Valentina Galvani, Ph.D. in Economics, MSc in Economics, Doctoral Degree in Mathematical Finance, Laurea (BS+MS) in Mathematics
Contact
Chair, Faculty of Arts - Economics Dept
- vgalvani@ualberta.ca
Overview
Area of Study / Keywords
Financial Economics Momentum investing Corporate Bonds Energy Economics
About
I joined the UofA Economics Department in 2005 and have held the position of Chair since 2022. My research focuses on the structure and functioning of financial markets. I've been conducting research projects with the local banking sector for more than a decade under the aegis of MITACS. I earned a Doctoral degree in Mathematical Finance in 2002 from the University of Brescia (Italy), then an MS in Economics (2003), and then (2005) a doctoral degree in Economics from Purdue University. I've two adorable children now in their teens.
Research
My main area of expertise is financial economics (microstructure and investing). I've written quite a few articles on momentum investing. Being in Alberta, it was hard not to think about Energy. So, I've also done some work on energy markets. Over the last decade, I've collaborated with local industry partners in research projects typically involving data analysis (machine learning, model development) for commercial banking. My early research contributions, stemming from my doctoral work, are in the field of General Equilibrium in asset markets for infinite-dimensional spaces (Lp spaces).
Scholarly Activities
Research - MITACS Program
MITACS Accelerate Research Projects, partnered with local banks (2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024)
Featured Publications
Valentina Galvani
Finance Research Letters. 2024 May; 63 10.1016/j.frl.2024.105374
Noha Razek, Valentina Galvani, Surya Rajan, Brian McQuinn
Resources Policy. 2023 October; 86 (B) 10.1016/j.resourpol.2023.104062
Valentina Galvani & Lifang Li
Quarterly Review of Economics and Finance. 2023 February; 10.1016/j.qref.2023.02.007
Informed Trading and Momentum in the Corporate Bond Market
Valentina Galvani & Lifang Li
Review of Finance. 2021 March;
Valentina Galvani
Finance Research Letters. 2021 February; 39
Galvani Valentina and Matthew Ackman
2021 January; 7 (3)
Valentina Galvani
Heliyon. 2020 August; Forthcoming 10.1016/j.heliyon.2020.e04881
Valentina Galvani and Lifang Li
Journal of Banking & Finance. 2018 April; 89
Cao, Ning, Galvani, Valentina, and Stefano, Gubellini
International Review of Economics and Finance. 2017 September; 51
Valentina Galvani and Stefano Gubellini
Finance Research Letters. 2013 December; 10 (3)
Valentina Galvani André Plourde
The Quarterly Review of Economics and Finance. 2013 December; 53 (1)
Riding the Yield Curve: A Spanning Analysis
Review of Quantitative Finance and Accounting. 2013 January; 53 (1)
ValentinaGalvani Vladimir G.Troitsky
Journal of Mathematical Economics. 2010 July; 46 (4)
Galvani, V. and A. Plourde
Energy Economics. 2010 January; 32 (2)
Valentina Galvani and Aslan Behnamian
Quarterly Journal of Finance and Accounting. 2008 December; 47 (4)
Galvani, V.
Journal of Mathematical Economics. 2008 January; 45 (1-2)
Valentina Galvani
Mathematical Social Sciences. 2007 December; 54 (1)
Valentina Galvani
Finance Research Letters. 2007 March; 4 (1)
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