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Fabio Moneta

Moneta, Fabio
Associate Professor
B.A. (Hon.) (University of Pisa), Masters in Finance (University of Torino), Ph.D. (Boston College)
DMS 7153
613-562-5800 x 4778
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Fabio Moneta is an Associate Professor and a Royal Bank of Canada Fellow of Finance at the Telfer School of Management, University of Ottawa. He is also the recipient of a Senior Research Fellowship at the Long-Term Investors think tank at the Università di Torino. Before joining Telfer, he was an Assistant Professor of Finance at the Smith School of Business, Queen’s University. He received his PhD in Finance from the Carroll School of Management, Boston College. He also holds an MSc in Finance from CORIPE Piemonte (Turin, Italy) and a BA in Economics from the University of Pisa in Italy.

Research Interests

His research interests concentrate on investments, institutional investors, trading behavior, mutual fund performance, and empirical asset pricing. He is also interested in monetary policy topics to which he was exposed while working at the European Central Bank in Frankfurt. He has presented his research at more than 40 conferences and universities in Europe and North America including major international conferences such as the American Finance Association, the European Finance Association, the Northern Finance Association, and the Society for Financial Econometrics. He has published articles in leading journals including the Journal of Financial and Quantitative Analysis, Journal of Empirical Finance, and Management Science. He is also the author of two book chapters including one published in the Handbook of Fixed Income Securities, edited by Pietro Veronesi. His research has been funded by the Social Sciences and Humanities Research Council of Canada and the Canadian Securities Institute Research Foundation, and featured in various media outlets such as Bloomberg Businessweek and Morningstar. He has also acted as a referee for more than 20 academic publication outlets (e.g., Journal of Finance, Review of Asset Pricing Studies, and Review of Finance) and as a conference discussant for more than 20 academic papers. Dr. Moneta has taught introductory courses of finance at the undergraduate level, empirical asset pricing at the PhD level, and financial markets and institutions at the MBA level.

Publications during the last 7 years

Chapters in Books

  • Moneta, F. and Balduzzi, P. U.S. Treasury Market: The High-frequency Evidence. In Handbook of Fixed Income Securities. Wiley, 2016.

Papers in Refereed Journals

  • Chincarini, L., Kim, D. and Moneta, F. 2020. Beta and Firm Age. Journal of Empirical Finance, 58: 50-74.
  • Balduzzi, P. and Moneta, F. 2019. The Economic Risk Premia in the Fixed-income Markets: The Intra-day Evidence. Journal of Financial and Quantitative Analysis, 65(10): 4555-4574.
  • Moneta, F. 2018. When Anomalies are Publicized Broadly, Do Institutions Trade Accordingly? Management Science.
  • Moneta, F. 2015. Measuring Bond Mutual Fund Performance with Portfolio Characteristics. Journal of Empirical Finance, 33: 223-242.

Funded Research during the last 7 years

Funded Research during the last 7 years
From-To Source Title * ** Role Amount
2020-2022 Social Sciences and Humanities Research Council Insight Development Grant R U PI $ 60,299
2017-2019 Canadian Securities Institute (CSI) Research Foundation Academic Grant O U PI $ 35,000
2016-2019 Social Sciences and Humanities Research Council Insight Development Grant R U PI $ 52,916
2015 Smith School of Business General Research Grant R O PI $ 4,100


C: Contract (R and D) | E: Equipment Grant | R: Research Grant | S: Support Award | P: Pedagogical Grant | O: Other, U: Unknown

C: Granting Councils | G: Government | F: Foundations | I: UO Internal Funding | O: Other | U: Unknown

PI = Principal Investigator | Co-I = Co-Investigator | Co-PI = Co-Principal Investigator

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