Details about Giovanni Cespa

Access statistics for papers by Giovanni Cespa.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pce1

Working Papers

2021

1. Foreign Exchange Volume
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Foreign Exchange Volume, The Review of Financial Studies, Society for Financial Studies (2022) View citations (7) (2022)

2018

2. Exchange Competition, Entry, and Welfare
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in CESifo Working Paper Series, CESifo (2018) View citations (5)
   See also Journal Article Exchange Competition, Entry, and Welfare, The Review of Financial Studies, Society for Financial Studies (2022) View citations (4) (2022)

2017

3. High Frequency Trading and Fragility
   IESE Research Papers, IESE Business School View citations (1)
   Also in Working Paper Series, European Central Bank (2017) View citations (1)

2016

4. Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
5. Market Transparency and Fragility
   CESifo Working Paper Series, CESifo View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (1)

2015

6. A comparison of stock market mechanisms
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003)
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2003)
   See also Journal Article A Comparison of Stock Market Mechanisms, RAND Journal of Economics, The RAND Corporation (2004) View citations (9) (2004)
7. Corporate Social Responsability and Managerial Entrenchment
   Working Papers, Barcelona School of Economics View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (47)
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2007) View citations (208)
   See also Journal Article Corporate Social Responsibility and Managerial Entrenchment, Journal of Economics & Management Strategy, Wiley Blackwell (2007) View citations (203) (2007)
8. Giffen Goods and Market Making
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003)
   CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2003)
   See also Journal Article Giffen goods and market making, Economic Theory, Springer (2005) View citations (3) (2005)

2014

9. Illiquidity Contagion and Liquidity Crashes
   Post-Print, HAL View citations (74)
   See also Journal Article Illiquidity Contagion and Liquidity Crashes, The Review of Financial Studies, Society for Financial Studies (2014) View citations (91) (2014)
10. The Beauty Contest and Short-Term Trading
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
    See also Journal Article The Beauty Contest and Short-Term Trading, Journal of Finance, American Finance Association (2015) View citations (42) (2015)

2012

11. Learning from prices, liquidity spillovers, and endogenous market segmentation
    Working Papers, HAL

2011

12. Dealer Attention, liquidity spillovers, and endogenous market segmentation
    Post-Print, HAL
    Also in Post-Print, HAL (2010)
    Post-Print, HAL (2011)
    Post-Print, HAL (2011)
13. Expectations, Liquidity, and Short-term Trading
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in CESifo Working Paper Series, CESifo (2011)
14. Higher Order Expectations, Illiquidity, and Short Term Trading
    2011 Meeting Papers, Society for Economic Dynamics View citations (1)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2011) View citations (3)
    IESE Research Papers, IESE Business School (2011) View citations (1)
15. Insiders-Outsiders, Transparency and the Value of the Ticker
    Working Papers, HAL
    Also in HEC Research Papers Series, HEC Paris (2008) View citations (7)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2008) View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (7)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (7)
16. Learning from Prices, Liquidity Spillovers, and Market Segmentation
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (21)

2009

17. Dynamic Trading and Asset Prices: Keynes vs. Hayek
    CESifo Working Paper Series, CESifo View citations (4)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2008)
    IESE Research Papers, IESE Business School (2007) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (5)
    See also Journal Article Dynamic Trading and Asset Prices: Keynes vs. Hayek, The Review of Economic Studies, Review of Economic Studies Ltd (2012) View citations (55) (2012)

2007

18. Information Sales and Insider Trading with Long-lived Information
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (5)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2007) View citations (5)
    See also Journal Article Information Sales and Insider Trading with Long‐Lived Information, Journal of Finance, American Finance Association (2008) View citations (16) (2008)

2004

19. Information Sales and Insider Trading
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2002

20. Long run relationships and price rigidity
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
21. Short-term investment and equilibrium multiplicity
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (20)
    See also Journal Article Short-term investment and equilibrium multiplicity, European Economic Review, Elsevier (2002) View citations (21) (2002)
22. Stakeholder Activism, Managerial Entrenchment, and the Congruence of Interests between Shareholders and Stakeholders
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (4)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002) View citations (5)

Journal Articles

2022

1. Exchange Competition, Entry, and Welfare
   The Review of Financial Studies, 2022, 35, (5), 2570-2624 View citations (4)
   See also Working Paper Exchange Competition, Entry, and Welfare, CEPR Discussion Papers (2018) View citations (5) (2018)
2. Foreign Exchange Volume
   The Review of Financial Studies, 2022, 35, (5), 2386-2427 View citations (7)
   See also Working Paper Foreign Exchange Volume, CEPR Discussion Papers (2021) (2021)

2015

3. The Beauty Contest and Short-Term Trading
   Journal of Finance, 2015, 70, (5), 2099-2154 View citations (42)
   See also Working Paper The Beauty Contest and Short-Term Trading, CSEF Working Papers (2014) (2014)

2014

4. Illiquidity Contagion and Liquidity Crashes
   The Review of Financial Studies, 2014, 27, (6), 1615-1660 View citations (91)
   See also Working Paper Illiquidity Contagion and Liquidity Crashes, Post-Print (2014) View citations (74) (2014)
5. Sale of Price Information by Exchanges: Does It Promote Price Discovery?
   Management Science, 2014, 60, (1), 148-165 View citations (11)

2012

6. Dynamic Trading and Asset Prices: Keynes vs. Hayek
   The Review of Economic Studies, 2012, 79, (2), 539-580 View citations (55)
   See also Working Paper Dynamic Trading and Asset Prices: Keynes vs. Hayek, CESifo Working Paper Series (2009) View citations (4) (2009)

2008

7. Information Sales and Insider Trading with Long‐Lived Information
   Journal of Finance, 2008, 63, (2), 639-672 View citations (16)
   See also Working Paper Information Sales and Insider Trading with Long-lived Information, CSEF Working Papers (2007) View citations (5) (2007)

2007

8. Corporate Social Responsibility and Managerial Entrenchment
   Journal of Economics & Management Strategy, 2007, 16, (3), 741-771 View citations (203)
   See also Working Paper Corporate Social Responsability and Managerial Entrenchment, Working Papers (2015) View citations (2) (2015)

2005

9. Giffen goods and market making
   Economic Theory, 2005, 25, (4), 983-997 View citations (3)
   See also Working Paper Giffen Goods and Market Making, Working Papers (2015) (2015)

2004

10. A Comparison of Stock Market Mechanisms
    RAND Journal of Economics, 2004, 35, (4), 803-824 View citations (9)
    See also Working Paper A comparison of stock market mechanisms, Working Papers (2015) (2015)

2002

11. Short-term investment and equilibrium multiplicity
    European Economic Review, 2002, 46, (9), 1645-1670 View citations (21)
    See also Working Paper Short-term investment and equilibrium multiplicity, Economics Working Papers (2002) View citations (20) (2002)

Chapters

2024

1. The impact of trading fragmentation in securities markets
   Chapter 10 in Handbook of Financial Integration, 2024, pp 224-238