretti, R. & Djordjevic, Lj., 2016.
"The determinants of household’s bank switching,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 175-189.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2014. "The Determinants of Household's Bank Switching," CEIS Research Paper 322, Tor Vergata University, CEIS, revised 11 Nov 2015.
- Marianna Brunetti & Rocco Ciciretti & Ljubica Djordjevic, 2015. "The Determinants of Household's Bank Switching," Working Paper series 15-24, Rimini Centre for Economic Analysis.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2015.
"Socially responsible and conventional investment funds: performance comparison and the global financial crisis,"
Applied Economics, Taylor & Francis Journals, vol. 47(25), pages 2541-2562, May.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalo & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," Working Paper series 04_14, Rimini Centre for Economic Analysis.
- Leonardo Becchetti & Rocco Ciciretti & Ambrogio Dalò & Stefano Herzel, 2014. "Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis," CEIS Research Paper 310, Tor Vergata University, CEIS, revised 18 Feb 2014.
- Rocco Ciciretti & Iftekhar Hasan & Maya Waisman, 2015. "Distribution strategy and movie performance: an empirical note," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(1), pages 179-187, June.
- Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar, 2015.
"Corporate social responsibility, stakeholder risk, and idiosyncratic volatility,"
Journal of Corporate Finance, Elsevier, vol. 35(C), pages 297-309.
- Leonardo Becchetti & Rocco Ciciretti & Iftekhar Hasan, 2013. "Corporate Social Responsibility, Stakeholder Risk, and Idiosyncratic Volatility," CEIS Research Paper 285, Tor Vergata University, CEIS, revised 16 Dec 2013.
- Becchetti, Leonardo & Ciciretti, Rocco & Giovannelli, Alessandro, 2013.
"Corporate social responsibility and earnings forecasting unbiasedness,"
Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3654-3668.
- Leonardo Becchetti & Rocco Ciciretti & Alessandro Giovannelli, 2012. "Corporate Social Responsibility and Earnings Forecasting Unbiasedness," CEIS Research Paper 233, Tor Vergata University, CEIS, revised 08 Feb 2013.
- Becchetti, Leonardo & Ciciretti, Rocco & Hasan, Iftekhar & Kobeissi, Nada, 2012. "Corporate social responsibility and shareholder's value," Journal of Business Research, Elsevier, vol. 65(11), pages 1628-1635.
- Ciciretti, Rocco & Corvino, Raffaele, 2012.
"How Homogeneous Diversification in Balanced Investment Funds Affects Portfolio and Systemic Risk,"
Journal of Financial Transformation, Capco Institute, vol. 34, pages 195-210.
- Rocco Ciciretti & Raffaele Corvino, 2011. "How homogeneous diversification in balanced investment funds affects portfolio and systemic risk," CEIS Research Paper 204, Tor Vergata University, CEIS, revised 04 Jul 2011.
- Leonardo Becchetti & Rocco Ciciretti, 2011.
"Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers'Event,"
Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(2), pages 3-58, July.
- Becchetti, Leonardo & Ciciretti, Rocco, 2011. "Stock Market Reaction to the Global Financial Crisis: testing for the Lehman Brothers' Event," Sustainable Investment and Corporate Governance Working Papers 2011/3, Sustainable Investment Research Platform.
- Michele Bagella & Rocco Ciciretti, 2009. "Financial markets and the post-crisis scenario," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 215-225, September.
- Rocco Ciciretti & Iftekhar Hasan & Cristiano Zazzara, 2009. "Do Internet Activities Add Value? Evidence from the Traditional Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(1), pages 81-98, February.
- Rocco Ciciretti & Gerald P. Dwyer & Iftekhar Hasan, 2009. "Investment analysts' forecasts of earnings," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 545-568.
- Leonardo Becchetti & Rocco Ciciretti, 2009.
"Corporate social responsibility and stock market performance,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(16), pages 1283-1293.
- Leonardo Becchetti & Rocco Ciciretti, 2006. "Corporate Social Responsibility and Stock Market Performance," CEIS Research Paper 79, Tor Vergata University, CEIS, revised 22 Mar 2006.
- Michele Bagella & Leonardo Becchetti & Rocco Ciciretti, 2007. "Earning Forecast Error in US and European Stock Markets," The European Journal of Finance, Taylor & Francis Journals, vol. 13(2), pages 105-122.
- Michele Bagella & Leonardo Becchetti & Rocco Ciciretti, 2007. "Market vs. analysts reaction: the effect of aggregate and firm-specific news," Applied Financial Economics, Taylor & Francis Journals, vol. 17(4), pages 299-312.
Chapters
- Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2023. "Dissecting the European ESG Premium vs the US: Is It All About Non-financial Reporting?," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Paul Wachtel & Giovanni Ferri & Ewa Miklaszewska (ed.), Creating Value and Improving Financial Performance, chapter 0, pages 27-57, Palgrave Macmillan.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (6) 2014-03-15 2014-04-29 2014-08-25 2015-07-11 2023-01-02 2023-01-09. Author is listed
- NEP-MAC: Macroeconomics (4) 2014-03-01 2014-03-15 2014-03-15 2014-04-29
- NEP-CFN: Corporate Finance (3) 2014-04-29 2016-02-23 2017-08-06
- NEP-FMK: Financial Markets (3) 2011-09-05 2014-03-01 2021-12-06
- NEP-FLE: Financial Literacy and Education (2) 2023-01-02 2023-01-09
- NEP-FOR: Forecasting (2) 2012-05-15 2013-07-15
- NEP-HME: Heterodox Microeconomics (2) 2013-10-18 2014-04-29
- NEP-BEC: Business Economics (1) 2007-04-28
- NEP-COM: Industrial Competition (1) 2011-07-21
- NEP-CTA: Contract Theory and Applications (1) 2011-07-21
- NEP-CWA: Central and Western Asia (1) 2021-12-06
- NEP-EFF: Efficiency and Productivity (1) 2014-03-01
- NEP-ENV: Environmental Economics (1) 2013-10-18
- NEP-EUR: Microeconomic European Issues (1) 2023-01-02
- NEP-HIS: Business, Economic and Financial History (1) 2013-10-18
- NEP-LAW: Law and Economics (1) 2013-10-18
- NEP-MFD: Microfinance (1) 2023-01-02
- NEP-NET: Network Economics (1) 2021-02-15
- NEP-POL: Positive Political Economics (1) 2011-07-21
- NEP-REG: Regulation (1) 2011-07-21
- NEP-RMG: Risk Management (1) 2011-07-13
- NEP-SOC: Social Norms and Social Capital (1) 2007-04-28
- NEP-URE: Urban and Real Estate Economics (1) 2016-02-12
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