IDEAS home Printed from https://ideas.repec.org/f/pse615.html
   My authors  Follow this author

Jean-Philippe Serbera

Personal Details

First Name:Jean-Philippe
Middle Name:
Last Name:Serbera
Suffix:
RePEc Short-ID:pse615
[This author has chosen not to make the email address public]

Affiliation

Sheffield Business School
Sheffield Hallam University

Sheffield, United Kingdom
http://www.shu.ac.uk/sbs/
RePEc:edi:sbshuuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Serbera, Jean-Philippe & Fry, John, 2017. "Takeover incentives and defence with Cross Partial Ownerships," MPRA Paper 82074, University Library of Munich, Germany.
  2. Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.
  3. Fry, John & Hastings, Tom & Serbera, Jean-Philippe, 2017. "An analytically solvable model for soccer: further implications of the classical Poisson model," MPRA Paper 82458, University Library of Munich, Germany.

Articles

  1. Jean‐Philippe Serbera, 2017. "A New Strategy Against Hostile Takeovers: A Model of Defense in Participations," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 38(6), pages 832-844, September.
  2. Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.
  3. Jean Serbera, 2011. "Partial horizontal and vertical ownership," Applied Economics Letters, Taylor & Francis Journals, vol. 18(6), pages 531-537.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.

    Cited by:

    1. Virgilio, Gianluca Piero Maria, 2020. "When spread bites fast – Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment," Research in International Business and Finance, Elsevier, vol. 51(C).

Articles

  1. Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.

    Cited by:

    1. Liu, Wei, 2021. "Can HFT profit in Chinese stock market?," Economics Letters, Elsevier, vol. 209(C).
    2. Bazzana, Flavio & Collini, Andrea, 2020. "How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    3. Virgilio, Gianluca Piero Maria, 2020. "When spread bites fast – Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment," Research in International Business and Finance, Elsevier, vol. 51(C).
    4. Yergeau, Gabriel, 2016. "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers 16-3, HEC Montreal, Canada Research Chair in Risk Management.
    5. Martín García, Rodrigo & Ventura Pérez, Enrique & Arguedas Sanz, Raquel, 2020. "Temporal optimisation of signals emitted automatically by securities exchange indicators," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    6. Tobias Braun & Jonas A Fiegen & Daniel C Wagner & Sebastian M Krause & Thomas Guhr, 2018. "Impact and recovery process of mini flash crashes: An empirical study," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-11, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2017-11-05
  2. NEP-MST: Market Microstructure (1) 2017-11-19
  3. NEP-RMG: Risk Management (1) 2017-11-19
  4. NEP-SPO: Sports and Economics (1) 2017-11-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jean-Philippe Serbera should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.