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
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Working Papers
2021
- 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 (5) (2022)
2018
- 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 (3) (2022)
2017
- High Frequency Trading and Fragility
IESE Research Papers, IESE Business School 
Also in Working Paper Series, European Central Bank (2017)
2016
- Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- 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
- A comparison of stock market mechanisms
Working Papers, Barcelona 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 A Comparison of Stock Market Mechanisms, RAND Journal of Economics, The RAND Corporation (2004) View citations (9) (2004)
- Corporate Social Responsability and Managerial Entrenchment
Working Papers, Barcelona School of Economics View citations (2)
Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2007) View citations (199) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (47)
See also Journal Article Corporate Social Responsibility and Managerial Entrenchment, Journal of Economics & Management Strategy, Wiley Blackwell (2007) View citations (194) (2007)
- Giffen Goods and Market Making
Working Papers, Barcelona 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 Giffen goods and market making, Economic Theory, Springer (2005) View citations (3) (2005)
2014
- Illiquidity Contagion and Liquidity Crashes
Post-Print, HAL View citations (69)
See also Journal Article Illiquidity Contagion and Liquidity Crashes, The Review of Financial Studies, Society for Financial Studies (2014) View citations (83) (2014)
- 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 (40) (2015)
2012
- Learning from prices, liquidity spillovers, and endogenous market segmentation
Working Papers, HAL
2011
- Dealer Attention, liquidity spillovers, and endogenous market segmentation
Post-Print, HAL
Also in Post-Print, HAL (2011) Post-Print, HAL (2010) Post-Print, HAL (2011)
- Expectations, Liquidity, and Short-term Trading
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in CESifo Working Paper Series, CESifo (2011)
- 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)
- Insiders-Outsiders, Transparency and the Value of the Ticker
Working Papers, HAL
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (7) Working Papers, Queen Mary University of London, School of Economics and Finance (2008) View citations (7) HEC Research Papers Series, HEC Paris (2008) View citations (7) CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (7)
- 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 (19)
2009
- Dynamic Trading and Asset Prices: Keynes vs. Hayek
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in CESifo Working Paper Series, CESifo (2009) View citations (4) IESE Research Papers, IESE Business School (2007) View citations (3) CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2008) 
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 (52) (2012)
2007
- Information Sales and Insider Trading with Long-lived Information
Working Papers, Queen Mary University of London, School of Economics and Finance View citations (5)
Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (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 (15) (2008)
2004
- Information Sales and Insider Trading
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
2002
- Long run relationships and price rigidity
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
- 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)
- 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
- Exchange Competition, Entry, and Welfare
The Review of Financial Studies, 2022, 35, (5), 2570-2624 View citations (3)
See also Working Paper Exchange Competition, Entry, and Welfare, CEPR Discussion Papers (2018) View citations (5) (2018)
- Foreign Exchange Volume
The Review of Financial Studies, 2022, 35, (5), 2386-2427 View citations (5)
See also Working Paper Foreign Exchange Volume, CEPR Discussion Papers (2021) (2021)
2015
- The Beauty Contest and Short-Term Trading
Journal of Finance, 2015, 70, (5), 2099-2154 View citations (40)
See also Working Paper The Beauty Contest and Short-Term Trading, CSEF Working Papers (2014) (2014)
2014
- Illiquidity Contagion and Liquidity Crashes
The Review of Financial Studies, 2014, 27, (6), 1615-1660 View citations (83)
See also Working Paper Illiquidity Contagion and Liquidity Crashes, Post-Print (2014) View citations (69) (2014)
- Sale of Price Information by Exchanges: Does It Promote Price Discovery?
Management Science, 2014, 60, (1), 148-165 View citations (11)
2012
- Dynamic Trading and Asset Prices: Keynes vs. Hayek
The Review of Economic Studies, 2012, 79, (2), 539-580 View citations (52)
See also Working Paper Dynamic Trading and Asset Prices: Keynes vs. Hayek, CEPR Discussion Papers (2009) View citations (5) (2009)
2008
- Information Sales and Insider Trading with Long‐Lived Information
Journal of Finance, 2008, 63, (2), 639-672 View citations (15)
See also Working Paper Information Sales and Insider Trading with Long-lived Information, Working Papers (2007) View citations (5) (2007)
2007
- Corporate Social Responsibility and Managerial Entrenchment
Journal of Economics & Management Strategy, 2007, 16, (3), 741-771 View citations (194)
See also Working Paper Corporate Social Responsability and Managerial Entrenchment, Working Papers (2015) View citations (2) (2015)
2005
- 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
- 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
- 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
- The impact of trading fragmentation in securities markets
Chapter 10 in Handbook of Financial Integration, 2024, pp 224-238
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