Lorenzo Casavecchia

Education

1. Ph.D. in Finance, School of Finance and Economics, University of Technology, Sydney, 2008.
   
2. BSc in Economics (Economia Aziendale). Honours in Corporate Finance, Bocconi University, Milan, Italy, 2001. Summa cum Laude

Publications

1. L. Casavecchia, and R. Bird, "Profitability of Style Rotation on Value and Growth Stocks Along Their Earnings and Momentum Life Cycle".
   Journal of Asset Management , forthcoming, 2010.
   
   
2. L. Casavecchia, R. Bird, J. Mar, and D. Yeung (2009), "Fundamental Indexation: An Australian Investigation".
   Australian Journal of Management , Vol.34, N. 1, June.
   View Abstract >>
   
   
3. L. Casavecchia and R. Bird (2007), "Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience".
   European Journal of Finance, V. 13, I. 8, p. 769-793.
   View Abstract >>
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4. L. Casavecchia and R. Bird (2007), "Value Enhancement Using Momentum Indicators: The European Experience"
   International Journal of Managerial Finance, V. 3, I. 3, p. 229-262.
   
   
5. L. Casavecchia and R. Bird (2006), "Insight into the Momentum Life Cycle for the European Stocks"
   The Journal of Investing, New York, Fall, pp 1-14.
   
   
   

Working Papers

1. L. Casavecchia and H. Hulley (2009), "Are Fees Really Contingent on Performance? The Effect of Mutual Fund Risk-Taking".
   
   
2. L. Casavecchia and J. Humphrey (2009), "Is Your Overperforming Fund Manager Skilled or Lucky? Evidence from the Australian Fund Industry".
   
   
3. L. Casavecchia and M. Scotti (2009), "Dynamic Setting of Distribution Fees in the US Mutual Fund Industry".
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4. L. Casavecchia, R. Bird, P. Pellizzari*, and P. Woolley** (2009), "The Impact of the Pricing Process of Costly Active Management and Performance Chasing Clients".
   * Dept. of Applied Mathematics, Ca' Foscari University of Venice,
   ** London School of Economics, Centre for the Study of Capital Market Dysfunctionality.
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5. L. Casavecchia, R. Bird, and P. Woolley* (2007), "Insights Into the Market Impact of Different Investment Styles".
   * London School of Economics, Centre for Capital Market Dysfunctionality.
   
   
6. L. Casavecchia and R. Bird (2007), "Corporate Social Responsability and Corporate Performance: Where to Begin".
   View Abstract >>
   
   

Upcoming Presentations

1. 22/10/2009: "Dynamic Setting of Distribution Fees in the US Mutual Fund Industry.", FMA 2009, Reno, US.
   
   

Conference & Seminar Presentations

1. "Dynamic Setting of Distribution Fees in the US Mutual Fund Industry".
   Asian Finance Association, Brisbane (June 2009).
   
   
2. "Flow-Performance Relation and Strategic Pricing of Mutual Funds".
   Paul Woolley Centre for Capital Market Dysfunctionality Annual Conference, Sydney (October 2008).
   
   
3. "Evolutionary Dynamics and Market Efficiency".
   Mathematics in Finance 2008, Kruger National Park, South Africa (September 2008).
   
   
4. "The Impact of the Interaction of Managers and Clients on Market Price".
   European Financial Management Association Annual Meeting (EFMA), Athens, Greece (June 2008).
   
   
5. "Profitability of Style Rotation on Value and Growth Stocks Along Their Earnings and Momentum Life Cycle".
   Financial Management Association Annual Meeting (FMA), Orlando (Florida), (October 2007).
   European Financial Management Association (EFMA), Vienna, Austria (June 2007).
   
   
6. "The Relationship between Corporate Social Responsability and Corporate Performance: Magnitude and Direction".
   European Financial Management Association (EFMA), Vienna, Austria (June 2007).
   European Academy of Management, Paris Chamber of Commerce, Paris, France, (May 2007).
   Seminar in Finance & Economics, UTS, Sydney, Australia (May 2006).
   
   
7. "Insights Into the Market Impact of Different Investment Styles".
   Trading Strategies and Financial Market Inefficiencies , Tanaka Business School, Imperial College London (March 2007).
   
   
8. "Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience".
   FIRN Doctoral Student Symposium, Sydney, Australia (December 2006).
   European Financial Management Association (EFMA), Madrid, Spain (June 2006).
   Multinational Finance Society (MFS), Edinburgh, UK (June 2006).
   
   
9. "An analysis of the Causality in the Relationship between Analysts' Forecast Revisions and Market Prices".
   Financial Management Association (Asian-FA, FMA), Auckland, New Zealand (July 2006).
   
   
10. Doctoral Proposal: "Investment Styles Across European Markets".
    Doctoral Student Symposium, Financial Management Association (Asian-FA, FMA), Auckland, New Zealand (July 2006).
    
    
11. "Insight into the Momentum Life Cycle for European Stocks"
    Global Finance Conference, Dublin, Ireland (July 2005).
    
    
12. "Value Enhancement using Momentum Indicators: The European Experience"
    European Financial Management Association (EFMA), Milan, Italy (June 2005).
    Doctoral Student Symposium, Financial Management Association (European-FA, FMA), Siena, Italy (June 2005).
    
    
13. "The Earnings and Momentum Life Cycle in Europe"
    Quantitative Methods in Finance Workshop 2005, Department of Quantitative Finance, Bocconi University, Milan, Italy (January 2005).
    
    

Current Course(s) Taught

1. Corporate Finance (25765), MBA program, School of Finance and Economics, UTS.
   
   

Affiliations