Giulia Rotundo

Prof. Giulia Rotundo

Sapienza University of Rome, Rome, Italy.
orcid

Research Focus & Metrics

Academic Career Length

21Years (2006-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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10 July 2010 in Journal of Economic Interaction and Coordination
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GRGiulia Rotundo
Giulia Rotundo
ADAnna Maria D'Arcangelis
Anna Maria D'Arcangelis

17 May 2013 in Quality & Quantity
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Journal Article
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GRGiulia Rotundo
Giulia Rotundo
ADAnna Maria D'Arcangelis
Anna Maria D'Arcangelis

20 February 2018 in Entropy
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Journal Article
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RCRoy Cerqueti
Roy Cerqueti
GRGiulia Rotundo
Giulia Rotundo
Marcel AusloosMarcel Ausloos
Marcel Ausloos
The complex nature of the interlacement of economic actors is quite evident at the level of the Stock market, where any company may actually interact with the other companies buying and selling their shares. In this respect, the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the links indicate the ownership. This paper deals with this theme and discusses the concentration of a market. A cross-shareholding matrix is considered, along with two key factors: the node out-degree distribution which represents the diversification of investments in terms of the number of involved companies, and the node in-degree distribution which reports the integration of a company due to the sales of its own shares to other companies. While diversification is widely explored in the literature, integration is most present in literature on contagions. This paper captures such quantities of interest in the two frameworks and studies the stochastic dependence of diversification and integration through a copula approach. We adopt entropies as measures for assessing the concentration in the market. The main question is to assess the dependence structure leading to a better description of the data or to market polarization (minimal entropy) or market fairness (maximal entropy). In so doing, we derive information on the way in which the in- and out-degrees should be connected in order to shape the market. The question is of interest to regulators bodies, as witnessed by specific alert threshold published on the US mergers guidelines for limiting the possibility of acquisitions and the prevalence of a single company on the market. Indeed, all countries and the EU have also rules or guidelines in order to limit concentrations, in a country or across borders, respectively. The calibration of copulas and model parameters on the basis of real data serves as an illustrative application of the theoretical proposal.

1 June 2017 in Publications
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CHClaudiu Herteliu
Claudiu Herteliu
Marcel AusloosMarcel Ausloos
Marcel Ausloos
Bogdan-Vasile ILEANUBogdan-Vasile ILEANU
Bogdan-Vasile ILEANU
GRGiulia Rotundo
Giulia Rotundo
TATudorel Andrei
Tudorel Andrei
How much is the h-index of an editor of a well-ranked journal improved due to citations which occur after his/her appointment? Scientific recognition within academia is widely measured nowadays by the number of citations or h-index. Our dataset is based on a sample of four editors from a well-ranked journal (impact factor, IF, greater than 2). The target group consists of two editors who seem to benefit by their position through an increased citation number (and subsequently h-index) within the journal. The total amount of citations for the target group is greater than 600. The control group is formed by another set of two editors from the same journal whose relations between their positions and their citation records remain neutral. The total amount of citations for the control group is more than 1200. The timespan for which the citations’ pattern has been studied is 1975–2015. Previous coercive citations for a journal’s benefit (an increase of its IF) has been indicated. To the best of our knowledge, this is a pioneering work on coercive citations for personal (editors’) benefit. Editorial teams should be aware about this type of potentially unethical behavior and act accordingly.

1 May 2021 in Journal of Business Research
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Journal Article
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ADAnna Maria D'Arcangelis
Anna Maria D'Arcangelis
GRGiulia Rotundo
Giulia Rotundo