Davide Pettenuzzo
Impact in
- Finance top 1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
- Finance 25
- Financial Markets and Investment Strategies 18
- Financial Risk and Volatility Modeling 9
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- Market Dynamics and Volatility 9
- Economic theories and models 5
- Co-authors
- Allan Timmermann (20 shared papers)Rossen Valkanov (5 shared papers)M. Hashem Pesaran (5 shared papers)Antonio Gargano (2 shared papers)Dimitris Korobilis (2 shared papers)Francesco Ravazzolo (2 shared papers)Gary Koop (1 shared paper)Halbert White (2 shared papers)
- Journals
- Journal of Econometrics (6 papers)Journal of Empirical Finance (1 paper)Journal of Economic Dynamics and Control (1 paper)Journal of Financial Economics (1 paper)Management Science (1 paper)
- Partner nations
- United StatesUnited KingdomDominican Republic
In The Last Decade
Davide Pettenuzzo
30 papers receiving 818 citations
Peers
Comparison fields: 5 of 57
- Finance 586
- General Economics, Econometrics and Finance 368
- Economics and Econometrics 539
- Management Science and Operations Research 214
- Accounting 67
Countries citing papers authored by Davide Pettenuzzo
This map shows the geographic impact of Davide Pettenuzzo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Davide Pettenuzzo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Davide Pettenuzzo more than expected).
Fields of papers citing papers by Davide Pettenuzzo
This network shows the impact of papers produced by Davide Pettenuzzo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Davide Pettenuzzo. The network helps show where Davide Pettenuzzo may publish in the future.
Co-authors
The 16 scholars most cited alongside Davide Pettenuzzo, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 32 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2014 | 213 | |
| 2 | 2011 | 107 | |
| 3 | 2004 | 73 | |
| 4 | 2017 | 70 | |
| 5 | 2012 | 46 | |
| 6 | 2018 | 46 | |
| 7 | 2016 | 34 | |
| 8 | 2016 | 32 | |
| 9 | 2014 | 30 | |
| 10 | 2019 | 27 | |
| 11 | 2019 | 21 | |
| 12 | 2020 | 21 | |
| 13 | 2013 | 18 | |
| 14 | Predictability of Stock Returns and Asset Allocation Under Structural Breaks | 2010 | 17 |
| 15 | 2015 | 17 | |
| 16 | 2006 | 17 | |
| 17 | 2007 | 16 | |
| 18 | 2015 | 10 | |
| 19 | 2014 | 9 | |
| 20 | 2021 | 7 |
About Davide Pettenuzzo
Davide Pettenuzzo is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research and Accounting, having authored 32 papers that have together received 861 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (18 papers), Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (9 papers), Market Dynamics and Volatility (9 papers), Economic theories and models (5 papers), Forecasting Techniques and Applications (4 papers), Stock Market Forecasting Methods (4 papers) and Corporate Finance and Governance (4 papers). The work is most often cited by research in Finance (586 citations), General Economics, Econometrics and Finance (368 citations), Economics and Econometrics (539 citations), Management Science and Operations Research (214 citations) and Accounting (67 citations). Davide Pettenuzzo has collaborated with scholars based in United States, United Kingdom and Dominican Republic. Frequent co-authors include Allan Timmermann, Rossen Valkanov, M. Hashem Pesaran, Antonio Gargano, Dimitris Korobilis, Francesco Ravazzolo, Gary Koop, Halbert White, Zhiyuan Pan and Yudong Wang. Their work appears in journals such as Journal of Econometrics, Journal of Empirical Finance, Journal of Economic Dynamics and Control, Journal of Financial Economics and Management Science.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.