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Current Position (last update 08/04/2014)
Professor of Financial Markets and Institutions at University of Salerno and
Equity Markets and Alternative Investments for the Master of Science in Finance at LUISS University


Main Publications

Recent working papers

CAPM with Sentiment: The Efficient Market Hypothesis Spiced Up with Sentiment
Listed on SSRN’s Top Ten download list throughout January-February 2015.

Education and Previous positions

Graduated University of Cassino 110/110 cum laude (1996)

Ph.D. in Financial Mathematics , University of Rome “La Sapienza” (2002)

Assistant Professor of Financial Markets and Institutions University of Salerno (2003-2007 )

Adjunct Professor of Investments and Financial Markets University of Salerno (2007-2011 )

Contract Professor of Investments and Financial Markets Luiss University (2007-2011)

Associate Professor of Financial Markets and Institutions University of Salerno (2012)

Professor for Master of Science in Finance Luiss University (2012)

Passed Italian Public Competition as a Full Professor (2014)

Professional activities
Chartered Accountant

He has served as a consultant for many public and private institutions supporting risk management functions and corporate finance management.

Research interests
Focus on asset pricing, risk management and behavioural finance

His paper ““News,  Prices,  Volumes:  The  Behaviour  of  Small  Cap  Investors  on Italian  Stock  Exchange” was presented during the celebrations of  30th Anniversary of the Journal of Banking and Finance at the Peking  University Guanghua  School  of  Management in China.

He is interested in reproducible research in finance via open source tools and on its impact as a teaching device

Computer skills

He is proficient with R, C#/Powershell, ELisp, JavaScript, Ruby, LaTex/Sweave, PHP/SQL. Favourite work environments are: Emacs, SharpDevelop, Mono/.Net F., MySql, JQuery

He is an occasional or past user of different languages, including Matlab, Java, C++, Python, SQL, Lua, , MooTools, Ext JS. He is a fan of AutoHotkey (try it!).

Personal notes

Not yet married, in his free time he adores travelling the world to meet new people. He dislikes TV, but loves to bike in the city streets or swimming near the cliffs, and also enjoys to skate and skiing.