Attar, Andrea and Campioni, Eloisa
(2005)
Credit Cycles in a Neo-Austrian Economy.
Structural Change and Economic Dynamics, 18 (2).
pp. 249-269.
Benhami, Kheira and Bisière, Christophe
(2005)
Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage.
IDEI Working Paper, n. 470
Biais, Bruno, Casamatta, Catherine
and Rochet, Jean-Charles
(2005)
Risque opérationnel et régulation du capital dans l'industrie de la gestion de fonds d'investissement en Europe.
Revue d'économie financière, 79.
pp. 197-211.
Biais, Bruno, Glosten, Larry and Spatt, Chester
(2005)
Market Microstructure: a Survey of Microfoundations, Empirical Results and Policy Implications.
Journal of Financial Markets, 8 (2).
pp. 217-264.
Biais, Bruno, Hilton, Denis, Mazurier, Karine and Pouget, Sébastien
(2005)
Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market.
Review of Economic Studies, 72 (2).
pp. 287-312.
Biais, Bruno and Mariotti, Thomas
(2005)
Strategic Liquidity Supply and Security Design.
Review of Economic Studies, 72 (3).
pp. 615-649.
Cont, Rama and Voltchkova, Ekaterina
(2005)
Integro-Differential Equations for Option Prices in Exponential Lévy Models.
Finance and Stochastics, 9 (3).
pp. 299-325.
Cont, Rama and Voltchkova, Ekaterina
(2005)
A finite difference scheme for option pricing in jump diffusion and exponential Lévy models.
SIAM Journal on Numerical Analysis (SINUM), 43 (n°4).
pp. 1596-1626.
Décamps, Jean-Paul, Mariotti, Thomas
and Villeneuve, Stéphane
(2005)
Investment Timing under Incomplete Information.
Mathematics of Operations Research, 30 (2).
pp. 472-500.
Guembel, Alexander
(2005)
Herding in Delegated Portfolio Management: When is Comparative Performance Information Desirable?
European Economic Review, 49 (3).
pp. 599-626.
Guembel, Alexander
(2005)
Should Short-Term Speculators be Taxed, or Subsidised?
Annals of Finance (1).
pp. 327-348.
Guembel, Alexander
(2005)
Trading on Short-Term Information.
Journal of Institutional and Theoretical Economics, 161 (3).
pp. 428-452.
Rochet, Jean-Charles and Villeneuve, Stéphane
(2005)
Corporate Portfolio Management.
Annals of Finance, 1 (3).
pp. 225-243.