Daniele Massacci

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0606-2419

King’s Business School, King’s College London, UK

Publications

• Factor Models of Asset Returns and Bear Market Risk — Management Science 2026
• Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness — Management Science 2017
• A general randomized test for Alpha — Journal of the American Statistical Association