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Andrea M. Buffa
(Andrea M. Buffa)

Personal Details

First Name:Andrea M.
Middle Name:
Last Name:Buffa
Suffix:
RePEc Short-ID:pbu90
[This author has chosen not to make the email address public]
https://sites.google.com/site/andreabuffa/
Boston University School of Management 595 Commonwealth Avenue Boston, Ma 02215
+1-617-353-4404

Affiliation

Department of Finance
Questrom School of Business
Boston University

Boston, Massachusetts (United States)
http://www.bu.edu/questrom/faculty-research/departments/finance/

: (617) 353-2514
(617) 353-6667

RePEc:edi:fedbuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014. "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers 10152, C.E.P.R. Discussion Papers.
  2. Andrea Buffa & Chiara Monticone, 2006. "Do European Pension Reforms Improve the Adequacy of Saving?," CeRP Working Papers 50, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  3. Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto.

Articles

  1. Andrea M. Buffa & Giovanna Nicodano, 2008. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, vol. 12(4), pages 735-765.
  2. Andrea Marcello Buffa, 2004. "Strategic Insider Trading with Imperfect Information: A Trading Volume Analysis," Rivista di Politica Economica, SIPI Spa, vol. 94(6), pages 101-143, November-.

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. Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014. "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers 10152, C.E.P.R. Discussion Papers.

    Cited by:

    1. Huang, Shiyang & Lou, Dong & Polk, Christopher, 2016. "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers.
    2. Andrei, Daniel & Cujean, Julien & Wilson, Mungo, 2018. "The Lost Capital Asset Pricing Model," CEPR Discussion Papers 12607, C.E.P.R. Discussion Papers.
    3. Czech, Robert & Roberts-Sklar, Matt, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.
    4. Ibert, Marcus & Kaniel, Ron & van Nieuwerburgh, Stijn & Vestman, Roine, 2017. "Are Mutual Fund Managers Paid For Investment Skill?," CEPR Discussion Papers 12010, C.E.P.R. Discussion Papers.
    5. Tobias Adrian & Richard K. Crump & Erik Vogt, 2019. "Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds," Journal of Finance, American Finance Association, vol. 74(4), pages 1931-1973, August.
    6. Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
    7. Rui Albuquerque & Luis Cabral & Jose Guedes, 2018. "Incentive Pay and Systemic Risk," Working Papers 18-13, New York University, Leonard N. Stern School of Business, Department of Economics.
    8. Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2018. "The Benchmark Inclusion Subsidy," CEPR Discussion Papers 13356, C.E.P.R. Discussion Papers.
    9. Garleanu, Nicolae Bogdan & Pedersen, Lasse Heje, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers 12664, C.E.P.R. Discussion Papers.
    10. Cvitanić, Jakša & Xing, Hao, 2018. "Asset pricing under optimal contracts," Journal of Economic Theory, Elsevier, vol. 173(C), pages 142-180.
    11. Malamud, Semyon, 2016. "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers 11469, C.E.P.R. Discussion Papers.
    12. David Lagziel & Ehud Lehrer, 2018. "Transferable Deposits as a Screening Mechanism," Working Papers 1808, Ben-Gurion University of the Negev, Department of Economics.
    13. Chabakauri, Georgy & Rytchkov, Oleg, 2014. "Asset pricing with index investing," LSE Research Online Documents on Economics 60739, London School of Economics and Political Science, LSE Library.
    14. Idan Hodor & Andrea Buffa, 2017. "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers 374, Society for Economic Dynamics.
    15. Sato, Yuki, 2016. "Delegated portfolio management, optimal fee contracts, and asset prices," Journal of Economic Theory, Elsevier, vol. 165(C), pages 360-389.
    16. Matthijs Breugem & Adrian Buss, 2017. "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers 23561, National Bureau of Economic Research, Inc.
    17. Boguth, Oliver & Simutin, Mikhail, 2018. "Leverage constraints and asset prices: Insights from mutual fund risk taking," Journal of Financial Economics, Elsevier, vol. 127(2), pages 325-341.
    18. Alex R. Horenstein, 2017. "Betting Against Alpha," Working Papers 2017-13, University of Miami, Department of Economics.
    19. He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.

  2. Andrea Buffa & Giovanna Nicodano, 2006. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Carlo Alberto Notebooks 16, Collegio Carlo Alberto.

    Cited by:

    1. Triossi, Matteo & Romero Medina, Antonio, 2007. "Games of capacities : a (close) look to Nash Equilibria," UC3M Working papers. Economics we075933, Universidad Carlos III de Madrid. Departamento de Economía.
    2. Fabio C. Bagliano & Carlo A. Favero & Giovanna Nicodano, 2011. "Insider Trading, Traded Volume and Returns," Working papers 26, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    3. Kumar, Praveen & Langberg, Nisan & Oded, Jacob & Sivaramakrishnan, K., 2017. "Voluntary disclosure and strategic stock repurchases," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 207-230.

Articles

  1. Andrea M. Buffa & Giovanna Nicodano, 2008. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, vol. 12(4), pages 735-765.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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-CTA: Contract Theory & Applications (1) 2014-12-03
  2. NEP-EEC: European Economics (1) 2007-01-23
  3. NEP-FMK: Financial Markets (1) 2006-09-30
  4. NEP-LAW: Law & Economics (1) 2006-09-30
  5. NEP-REG: Regulation (1) 2006-09-30

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