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Michele Costa

Full Professor

Department of Economics

Publications

Costa M., The factor structure of financial markets: A simulation study of the Italian case, «APPLIED ECONOMICS LETTERS», 2003, 10, pp. 83 - 86 [Scientific article]

Cavaliere G.; Costa M., Firm size and the Italian Stock Exchange, «APPLIED ECONOMICS LETTERS», 1999, 6, pp. 729 - 734 [Scientific article]

Costa M.; Gardini A.; Paruolo P., A reduced rank regression approach to tests of asset pricing, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 1997, 59, pp. 178 - 180 [Scientific article]

Costa M., Dynamic component detection in a multifactor model for stock returns, «JOURNAL OF THE ITALIAN STATISTICAL SOCIETY», 1994, 3, pp. 25 - 36 [Scientific article]

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