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Patrick L. Leoni

Personal Details

First Name:Patrick
Middle Name:L.
Last Name:Leoni
Suffix:
RePEc Short-ID:ple815
https://sites.google.com/site/patricklleoni/

Affiliation

Kedge Business School

Marseille / Bordeaux, France
http://www.kedgebs.com/

: +33 4 91 82 78 00
+33 4 91 82 78 21
Domaine de Luminy - BP 921 - 13288 Marseille Cedex 09
RePEc:edi:euromfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.
  2. Leoni, Patrick L., 2009. "Downside risk of derivative portfolios with mean-reverting underlyings," Discussion Papers of Business and Economics 2/2009, University of Southern Denmark, Department of Business and Economics.
  3. Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers of Business and Economics 3/2009, University of Southern Denmark, Department of Business and Economics.
  4. Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics, Finance and Accounting Department Working Paper Series n1770807, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  5. Patrick Leoni, 2007. "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics, Finance and Accounting Department Working Paper Series n1760607, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  6. Patarick Leoni, 2007. "Psychological Aspects of Market Crashes," Economics, Finance and Accounting Department Working Paper Series n1730407, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  7. Patarick Leoni, 2006. "Regulatory Practices and the Impossibility to Extract Truthful Risk Information," Economics, Finance and Accounting Department Working Paper Series n1680906, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  8. Patarick Leoni, 2006. "Saturation Effect and Cyclical Herd Behavior," Economics, Finance and Accounting Department Working Paper Series n1690906, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  9. Patarick Leoni & Stephane Luchini, 2006. "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics, Finance and Accounting Department Working Paper Series n1711106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  10. Carmona, Guilherme & Leoni, Patrick, 2003. "Equilibrium Non-Panic Bank Failures," FEUNL Working Paper Series wp424, Universidade Nova de Lisboa, Faculdade de Economia.
  11. Patrick Leoni & St�phane Luchini, "undated". "Design the Financial Tool to Promote Universal Free Access to AIDS Care," IEW - Working Papers 214, Institute for Empirical Research in Economics - University of Zurich.
  12. Patrick Leoni, "undated". "Learning in Repeated Games without Repeating the Game," IEW - Working Papers 215, Institute for Empirical Research in Economics - University of Zurich.
  13. Patrick Leoni, "undated". "Banking Regulation without Commitment to Audit," IEW - Working Papers 251, Institute for Empirical Research in Economics - University of Zurich.
  14. Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
  15. Patrick Leoni & St�phane Luchini, "undated". "Designing the Financial Tools to Promote Universal Free-Access to AIDS Care," IEW - Working Papers 227, Institute for Empirical Research in Economics - University of Zurich.
  16. Patrick Leoni & Pietro Senesi, "undated". "Existence and Global Attractivity of Stable Solutions in Neural Networks," IEW - Working Papers 198, Institute for Empirical Research in Economics - University of Zurich.
  17. Patrick Leoni, "undated". "When Are Market Crashes Driven by Speculation?," IEW - Working Papers 197, Institute for Empirical Research in Economics - University of Zurich.
  18. Patrick Leoni, "undated". "A Learning Theory for the Harsanyi's Doctrine in Repeated Games," IEW - Working Papers 196, Institute for Empirical Research in Economics - University of Zurich.

Articles

  1. P. Leoni & N. Vandaele & M. Vanmaele, 2014. "Hedging strategies for energy derivatives," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1725-1737, October.
  2. Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
  3. Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.
  4. Lagoarde-Segot, Thomas & Leoni, Patrick L., 2013. "Pandemics of the poor and banking stability," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4574-4583.
  5. Patrick L. Leoni, 2013. "Hiv/Aids And Banking Stability In Developing Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 65(3), pages 225-237, July.
  6. Jawadi, Fredj & Leoni, Patrick, 2012. "Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.
  7. Patrick Leoni, 2012. "Rational expectations and monopolistic trades," Journal of Economics, Springer, vol. 107(2), pages 129-140, October.
  8. Leoni, Patrick, 2011. "The antagonism of push and pull strategies, and the current funding campaigns to fight orphan diseases," Social Science & Medicine, Elsevier, vol. 72(2), pages 202-205, January.
  9. Leoni, Patrick L., 2011. "Psychological determinants of occurrence and magnitude of market crashes," Economic Modelling, Elsevier, vol. 28(5), pages 2190-2196, September.
  10. Leoni, Patrick & Luchini, Stéphane, 2011. "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
  11. Leoni Patrick L, 2009. "A Constructive Proof that Learning in Repeated Games Leads to Nash Equilibria," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-20, January.
  12. Patrick Leoni, 2009. "Market crashes, speculation and learning in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 217-229, May.
  13. Leoni, Patrick L., 2008. "A market microstructure explanation of IPOs underpricing," Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
  14. Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
  15. Patrick L. Leoni, 2008. "Stop-loss strategies and derivatives portfolios," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 82-93.

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. Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.

    Cited by:

    1. Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," Working Paper Series 1834, European Central Bank.

  2. Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers of Business and Economics 3/2009, University of Southern Denmark, Department of Business and Economics.

    Cited by:

    1. Burcu Kiran, 2011. "Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries," Prague Economic Papers, University of Economics, Prague, vol. 2011(2), pages 177-189.
    2. Semei Coronado & Omar Rojas, 2016. "A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico," Papers 1602.03271, arXiv.org.

  3. Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics, Finance and Accounting Department Working Paper Series n1770807, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

    Cited by:

    1. Guillermo Yañez & Carlos Maquieira, 2009. "Rendimiento de Ofertas Públicas Iniciales de Acciones en Chile: Evidencia Empírica entre 1994 y 2007," Serie de Documentos de Trabajo 02, Superintendencia de Valores y Seguros.

  4. Patrick Leoni, 2007. "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics, Finance and Accounting Department Working Paper Series n1760607, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

    Cited by:

    1. Leoni, Patrick L., 2009. "Downside risk of derivative portfolios with mean-reverting underlyings," Discussion Papers of Business and Economics 2/2009, University of Southern Denmark, Department of Business and Economics.

  5. Patarick Leoni & Stephane Luchini, 2006. "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics, Finance and Accounting Department Working Paper Series n1711106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

    Cited by:

    1. Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundation of Trust and Social Preferences," CEPR Discussion Papers 5127, C.E.P.R. Discussion Papers.
    2. Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005. "The Behavioral Effects of Minimum Wages," IZA Discussion Papers 1625, Institute for the Study of Labor (IZA).
    3. Tania Singer & Ernst Fehr, 2005. "The Neuroeconomics of Mind Reading and Empathy," American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.

  6. Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.
    2. Patrick Leoni, 2012. "Rational expectations and monopolistic trades," Journal of Economics, Springer, vol. 107(2), pages 129-140, October.

  7. Patrick Leoni & Pietro Senesi, "undated". "Existence and Global Attractivity of Stable Solutions in Neural Networks," IEW - Working Papers 198, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CESifo Working Paper Series 1341, CESifo Group Munich.

  8. Patrick Leoni, "undated". "When Are Market Crashes Driven by Speculation?," IEW - Working Papers 197, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CESifo Working Paper Series 1341, CESifo Group Munich.

  9. Patrick Leoni, "undated". "A Learning Theory for the Harsanyi's Doctrine in Repeated Games," IEW - Working Papers 196, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CESifo Working Paper Series 1341, CESifo Group Munich.

Articles

  1. P. Leoni & N. Vandaele & M. Vanmaele, 2014. "Hedging strategies for energy derivatives," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1725-1737, October.

    Cited by:

    1. Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2016. "Numerical Analysis On Local Risk-Minimization For Exponential Lévy Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-27, March.
    2. Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2017. "Unit-linked life insurance policies: Optimal hedging in partially observable market models," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 149-163.
    3. Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2015. "Numerical analysis on local risk-minimization forexponential L\'evy models," Papers 1506.03898, arXiv.org.

  2. Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
    See citations under working paper version above.
  3. Jawadi, Fredj & Leoni, Patrick, 2012. "Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.

    Cited by:

    1. Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa, 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework
      [Le rôle de l’État dans les stratégies d’internationalisation des entreprises chinoises ? Une approche géoéc
      ," Post-Print hal-01650524, HAL.
    2. Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2016. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 14/16, Monash University, Department of Econometrics and Business Statistics.
    3. Fredj Jawadi & Ricardo M. Sousa, 2012. "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers 24/2012, NIPE - Universidade do Minho.

  4. Patrick Leoni, 2012. "Rational expectations and monopolistic trades," Journal of Economics, Springer, vol. 107(2), pages 129-140, October.

    Cited by:

    1. Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.

  5. Leoni, Patrick & Luchini, Stéphane, 2011. "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
    See citations under working paper version above.
  6. Patrick Leoni, 2009. "Market crashes, speculation and learning in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 217-229, May.

    Cited by:

    1. Kukushkin, Nikolai S., 2015. "Robert Louis Stevenson's Bottle Imp: A strategic analysis," MPRA Paper 64639, University Library of Munich, Germany.

  7. Leoni, Patrick L., 2008. "A market microstructure explanation of IPOs underpricing," Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
    See citations under working paper version above.
  8. Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
    See citations under working paper version above.

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 11 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-FMK: Financial Markets (3) 2005-01-02 2007-09-09 2007-10-13
  2. NEP-AFR: Africa (2) 2005-01-02 2005-02-01
  3. NEP-CMP: Computational Economics (2) 2004-08-23 2007-09-09
  4. NEP-EVO: Evolutionary Economics (2) 2004-08-23 2005-01-02
  5. NEP-FIN: Finance (2) 2005-01-02 2005-02-01
  6. NEP-MIC: Microeconomics (2) 2005-01-02 2005-01-02
  7. NEP-BEC: Business Economics (1) 2007-10-13
  8. NEP-CBA: Central Banking (1) 2010-08-21
  9. NEP-CFN: Corporate Finance (1) 2007-10-13
  10. NEP-CTA: Contract Theory & Applications (1) 2010-08-21
  11. NEP-EXP: Experimental Economics (1) 2007-10-13
  12. NEP-FOR: Forecasting (1) 2010-08-21
  13. NEP-HEA: Health Economics (1) 2005-01-02
  14. NEP-MST: Market Microstructure (1) 2007-10-13
  15. NEP-REG: Regulation (1) 2010-08-21
  16. NEP-RMG: Risk Management (1) 2007-09-09
  17. NEP-UPT: Utility Models & Prospect Theory (1) 2007-10-13

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