Concepedia

David Morelli

DM

Statistics

Publications

11

Citations

400

H-Index

11

Active since

2001

Affiliations

University of Kent(Current)

David Morelli is an author at University of Kent specializing in business, financial economics, and asset pricing.

Top concepts

BusinessFinanceAsset PricingFinancial EconomicsEmpirical FinanceEconomicsVolatility ModelingAccountingEconomic AnalysisGeology

Publications per year

2001–2023

11

Publications

11

The relationship between conditional stock market volatility and conditional macroeconomic volatility

David Morelli · International Review of Financial Analysis · 2002 · 74 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +9

Tsunami deposits from major explosive eruptions: An example from the 1883 eruption of Krakatau

Steven Carey, David Morelli, Haraldur Sigurdsson et al. · Geology · 2001 · 70 citations

Volcanology, Engineering, Volcanism +17

Assessing the contribution of China’s financial sectors to systemic risk

David Morelli, Davide Vioto · Journal of Financial Stability · 2020 · 46 citations

Economics, Financial Economics, International Finance +8

Beta, size, book-to-market equity and returns: A study based on UK data

David Morelli · Journal of Multinational Financial Management · 2006 · 44 citations

Empirical Finance, Financial Economics, Asset Pricing +8

Political uncertainty, corruption, and corporate cash holdings

Shashitha Jayakody, David Morelli, Jaideep S Oberoi · Journal of Corporate Finance · 2023 · 42 citations · Full text

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