| Moment risk premia and the cross-section of stock returns in the European stock market E Elyasiani, L Gambarelli, S Muzzioli Journal of Banking & Finance 111, 105732, 2020 | 37 | 2020 |
| The skewness index: uncovering the relationship with volatility and market returns E Elyasiani, L Gambarelli, S Muzzioli Applied Economics, 1-17, 2021 | 17 | 2021 |
| The risk-asymmetry index as a new measure of risk E Elyasiani, L Gambarelli, S Muzzioli Multinational finance journal 22 (3/4), 173-210, 2018 | 11 | 2018 |
| The information content of corridor volatility measures during calm and turmoil periods E Elyasiani, L Gambarelli, S Muzzioli Quantitative Finance and Economics 1 (4), 454-473, 2017 | 10 | 2017 |
| Option implied moments obtained through fuzzy regression S Muzzioli, L Gambarelli, B De Baets Fuzzy Optimization and Decision Making, 1-28, 2020 | 9 | 2020 |
| Indices for financial market volatility obtained through fuzzy regression S Muzzioli, L Gambarelli, B De Baets International Journal of Information Technology & Decision Making 17 (06 …, 2018 | 8 | 2018 |
| Hedging effectiveness of cryptocurrencies in the European stock market L Gambarelli, G Marchi, S Muzzioli Journal of International Financial Markets, Institutions and Money 84, 101757, 2023 | 7 | 2023 |
| The use of option prices to assess the skewness risk premium SM E Elyasiani, L Gambarelli Applied Economics, 2020 | 7 | 2020 |
| Fear or greed? What does a skewness index measure? E Elyasiani, L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2016 | 4 | 2016 |
| Risk-asymmetry indices in Europe L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 1-45, 2019 | 3 | 2019 |
| Towards a fuzzy volatility index for the Italian market S Muzzioli, L Gambarelli, B De Baets 2017 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-6, 2017 | 3 | 2017 |
| Moment risk premia and the cross-section of stock returns E Elyasiani, L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2016 | 3 | 2016 |
| The properties of a skewness index and its relation with volatility and returns E Elyasiani, L Gambarelli, S Muzzioli Department of Economics (DEMB), 2018 | 2 | 2018 |
| The risk-asymmetry index E Elyasiany, L Gambarelli, S Muzzioli CEFIN WORKING PAPERS, 2016 | 2 | 2016 |
| News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market L Gambarelli, S Muzzioli DEMB Working Paper Series 204, 2022 | 1 | 2022 |
| Forecasting returns in the US market through fuzzy rule-based classification systems G Campisi, B De Baets, L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2022 | 1 | 2022 |
| Towards a skewness index for the Italian stock market E Elyasiani, L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2015 | 1 | 2015 |
| Aggregating sentiment in Europe: the relationship with volatility and returns L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2023 | | 2023 |
| Unveiling Sentiment Dynamics and Forecasting Future Economic Sentiment in the Eurozone using Option-Implied Asymmetry Measures L Gambarelli, S Muzzioli DEMB WORKING PAPER SERIES, 2023 | | 2023 |
| Financial innovation, FinTech, and implications for financial markets L Gambarelli, S Muzzioli Reference Collection in Social Sciences, 1-11, 2023 | | 2023 |
Elyas ElyasianiTemple University, Professor of Finance and EconomicsПідтверджена електронна адреса в temple.edu
