| Asymmetric network connectedness of fears J Baruník, M Bevilacqua, R Tunaru Review of Economics and Statistics 104 (6), 1304-1316, 2022 | 44 | 2022 |
| Asymmetric implied market volatility and terrorist attacks M Bevilacqua, D Morelli, PSR Uzan International Review of Financial Analysis 67, 101417, 2020 | 30 | 2020 |
| The SKEW index: Extracting what has been left M Bevilacqua, R Tunaru Journal of Financial Stability 53, 100816, 2021 | 28 | 2021 |
| The determinants of the model-free positive and negative volatilities M Bevilacqua, D Morelli, R Tunaru Journal of International Money and Finance 92, 1-24, 2019 | 15 | 2019 |
| Options-based systemic risk, financial distress, and macroeconomic downturns M Bevilacqua, R Tunaru, D Vioto Journal of Financial Markets 65, 100834, 2023 | 10 | 2023 |
| The Calming of Short-term Market Fear and Its Long-term Consequences: The Central Banks' Dilemma M Bevilacqua, J Danielsson, L Ergun, A Uthemann, JP Zigrand Systemic Risk Centre, The London School of Economics and Political Science, 2023 | 8 | 2023 |
| Dynamic industry uncertainty networks and the business cycle J Baruník, M Bevilacqua, R Faff Journal of Economic Dynamics and Control 159, 104793, 2024 | 6 | 2024 |
| Asymmetric volatility spillovers between developed and developing European countries M Bevilacqua MNB Working Papers, 2018 | 6 | 2018 |
| The calming of short-term market fears and its long-term consequences: The federal reserve’s reaction to covid-19 M Bevilacqua, L Brandl-Cheng, J Danielsson, LM Ergun, A Uthemann, ... Available at SSRN, 2021 | 4 | 2021 |
| Asymmetric Connectedness of Fears in the US Financial Sector J Barunık, M Bevilacqua, R Tunaru arXiv preprint arXiv:1810.12022, 2018 | 4 | 2018 |
| The impact of COVID-19 related policy interventions on international systemic risk M Bevilacqua, M Duygun, D Vioto Journal of International Financial Markets, Institutions and Money 89, 101859, 2023 | 3 | 2023 |
| Striking the implied volatility of US drone companies M Bevilacqua, D Morelli, PSR Uzan International Review of Financial Analysis 77, 101832, 2021 | 3 | 2021 |
| Uncovering the Asymmetric Information Content of High-Frequency Options L Alexiou, M Bevilacqua, R Hizmeri Available at SSRN 4376018, 2023 | 2 | 2023 |
| Common Firm-level Investor Fears: Evidence from Equity Options J Barunik, M Bevilacqua, M Ellington arXiv preprint arXiv:2309.03968, 2023 | 1 | 2023 |
| Testing for Differences in High-Frequency Network Connectedness from Variance Decompositions M Bevilacqua, M Ellington, R Hizmeri Available at SSRN 4901254, 2024 | | 2024 |
| Common Firm-level Investor Fears: Evidence from Equity Options M Babiak, J Baruník, M Bevilacqua, M Ellington | | 2023 |
| The Common Factor in Volatility Risk Premia M Babiak, J Baruník, M Ellington, M Bevilacqua Available at SSRN, 2023 | | 2023 |
| Analyst Tipping: New Evidence from Directional Options Trading Volume and FINRA Rule 2241 L Alexiou, M Bevilacqua, Z Petrou Available at SSRN 4465293, 2023 | | 2023 |
| Directional Options Trading Volume around Analysts’ Announcements L Alexiou, M Bevilacqua, Z Petrou Directional Options Trading Volume around Analysts’ Announcements: Alexiou …, 2023 | | 2023 |
| The Information Content of Decomposed Implied Volatility and Skewness Measures M Bevilacqua PQDT-UK & Ireland, 2019 | | 2019 |
