Marinela FINTA

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Researchfellow

 

marinela

 

 

 

 

 

 

 

 

 

 

 

SIM KEE BOON INSTITUTE FOR FINANCIAL ECONOMICS

  
Senior Research Fellow  
Email: mfinta [at] smu.edu.sg  
Curriculum Vitae  

 

EDUCATION

2016            

PhD in Finance

Auckland University of Technology
2012

Master in Economics (PhD Track)

University of Rome "Tor Vergata"
2011

Master in "Banks and Capital Markets"
Master in "Corporate Finance and Insurance"

Babes-Bolyai University

2009

Bachelor in Economics, Specialised in "Finance and Banks" and "International Business"

Babes-Bolyai University

CURRENT POSITION(S) HELD
  • Senior Research Fellow, Sim Kee Boon Institute for Financial Economics

RESEARCH INTERESTS
  • Empirical Asset Pricing
  • Sustainable Finance
  • Investment Management
  • Market Microstructure

PUBLICATIONS
  • “Risk Premium Spillovers among Stock Markets: Evidence from Higher-Order Moments”, by Marinela Adriana Finta and Sofiane Aboura. Journal of Financial Markets 2020, 49(6),100-533.
  • “Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia”, by Marinela Adriana Finta and José Renato Haas Ornelas. Journal of International Financial Markets, Institutions and Money 2022, 79(7), 101-569.
  • “Japanese Monetary Policy and its Impact on Stock Market Implied Volatility during Pleasant and Unpleasant Weather”, by Marinela Adriana Finta. Pacific-Basin Finance Journal 2021, 67(6), 101-562.
  • “WTI Crude Oil Implied VaR and CVaR: An Empirical Application”, by Giovanni Barone-Adesi, Marinela Adriana Finta, Chiara Legnazzi and Carlo Sala. Journal of Forecasting 2019, 38(6), 552-563.
  • “Volatility Spillovers among Oil and Stock Markets in the US and Saudi Arabia”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. Applied Economics 2019, 51(4), 329-345.
  • “Time-varying Contemporaneous Spillovers during the European Debt Crisis”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. Empirical Economics 2019, 57(2), 423-448.
  • “Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets”, by Marinela Adriana Finta, Bart Frijns and Alireza Tourani-Rad. The Financial Review 2017, 52(1), 145-166.

WORKING PAPERS
  • "Are Investors Better off Doing Nothing During Exchange-Traded Fund Closures?", by Ekkehart Boehmer and Marinela Adriana Finta, Working Paper, January 2023.
  • “Retail Investors’ Activity and Climate Disasters”, by Marinela Adriana Finta. Working Paper,  September 2022. 
  • “Higher-Order Risk Premium and Return Spillovers between Commodity and Stock Markets”, by Marinela Adriana Finta. Working Paper, January 2022. 

 

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