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Papers by Emanuela Giacomini

Research paper thumbnail of Risk and return in the biotech industry

International Journal of Productivity and Performance Management

PurposeBiotech companies stand as key actors in pharmaceutical innovation. The high risk and long... more PurposeBiotech companies stand as key actors in pharmaceutical innovation. The high risk and long timelines inherent with their R&D investments might hinder their access to funding, potentially stifling innovation. This study aims to explore into the appeal of biotech companies to capital market investors, whose financial backing could bolster the growth of the biotechnology sector.Design/methodology/approachThis paper uses a dataset of 774 US publicly listed biotech firms to investigate their risk and return characteristics by comparing them to pharmaceutical firms and a sample of matched non-biotech R&D-intensive firms over the sample period 1980–2021. Tests show that the conclusions remain consistent across diverse methodological approaches.FindingsThe paper shows that biotech companies are riskier than the average firm in the market index but outperform on a risk-adjusted basis both the market and a matched group of R&D-intensive firms. This is particularly true for large capita...

Research paper thumbnail of Environmental, social and governance controversies: the role of European bank boards

Management Decision

PurposeIn recent years, European banks have been required to integrate environmental and social o... more PurposeIn recent years, European banks have been required to integrate environmental and social objectives into their business practices. At the same time, they have become increasingly exposed to environmental, social and governance (ESG) controversies. This paper empirically examines the relationship between the board characteristics of banks (i.e. size, gender diversity, meeting frequency, sustainability compensation incentives and the presence of a sustainability committee) and exposure to ESG-related controversies.Design/methodology/approachThe empirical analysis focuses on a sample of 61 European banks between 2012 and 2021. Employing generalized method of moments (GMM) estimation, the authors examine the relationship between board characteristics and ESG controversies.FindingsThe results of the study indicate that banks featuring certain board characteristics (i.e. larger and more gender-diverse boards, facing sustainability compensation provisions and having sustainability c...

Research paper thumbnail of Italian Public Reits' Governance and Regulatory Structure: Effects on NAV Discount

Social Science Research Network, Dec 31, 2009

This paper investigates the effects of the Italian REITs governance and intermediation structure ... more This paper investigates the effects of the Italian REITs governance and intermediation structure on market prices discount over NAV figures. The hypothesis is that the mandatory provision of a shareholders' meeting in the article of association of newly established REITs offers ...

Research paper thumbnail of Rating splits, an analysis of the Egan Jones ratings

Research paper thumbnail of Financial cycles and macroeconomic fluctuations: new measures and models

Research paper thumbnail of A Note on Capital IQ's Credit Line Data

The Financial Review, Jul 13, 2016

Empirical work in finance is increasingly using Capital IQ's detailed data on capital structure. ... more Empirical work in finance is increasingly using Capital IQ's detailed data on capital structure. We compare the Capital IQ credit line data to hand-collected data for a random sample of firms. Missing values in Capital IQ are prevalent, so the data set underreports the importance of corporate credit lines. When data are reported, Capital IQ often differs from hand-collected credit line activity. We suggest methods for correcting the errors in the Capital IQ data, note which portions of the data are most reliable, and quantify the effects of Capital IQ's underreporting by examining the tradeoff between cash and lines of credit.

Research paper thumbnail of Public REITs' governance and regulatory structure: effects on NAV discount

Journal of European Real Estate Research, Oct 26, 2010

PurposeThe purpose of this paper is to investigate the influence of the Italian real estate inves... more PurposeThe purpose of this paper is to investigate the influence of the Italian real estate investment trusts (REITs)' governance and regulatory structure on the market prices discount to net asset values (NAV).Design/methodology/approachThe hypothesis is that the overall regulatory design and the rules for prudential vigilance (i.e. governance rights, closed‐end form, leverage constraints, and mandatory listing) influence REITs' share value, both as market price and as NAV). In particular, the analysis focuses on the effects of the recent introduction of a shareholders' meeting in the articles of association of newly established REITs that pursues a better alignment of interests between managers and shareholders.FindingsThe original results show that the NAV discount decreases as long as time to maturity of the fund decreases. Conversely, the NAV discount is negatively affected by share turnover (as a proxy of the liquidity generated by the mandatory listing provision) and leverage. The regulatory provision of a shareholders' meeting appears to have improved the investors' governance capability having a positive impact on the NAV discount. The different sensitivity of market prices and NAVs to the regulatory variables investigated suggests the need to consider this dichotomy when defining or amending the regulatory set ruling REITs' operations and market dynamic.Originality/valueThis paper is the first in the Italian context to specifically consider the effect of the regulatory environment on the NAV discount. In particular, the effect of the regulatory provision of a shareholders' meeting has never been investigated before.

Research paper thumbnail of The value of networks in the governance of banks

Research paper thumbnail of Italian Public REITs' Governance Structure: Effects on NAV Discount

Research paper thumbnail of Italian Public REITs' Governance Structure and NAV Discount

RePEc: Research Papers in Economics, 2009

Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured... more Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured in the form of investment funds externally managed by a management company for the entire finite life of investment vehicles. Retail REITs are subject to severe prudential regulation ...

Research paper thumbnail of Italian real estate funds and regulatory structure: effects on Nav discount

BANCARIA, 2010

This paper investigates the effects of the Italian real estate funds governance and intermediatio... more This paper investigates the effects of the Italian real estate funds governance and intermediation structure on market prices discount over Nav figures.The hypothesis is that the mandatory provision of a shareholders' meeting of newly established Reits offers potential protection to ...

Research paper thumbnail of NAV Discount, Governance and Regulation of Italian Real Estate Funds (Quotazione a Sconto, Governance E Regolamentazione Dei Fondi Immobiliari Italiani)

Social Science Research Network, Feb 1, 2010

Research paper thumbnail of Bando International Mobility for Research - UniMC

Università degli Studi di Macerata, 2019

Research paper thumbnail of Attività di prestazione professionale a supporto dell'ufficio ricerca e formazione di Unica SIM Spa per lo sviluppo di modelli di asset allocation basati sull'approccio Risk Parity

Research paper thumbnail of La struttura commissionale dei prestiti sindacati: l'impatto sulla posizione di liquidità delle banche

Research paper thumbnail of Rating splits, an analysis of the Egan Jones ratings

Research paper thumbnail of ChemInform Abstract: PYRIDINIUM HALIDES AS REAGENTS: RING FISSION MODES IN α-CYCLOPROPYL KETONES AND OXIMES

Chemischer Informationsdienst, 1980

Research paper thumbnail of ITALIAN PUBLIC REITs GOVERNANCE STRUCTURE AND NAV DISCOUNT: EFFECTS

adeimf.it

Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured... more Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured in the form of investment funds externally managed by a management company for the entire finite life of investment vehicles. Retail REITs are subject to severe prudential regulation ...

Research paper thumbnail of Addressing Climate Challenges Through Esg-Real Estate Investment Strategies: An Asset Allocation Perspective

Research paper thumbnail of The impact at stake: Risk and return in publicly listed social impact firms

Business Ethics, the Environment & Responsibility

Research paper thumbnail of Risk and return in the biotech industry

International Journal of Productivity and Performance Management

PurposeBiotech companies stand as key actors in pharmaceutical innovation. The high risk and long... more PurposeBiotech companies stand as key actors in pharmaceutical innovation. The high risk and long timelines inherent with their R&D investments might hinder their access to funding, potentially stifling innovation. This study aims to explore into the appeal of biotech companies to capital market investors, whose financial backing could bolster the growth of the biotechnology sector.Design/methodology/approachThis paper uses a dataset of 774 US publicly listed biotech firms to investigate their risk and return characteristics by comparing them to pharmaceutical firms and a sample of matched non-biotech R&D-intensive firms over the sample period 1980–2021. Tests show that the conclusions remain consistent across diverse methodological approaches.FindingsThe paper shows that biotech companies are riskier than the average firm in the market index but outperform on a risk-adjusted basis both the market and a matched group of R&D-intensive firms. This is particularly true for large capita...

Research paper thumbnail of Environmental, social and governance controversies: the role of European bank boards

Management Decision

PurposeIn recent years, European banks have been required to integrate environmental and social o... more PurposeIn recent years, European banks have been required to integrate environmental and social objectives into their business practices. At the same time, they have become increasingly exposed to environmental, social and governance (ESG) controversies. This paper empirically examines the relationship between the board characteristics of banks (i.e. size, gender diversity, meeting frequency, sustainability compensation incentives and the presence of a sustainability committee) and exposure to ESG-related controversies.Design/methodology/approachThe empirical analysis focuses on a sample of 61 European banks between 2012 and 2021. Employing generalized method of moments (GMM) estimation, the authors examine the relationship between board characteristics and ESG controversies.FindingsThe results of the study indicate that banks featuring certain board characteristics (i.e. larger and more gender-diverse boards, facing sustainability compensation provisions and having sustainability c...

Research paper thumbnail of Italian Public Reits' Governance and Regulatory Structure: Effects on NAV Discount

Social Science Research Network, Dec 31, 2009

This paper investigates the effects of the Italian REITs governance and intermediation structure ... more This paper investigates the effects of the Italian REITs governance and intermediation structure on market prices discount over NAV figures. The hypothesis is that the mandatory provision of a shareholders' meeting in the article of association of newly established REITs offers ...

Research paper thumbnail of Rating splits, an analysis of the Egan Jones ratings

Research paper thumbnail of Financial cycles and macroeconomic fluctuations: new measures and models

Research paper thumbnail of A Note on Capital IQ's Credit Line Data

The Financial Review, Jul 13, 2016

Empirical work in finance is increasingly using Capital IQ's detailed data on capital structure. ... more Empirical work in finance is increasingly using Capital IQ's detailed data on capital structure. We compare the Capital IQ credit line data to hand-collected data for a random sample of firms. Missing values in Capital IQ are prevalent, so the data set underreports the importance of corporate credit lines. When data are reported, Capital IQ often differs from hand-collected credit line activity. We suggest methods for correcting the errors in the Capital IQ data, note which portions of the data are most reliable, and quantify the effects of Capital IQ's underreporting by examining the tradeoff between cash and lines of credit.

Research paper thumbnail of Public REITs' governance and regulatory structure: effects on NAV discount

Journal of European Real Estate Research, Oct 26, 2010

PurposeThe purpose of this paper is to investigate the influence of the Italian real estate inves... more PurposeThe purpose of this paper is to investigate the influence of the Italian real estate investment trusts (REITs)' governance and regulatory structure on the market prices discount to net asset values (NAV).Design/methodology/approachThe hypothesis is that the overall regulatory design and the rules for prudential vigilance (i.e. governance rights, closed‐end form, leverage constraints, and mandatory listing) influence REITs' share value, both as market price and as NAV). In particular, the analysis focuses on the effects of the recent introduction of a shareholders' meeting in the articles of association of newly established REITs that pursues a better alignment of interests between managers and shareholders.FindingsThe original results show that the NAV discount decreases as long as time to maturity of the fund decreases. Conversely, the NAV discount is negatively affected by share turnover (as a proxy of the liquidity generated by the mandatory listing provision) and leverage. The regulatory provision of a shareholders' meeting appears to have improved the investors' governance capability having a positive impact on the NAV discount. The different sensitivity of market prices and NAVs to the regulatory variables investigated suggests the need to consider this dichotomy when defining or amending the regulatory set ruling REITs' operations and market dynamic.Originality/valueThis paper is the first in the Italian context to specifically consider the effect of the regulatory environment on the NAV discount. In particular, the effect of the regulatory provision of a shareholders' meeting has never been investigated before.

Research paper thumbnail of The value of networks in the governance of banks

Research paper thumbnail of Italian Public REITs' Governance Structure: Effects on NAV Discount

Research paper thumbnail of Italian Public REITs' Governance Structure and NAV Discount

RePEc: Research Papers in Economics, 2009

Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured... more Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured in the form of investment funds externally managed by a management company for the entire finite life of investment vehicles. Retail REITs are subject to severe prudential regulation ...

Research paper thumbnail of Italian real estate funds and regulatory structure: effects on Nav discount

BANCARIA, 2010

This paper investigates the effects of the Italian real estate funds governance and intermediatio... more This paper investigates the effects of the Italian real estate funds governance and intermediation structure on market prices discount over Nav figures.The hypothesis is that the mandatory provision of a shareholders' meeting of newly established Reits offers potential protection to ...

Research paper thumbnail of NAV Discount, Governance and Regulation of Italian Real Estate Funds (Quotazione a Sconto, Governance E Regolamentazione Dei Fondi Immobiliari Italiani)

Social Science Research Network, Feb 1, 2010

Research paper thumbnail of Bando International Mobility for Research - UniMC

Università degli Studi di Macerata, 2019

Research paper thumbnail of Attività di prestazione professionale a supporto dell'ufficio ricerca e formazione di Unica SIM Spa per lo sviluppo di modelli di asset allocation basati sull'approccio Risk Parity

Research paper thumbnail of La struttura commissionale dei prestiti sindacati: l'impatto sulla posizione di liquidità delle banche

Research paper thumbnail of Rating splits, an analysis of the Egan Jones ratings

Research paper thumbnail of ChemInform Abstract: PYRIDINIUM HALIDES AS REAGENTS: RING FISSION MODES IN α-CYCLOPROPYL KETONES AND OXIMES

Chemischer Informationsdienst, 1980

Research paper thumbnail of ITALIAN PUBLIC REITs GOVERNANCE STRUCTURE AND NAV DISCOUNT: EFFECTS

adeimf.it

Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured... more Italian Real Estate Investment Trusts (hereafter, REITs) are closed-end legal entities structured in the form of investment funds externally managed by a management company for the entire finite life of investment vehicles. Retail REITs are subject to severe prudential regulation ...

Research paper thumbnail of Addressing Climate Challenges Through Esg-Real Estate Investment Strategies: An Asset Allocation Perspective

Research paper thumbnail of The impact at stake: Risk and return in publicly listed social impact firms

Business Ethics, the Environment & Responsibility