. “Competition Links and Stock Returns.” Review of Financial Studies (Forthcoming).
Equities
. “Predicting Performance Using Consumer Big Data.” Journal of Portfolio Management 48, no. 5 (Forthcoming).
. “What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-announcement Returns?” Journal of Financial Economics (2017).
. “Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective.” Journal of Portfolio Management 40, no. 4 (2014): 144-156.
- Please contact the author for a copy of this publication bfucillo@hbs.edu
. “Style Investing and Institutional Investors.” Journal of Financial and Quantitative Analysis 43, no. 4 (2008): 883–906.
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“Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.” Journal of Risk and Insurance 74, no. 2 (2007): 273–299.
- Winner of Robert C. Witt Award Given annually for the best feature article in the Journal of Risk and Insurance presented by American Risk and Insurance Association.
- Revised from NBER Working Paper no. 10184, Harvard Business School Working Paper no. 04-035, December 2003.
. “Decomposing the Persistence of International Equity Flows.” Finance Research Letters 1, no. 3 (2004): 154-170. Publisher's Version
Finance Research Letters, Volume 1, Issue 3 (September 2004) (Revised from NBER Working Paper 9079)
. “The Persistence of Emerging Market Equity Flows.” Emerging Markets Review 3, no. 4 (2002): 338–364.
Revised from NBER Working Paper no. 9241, HBS Working Paper no. 03-035, September 2002.
. “The Portfolio Flows of International Investors.” Journal of Financial Economics 59, no. 2 (2001): 151–193.
- Revised from NBER Working Paper No. 6687 and HBS Working No. Paper 99-006, July 1998. Summarized in the NBER Reporter, 2000.
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. “How Are Stock Prices Affected by the Location of Trade?” Journal of Financial Economics 53, no. 2 (1999): 189–216.
Reprinted in International Capital Markets, R. Stulz and A. Karolyi, eds. Edward Elgar Publishing, 2003. Also reprinted in Advances in Behavioral Finance, Vol. 2, edited by Richard Thaler. New Jersey: Princeton University Press; New York: Russell Sage Foundation, July 2005, 102-129.
. “Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach.” Journal of Financial Economics 47, no. 1 (1998): 55–82.
- Winner of the 1998 Journal of Financial Economics Jensen Prize for first place for the best paper in the areas of corporate finance and organizations.
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Revised from NBER Working Paper No. 3091, March 1992. Reprinted in Speculation and Financial Markets, edited by M. Taylor and L. Gallagher. Cheltenham, U.K.: Edward Elgar Publishing, 2001.