About

Guglielmo Maria Caporale is a leading financial economist whose research focuses on market efficiency, behavioral finance, and the dynamics of emerging digital assets. His most influential work examines price overreactions in cryptocurrency markets, including Bitcoin, Litecoin, Ripple, and Dash, demonstrating that these assets exhibit significant short-term anomalies that can be exploited for profit. His 2019 paper on this topic has garnered 54 citations, establishing a foundational understanding of investor behavior in volatile crypto environments. Caporale has also made substantial contributions to the study of market anomalies, such as the weekend effect and intraday patterns, using innovative methodologies like fractional integration and automated trading robots. His 2017 paper on short-term price overreactions (33 citations) identifies an “inertia anomaly,” while his 2015 trading robot analysis (21 citations) challenges the efficient market hypothesis by accounting for transaction costs. By combining rigorous statistical tests with practical trading strategies, Caporale bridges theoretical finance and real-world application. His work is essential reading for students and researchers interested in market microstructure, cryptocurrency economics, and the limits of market efficiency.

Research Focus

Key Achievements

5
H-Index
9
Papers
132
Total Citations
15
Avg Citations/Paper
🏆 Most Cited Paper
Price overreactions in the cryptocurrency market
54 citations · 2019
📈 Most Prolific Year: 2014 (3 Papers)
🤝 Key Collaborators: 5
🏛 Institutions: Brunel University of London, Ifo Institute for Economic Research, German Institute for Economic Research, London South Bank University

Top Papers

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Key Collaborators

Contact & Links

Available for collaboration
Content generated · 16 days ago