Details about Bruno R Biais
Access statistics for papers by Bruno R Biais.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pbi43
Jump to Journal Articles Edited books Software Items
Working Papers
2024
- Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation
TSE Working Papers, Toulouse School of Economics (TSE) View citations (8)
- Dynamic Contracting with Many Agents
TSE Working Papers, Toulouse School of Economics (TSE)
2023
- Taxing Financial Transactions: A Mirrleesian Approach
TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
2022
- Equilibrium Bitcoin Pricing
TSE Working Papers, Toulouse School of Economics (TSE) View citations (16)
Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (14) EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2020) View citations (40)
- Variation margins, fire-sales and information-constrained optimality
TSE Working Papers, Toulouse School of Economics (TSE) 
Also in Working Paper Series, European Central Bank (2018) View citations (1) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (1) Post-Print, HAL (2021) View citations (1)
See also Journal Article Variation Margins, Fire Sales, and Information-constrained Optimality, The Review of Economic Studies, Review of Economic Studies Ltd (2021) View citations (4) (2021)
2021
- Strategic interactions in blockchain protocols: a survey of game-theoretic approaches
Post-Print, HAL
2019
- Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (5) HEC Research Papers Series, HEC Paris (2017) View citations (5)
See also Journal Article Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, American Economic Review, American Economic Association (2021) View citations (2) (2021)
- The blockchain folk theorem
Post-Print, HAL View citations (109)
Also in TSE Working Papers, Toulouse School of Economics (TSE) (2018) View citations (19) Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (20) IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2017) View citations (8)
See also Journal Article The Blockchain Folk Theorem, The Review of Financial Studies, Society for Financial Studies (2019) View citations (133) (2019)
2018
- Endogenous agency problems and the dynamics of rents
TSE Working Papers, Toulouse School of Economics (TSE) 
See also Journal Article Endogenous Agency Problems and the Dynamics of Rents, The Review of Economic Studies, Review of Economic Studies Ltd (2020) View citations (9) (2020)
- The Microstructure of the Bond Market in the 20th Century
TSE Working Papers, Toulouse School of Economics (TSE) View citations (5)
Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business  IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) View citations (28)
See also Journal Article The Microstructure of the Bond Market in the 20th Century, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) View citations (27) (2019)
2017
- Optimal margins and equilibrium prices
TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
Also in 2016 Meeting Papers, Society for Economic Dynamics (2016)  IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2017) View citations (1)
- Who supplies liquidity, how and when?
TSE Working Papers, Toulouse School of Economics (TSE) View citations (22)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2017) View citations (10) BIS Working Papers, Bank for International Settlements (2016) View citations (18)
2016
- Risk-sharing or risk-taking? Counterparty-risk, incentives and margins
Post-Print, HAL View citations (56)
Also in Working Paper Series, European Central Bank (2012) View citations (12)
See also Journal Article Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins, Journal of Finance, American Finance Association (2016) View citations (56) (2016)
2015
- Dynamics of Innovation and Risk
Post-Print, HAL View citations (7)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013)  TSE Working Papers, Toulouse School of Economics (TSE) (2013) 
See also Journal Article Dynamics of Innovation and Risk, The Review of Financial Studies, Society for Financial Studies (2015) View citations (10) (2015)
- Equilibrium fast trading
Post-Print, HAL View citations (162)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2014) View citations (9) HEC Research Papers Series, HEC Paris (2013) View citations (23) TSE Working Papers, Toulouse School of Economics (TSE) (2014) View citations (27)
See also Journal Article Equilibrium fast trading, Journal of Financial Economics, Elsevier (2015) View citations (172) (2015)
2014
- Equilibrium Fast Traders
2014 Meeting Papers, Society for Economic Dynamics
- Equilibrium Pricing and Trading Volume under Preference Uncertainty
Post-Print, HAL View citations (14)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013)  TSE Working Papers, Toulouse School of Economics (TSE) (2013) 
See also Journal Article Equilibrium Pricing and Trading Volume under Preference Uncertainty, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (16) (2014)
- Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins
TSE Working Papers, Toulouse School of Economics (TSE) View citations (3)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2014) View citations (3)
2013
- The (ir)resistible rise of agency rents
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
2012
- Clearing, counterparty risk and aggregate risk
Working Paper Series, European Central Bank View citations (58)
Also in Post-Print, HAL (2012) View citations (54)
See also Journal Article Clearing, Counterparty Risk, and Aggregate Risk, IMF Economic Review, Palgrave Macmillan (2012) View citations (60) (2012)
- Trading and liquidity with limited cognition
2012 Meeting Papers, Society for Economic Dynamics 
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (4) Working Papers, HAL (2012) 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (5) TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (4) NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (3)
2010
- Innovations, Rents and Risk
TSE Working Papers, Toulouse School of Economics (TSE) View citations (7)
Also in FMG Discussion Papers, Financial Markets Group (2010) View citations (1) IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) View citations (7)
- Large risks, limited liability, and dynamic moral hazard
Post-Print, HAL View citations (150)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (1)
See also Journal Article Large Risks, Limited Liability, and Dynamic Moral Hazard, Econometrica, Econometric Society (2010) View citations (163) (2010)
2009
- Credit, wages and bankruptcy laws
Post-Print, HAL View citations (12)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (5) IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2008) View citations (4)
See also Journal Article Credit, Wages, and Bankruptcy Laws, Journal of the European Economic Association, MIT Press (2009) View citations (13) (2009)
- Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information
TSE Working Papers, Toulouse School of Economics (TSE) 
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (1)
See also Journal Article Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information, The Review of Financial Studies, Society for Financial Studies (2010) View citations (54) (2010)
- Equilibrium Discovery and Preopening Mechanisms in an Experimental Market
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (7)
Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) 
See also Journal Article Equilibrium Discovery and Preopening Mechanisms in an Experimental Market, Management Science, INFORMS (2014) View citations (15) (2014)
- Hindsight Bias, Risk Perception, and Investment Performance
Post-Print, HAL View citations (38)
See also Journal Article Hindsight Bias, Risk Perception, and Investment Performance, Management Science, INFORMS (2009) View citations (46) (2009)
- Liquidity Shocks and Order Book Dynamics
TSE Working Papers, Toulouse School of Economics (TSE) View citations (14)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (13) 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (14) IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (15)
- Political Predation and Economic Development
TSE Working Papers, Toulouse School of Economics (TSE) View citations (9)
Also in Post-Print, HAL (2009) View citations (9) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (5) IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (9)
See also Journal Article POLITICAL PREDATION AND ECONOMIC DEVELOPMENT, Economics and Politics, Wiley Blackwell (2009) View citations (9) (2009)
- Rents, learning and risk in the financial sector and other innovative industries
FMG Discussion Papers, Financial Markets Group View citations (1)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (4)
- The Lifecycle of the Financial Sector and Other Speculative Industries
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (4)
Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (4)
2008
- Entrepreneurs and New Ideas
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (28)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (16)
See also Journal Article Entrepreneurs and new ideas, RAND Journal of Economics, RAND Corporation (2008) View citations (32) (2008)
- Hindsight Bias and Investment Performance
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
2007
- Dealing in Junk
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
Post-Print, HAL View citations (163)
Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2006) View citations (2)
See also Journal Article Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (198) (2007)
- Liquidity, Competition & Price Discovery in the European Corporate Bond Market
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (10)
2006
- Imperfect Competition in Financial Markets: ISLAND versus NASDAQ
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
- Transparency, Liquidity and Information in Dealer Markets
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse
2004
- Dynamic Security Design
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (21)
- Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (14)
See also Journal Article Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market, The Review of Economic Studies, Review of Economic Studies Ltd (2005) View citations (213) (2005)
- Liquidity and the Cost of Funds in the European Treasury Market
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (5)
- Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
See also Journal Article Market microstructure: A survey of microfoundations, empirical results, and policy implications, Journal of Financial Markets, Elsevier (2005) View citations (204) (2005)
- Strategic Liquidity Supply and Security Design
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 
Also in STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003) View citations (4) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (2)
See also Journal Article Strategic Liquidity Supply and Security Design, The Review of Economic Studies, Review of Economic Studies Ltd (2005) View citations (55) (2005)
2003
- Equilibrium Asset Pricing Under Heterogeneous Information
Levine's Bibliography, UCLA Department of Economics View citations (9)
Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business  IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2003) View citations (2)
- Operational Risk and Capital Requirements in the European Investment Fund Industry
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (3)
2002
- Imperfect Competition in Financial Markets: ISLAND vs. NASDAQ
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (12)
- Psychological Traits and Trading Strategies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2000) View citations (4)
- The Microstructure of Stock Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
2001
- Price Discovery Across the Rhine
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
See also Journal Article Price Discovery across the Rhine, Review of Finance, Springer (2004) View citations (6) (2004)
2000
- A Structural Econometric Investigation of the Agency Theory of Financial Structure
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (3)
- IPO Auctions: English, Dutch,... French and Internet
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
See also Journal Article IPO Auctions: English, Dutch,... French, and Internet, Journal of Financial Intermediation, Elsevier (2002) View citations (52) (2002)
- Microstructure, Incentives, and the Discovery of Equilibrium in Experimental Financial Markets
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (6)
- Privatization versus regulation in developing economies: The case of West African banks
William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (1)
See also Journal Article Privatisation versus Regulation in Developing Economies: The Case of West African Banks, Journal of African Economies, Centre for the Study of African Economies (2004) View citations (11) (2004)
1998
- Competing Mechanisms in a Commun Value Environment
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
See also Journal Article Competing Mechanisms in a Common Value Environment, Econometrica, Econometric Society (2000) View citations (203) (2000)
- Floors, dealer markets and limit order markets
Post-Print, HAL View citations (31)
See also Journal Article Floors, dealer markets and limit order markets, Journal of Financial Markets, Elsevier (1998) View citations (33) (1998)
- Machiavellian Underpricing
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
1997
- Microstructure des marchés financiers: institutions, modèles et tests empiriques
Post-Print, HAL View citations (8)
- Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse
Working Papers, Toulouse - GREMAQ View citations (4)
See also Journal Article Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse, European Financial Management, European Financial Management Association (1999) View citations (9) (1999)
1996
- An optimal IPO mechanism
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
See also Journal Article An Optimal IPO Mechanism, The Review of Economic Studies, Review of Economic Studies Ltd (2002) View citations (65) (2002)
1995
- Implicit collusion on wide spreads
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
1994
- Adverse selection in an insurance pool
Working Papers, Risk and Insurance Archive
- On the Survival of Irrational Traders: A Darwinian Approach
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
1993
- Asset Prices and Volume in a Beauty Contest
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
- Asymétries d'information et marchés financiers: une synthèse de la littérature récente
Post-Print, HAL
See also Journal Article Asymétrie d’information et marchés financiers: une synthèse de la littérature récente, L'Actualité Economique, Société Canadienne de Science Economique (1993) (1993)
1991
- Options Prices, Insider Trading, and Interdealer Competition
CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.
Journal Articles
2021
- Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing
American Economic Review, 2021, 111, (11), 3575-3610 View citations (2)
See also Working Paper Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing, CEPR Discussion Papers (2019) View citations (1) (2019)
- Variation Margins, Fire Sales, and Information-constrained Optimality
(Leverage, Moral Hazard, and Liquidity)
The Review of Economic Studies, 2021, 88, (6), 2654-2686 View citations (4)
See also Working Paper Variation margins, fire-sales and information-constrained optimality, TSE Working Papers (2022) (2022)
2020
- Endogenous Agency Problems and the Dynamics of Rents
The Review of Economic Studies, 2020, 87, (6), 2542-2567 View citations (9)
See also Working Paper Endogenous agency problems and the dynamics of rents, TSE Working Papers (2018) (2018)
2019
- Blockchains, Coordination, and Forks
AEA Papers and Proceedings, 2019, 109, 88-92 View citations (5)
- The Blockchain Folk Theorem
The Review of Financial Studies, 2019, 32, (5), 1662-1715 View citations (133)
See also Working Paper The blockchain folk theorem, Post-Print (2019) View citations (109) (2019)
- The Microstructure of the Bond Market in the 20th Century
Review of Economic Dynamics, 2019, 33, 250-271 View citations (27)
See also Software Item Code and data files for "The Microstructure of the Bond Market in the 20th Century", Computer Codes (2018) (2018) Working Paper The Microstructure of the Bond Market in the 20th Century, TSE Working Papers (2018) View citations (5) (2018)
2016
- Risk-Sharing or Risk-Taking? Counterparty Risk, Incentives, and Margins
Journal of Finance, 2016, 71, (4), 1669-1698 View citations (56)
See also Working Paper Risk-sharing or risk-taking? Counterparty-risk, incentives and margins, Post-Print (2016) View citations (56) (2016)
2015
- Dynamics of Innovation and Risk
The Review of Financial Studies, 2015, 28, (5), 1353-1380 View citations (10)
See also Working Paper Dynamics of Innovation and Risk, Post-Print (2015) View citations (7) (2015)
- Equilibrium fast trading
Journal of Financial Economics, 2015, 116, (2), 292-313 View citations (172)
See also Working Paper Equilibrium fast trading, Post-Print (2015) View citations (162) (2015)
- Report of the Editor of the Journal of Finance for the Year 2014
Journal of Finance, 2015, 70, (4), 1839-1854
2014
- Equilibrium Discovery and Preopening Mechanisms in an Experimental Market
Management Science, 2014, 60, (3), 753-769 View citations (15)
See also Working Paper Equilibrium Discovery and Preopening Mechanisms in an Experimental Market, IDEI Working Papers (2009) View citations (7) (2009)
- Equilibrium Pricing and Trading Volume under Preference Uncertainty
The Review of Economic Studies, 2014, 81, (4), 1401-1437 View citations (16)
See also Working Paper Equilibrium Pricing and Trading Volume under Preference Uncertainty, Post-Print (2014) View citations (14) (2014)
- HFT and Market Quality
Bankers, Markets & Investors, 2014, (128), 5-19 View citations (52)
2013
- Corrigendum to "Competing Mechanisms in a Common Value Environment"
Econometrica, 2013, 81, (1), 393-406 View citations (16)
- Incentive compatible centralised clearing
Financial Stability Review, 2013, (17), 161-168 View citations (2)
- Report of the Editor of The Journal of Finance for the Year 2012
Journal of Finance, 2013, 68, (4), 1691-1705
2012
- Clearing, Counterparty Risk, and Aggregate Risk
IMF Economic Review, 2012, 60, (2), 193-222 View citations (60)
See also Working Paper Clearing, counterparty risk and aggregate risk, Working Paper Series (2012) View citations (58) (2012)
2010
- Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information
The Review of Financial Studies, 2010, 23, (4), 1503-1543 View citations (54)
See also Working Paper Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information, TSE Working Papers (2009) (2009)
- Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq
Management Science, 2010, 56, (12), 2237-2250 View citations (25)
- Large Risks, Limited Liability, and Dynamic Moral Hazard
Econometrica, 2010, 78, (1), 73-118 View citations (163)
See also Working Paper Large risks, limited liability, and dynamic moral hazard, Post-Print (2010) View citations (150) (2010)
2009
- Credit, Wages, and Bankruptcy Laws
Journal of the European Economic Association, 2009, 7, (5), 939-973 View citations (13)
See also Working Paper Credit, wages and bankruptcy laws, Post-Print (2009) View citations (12) (2009)
- Hindsight Bias, Risk Perception, and Investment Performance
Management Science, 2009, 55, (6), 1018-1029 View citations (46)
See also Working Paper Hindsight Bias, Risk Perception, and Investment Performance, Post-Print (2009) View citations (38) (2009)
- POLITICAL PREDATION AND ECONOMIC DEVELOPMENT
Economics and Politics, 2009, 21, (2), 255-277 View citations (9)
See also Working Paper Political Predation and Economic Development, TSE Working Papers (2009) View citations (9) (2009)
2008
- Entrepreneurs and new ideas
RAND Journal of Economics, 2008, 39, (4), 1105-1125 View citations (32)
See also Working Paper Entrepreneurs and New Ideas, IDEI Working Papers (2008) View citations (28) (2008)
2007
- Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
The Review of Economic Studies, 2007, 74, (2), 345-390 View citations (198)
See also Working Paper Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications, Post-Print (2007) View citations (163) (2007)
2005
- Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market
The Review of Economic Studies, 2005, 72, (2), 287-312 View citations (213)
See also Working Paper Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market, IDEI Working Papers (2004) View citations (14) (2004)
- Market microstructure: A survey of microfoundations, empirical results, and policy implications
Journal of Financial Markets, 2005, 8, (2), 217-264 View citations (204)
See also Working Paper Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications, IDEI Working Papers (2004) View citations (1) (2004)
- Risque opérationnel et régulation du capital dans l’industrie de la gestion de fonds d’investissement en Europe
Revue d'Économie Financière, 2005, 79, (2), 197-211
- Strategic Liquidity Supply and Security Design
The Review of Economic Studies, 2005, 72, (3), 615-649 View citations (55)
See also Working Paper Strategic Liquidity Supply and Security Design, IDEI Working Papers (2004) (2004)
2004
- Price Discovery across the Rhine
Review of Finance, 2004, 8, (1), 49-74 View citations (6)
Also in Review of Finance, 2004, 8, (1), 49-74 (2004) View citations (4)
See also Working Paper Price Discovery Across the Rhine, CEPR Discussion Papers (2001) View citations (1) (2001)
- Privatisation versus Regulation in Developing Economies: The Case of West African Banks
Journal of African Economies, 2004, 13, (3), 361-394 View citations (11)
Also in Journal of African Economies, 2004, 13, (3), 361-394 (2004) View citations (15)
See also Working Paper Privatization versus regulation in developing economies: The case of West African banks, William Davidson Institute Working Papers Series (2000) View citations (1) (2000)
2002
- An Optimal IPO Mechanism
The Review of Economic Studies, 2002, 69, (1), 117-146 View citations (65)
See also Working Paper An optimal IPO mechanism, IDEI Working Papers (1996) View citations (1) (1996)
- Editorial
European Economic Review, 2002, 46, (9), iii-iii
- IPO Auctions: English, Dutch,... French, and Internet
Journal of Financial Intermediation, 2002, 11, (1), 9-36 View citations (52)
See also Working Paper IPO Auctions: English, Dutch,... French and Internet, IDEI Working Papers (2000) View citations (2) (2000)
- Incentive-Compatible Contracts for the Sale of Information
The Review of Financial Studies, 2002, 15, (4), 987-1003 View citations (15)
- Machiavellian Privatization
American Economic Review, 2002, 92, (1), 240-258 View citations (168)
2001
- Informal and Formal Credit Markets and Credit Rationing in Côte D'Ivoire
Oxford Review of Economic Policy, 2001, 17, (4), 520-534 View citations (16)
2000
- Competing Mechanisms in a Common Value Environment
Econometrica, 2000, 68, (4), 799-838 View citations (203)
See also Working Paper Competing Mechanisms in a Commun Value Environment, IDEI Working Papers (1998) View citations (2) (1998)
- Darwinian selection does not eliminate irrational traders
European Economic Review, 2000, 44, (3), 469-490 View citations (8)
1999
- Optimal Leverage and Aggregate Investment
Journal of Finance, 1999, 54, (4), 1291-1323 View citations (81)
- Price Discovery and Learning during the Preopening Period in the Paris Bourse
Journal of Political Economy, 1999, 107, (6), 1218-1248 View citations (150)
- Short Sales Constraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse
European Financial Management, 1999, 5, (3), 395-410 View citations (9)
See also Working Paper Short Sales COnstraints, Liquidity and Price Discovery: An Empirical Analysis on the Paris Bourse, Working Papers (1997) View citations (4) (1997)
1998
- Asset Prices and Trading Volume in a Beauty Contest
The Review of Economic Studies, 1998, 65, (2), 307-340 View citations (62)
- Floors, dealer markets and limit order markets
Journal of Financial Markets, 1998, 1, (3-4), 253-284 View citations (33)
See also Working Paper Floors, dealer markets and limit order markets, Post-Print (1998) View citations (31) (1998)
1997
- Trade Credit and Credit Rationing
The Review of Financial Studies, 1997, 10, (4), 903-37 View citations (359)
1995
- An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
Journal of Finance, 1995, 50, (5), 1655-89 View citations (561)
- La structure financière des entreprises: une investigation empirique sur données françaises
Économie et Prévision, 1995, 120, (4), 15-28 View citations (8)
1994
- Insider and Liquidity Trading in Stock and Options Markets
The Review of Financial Studies, 1994, 7, (4), 743-80 View citations (101)
1993
- Asymétrie d’information et marchés financiers: une synthèse de la littérature récente
L'Actualité Economique, 1993, 69, (1), 8-44 
See also Working Paper Asymétries d'information et marchés financiers: une synthèse de la littérature récente, Post-Print (1993) (1993)
- Price Information and Equilibrium Liquidity in Fragmented and Centralized Markets
Journal of Finance, 1993, 48, (1), 157-85 View citations (147)
1990
- Formation des prix sur les marchés de contrepartie. Une synthèse de la littérature récente
Revue Économique, 1990, 41, (5), 755-788 View citations (2)
Edited books
2002
- New Research in Corporate Finance and Banking
OUP Catalogue, Oxford University Press View citations (2)
- New Research in Financial Markets
OUP Catalogue, Oxford University Press
Software Items
2018
- Code and data files for "The Microstructure of the Bond Market in the 20th Century"
Computer Codes, Review of Economic Dynamics 
See also Journal Article The Microstructure of the Bond Market in the 20th Century, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2019) View citations (27) (2019)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|