Corporate Finance

Büro / Office 3.59

Dr. Daniele Ballinari
Assistent / PostDoc
Daniele Ballinari
Wirtschaftswissenschaftliche Fakultät / WWZ
Corporate Finance

Assistent / PostDoc

WWZ /Wirtschaftswissenschaftliche Fakultät
Peter Merian-Weg 6
4002 Basel

Tel. +41 61 207 55 32

Current position
I am a Postdoctoral researcher at the Faculty of Business and Economics at the University of Basel, Switzerland.

Fields of interest
Empirical asset pricing, behavioural finance, financial time series modelling and forecasting.

Audrino, F., Sigrist, F., Ballinari, D. (2020). The impact of sentiment and attention measures on stock market volatility, International Journal of Forecasting, 36 (2), 334–357.

Ballinari, D., Behrendt, S. (2020). Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter, Finance Research Letters, 35, 101479.

Working paper
Ballinari, D. (2020). Retail investors’ trading activity and the predictability of stock return correlations.

Ballinari, D., Behrendt, S. (2020). How to Gauge Investor Behavior? A Comparison of Online Investor Sentiment Measures. (Submitted)

Ballinari D., Audrino, F., Sigrist, F. (2020). When Does Attention Matter? The Effect of Investor Attention on Stock Market Volatility Around News Releases. (Submitted)

Work in progress
Empirical asset pricing implications of alternatives to expected utility theory, joint with Cédric Müller (University of St. Gallen).

Investor sentiment and sustainable finance, joint with Ola Mahmoud (University of Basel).

PhD in Economics and Finance (Faculty of Mathematics and Statistic, University of St. Gallen)

Master in Quantitative Economics and Finance – PhD Fast Track (University of St. Gallen)

Bachelor in Economics (University of St. Gallen)