Vincent Glode
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
- Vincent Glode & Christian Opp, 2020.
"Renegotiation in Debt Chains,"
NBER Working Papers
27883, National Bureau of Economic Research, Inc.
Cited by:
- Thomas Philippon, 2020. "Efficient Programs to Support Businesses During and After Lockdowns," NBER Working Papers 28211, National Bureau of Economic Research, Inc.
- Vincent Glode & Christian Opp, 2013.
"Intermediating Adverse Selection,"
2013 Meeting Papers
119, Society for Economic Dynamics.
Cited by:
- Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 68068, London School of Economics and Political Science, LSE Library.
- Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.
- Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 119000, London School of Economics and Political Science, LSE Library.
- Glode, V. & Green, R.C. & Lowery, R., 2010.
"Financial Expertise as an Arms Race,"
Discussion Paper
2010-87S, Tilburg University, Center for Economic Research.
- Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
- Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 7f1ffc85-7ad2-4d99-82a2-b, Tilburg University, School of Economics and Management.
- Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Other publications TiSEM 6316f2ea-660e-4b55-82fc-1, Tilburg University, School of Economics and Management.
Cited by:
- Maria Chaderina & Richard C. Green, 2014. "Predators and Prey on Wall Street," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 4(1), pages 1-38.
- Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2018.
"Financial structure and income inequality,"
BIS Working Papers
756, Bank for International Settlements.
- Gambacorta, Leonardo & Brei, Michael & ,, 2018. "Financial structure and income inequality," CEPR Discussion Papers 13330, C.E.P.R. Discussion Papers.
- Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2023. "Financial structure and income inequality," Post-Print hal-04126139, HAL.
- Brei, Michael & Ferri, Giovanni & Gambacorta, Leonardo, 2023. "Financial structure and income inequality," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Kondor, Peter & Zawadowski, Adam, 2016.
"Learning in crowded markets,"
LSE Research Online Documents on Economics
118972, London School of Economics and Political Science, LSE Library.
- Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
- Peter Kondor & Adam Zawadowski, 2018. "Learning in Crowded Markets," CEU Working Papers 2018_4, Department of Economics, Central European University.
- Kondor, Peter & Zawadowski, Adam, 2019. "Learning in crowded markets," LSE Research Online Documents on Economics 101378, London School of Economics and Political Science, LSE Library.
- Kondor, Péter & Zawadowski, Adam, 2019. "Learning in crowded markets," Journal of Economic Theory, Elsevier, vol. 184(C).
- Edward D. Van Wesep & Brian Waters, 2022. "Bonus Season: A Theory of Periodic Labor Markets and Coordinated Bonuses," Management Science, INFORMS, vol. 68(7), pages 5464-5492, July.
- Arnold, Lutz G. & Zelzner, Sebastian, 2022. "Financial trading versus entrepreneurship: Competition for talent and negative feedback effects," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 186-199.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
- Kendall, Chad, 2018. "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, vol. 176(C), pages 118-157.
- Axel Wieneke, 2016. "Better Financial Innovation via Innovative Finance of Supervisors," Economic Papers, The Economic Society of Australia, vol. 35(1), pages 16-23, March.
- Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
- Pablo Kurlat, 2019.
"The Social Value of Financial Expertise,"
American Economic Review, American Economic Association, vol. 109(2), pages 556-590, February.
- Pablo Kurlat, 2017. "The Social Value of Financial Expertise," 2017 Meeting Papers 134, Society for Economic Dynamics.
- Pablo Kurlat, 2016. "The Social Value of Financial Expertise," NBER Working Papers 22047, National Bureau of Economic Research, Inc.
- Lei Zhang & Hanno Lustig & Andrea Eisfeldt, 2013. "Financial Expertise and Asset Prices," 2013 Meeting Papers 1347, Society for Economic Dynamics.
- Yerushalmi, Erez & Paladini, Stefania, 2023. "Blockchain in Financial Intermediation and Beyond: What are the Main Barriers for Widespread Adoption?," CAFE Working Papers 22, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
- Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013.
"Equilibrium Fast Trading,"
IDEI Working Papers
769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
- Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
- Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018. "Big Data in Finance and the Growth of Large Firms," NBER Working Papers 24550, National Bureau of Economic Research, Inc.
- Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020. "Where Has All the Data Gone?," NBER Working Papers 26927, National Bureau of Economic Research, Inc.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2016.
"Cream-Skimming in Financial Markets,"
Journal of Finance, American Finance Association, vol. 71(2), pages 709-736, April.
- Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Cream Skimming in Financial Markets," NBER Working Papers 16804, National Bureau of Economic Research, Inc.
- Thomas Philippon, 2015.
"Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation,"
American Economic Review, American Economic Association, vol. 105(4), pages 1408-1438, April.
- Philippon, Thomas, 2014. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," CEPR Discussion Papers 9792, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2012. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," NBER Working Papers 18077, National Bureau of Economic Research, Inc.
- Di Maggio, Marco & Pagano, Marco, 2014.
"Financial disclosure and market transparency with costly information processing,"
CFS Working Paper Series
485, Center for Financial Studies (CFS).
- Marco Di Maggio & Marco Pagano, 2018. "Financial Disclosure and Market Transparency with Costly Information Processing [Bargaining with incomplete information]," Review of Finance, European Finance Association, vol. 22(1), pages 117-153.
- Pagano, Marco & Di Maggio, Marco, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," CEPR Discussion Papers 9207, C.E.P.R. Discussion Papers.
- Marco di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," CSEF Working Papers 323, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 23 Jul 2016.
- Marco Di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," EIEF Working Papers Series 1212, Einaudi Institute for Economics and Finance (EIEF), revised May 2014.
- Asano, Koji, 2021. "Managing Financial Expertise," MPRA Paper 107665, University Library of Munich, Germany.
- Bruno Biais & Christophe Bisiere & Matthieu Bouvard & Catherine Casamatta, 2017.
"The Blockchain Folk Theorem,"
Swiss Finance Institute Research Paper Series
17-75, Swiss Finance Institute.
- Bruno Biais & Christophe Bisière & Matthieu, Bouvard & Catherine Casamatta, 2019. "The blockchain folk theorem," Post-Print hal-02281914, HAL.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," IDEI Working Papers 873, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2017.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," TSE Working Papers 17-817, Toulouse School of Economics (TSE), revised Jan 2018.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta, 2019. "The Blockchain Folk Theorem," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1662-1715.
- Lin William Cong & Zhiguo He & Jiasun Li, 2019.
"Decentralized Mining in Centralized Pools,"
NBER Working Papers
25592, National Bureau of Economic Research, Inc.
- Lin William Cong & Zhiguo He & Jiasun Li & Wei Jiang, 2021. "Decentralized Mining in Centralized Pools [Concentrating on the fall of the labor share]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1191-1235.
- Carlo Altomonte & Domenico Favoino & Tommaso Sonno, 2017. "Markups, Productivity and the Financial Capability of Firms," BAFFI CAREFIN Working Papers 1755, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Garvey, John & Gallagher, Liam A., 2013. "The economics of data: Using simple model-free volatility in a high-frequency world," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 370-379.
- Philip Bond & Yaron Leitner, 2013. "Market run-ups, market freezes, inventories, and leverage," Working Papers 13-14, Federal Reserve Bank of Philadelphia.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018.
"OTC premia,"
Bank of England working papers
751, Bank of England.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020. "OTC premia," Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Kartik Anand & James Chapman & Prasanna Gai, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers SFB649DP2012-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Zhaohui Chen & Alan D. Morrison & William J. Wilhelm Jr., 2014. "Investment Bank Reputation and “Star” Cultures," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 2(2), pages 129-153.
- Ferreira, Daniel & Nikolowa, Radoslawa, 2024. "Prestige, promotion, and pay," LSE Research Online Documents on Economics 118369, London School of Economics and Political Science, LSE Library.
- Deng, Jiapin, 2022. "The crowding-out effect of formal finance on the P2P lending market: An explanation for the failure of China's P2P lending industry," Finance Research Letters, Elsevier, vol. 45(C).
- Thomas Philippon, 2016.
"The FinTech Opportunity,"
NBER Working Papers
22476, National Bureau of Economic Research, Inc.
- Philippon, Thomas, 2016. "The FinTech Opportunity," CEPR Discussion Papers 11409, C.E.P.R. Discussion Papers.
- Thomas Philippon, 2017. "The FinTech Opportunity," BIS Working Papers 655, Bank for International Settlements.
- Eden, Maya, 2012. "Should Wall-Street be occupied ? an overlooked price externality of financial intermediation," Policy Research Working Paper Series 6059, The World Bank.
- Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2014. "Bringing cost transparency to the life annuity market," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 14-27.
- Stefan Arping, 2013. "Proprietary Trading and the Real Economy," Tinbergen Institute Discussion Papers 13-032/IV/DSF52, Tinbergen Institute.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Asano, Koji, 2018. "Ignorant Experts and Financial Fragility," MPRA Paper 90830, University Library of Munich, Germany.
- Veldkamp, Laura & Farboodi, Maryam, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
- Maya Eden, 2016. "Excessive Financing Costs in a Representative Agent Framework," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 215-237, April.
- Axelson, Ulf & Bond, Philip, 2015. "Wall Street occupations," LSE Research Online Documents on Economics 37448, London School of Economics and Political Science, LSE Library.
- Wang, Yang & Xiuping, Sui & Zhang, Qi, 2021. "Can fintech improve the efficiency of commercial banks? —An analysis based on big data," Research in International Business and Finance, Elsevier, vol. 55(C).
- Delaney, Laura, 2018. "Investment in high-frequency trading technology: A real options approach," European Journal of Operational Research, Elsevier, vol. 270(1), pages 375-385.
- Banerjee, Priyodorshi & Das, Tanmoy, 2021. "Risky decision under laboratory deadline with experience and indirect self-selection," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Akihiko Ikeda & Hiroshi Osano, 2020. "Information Investment Regulation and Portfolio Delegation," KIER Working Papers 1032, Kyoto University, Institute of Economic Research.
- Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018. "Big Data in Finance and the Growth of Large Firms," Working Papers 18-08, New York University, Leonard N. Stern School of Business, Department of Economics.
- Juliane Begenau & Laura Veldkamp & Maryam Farboodi, 2018. "Big Data in Finance and the Growth of Large Firms," 2018 Meeting Papers 155, Society for Economic Dynamics.
- Laura Veldkamp & Maryam Farboodi, 2016. "The Long-Run Evolution of the Financial Sector," 2016 Meeting Papers 530, Society for Economic Dynamics.
- Begenau, Juliane & Farboodi, Maryam & Veldkamp, Laura, 2018. "Big data in finance and the growth of large firms," Journal of Monetary Economics, Elsevier, vol. 97(C), pages 71-87.
- Robert F. Stambaugh, 2019. "Skill and Profit in Active Management," NBER Working Papers 26027, National Bureau of Economic Research, Inc.
- Gormley, Todd A., 2014. "Costly information, entry, and credit access," Journal of Economic Theory, Elsevier, vol. 154(C), pages 633-667.
- Delaney, L., 2016. "Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach," Working Papers 15/14, Department of Economics, City University London.
- Bond, Philip & Leitner, Yaron, 2015. "Market run-ups, market freezes, inventories, and leverage," Journal of Financial Economics, Elsevier, vol. 115(1), pages 155-167.
- Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.
- Maryam Farboodi & Laura Veldkamp, 2018. "Long Run Growth of Financial Data Technology," Working Papers 18-09, New York University, Leonard N. Stern School of Business, Department of Economics.
- Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009.
"Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry,"
NBER Working Papers
15038, National Bureau of Economic Research, Inc.
- Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113, World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Narulita, Wista A. & Parwada, Jerry T., 2012. "Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1217-1236.
- Salganik, G., 2010. "Essays on investment flows of hedge fund and mutual fund investors," Other publications TiSEM e5953fbe-064e-4647-9353-0, Tilburg University, School of Economics and Management.
- Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.
- Sebastian Müller & Martin Weber, 2014. "Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?," European Financial Management, European Financial Management Association, vol. 20(2), pages 207-235, March.
- Stafylas, Dimitrios & Andrikopoulos, Athanasios & Tolikas, Konstantinos, 2023. "Hedge fund performance persistence under different business cycles and stock market regimes," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Badrinath, S.G. & Gubellini, S., 2011. "On the characteristics and performance of long-short, market-neutral and bear mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1762-1776, July.
- Zhou, Haoyong & He, Fan & Wang, Yangbo, 2017. "Did family firms perform better during the financial crisis? New insights from the S&P 500 firms," Global Finance Journal, Elsevier, vol. 33(C), pages 88-103.
Articles
- Vincent Glode & Christian C Opp, 2020.
"Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 866-915.
Cited by:
- Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019.
"A Theory of Participation in OTC and Centralized Markets,"
CEPR Discussion Papers
14258, C.E.P.R. Discussion Papers.
- Jérôme Dugast & Semih Uslu & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets," Post-Print hal-03962911, HAL.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weil, 2019. "A Theory of Participation in OTC and Centralized Markets," Working Papers hal-02303959, HAL.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2019. "A Theory of Participation in OTC and Centralized Markets," NBER Working Papers 25887, National Bureau of Economic Research, Inc.
- Jérôme Dugast & Semih Üslü & Pierre-Olivier Weill, 2022. "A Theory of Participation in OTC and Centralized Markets [Trade Dynamics in the Market for Federal Funds]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3223-3266.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019.
"OTC discount,"
Discussion Papers
42/2019, Deutsche Bundesbank.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
- Michael Ewens & Alexander S. Gorbenko & Arthur Korteweg, 2019.
"Venture Capital Contracts,"
NBER Working Papers
26115, National Bureau of Economic Research, Inc.
- Ewens, Michael & Gorbenko, Alexander & Korteweg, Arthur, 2022. "Venture capital contracts," Journal of Financial Economics, Elsevier, vol. 143(1), pages 131-158.
- Ewens, Michael & Gorbenko, Alexander & Korteweg, Arthur, 2019. "Venture Capital Contracts," SocArXiv hk38u, Center for Open Science.
- Weill, Pierre-Olivier, 2020.
"The search theory of OTC markets,"
CEPR Discussion Papers
14847, C.E.P.R. Discussion Papers.
- Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
- Glode, Vincent & Opp, Christian C. & Sverchkov, Ruslan, 2022.
"To pool or not to pool? Security design in OTC markets,"
Journal of Financial Economics, Elsevier, vol. 145(2), pages 508-526.
- Vincent Glode & Christian C. Opp & Ruslan Sverchkov, 2020. "To Pool or Not to Pool? Security Design in OTC Markets," NBER Working Papers 27361, National Bureau of Economic Research, Inc.
- Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
- Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
- Rod Garratt & Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2019. "Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets," Staff Reports 892, Federal Reserve Bank of New York.
- Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018. "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series 18-40, Swiss Finance Institute.
- Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019.
"A Theory of Participation in OTC and Centralized Markets,"
CEPR Discussion Papers
14258, C.E.P.R. Discussion Papers.
- Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2019.
"On the efficiency of long intermediation chains,"
Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 11-18.
Cited by:
- Pinter, Gabor & Uslu, Semih, 2023. "Price formation in markets with trading delays," Bank of England working papers 1023, Bank of England.
- Jean-Edouard Colliard & Gabrielle Demange, 2018.
"Asset Dissemination Through Dealer Markets,"
Working Papers
hal-01933843, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," PSE-Ecole d'économie de Paris (Postprint) halshs-03238403, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Chalmers, John & Liu, Yu (Steve) & Wang, Z. Jay, 2021. "The difference a day makes: Timely disclosure and trading efficiency in the muni market," Journal of Financial Economics, Elsevier, vol. 139(1), pages 313-335.
- Dasgupta, Amil & Maug, Ernst, 2022. "Delegation chains," LSE Research Online Documents on Economics 118852, London School of Economics and Political Science, LSE Library.
- Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018.
"Voluntary disclosure in bilateral transactions,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.
Cited by:
- Jeremy Bertomeu & John Harry Evans & Mei Feng & Ayung Tseng, 2021. "Tacit Collusion and Voluntary Disclosure: Theory and Evidence from the U.S. Automotive Industry," Management Science, INFORMS, vol. 67(3), pages 1851-1875, March.
- Shota Ichihashi, 2020.
"Online Privacy and Information Disclosure by Consumers,"
American Economic Review, American Economic Association, vol. 110(2), pages 569-595, February.
- Shota Ichihashi, 2019. "Online Privacy and Information Disclosure by Consumers," Staff Working Papers 19-22, Bank of Canada.
- Jeremy Bertomeu & Igor Vaysman & Wenjie Xue, 2021. "Voluntary versus mandatory disclosure," Review of Accounting Studies, Springer, vol. 26(2), pages 658-692, June.
- Dinev, Nikolay, 2017. "Voluntary Bankruptcy as Preemptive Persuasion," Economics Series 334, Institute for Advanced Studies.
- Ana Babus & Maryam Farboodi, 2020.
"The Hidden Costs of Strategic Opacity,"
NBER Working Papers
27471, National Bureau of Economic Research, Inc.
- Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
- Babus, Ana & Farboodi, Maryam, 2020. "The Hidden Costs of Strategic Opacity," CEPR Discussion Papers 15079, C.E.P.R. Discussion Papers.
- S. Nageeb Ali & Greg Lewis & Shoshana Vasserman, 2019.
"Voluntary Disclosure and Personalized Pricing,"
Papers
1912.04774, arXiv.org, revised Aug 2020.
- Nageeb Ali, S. & Lewis, Greg & Vasserman, Shoshana, 2022. "Voluntary Disclosure and Personalized Pricing," Research Papers 3890, Stanford University, Graduate School of Business.
- S. Nageeb Ali & Gregory Lewis & Shoshana Vasserman, 2019. "Voluntary Disclosure and Personalized Pricing," NBER Working Papers 26592, National Bureau of Economic Research, Inc.
- Bond, Philip & Zeng, Yao, 2022. "Silence is safest: Information disclosure when the audience’s preferences are uncertain," Journal of Financial Economics, Elsevier, vol. 145(1), pages 178-193.
- Glode, Vincent & Opp, Christian C. & Sverchkov, Ruslan, 2022.
"To pool or not to pool? Security design in OTC markets,"
Journal of Financial Economics, Elsevier, vol. 145(2), pages 508-526.
- Vincent Glode & Christian C. Opp & Ruslan Sverchkov, 2020. "To Pool or Not to Pool? Security Design in OTC Markets," NBER Working Papers 27361, National Bureau of Economic Research, Inc.
- Péter Eso & Chris Wallace, 2022. "Evidence Disclosure in Competitive Markets," Economics Series Working Papers 980, University of Oxford, Department of Economics.
- Pram, Kym, 2021. "Disclosure, welfare and adverse selection," Journal of Economic Theory, Elsevier, vol. 197(C).
- Nima Haghpanah & Ron Siegel, 2022. "A Theory of Stable Market Segmentations," Papers 2210.13194, arXiv.org.
- Jeremy Bertomeu & Edwige Cheynel & Davide Cianciaruso, 2021. "Strategic Withholding and Imprecision in Asset Measurement," Journal of Accounting Research, Wiley Blackwell, vol. 59(5), pages 1523-1571, December.
- Vincent Glode & Christian Opp, 2016.
"Asymmetric Information and Intermediation Chains,"
American Economic Review, American Economic Association, vol. 106(9), pages 2699-2721, September.
Cited by:
- Ana Babus & Cecilia Parlatore, 2021.
"Strategic Fragmented Markets,"
NBER Working Papers
28729, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024.
"On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1877-1895, April.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2022. "On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market," Working Papers 202302, Geary Institute, University College Dublin.
- Marco Di Maggio & Mark L. Egan & Francesco Franzoni, 2019. "The Value of Intermediation in the Stock Market," NBER Working Papers 26147, National Bureau of Economic Research, Inc.
- Maarten C.W. Janssen & Santanu Roy, 2023. "Unobserved Wholesale Contracts," Departmental Working Papers 2310, Southern Methodist University, Department of Economics.
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"On the Size of the Active Management Industry,"
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"Mutual fund selection for realistically short samples,"
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- Daniel Barth, 2018. "The Costs and Beliefs Implied by Direct Stock Ownership," Management Science, INFORMS, vol. 64(11), pages 5263-5288, November.
- Bianchi, Daniele & Babiak, Mykola, 2022.
"On the performance of cryptocurrency funds,"
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- Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
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- Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2011.
"Time-Varying Fund Manager Skill,"
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- Veldkamp, Laura & Kacperczyk, Marcin & Van Nieuwerburgh, Stijn, 2012. "Time-Varying Fund Manager Skill," CEPR Discussion Papers 9025, C.E.P.R. Discussion Papers.
- Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2014. "Time-Varying Fund Manager Skill," Journal of Finance, American Finance Association, vol. 69(4), pages 1455-1484, August.
- Laura Veldkamp, 2012. "Time-varying fund manager skill," 2012 Meeting Papers 68, Society for Economic Dynamics.
- Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
- Andrea J. Heuson & Mark C. Hutchinson & Alok Kumar, 2020. "Predicting hedge fund performance when fund returns are skewed," Financial Management, Financial Management Association International, vol. 49(4), pages 877-896, December.
- Cujean, Julien, 2018. "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers 13111, C.E.P.R. Discussion Papers.
- Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018.
"Does ethics improve stock market resilience in times of instability?,"
Economic Systems, Elsevier, vol. 42(3), pages 450-469.
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- Bender, Svetlana & Choi, James J. & Dyson, Danielle & Robertson, Adriana Z., 2022.
"Millionaires speak: What drives their personal investment decisions?,"
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- Hammami, Yacine & Zhu, Jie, 2020. "Understanding time-varying short-horizon predictability✰," Finance Research Letters, Elsevier, vol. 32(C).
- Emmanuel Mamatzakis & Mike Tsionas, 2018. "A Bayesian dynamic model to test persistence in funds' performance," Working Paper series 18-23, Rimini Centre for Economic Analysis.
- Casavecchia, Lorenzo & Hulley, Hardy, 2018. "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 8-23.
- Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014. "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 31(C), pages 57-73.
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- Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 29(C), pages 2-11.
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Chapters
- Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016.
"Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry,"
World Scientific Book Chapters, in: Itzhak Venezia (ed.), Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113,
World Scientific Publishing Co. Pte. Ltd..
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.