4 citations · 4 across the 3 of their papers we have counts for
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econ.EM2021
On the "mementum" of Meme Stocks
Michele Costola, Matteo Iacopini, Carlo R. M. A. Santagiustina
The meme stock phenomenon is yet to be explored. In this note, we provide evidence that these stocks display common stylized facts on the dynamics of price, trading volume, and soc…
econ.EM2021★ 4 cited
COVID-19 spreading in financial networks: A semiparametric matrix regression model
Billio Monica, Casarin Roberto, Costola Michele +1
Network models represent a useful tool to describe the complex set of financial relationships among heterogeneous firms in the system. In this paper, we propose a new semiparametri…