Details about Giovanni Cespa

Access statistics for papers by Giovanni Cespa.

Last updated 2021-05-18. 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

2018

2. Exchange Competition, Entry, and Welfare
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in CESifo Working Paper Series, CESifo (2018) View citations (4)

2017

3. High Frequency Trading and Fragility
   IESE Research Papers, IESE Business School
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (1)
   Working Paper Series, European Central Bank (2017)

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)

2014

6. Illiquidity Contagion and Liquidity Crashes
   Post-Print, HAL View citations (44)
   See also Journal Article in Review of Financial Studies (2014)
7. 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 in Journal of Finance (2015)

2012

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

2011

9. 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)
10. Expectations, Liquidity, and Short-term Trading
    CESifo Working Paper Series, CESifo
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
11. 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)
12. Insiders-Outsiders, Transparency and the Value of the Ticker
    Working Papers, HAL
    Also in HEC Research Papers Series, HEC Paris (2008) View citations (4)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (4)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2008) View citations (8)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2008) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (4)
13. 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 (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (10)

2009

14. Dynamic Trading and Asset Prices: Keynes vs. Hayek
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in IESE Research Papers, IESE Business School (2007) View citations (2)
    CESifo Working Paper Series, CESifo (2009)
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2008)
    See also Journal Article in Review of Economic Studies (2012)

2007

15. Corporate Social Responsibility and Managerial Entrenchment
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy View citations (142)
    Also in Working Papers, Barcelona Graduate School of Economics (2004) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (49)
    See also Journal Article in Journal of Economics & Management Strategy (2007)
16. Information Sales and Insider Trading with Long-lived Information
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2007) View citations (5)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2007) View citations (4)
    See also Journal Article in Journal of Finance (2008)

2004

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

2003

18. A Comparison of Stock Market Mechanism
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003)
    Working Papers, Barcelona Graduate School of Economics (2003)
    See also Journal Article in RAND Journal of Economics (2004)
19. Giffen Goods and Market Making
    Working Papers, Barcelona Graduate School of Economics
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2003)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003)
    See also Journal Article in Economic Theory (2005)

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 (16)
    See also Journal Article in European Economic Review (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 (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2002) View citations (5)

Journal Articles

2015

1. The Beauty Contest and Short-Term Trading
   Journal of Finance, 2015, 70, (5), 2099-2154 View citations (22)
   See also Working Paper (2014)

2014

2. Illiquidity Contagion and Liquidity Crashes
   Review of Financial Studies, 2014, 27, (6), 1615-1660 View citations (43)
   See also Working Paper (2014)
3. Sale of Price Information by Exchanges: Does It Promote Price Discovery?
   Management Science, 2014, 60, (1), 148-165 View citations (8)

2012

4. Dynamic Trading and Asset Prices: Keynes vs. Hayek
   Review of Economic Studies, 2012, 79, (2), 539-580 View citations (35)
   See also Working Paper (2009)

2008

5. Information Sales and Insider Trading with Long‐Lived Information
   Journal of Finance, 2008, 63, (2), 639-672 View citations (9)
   See also Working Paper (2007)

2007

6. Corporate Social Responsibility and Managerial Entrenchment
   Journal of Economics & Management Strategy, 2007, 16, (3), 741-771 View citations (132)
   See also Working Paper (2007)

2005

7. Giffen goods and market making
   Economic Theory, 2005, 25, (4), 983-997 View citations (3)
   See also Working Paper (2003)

2004

8. A Comparison of Stock Market Mechanisms
   RAND Journal of Economics, 2004, 35, (4), 803-824 View citations (9)
   See also Working Paper (2003)

2002

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