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Tony Berrada

This is information that was supplied by Tony Berrada in registering through RePEc. If you are Tony Berrada , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Tony
Middle Name:
Last Name:Berrada
Suffix:
RePEc Short-ID:pbe693
[This author has chosen not to make the email address public]
http://www.hec.unige.ch/berrada/
(in no particular order)
Genève/Zürich, Switzerland
http://www.swissfinanceinstitute.ch/

41 22 / 312 09 61
41 22 / 312 10 26
40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
RePEc:edi:fameech (more details at EDIRC)
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  1. Tony BERRADA & Julien HUGONNIER, 2008. "Incomplete information, idiosyncratic volatility and stock returns," Swiss Finance Institute Research Paper Series 08-23, Swiss Finance Institute.
  2. Tony Berrada & Julien Hugonnier & Marcel Rindisbacher, 2005. "Trading Volumes in Dynamically Efficient Markets," FAME Research Paper Series rp139, International Center for Financial Asset Management and Engineering.
  3. Tony Berrada, 2003. "Bounded Rationality and Asset Pricing," Swiss Finance Institute Research Paper Series 06-07, Swiss Finance Institute, revised Jun 2006.
  1. Gianluca Oderda & Tony Berrada & Reda Jurg Messikh & Olivier Pictet, 2015. "Beta-arbitrage strategies: when do they work, and why?," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 185-203, February.
  2. Berrada, Tony & Hugonnier, Julien, 2013. "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 448-462.
  3. Tony Berrada, 2009. "Bounded Rationality and Asset Pricing with Intermediate Consumption," Review of Finance, European Finance Association, vol. 13(4), pages 693-725.
  4. Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel, 2007. "Heterogeneous preferences and equilibrium trading volume," Journal of Financial Economics, Elsevier, vol. 83(3), pages 719-750, March.
  5. Tony Berrada, 2006. "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 136-160.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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-BEC: Business Economics (1) 2008-11-11. Author is listed
  2. NEP-FIN: Finance (1) 2005-04-16. Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-11-11. Author is listed
  4. NEP-MIC: Microeconomics (1) 2005-04-16. Author is listed

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