IDEAS home Printed from https://ideas.repec.org/f/ppa1555.html

Cecilia Parlatore

Personal Details

First Name:Cecilia
Middle Name:
Last Name:Parlatore
Suffix:
RePEc Short-ID:ppa1555
[This author has chosen not to make the email address public]
http://ceciliaparlatore.com/
Terminal Degree:2014 Stern School of Business; New York University (NYU) (from RePEc Genealogy)

Affiliation

(5%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

(5%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

(90%) Department of Economics
New York University (NYU)

New York City, New York (United States)
http://econ.as.nyu.edu
RePEc:edi:denyuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eduardo Dávila & Cecilia Parlatore & Ansgar Walther, 2025. "Probability Pricing," NBER Working Papers 34448, National Bureau of Economic Research, Inc.
  2. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore Siritto, Cecilia, 2024. "Information-Based Pricing in Specialized Lending," CEPR Discussion Papers 18938, C.E.P.R. Discussion Papers.
  3. Zhiguo He & Jing Huang & Cecilia Parlatore, 2024. "Information Span in Credit Market Competition," NBER Working Papers 33141, National Bureau of Economic Research, Inc.
  4. Acharya, Viral & Parlatore Siritto, Cecilia & Sundaresan, Suresh, 2022. "Financing Infrastructure in the Shadow of Expropriation," CEPR Discussion Papers 15288, C.E.P.R. Discussion Papers.
  5. Parlatore Siritto, Cecilia & Philippon, Thomas, 2022. "Designing Stress Scenarios," CEPR Discussion Papers 17145, C.E.P.R. Discussion Papers.
  6. Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022. "The Value of Arbitrage," CEPR Discussion Papers 17016, C.E.P.R. Discussion Papers.
  7. Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders, 2021. "Specialization in Banking," Staff Reports 967, Federal Reserve Bank of New York.
  8. Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
  9. Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
  10. Eduardo Dávila & Cecilia Parlatore, 2018. "Identifying Price Informativeness," NBER Working Papers 25210, National Bureau of Economic Research, Inc.
  11. Cecilia Parlatore & Eduardo Davila, 2017. "Price Informativeness and Price Volatility," 2017 Meeting Papers 1401, Society for Economic Dynamics.
  12. Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
  13. Parlatore, Cecilia, 2015. "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series 1772, European Central Bank.
  14. Cecilia Parlatore & Ana Babus, 2015. "Information Asymmetry and Market Fragmentation," 2015 Meeting Papers 1306, Society for Economic Dynamics.
  15. Cecilia Parlatore Siritto & Ana Babus, 2014. "Where to Trade: OTC vs Exchanges," 2014 Meeting Papers 1100, Society for Economic Dynamics.
  16. Cecilia Parlatore Siritto, 2014. "Transparency and Bank runs," 2014 Meeting Papers 1251, Society for Economic Dynamics.
  17. Cecilia Parlatore Siritto, 2013. "The Regulation of Money Market Funds: Adding Discipline to the Policy Debate," 2013 Meeting Papers 102, Society for Economic Dynamics.
  18. Cecilia Parlatore Siritto, 2012. "Equilibrium Collateral Constraints," 2012 Meeting Papers 492, Society for Economic Dynamics.
  19. Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Department of Economics Working Papers 2009-07, Universidad Torcuato Di Tella.

Articles

  1. Viral V Acharya & Cecilia Parlatore & Suresh Sundaresan, 2025. "Financing Infrastructure in the Shadow of Expropriation," The Review of Financial Studies, Society for Financial Studies, vol. 38(5), pages 1368-1418.
  2. Cecilia Parlatore & Thomas Philippon, 2025. "Designing Stress Scenarios," Journal of Finance, American Finance Association, vol. 80(2), pages 833-873, April.
  3. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore, Cecilia, 2025. "Information-based pricing in specialized lending," Journal of Financial Economics, Elsevier, vol. 172(C).
  4. Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
  5. Parlatore, Cecilia, 2024. "Transparency and bank runs," Journal of Financial Intermediation, Elsevier, vol. 60(C).
  6. Dávila, Eduardo & Parlatore, Cecilia, 2023. "Volatility and informativeness," Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
  7. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
  8. Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
  9. Parlatore, Cecilia, 2019. "Collateralizing liquidity," Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.
  10. Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
  11. Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.

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. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore Siritto, Cecilia, 2024. "Information-Based Pricing in Specialized Lending," CEPR Discussion Papers 18938, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ding, Zijia & Liu, Qian & Che, Dexin, 2025. "Specialization in Bank lending and firm deleveraging: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 103(C).
    2. Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders, 2025. "Deposit Specialization and Lending Behavior," Staff Reports 1175, Federal Reserve Bank of New York.
    3. Vives, Xavier & Ye, Zhiqiang, 2025. "Fintech entry, lending market competition, and welfare," Journal of Financial Economics, Elsevier, vol. 168(C).

  2. Zhiguo He & Jing Huang & Cecilia Parlatore, 2024. "Information Span in Credit Market Competition," NBER Working Papers 33141, National Bureau of Economic Research, Inc.

    Cited by:

    1. Babina, Tania & Bahaj, Saleem & Buchak, Greg & De Marco, Filippo & Foulis, Angus & Gornall, Will & Mazzola, Francesco & Yu, Tong, 2025. "Customer data access and fintech entry: Early evidence from open banking," Journal of Financial Economics, Elsevier, vol. 169(C).
    2. Vives, Xavier & Ye, Zhiqiang, 2025. "Fintech entry, lending market competition, and welfare," Journal of Financial Economics, Elsevier, vol. 168(C).
    3. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore, Cecilia, 2025. "Information-based pricing in specialized lending," Journal of Financial Economics, Elsevier, vol. 172(C).
    4. Jeffery Piao & K. Philip Wang & Diana L. Weng, 2025. "U.S. Banks’ Artificial Intelligence and Small Business Lending: Evidence from the Census Bureau’s Annual Business Survey," Working Papers 25-07, Center for Economic Studies, U.S. Census Bureau.

  3. Parlatore Siritto, Cecilia & Philippon, Thomas, 2022. "Designing Stress Scenarios," CEPR Discussion Papers 17145, C.E.P.R. Discussion Papers.

    Cited by:

    1. Paul Glasserman & Mike Li, 2022. "Should Bank Stress Tests Be Fair?," Papers 2207.13319, arXiv.org, revised May 2023.
    2. Millossovich, Pietro & Tsanakas, Andreas & Wang, Ruodu, 2024. "A theory of multivariate stress testing," European Journal of Operational Research, Elsevier, vol. 318(3), pages 851-866.

  4. Dávila, Eduardo & Graves, Daniel & Parlatore Siritto, Cecilia, 2022. "The Value of Arbitrage," CEPR Discussion Papers 17016, C.E.P.R. Discussion Papers.

    Cited by:

    1. Balakin, Sergei & Roger, Guillaume, 2025. "Dynamic trading strategies for storage," Journal of Economic Dynamics and Control, Elsevier, vol. 176(C).
    2. Damoun, Anas & Poudineh, Rahmatallah, 2025. "Economics of electricity grid interconnections: A heterogeneous markets’ design context," Energy Economics, Elsevier, vol. 152(C).

  5. Kristian S. Blickle & Cecilia Parlatore & Anthony Saunders, 2021. "Specialization in Banking," Staff Reports 967, Federal Reserve Bank of New York.

    Cited by:

    1. Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
    2. Ding, Zijia & Liu, Qian & Che, Dexin, 2025. "Specialization in Bank lending and firm deleveraging: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 103(C).
    3. Babina, Tania & Bahaj, Saleem & Buchak, Greg & De Marco, Filippo & Foulis, Angus & Gornall, Will & Mazzola, Francesco & Yu, Tong, 2025. "Customer data access and fintech entry: Early evidence from open banking," Journal of Financial Economics, Elsevier, vol. 169(C).
    4. Iñaki Aldasoro & Sebastian Doerr, 2025. "Collateralized lending in private credit," BIS Working Papers 1267, Bank for International Settlements.
    5. Mueller, Isabella & Sfrappini, Eleonora, 2025. "Climate change-related regulatory risks and bank lending," Journal of International Economics, Elsevier, vol. 158(C).
    6. Hyeyoon Jung & João A. C. Santos & Lee Seltzer, 2023. "U.S. Banks’ Exposures to Climate Transition Risks," Staff Reports 1058, Federal Reserve Bank of New York.
    7. Sina, A. & Billio, M. & Dufour, A. & Rocciolo, F. & Varotto, S., 2025. "The systemic risk of leveraged and covenant-lite loan syndications," International Review of Financial Analysis, Elsevier, vol. 97(C).
    8. Laura Alfaro & Mariya Brussevich & Camelia Minoiu & Andrea F. Presbitero, 2025. "Bank Financing of Global Supply Chains," FRB Atlanta Working Paper 2025-4, Federal Reserve Bank of Atlanta.
    9. Serfes, Konstantinos & Wu, Kejia & Avramidis, Panagiotis, 2025. "FinTech vs. Bank: The impact of lending technology on credit market competition," Journal of Banking & Finance, Elsevier, vol. 170(C).
    10. Marsh, W. Blake & Sharma, Padma, 2024. "Loan guarantees in a crisis: An antidote to a credit crunch?," Journal of Financial Stability, Elsevier, vol. 72(C).
    11. Bernardo P. Marques & Carlos F. Alves, 2024. "Heterogeneity of business models and banking sector resilience," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 256-271, September.
    12. Hartarska, Valentina & Nadolnyak, Denis & Chen, Rui, 2025. "Banking crises and the performance of microfinance institutions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 102(C).
    13. Vives, Xavier & Ye, Zhiqiang, 2025. "Information technology and lender competition," Journal of Financial Economics, Elsevier, vol. 163(C).
    14. Goedde-Menke, Michael & Ingermann, Peter-Hendrik, 2024. "Loan officer specialization and credit defaults," Journal of Banking & Finance, Elsevier, vol. 161(C).
    15. Li, Xuchao & Shao, Xiang & Shen, Guangjun & Zou, Jingxian, 2025. "Bank competition and formation of zombie firms: Evidence from banking deregulation in China," Journal of Banking & Finance, Elsevier, vol. 172(C).
    16. Billett, Matthew T. & Liu, Fangzhou & Tian, Xuan, 2025. "Information spillovers and cross monitoring between the stock market and loan market," Journal of Banking & Finance, Elsevier, vol. 171(C).
    17. Maximiliano San Millán, 2025. "The Cross Border Effects of Bank Capital Regulation in General Equilibrium," Working Papers Central Bank of Chile 1046, Central Bank of Chile.
    18. Müller, Isabella & Nguyen, Huyen & Nguyen, Trang, 2024. "Carbon transition risk and corporate loan securitization," IWH Discussion Papers 22/2022, Halle Institute for Economic Research (IWH), revised 2024.
    19. Giovanni Favara & Camelia Minoiu & Ander Pérez-Orive, 2024. "Zombie Lending to U.S. Firms," FRB Atlanta Working Paper 2024-7, Federal Reserve Bank of Atlanta.
    20. Jung, Hyeyoon & Engle, Robert F. & Berner, Richard, 2025. "CRISK: Measuring the climate risk exposure of the financial system," Journal of Financial Economics, Elsevier, vol. 171(C).
    21. Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2023. "Non-bank lending during crises," BIS Working Papers 1074, Bank for International Settlements.
    22. Zeeshan, Mohammad & Singh, Manish K., 2025. "Sectoral exposure and its impact on bank risk: Evidence from India," Economic Modelling, Elsevier, vol. 151(C).
    23. Sharjil M. Haque & Simon Mayer & Teng Wang, 2024. "How Private Equity Fuels Non-Bank Lending," Finance and Economics Discussion Series 2024-015, Board of Governors of the Federal Reserve System (U.S.).
    24. Camelia Minoiu & Rebecca Zarutskie & Andrei Zlate, 2021. "Motivating Banks to Lend? Credit Spillover Effects of the Main Street Lending Program," Finance and Economics Discussion Series 2021-078, Board of Governors of the Federal Reserve System (U.S.).
    25. Di, Wenhua & Pattison, Nathaniel, 2023. "Industry Specialization and Small Business Lending," Journal of Banking & Finance, Elsevier, vol. 149(C).
    26. Abhishek Bhardwaj & Abhinav Gupta & Sabrina T. Howell, 2025. "Leveraged Payouts: How Using New Debt to Pay Returns in Private Equity Affects Firms, Employees, Creditors, and Investors," Working Papers 25-12, Center for Economic Studies, U.S. Census Bureau.
    27. Vladimir Kotomin & Wyatt Frere & Ruby Morr, 2025. "Forgive me not? Racial and institutional disparities in the Paycheck Protection Program loan forgiveness," Small Business Economics, Springer, vol. 64(3), pages 1433-1461, March.
    28. Haddou, Samira & Boughrara, Adel, 2025. "How diversification shapes full-fledged Islamic bank Stability? A causal inference approach," International Review of Economics & Finance, Elsevier, vol. 102(C).

  6. Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.

    Cited by:

    1. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
    2. Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
    3. Sirnes Espen, 2022. "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, vol. 73(1), pages 57-77, April.
    4. Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
    5. Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
    6. Veldkamp, Laura & Farboodi, Maryam, 2018. "Long Run Growth of Financial Data Technology," CEPR Discussion Papers 13278, C.E.P.R. Discussion Papers.
    7. Snehal Banerjee & Iván Marinovic & Kevin Smith, 2024. "Disclosing to Informed Traders," Journal of Finance, American Finance Association, vol. 79(2), pages 1513-1578, April.
    8. Baudry, Marc & Faure, Anouk & Quemin, Simon, 2021. "Emissions trading with transaction costs," LSE Research Online Documents on Economics 114321, London School of Economics and Political Science, LSE Library.
    9. Xu, Weijun & Pan, Shiliang & Ji, Yucheng & Zhao, Qi, 2023. "Public disclosure with information sharing in financial market," Finance Research Letters, Elsevier, vol. 53(C).
    10. Tobias Dieler & Sonny Biswas & Giacomo Calzolari & Fabio Castiglionesi, 2023. "Asset Trade, Real Investment, and a Tilting Financial Transaction Tax," Management Science, INFORMS, vol. 69(4), pages 2401-2424, April.
    11. Eduardo Dávila, 2023. "Optimal Financial Transaction Taxes," Journal of Finance, American Finance Association, vol. 78(1), pages 5-61, February.
    12. María Nieves López-García & Miguel Angel Sánchez-Granero & Juan Evangelista Trinidad-Segovia & Antonio Manuel Puertas & Francisco Javier De las Nieves, 2021. "Volatility Co-Movement in Stock Markets," Mathematics, MDPI, vol. 9(6), pages 1-19, March.
    13. Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping, 2024. "Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    14. Maogang Tang & Silu Cheng & Wenqing Guo & Weibiao Ma & Fengxia Hu, 2023. "Relationship between carbon emission trading schemes and companies’ total factor productivity: evidence from listed companies in China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 11735-11767, October.
    15. Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024. "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, vol. 59(C).
    16. Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
    17. Bayona, Anna & Manzano, Carolina, 2024. "Competition in schedules with cursed traders," Journal of Economic Theory, Elsevier, vol. 222(C).
    18. Said, Bahrawar & Raza, Muhammad Wajid & Elshahat, Ahmed, 2024. "Does market microstructure affect time-varying efficiency? Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 70(PA).
    19. Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019. "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Staff Reports 886, Federal Reserve Bank of New York.
    20. Su, Lixin (Nancy) & Wong, Sonia Man-Lai & Xue, Yuan & Zhao, Xiaofeng, 2025. "Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO," Journal of Financial Markets, Elsevier, vol. 72(C).
    21. Jordi Mondria & Xavier Vives & Liyan Yang, 2022. "Costly Interpretation of Asset Prices," Management Science, INFORMS, vol. 68(1), pages 52-74, January.
    22. Dávila, Eduardo & Parlatore, Cecilia, 2023. "Volatility and informativeness," Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
    23. 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.

  7. Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dammak, Wael & Frikha, Wajdi & Souissi, Mohamed Naceur, 2024. "Market turbulence and investor decision-making in currency option market," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
    2. Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023. "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, vol. 58(C).
    3. Zheng, Dengjin & Gao, Jingtian & Zhang, Wei & Kwon, Jiwon, 2025. "When real estate trembles: Spillover effects on stock price volatility under China’s “Three Red Lines” policy," Finance Research Letters, Elsevier, vol. 86(PB).
    4. Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.
    5. Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
    6. Deng, Jun & Pan, Huifeng & Yan, Hongjun & Yang, Liyan, 2024. "Disclosing and cooling-off: An analysis of insider trading rules," Journal of Financial Economics, Elsevier, vol. 160(C).
    7. Snehal Banerjee & Jesse Davis & Naveen Gondhi, 2024. "Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets," Journal of Finance, American Finance Association, vol. 79(2), pages 1635-1695, April.
    8. Zhou, Dong-hai & Liu, Xiao-xing, 2023. "Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
    9. Yin, Libo & Zhu, Xiaoye & Su, Zhi & Guo, Hongliang, 2025. "Is disagreement beneficial for market efficiency? Evidence from ESG ratings," Journal of International Money and Finance, Elsevier, vol. 154(C).
    10. Yue, Tian & Li, Lu-Lu & Ruan, Xinfeng & Zhang, Jin E., 2024. "Smirking in the energy market: Evidence from the Chinese crude oil options market," International Review of Financial Analysis, Elsevier, vol. 96(PA).

  8. Eduardo Dávila & Cecilia Parlatore, 2018. "Identifying Price Informativeness," NBER Working Papers 25210, National Bureau of Economic Research, Inc.

    Cited by:

    1. Eduardo Dávila & Cecilia Parlatore, 2019. "Volatility and Informativeness," NBER Working Papers 25433, National Bureau of Economic Research, Inc.
    2. 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.
    3. Laura Veldkamp, 2023. "Valuing Data as an Asset," Review of Finance, European Finance Association, vol. 27(5), pages 1545-1562.
    4. Gholampour, Vahid, 2022. "Exchange rates and information about future fundamentals," Journal of International Money and Finance, Elsevier, vol. 127(C).
    5. Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
    6. Nicolae Gârleanu & Lasse Heje Pedersen, 2022. "Active and Passive Investing: Understanding Samuelson’s Dictum [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 12(2), pages 389-446.
    7. Bian, Jiangze & Qin, Qilin & Song, Wenjing & Wang, Jun & Zhang, Ge, 2025. "Stock fire sale risks and the effect of China connect," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
    8. Yuet Chau & Karamfil Todorov & Eyub Yegen, 2025. "ETFs as a disciplinary device," BIS Working Papers 1261, Bank for International Settlements.
    9. Chen, Deqiu & Ma, Yujing & Martin, Xiumin & Michaely, Roni, 2022. "On the fast track: Information acquisition costs and information production," Journal of Financial Economics, Elsevier, vol. 143(2), pages 794-823.

  9. Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.

    Cited by:

    1. Marzena Rostek & Ji Hee Yoon, 2021. "Exchange Design and Efficiency," Econometrica, Econometric Society, vol. 89(6), pages 2887-2928, November.
    2. Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024. "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, vol. 154(C).
    3. Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017. "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers 808, Society for Economic Dynamics.
    4. Sarah Draus, 2012. "Market Power on Exchanges: Linking Price Impact to Trading Fees," CSEF Working Papers 490, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    5. Babus, Ana & Hachem, Kinda, 2023. "Markets for financial innovation," Journal of Economic Theory, Elsevier, vol. 208(C).
    6. Sambalaibat, Batchimeg, 2025. "Heterogeneous clienteles and dealer networks," Journal of Financial Economics, Elsevier, vol. 174(C).

  10. Parlatore, Cecilia, 2015. "Fragility in money marketfunds: sponsor support and regulation," Working Paper Series 1772, European Central Bank.

    Cited by:

    1. Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
    2. König, Philipp J. & Pothier, David, 2018. "Safe but fragile: Information acquisition, sponsor support and shadow bank runs," Discussion Papers 15/2018, Deutsche Bundesbank.
    3. Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
    4. Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
    5. Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024. "Are stablecoins the money market mutual funds of the future?," Journal of Empirical Finance, Elsevier, vol. 79(C).
    6. Gyoengyi Loranth & Anatoli Segura & Jing Zeng, 2022. "Voluntary support and ring-fencing in cross-border banks," Temi di discussione (Economic working papers) 1373, Bank of Italy, Economic Research and International Relations Area.
    7. Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
    8. Anatoli Segura, 2017. "Why did sponsor banks rescue their SIVs?," Temi di discussione (Economic working papers) 1100, Bank of Italy, Economic Research and International Relations Area.
    9. Koenig, Philipp J. & Pothier, David, 2022. "Safe but fragile: Information acquisition, liquidity support and redemption runs," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    10. Keshav, Vaibhav & Vaidya, Meghana, 2025. "Geopolitical spillover: The Russia–Ukraine invasion and its effects on money market funds," European Journal of Political Economy, Elsevier, vol. 89(C).
    11. Parlatore, Cecilia, 2024. "Transparency and bank runs," Journal of Financial Intermediation, Elsevier, vol. 60(C).
    12. Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
    13. Stephen Morris & Hyun Song Shin, 2016. "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 5, pages 131-150, Central Bank of Chile.
    14. Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Finance and Economics Discussion Series 2022-005, Board of Governors of the Federal Reserve System (U.S.).
    15. La Spada, Gabriele, 2018. "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, vol. 129(1), pages 87-110.
    16. Goldstein, Itay & Kopytov, Alexandr & Shen, Lin & Xiang, Haotian, 2024. "Bank heterogeneity and financial stability," Journal of Financial Economics, Elsevier, vol. 162(C).
    17. Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
    18. Ivan, Miruna-Daniela & Banti, Chiara & Kellard, Neil, 2022. "Prime money market funds regulation, global liquidity, and the crude oil market," Journal of International Money and Finance, Elsevier, vol. 127(C).
    19. Igor Kravchuk, 2019. "Management of Investment Funds Financial Fragility," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(4), pages 17-32.
    20. Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    21. Giulio Cornelli, 2025. "When bricks meet bytes: does tokenisation fill gaps in traditional real estate markets?," BIS Working Papers 1311, Bank for International Settlements.
    22. Ariah Klages‐Mundt & Andreea Minca, 2022. "While stability lasts: A stochastic model of noncustodial stablecoins," Mathematical Finance, Wiley Blackwell, vol. 32(4), pages 943-981, October.
    23. Xuesong Huang & Todd Keister, 2025. "Can Redemption Fees Prevent Runs on Funds?," Staff Reports 1160, Federal Reserve Bank of New York.
    24. Allen N. Berger & John Sedunov, 2024. "The Life Cycle of Systemic Risk and Crises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(8), pages 1923-1961, December.
    25. Anatoli Segura, 2018. "Why Did Sponsor Banks Rescue Their SIVs? A Signaling Model of Rescues [Securitization without risk transfer]," Review of Finance, European Finance Association, vol. 22(2), pages 661-697.
    26. Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    27. Linus Wilson, 2020. "Broken bucks: money funds that took taxpayer guarantees in 2008," Journal of Asset Management, Palgrave Macmillan, vol. 21(5), pages 375-392, September.

  11. Cecilia Parlatore Siritto, 2014. "Transparency and Bank runs," 2014 Meeting Papers 1251, Society for Economic Dynamics.

    Cited by:

    1. Chen, Yehning & Hasan, Iftekhar & Takalo, Tuomas, 2025. "Bank transparency, asset and liquidity risks," Bank of Finland Research Discussion Papers 4/2025, Bank of Finland.

  12. Cecilia Parlatore Siritto, 2013. "The Regulation of Money Market Funds: Adding Discipline to the Policy Debate," 2013 Meeting Papers 102, Society for Economic Dynamics.

    Cited by:

    1. Huberto M. Ennis, 2012. "Some theoretical considerations regarding net asset values for money market funds," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(4Q), pages 231-254.

  13. Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Department of Economics Working Papers 2009-07, Universidad Torcuato Di Tella.

    Cited by:

    1. Maiti,Dibyendu & Khari,Bhavna, 2023. "Digitalisation, Governance and the Informal Sector," IDE Discussion Papers 898, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    2. Maiti, Dibyendu & Khari, Bhavna, 2025. "Digitalisation, e-Governance and the informal sector," Structural Change and Economic Dynamics, Elsevier, vol. 75(C), pages 451-463.
    3. Wrede, Matthias, 2013. "Rational choice of itemized deductions," FAU Discussion Papers in Economics 01/2013, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    4. Martin Besfamille & Pablo Olmos, 2010. "Inspectors or Google Earth? Optimal fiscal policies under uncertain detection of evaders," Department of Economics Working Papers 2010-09, Universidad Torcuato Di Tella.

Articles

  1. Cecilia Parlatore & Thomas Philippon, 2025. "Designing Stress Scenarios," Journal of Finance, American Finance Association, vol. 80(2), pages 833-873, April.
    See citations under working paper version above.
  2. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore, Cecilia, 2025. "Information-based pricing in specialized lending," Journal of Financial Economics, Elsevier, vol. 172(C).
    See citations under working paper version above.
  3. Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2024. "The Value of Arbitrage," Journal of Political Economy, University of Chicago Press, vol. 132(6), pages 1947-1993.
    See citations under working paper version above.
  4. Parlatore, Cecilia, 2024. "Transparency and bank runs," Journal of Financial Intermediation, Elsevier, vol. 60(C).
    See citations under working paper version above.
  5. Dávila, Eduardo & Parlatore, Cecilia, 2023. "Volatility and informativeness," Journal of Financial Economics, Elsevier, vol. 147(3), pages 550-572.
    See citations under working paper version above.
  6. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
    See citations under working paper version above.
  7. Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
    See citations under working paper version above.
  8. Parlatore, Cecilia, 2019. "Collateralizing liquidity," Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.

    Cited by:

    1. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
    2. Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
    3. Dietrich, Diemo & Gehrig, Thomas, 2022. "Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets," CEPR Discussion Papers 15827, C.E.P.R. Discussion Papers.
    4. Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
    5. Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
    6. Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
    7. Dietrich, Diemo & Gehrig, Thomas, 2025. "Scope and limits of bank liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 61(C).
    8. Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022. "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, vol. 146(3), pages 965-988.
    9. Kazuhiro Takino, 2022. "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, vol. 25(2), pages 137-171, July.
    10. Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 118859, London School of Economics and Political Science, LSE Library.

  9. Parlatore, Cecilia, 2016. "Fragility in money market funds: Sponsor support and regulation," Journal of Financial Economics, Elsevier, vol. 121(3), pages 595-623.
    See citations under working paper version above.
  10. Martin Besfamille & Cecilia Parlatore Siritto, 2009. "Modernization of Tax Administrations and Optimal Fiscal Policies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 11(6), pages 897-926, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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 22 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-BAN: Banking (7) 2013-04-13 2021-05-24 2022-03-21 2022-05-02 2023-05-08 2024-03-18 2024-12-16. Author is listed
  2. NEP-MST: Market Microstructure (6) 2015-02-22 2015-11-21 2016-11-06 2016-12-04 2019-03-25 2021-05-10. Author is listed
  3. NEP-COM: Industrial Competition (3) 2024-03-18 2024-03-25 2024-12-16
  4. NEP-CTA: Contract Theory and Applications (3) 2013-04-13 2022-07-18 2024-03-18
  5. NEP-CWA: Central and Western Asia (3) 2021-05-24 2022-02-28 2022-03-21
  6. NEP-FDG: Financial Development and Growth (3) 2023-05-08 2024-03-18 2024-12-16
  7. NEP-MIC: Microeconomics (3) 2016-11-06 2016-12-04 2022-05-02
  8. NEP-CFN: Corporate Finance (2) 2022-07-18 2024-03-25
  9. NEP-FMK: Financial Markets (2) 2019-01-28 2019-03-25
  10. NEP-PPM: Project, Program and Portfolio Management (2) 2021-05-24 2022-07-18
  11. NEP-RMG: Risk Management (2) 2018-10-01 2022-05-02
  12. NEP-ACC: Accounting and Auditing (1) 2009-09-26
  13. NEP-DEM: Demographic Economics (1) 2022-07-18
  14. NEP-DGE: Dynamic General Equilibrium (1) 2013-04-13
  15. NEP-GTH: Game Theory (1) 2021-05-10
  16. NEP-IND: Industrial Organization (1) 2024-12-16
  17. NEP-MON: Monetary Economics (1) 2015-06-05
  18. NEP-PBE: Public Economics (1) 2009-09-26
  19. NEP-UPT: Utility Models and Prospect Theory (1) 2025-11-17

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, Cecilia Parlatore 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.