Get started
Author

Sebastiano Michele Zema

ORCID: 0000-0002-7222-5781
Observed ORCID: 0000-0002-7222-5781
OpenAlex ID: A5070024497
Mesoscopic structure of the stock market and portfolio optimization
2024 · Sebastiano Michele Zema, Giorgio Fagiolo, et al. · Journal of Economic Interaction and Coordination · 4
PDF
Directed acyclic graph based information shares for price discovery
2022 · Sebastiano Michele Zema · Journal of Economic Dynamics and Control · 3
Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data
2023 · Sebastiano Michele Zema · Empirical Economics · 2
PDF
Uncovering the Network Structure of Non-Centrally Cleared Derivative Markets: Evidences from Regulatory Data
2022 · Sebastiano Michele Zema · SSRN Electronic Journal · 1
Link or Languish? A Long‐Run Empirical Analysis of Production Network Positioning, Embeddedness and Growth
2026 · Davide Samuele Luzzati, Giorgio Fagiolo, et al. · World Economy
A unifying non-Gaussian information share approach to price discovery
2025 · Sebastiano Michele Zema, Francesco Cordoni · SSRN Electronic Journal
A Non-Normal Framework for Price Discovery: The Independent Component Based Information Shares Measure
2024 · Sebastiano Michele Zema, Francesco Cordoni · SSRN Electronic Journal
Corrigendum to ‘Directed acyclic graph based information shares for price discovery’ [Journal of Economic Dynamics and Control 139 (2022) 104434]
2023 · Sebastiano Michele Zema · Journal of Economic Dynamics and Control
Lessons learned from initial margin calls during the March 2020 market turmoil
2021 · Thomas Carraro, Linda Fache Rousová, et al.
Non-Normal Identification for Price Discovery in High-Frequency Financial Markets
2020 · Sebastiano Michele Zema · LEM Papers Series
Works count: 10
Citation count: 10
H-index: 2
I10-index:
Year
Topic
Type