Details about Stefano Lovo

Access statistics for papers by Stefano Lovo.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: plo467

Working Papers

2022

1. Algorithmic Pricing and Liquidity in Securities Markets
   Working Papers, HAL View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
2. Credit Rating Agencies, Information Asymmetry and US Bond Liquidity
   Working Papers, HAL View citations (1)
   See also Journal Article Credit rating agencies, information asymmetry and US bond liquidity, Journal of Business Finance & Accounting, Wiley Blackwell (2022) (2022)

2020

3. ESG Investing: How to Optimize Impact?
   Working Papers, HAL View citations (20)

2018

4. Divisional Buyouts by Private Equity and the Market for Divested Assets
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (3)
   See also Journal Article Divisional buyouts by private equity and the market for divested assets, Journal of Corporate Finance, Elsevier (2018) View citations (3) (2018)
5. Herding in Equity Crowdfunding
   HEC Research Papers Series, HEC Paris View citations (4)
   Also in Working Papers, HAL (2017) View citations (4)

2017

6. A Model of Trading in the Art Market
   HEC Research Papers Series, HEC Paris
   See also Journal Article A Model of Trading in the Art Market, American Economic Review, American Economic Association (2018) View citations (37) (2018)
7. Belief-free Price Formation
   TSE Working Papers, Toulouse School of Economics (TSE)
   See also Journal Article Belief-free price formation, Journal of Financial Economics, Elsevier (2018) View citations (1) (2018)
8. Zero-Sum Revision Games
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
   See also Journal Article Zero-sum revision games, Games and Economic Behavior, Elsevier (2018) View citations (7) (2018)

2015

9. Markov Perfect Equilibria in Stochastic Revision Games
   HEC Research Papers Series, HEC Paris View citations (8)
   Also in Working Papers, HAL (2015) View citations (8)
10. Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment
    Post-Print, HAL View citations (1)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012)
    TSE Working Papers, Toulouse School of Economics (TSE) (2012)
    Working Papers, HAL (2009)
    HEC Research Papers Series, HEC Paris (2009)
    See also Journal Article Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment, Management Science, INFORMS (2015) View citations (2) (2015)

2014

11. A Model of Trading in Unique Durable Assets
    Working Papers, HAL View citations (2)
12. Unique Durable Assets
    HEC Research Papers Series, HEC Paris View citations (5)

2013

13. Credit Rating Industry: A Helicopter Tour of Stylized Facts and Recent Theories
    Post-Print, HAL View citations (11)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) View citations (14)
    TSE Working Papers, Toulouse School of Economics (TSE) (2013) View citations (15)
    See also Journal Article Credit rating industry: A helicopter tour of stylized facts and recent theories, International Journal of Industrial Organization, Elsevier (2013) View citations (13) (2013)

2012

14. Asset sales and the role of buyers: strategic buyers versus private equity
    MPRA Paper, University Library of Munich, Germany View citations (6)
15. Equity and Cash in Intercorporate Asset Sales: Theory and Evidence
    Working Papers, HAL
    Also in HEC Research Papers Series, HEC Paris (2006)
    Post-Print, HAL (2009) View citations (20)
    See also Journal Article Equity and Cash in Intercorporate Asset Sales: Theory and Evidence, The Review of Financial Studies, Society for Financial Studies (2009) View citations (22) (2009)
16. Reputation as an Entry Barrier in the Credit Rating Industry
    TSE Working Papers, Toulouse School of Economics (TSE) View citations (6)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2012) View citations (6)
17. What is the Magic in an Equity Deal ? Theory and Evidence on the Means of Payment in Asset Sales
    Working Papers, HAL

2011

18. Belief-free equilibria in games with incomplete information: characterization and existence
    Post-Print, HAL View citations (20)
    Also in HEC Research Papers Series, HEC Paris (2009) View citations (17)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) View citations (18)
    Working Papers, HAL (2008)
    See also Journal Article Belief-free equilibria in games with incomplete information: Characterization and existence, Journal of Economic Theory, Elsevier (2011) View citations (20) (2011)
19. Linkage Principle, Multi-dimensional Signals and Blind Auctions
    Working Papers, HAL
    Also in HEC Research Papers Series, HEC Paris (2003) View citations (2)
20. Private Equity Bidders in Corporate Asset Sales
    Post-Print, HAL

2010

21. Alternative divestiture method: theory and evidence
    Post-Print, HAL
22. Myopia and monetary equilibria
    Post-Print, HAL View citations (2)
    See also Journal Article Myopia and monetary equilibria, Journal of Mathematical Economics, Elsevier (2010) View citations (2) (2010)
23. Preopening and Equilibrium Selection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (9)
    Also in HEC Research Papers Series, HEC Paris (2010) View citations (9)
    Working Papers, HAL (2010) View citations (9)
    Post-Print, HAL (2009) View citations (2)
24. When Private Equity Can be Generous
    Post-Print, HAL View citations (1)

2009

25. Belief-Free Equilibria in Games With Incomplete Information
    Post-Print, HAL View citations (35)
    Also in HEC Research Papers Series, HEC Paris (2007)
    HEC Research Papers Series, HEC Paris (2006)
    Working Papers, HAL (2007)
    See also Journal Article Belief-Free Equilibria in Games With Incomplete Information, Econometrica, Econometric Society (2009) View citations (30) (2009)
26. Existence of belief-free equilibria in games with incomplete information and known-own payoffs
    Post-Print, HAL View citations (13)
27. Selecting equilibra tough preopening
    Post-Print, HAL

2006

28. A Note on Risk Aversion and Herd Behavior in Financial Markets
    Post-Print, HAL View citations (6)
    See also Journal Article A note on risk aversion and herd behavior in financial markets, The Geneva Risk and Insurance Review, Palgrave Macmillan (2006) View citations (7) (2006)
29. Ascending auctions for multiple objects: the case for the Japanese design
    Post-Print, HAL View citations (10)
    See also Journal Article Ascending auctions for multiple objects: the case for the Japanese design, Economic Theory, Springer (2006) View citations (14) (2006)
30. Bid Ask Price Competition with Asymmetric Information Between Market Makers
    Post-Print, HAL View citations (14)
    Also in Working Papers, HAL (1998) View citations (7)
    Post-Print, HAL (2006) View citations (15)
    Post-Print, HAL (2006) View citations (14)
    See also Journal Article Bid-Ask Price Competition with Asymmetric Information between Market-Makers, The Review of Economic Studies, Review of Economic Studies Ltd (2006) View citations (18) (2006)
31. Informational cascades with endogenous prices: The role of risk aversion
    Post-Print, HAL View citations (20)
    See also Journal Article Informational cascades with endogenous prices: The role of risk aversion, Journal of Mathematical Economics, Elsevier (2006) View citations (20) (2006)
32. Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2006) View citations (2)
    See also Journal Article Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects, Review of Economic Design, Springer (2006) View citations (3) (2006)

2004

33. De l'impact de la microstructure d'un marché de permis de polluer sur la politique environnementale
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Working Papers, HAL (2001)
    See also Journal Article De l'impact de la microstructure d'un marché de permis de polluer sur la politique environnementale, Annals of Economics and Statistics, GENES (2004) (2004)

2003

34. Market Informational Inefficiency, Risk Aversion and Quantity Grid
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (2)
    Also in Working Papers, HAL (2003)
    HEC Research Papers Series, HEC Paris (2003)
35. Risk Aversion and Herd Behavior in Financial Markets
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    Also in HEC Research Papers Series, HEC Paris (2002) View citations (6)
    Working Papers, HAL (2002) View citations (1)

2002

36. On Some Collusive and Signaling Equilibria in Ascending Auctions for Multiple Objects
    Working Papers, HAL
    Also in HEC Research Papers Series, HEC Paris (2002)

2001

37. A comparison of standard multi-unit auctions with synergies
    Post-Print, HAL View citations (9)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) View citations (2)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2001) View citations (5)
    Working Papers, HAL (1999) View citations (1)
    See also Journal Article A comparison of standard multi-unit auctions with synergies, Economics Letters, Elsevier (2001) View citations (12) (2001)

2000

38. De l'importance de la microstructure d'un marché de permis de polluer
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
39. Infinitely Lived Representative Agent Exchange Economy with Myopia
    Working Papers, HAL View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) View citations (2)

Journal Articles

2022

1. Credit rating agencies, information asymmetry and US bond liquidity
   Journal of Business Finance & Accounting, 2022, 49, (9-10), 1863-1896
   See also Working Paper Credit Rating Agencies, Information Asymmetry and US Bond Liquidity, Working Papers (2022) View citations (1) (2022)

2021

2. A Contracting Model of Entire Fairness: An Analysis of Divestitures of Parent-Held Control Blocks
   Journal of Law, Finance, and Accounting, 2021, 6, (1), 89-123

2018

3. A Model of Trading in the Art Market
   American Economic Review, 2018, 108, (3), 744-74 View citations (37)
   See also Working Paper A Model of Trading in the Art Market, HEC Research Papers Series (2017) (2017)
4. Belief-free price formation
   Journal of Financial Economics, 2018, 127, (2), 342-365 View citations (1)
   See also Working Paper Belief-free Price Formation, TSE Working Papers (2017) (2017)
5. Divisional buyouts by private equity and the market for divested assets
   Journal of Corporate Finance, 2018, 53, (C), 21-37 View citations (3)
   See also Working Paper Divisional Buyouts by Private Equity and the Market for Divested Assets, TSE Working Papers (2018) View citations (3) (2018)
6. Zero-sum revision games
   Games and Economic Behavior, 2018, 108, (C), 504-522 View citations (7)
   See also Working Paper Zero-Sum Revision Games, TSE Working Papers (2017) View citations (2) (2017)

2017

7. No-trade in second-price auctions with entry costs and secret reserve prices
   Economics Letters, 2017, 156, (C), 142-144

2015

8. Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment
   Management Science, 2015, 61, (6), 1378-1397 View citations (2)
   See also Working Paper Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment, Post-Print (2015) View citations (1) (2015)

2014

9. Asynchronicity and coordination in common and opposing interest games
   Theoretical Economics, 2014, 9, (2) View citations (20)

2013

10. Credit rating industry: A helicopter tour of stylized facts and recent theories
    International Journal of Industrial Organization, 2013, 31, (5), 643-651 View citations (13)
    See also Working Paper Credit Rating Industry: A Helicopter Tour of Stylized Facts and Recent Theories, Post-Print (2013) View citations (11) (2013)

2011

11. Belief-free equilibria in games with incomplete information: Characterization and existence
    Journal of Economic Theory, 2011, 146, (5), 1770-1795 View citations (20)
    See also Working Paper Belief-free equilibria in games with incomplete information: characterization and existence, Post-Print (2011) View citations (20) (2011)

2010

12. Myopia and monetary equilibria
    Journal of Mathematical Economics, 2010, 46, (5), 925-936 View citations (2)
    See also Working Paper Myopia and monetary equilibria, Post-Print (2010) View citations (2) (2010)

2009

13. Belief-Free Equilibria in Games With Incomplete Information
    Econometrica, 2009, 77, (2), 453-487 View citations (30)
    See also Working Paper Belief-Free Equilibria in Games With Incomplete Information, Post-Print (2009) View citations (35) (2009)
14. Equity and Cash in Intercorporate Asset Sales: Theory and Evidence
    The Review of Financial Studies, 2009, 22, (2), 681-714 View citations (22)
    See also Working Paper Equity and Cash in Intercorporate Asset Sales: Theory and Evidence, Working Papers (2012) (2012)

2006

15. A note on risk aversion and herd behavior in financial markets
    The Geneva Risk and Insurance Review, 2006, 31, (1), 35-42 View citations (7)
    Also in The Geneva Papers on Risk and Insurance Theory, 2006, 31, (1), 35-42 (2006) View citations (4)
    See also Working Paper A Note on Risk Aversion and Herd Behavior in Financial Markets, Post-Print (2006) View citations (6) (2006)
16. Ascending auctions for multiple objects: the case for the Japanese design
    Economic Theory, 2006, 28, (2), 331-355 View citations (14)
    See also Working Paper Ascending auctions for multiple objects: the case for the Japanese design, Post-Print (2006) View citations (10) (2006)
17. Bid-Ask Price Competition with Asymmetric Information between Market-Makers
    The Review of Economic Studies, 2006, 73, (2), 329-355 View citations (18)
    See also Working Paper Bid Ask Price Competition with Asymmetric Information Between Market Makers, Post-Print (2006) View citations (14) (2006)
18. Informational cascades with endogenous prices: The role of risk aversion
    Journal of Mathematical Economics, 2006, 42, (1), 109-120 View citations (20)
    See also Working Paper Informational cascades with endogenous prices: The role of risk aversion, Post-Print (2006) View citations (20) (2006)
19. Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects
    Review of Economic Design, 2006, 10, (1), 1-8 View citations (3)
    See also Working Paper Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects, Post-Print (2006) View citations (2) (2006)

2004

20. De l'impact de la microstructure d'un marché de permis de polluer sur la politique environnementale
    Annals of Economics and Statistics, 2004, (74), 177-208
    See also Working Paper De l'impact de la microstructure d'un marché de permis de polluer sur la politique environnementale, LIDAM Reprints CORE (2004) (2004)

2001

21. A comparison of standard multi-unit auctions with synergies
    Economics Letters, 2001, 71, (1), 55-60 View citations (12)
    See also Working Paper A comparison of standard multi-unit auctions with synergies, Post-Print (2001) View citations (9) (2001)