Details about Cecilia Parlatore

Access statistics for papers by Cecilia Parlatore.

Last updated 2026-03-19. Update your information in the RePEc Author Service.

Short-id: ppa1555

Working Papers

2025

1. Probability Pricing
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. Information Span in Credit Market Competition
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
3. Information-Based Pricing in Specialized Lending
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Research Papers, Stanford University, Graduate School of Business (2023)
   NBER Working Papers, National Bureau of Economic Research, Inc (2024) View citations (2)
   See also Journal Article Information-based pricing in specialized lending, Journal of Financial Economics, Elsevier (2025) View citations (1) (2025)

2023

4. Specialization in Banking
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   Also in Staff Reports, Federal Reserve Bank of New York (2021) View citations (12)

2022

5. Designing Stress Scenarios
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   2018 Meeting Papers, Society for Economic Dynamics (2018)
   See also Journal Article Designing Stress Scenarios, Journal of Finance, American Finance Association (2025) (2025)
6. Financing Infrastructure in the Shadow of Expropriation
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   See also Journal Article Financing Infrastructure in the Shadow of Expropriation, The Review of Financial Studies, Society for Financial Studies (2025) (2025)
7. The Value of Arbitrage
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2022)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   See also Journal Article The Value of Arbitrage, Journal of Political Economy, University of Chicago Press (2024) View citations (2) (2024)

2021

8. Strategic Fragmented Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
   2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (2)
   See also Journal Article Strategic fragmented markets, Journal of Financial Economics, Elsevier (2022) View citations (3) (2022)

2019

9. Trading Costs and Informational Efficiency
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (3)
   See also Journal Article Trading Costs and Informational Efficiency, Journal of Finance, American Finance Association (2021) View citations (16) (2021)
10. Volatility and Informativeness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article Volatility and informativeness, Journal of Financial Economics, Elsevier (2023) View citations (7) (2023)

2018

11. Identifying Price Informativeness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)

2017

12. Price Informativeness and Price Volatility
    2017 Meeting Papers, Society for Economic Dynamics

2015

13. Fragility in money marketfunds: sponsor support and regulation
    Working Paper Series, European Central Bank View citations (6)
    See also Journal Article Fragility in money market funds: Sponsor support and regulation, Journal of Financial Economics, Elsevier (2016) View citations (27) (2016)
14. Information Asymmetry and Market Fragmentation
    2015 Meeting Papers, Society for Economic Dynamics

2014

15. Transparency and Bank runs
    2014 Meeting Papers, Society for Economic Dynamics
    See also Journal Article Transparency and bank runs, Journal of Financial Intermediation, Elsevier (2024) View citations (1) (2024)
16. Where to Trade: OTC vs Exchanges
    2014 Meeting Papers, Society for Economic Dynamics

2013

17. The Regulation of Money Market Funds: Adding Discipline to the Policy Debate
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)

2012

18. Equilibrium Collateral Constraints
    2012 Meeting Papers, Society for Economic Dynamics

2009

19. Modernization of Tax Administrations and Optimal Fiscal Policies
    Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (4)
    See also Journal Article Modernization of Tax Administrations and Optimal Fiscal Policies, Journal of Public Economic Theory, Association for Public Economic Theory (2009) View citations (3) (2009)

Journal Articles

2025

1. Designing Stress Scenarios
   Journal of Finance, 2025, 80, (2), 833-873
   See also Working Paper Designing Stress Scenarios, NBER Working Papers (2022) View citations (2) (2022)
2. Financing Infrastructure in the Shadow of Expropriation
   The Review of Financial Studies, 2025, 38, (5), 1368-1418
   See also Working Paper Financing Infrastructure in the Shadow of Expropriation, NBER Working Papers (2022) (2022)
3. Information-based pricing in specialized lending
   Journal of Financial Economics, 2025, 172, (C) View citations (1)
   See also Working Paper Information-Based Pricing in Specialized Lending, CEPR Discussion Papers (2024) (2024)

2024

4. The Value of Arbitrage
   Journal of Political Economy, 2024, 132, (6), 1947 - 1993 View citations (2)
   See also Working Paper The Value of Arbitrage, Cowles Foundation Discussion Papers (2022) (2022)
5. Transparency and bank runs
   Journal of Financial Intermediation, 2024, 60, (C) View citations (1)
   See also Working Paper Transparency and Bank runs, 2014 Meeting Papers (2014) (2014)

2023

6. Volatility and informativeness
   Journal of Financial Economics, 2023, 147, (3), 550-572 View citations (7)
   See also Working Paper Volatility and Informativeness, NBER Working Papers (2019) View citations (3) (2019)

2022

7. Strategic fragmented markets
   Journal of Financial Economics, 2022, 145, (3), 876-908 View citations (3)
   See also Working Paper Strategic Fragmented Markets, NBER Working Papers (2021) View citations (1) (2021)

2021

8. Trading Costs and Informational Efficiency
   Journal of Finance, 2021, 76, (3), 1471-1539 View citations (16)
   See also Working Paper Trading Costs and Informational Efficiency, NBER Working Papers (2019) View citations (5) (2019)

2019

9. Collateralizing liquidity
   Journal of Financial Economics, 2019, 131, (2), 299-322 View citations (10)

2016

10. Fragility in money market funds: Sponsor support and regulation
    Journal of Financial Economics, 2016, 121, (3), 595-623 View citations (27)
    See also Working Paper Fragility in money marketfunds: sponsor support and regulation, Working Paper Series (2015) View citations (6) (2015)

2009

11. Modernization of Tax Administrations and Optimal Fiscal Policies
    Journal of Public Economic Theory, 2009, 11, (6), 897-926 View citations (3)
    See also Working Paper Modernization of Tax Administrations and Optimal Fiscal Policies, Department of Economics Working Papers (2009) View citations (4) (2009)