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Dr Marinela Adriana Finta

MarinelaFintaCEMA1 ImageLecturer
PhD (AUT), M. Econ. (UNIROMA2), M.Sc. (UBB), B.Sc. (UBB)

Tel +64 3 479 5299
Office OBS 3.12
Email marinela.finta@otago.ac.nz
Email mfinta@smu.edu.sg

Marinela Adriana Finta joined University of Otago in 2019 after serving as a Research Fellow of the Sim Kee Boon Institute for Financial Economics (SKBI) at Singapore Management University. Marinela is a Visiting Faculty at the SKBI.

Her expertise includes spillover effects, empirical asset pricing, and investment management. Some of her research has been on return, volatility, higher-order moment, and risk premium transmissions in financial markets. She is also conducting research on Exchange Traded Funds (ETFs) and forecasting ability of implied moments and their risk premia for commodity and equity returns.

Marinela’s current interests lie on sustainable finance with an emphasis on the impacts of sustainability issues and climate change on capital markets and investing.


Current Appointments

  • Lecturer in Finance (Assistant Professor)
  • Visiting Faculty of the SKBI at Singapore Management University

Research Interests

  • Empirical Asset Pricing
  • Investment Management
  • Sustainable Finance
  • Market Microstructure

Teaching

  • FINC 202 Investment Analysis and Portfolio Management
  • ACFI 459 Advanced Research Methods

Working Papers

  • Finta, M. A., & Ornelas, J. R. H. (2019). Commodity return predictability: Evidence from implied variance, skewness and their risk premia. Working Paper. [More Information]

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Publications

Finta, M. A., & Aboura, S. (2020). Risk premium spillovers among stock markets: Evidence from higher-order moments. Journal of Financial Markets. Advance online publication. doi: 10.1016/j.finmar.2020.100533

Barone-Adesi, G., Finta, M. A., Legnazzi, C., & Sala, C. (2019). WTI crude oil option implied VaR and CVaR: An empirical application. Journal of Forecasting, 38, 552-563. doi: 10.1002/for.2580

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2019). Volatility spillovers among oil and stock markets in the US and Saudi Arabia. Applied Economics, 51(4), 329-345. doi: 10.1080/00036846.2018.1494811

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2019). Time-varying contemporaneous spillovers during the European Debt Crisis. Empirical Economics, 57, 423-448. doi: 10.1007/s00181-018-1480-1

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2017). Contemporaneous spillover effects between the U.S. and the U.K. equity markets. Financial Review, 52(1), 145-166. doi: 10.1111/fire.12116

Journal - Research Article

Finta, M. A., & Aboura, S. (2020). Risk premium spillovers among stock markets: Evidence from higher-order moments. Journal of Financial Markets. Advance online publication. doi: 10.1016/j.finmar.2020.100533

Barone-Adesi, G., Finta, M. A., Legnazzi, C., & Sala, C. (2019). WTI crude oil option implied VaR and CVaR: An empirical application. Journal of Forecasting, 38, 552-563. doi: 10.1002/for.2580

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2019). Volatility spillovers among oil and stock markets in the US and Saudi Arabia. Applied Economics, 51(4), 329-345. doi: 10.1080/00036846.2018.1494811

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2019). Time-varying contemporaneous spillovers during the European Debt Crisis. Empirical Economics, 57, 423-448. doi: 10.1007/s00181-018-1480-1

Finta, M. A., Frijns, B., & Tourani-Rad, A. (2017). Contemporaneous spillover effects between the U.S. and the U.K. equity markets. Financial Review, 52(1), 145-166. doi: 10.1111/fire.12116

More publications...