A

Attar, AndreaORCID: https://orcid.org/0000-0002-0438-5804 and Campioni, Eloisa (2005) Credit Cycles in a Neo-Austrian Economy. Structural Change and Economic Dynamics, 18 (2). pp. 249-269.

B

Benhami, Kheira and Bisière, ChristopheORCID: https://orcid.org/0000-0001-8051-077X (2005) Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage. IDEI Working Paper, n. 470

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Casamatta, Catherine and Rochet, Jean-CharlesORCID: https://orcid.org/0000-0003-0156-9787 (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, BrunoORCID: https://orcid.org/0000-0002-0220-9989, 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, BrunoORCID: https://orcid.org/0000-0002-0220-9989, Hilton, Denis, Mazurier, Karine and Pouget, SébastienORCID: https://orcid.org/0000-0002-8764-2043 (2005) Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market. Review of Economic Studies, 72 (2). pp. 287-312.

Biais, BrunoORCID: https://orcid.org/0000-0002-0220-9989 and Mariotti, ThomasORCID: https://orcid.org/0000-0002-0525-8743 (2005) Strategic Liquidity Supply and Security Design. Review of Economic Studies, 72 (3). pp. 615-649.

C

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.

D

Décamps, Jean-Paul, Mariotti, ThomasORCID: https://orcid.org/0000-0002-0525-8743 and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2005) Investment Timing under Incomplete Information. Mathematics of Operations Research, 30 (2). pp. 472-500.

G

Guembel, AlexanderORCID: https://orcid.org/0000-0002-1947-3647 (2005) Herding in Delegated Portfolio Management: When is Comparative Performance Information Desirable? European Economic Review, 49 (3). pp. 599-626.

Guembel, AlexanderORCID: https://orcid.org/0000-0002-1947-3647 (2005) Should Short-Term Speculators be Taxed, or Subsidised? Annals of Finance (1). pp. 327-348.

Guembel, AlexanderORCID: https://orcid.org/0000-0002-1947-3647 (2005) Trading on Short-Term Information. Journal of Institutional and Theoretical Economics, 161 (3). pp. 428-452.

R

Rochet, Jean-CharlesORCID: https://orcid.org/0000-0003-0156-9787 and Villeneuve, StéphaneORCID: https://orcid.org/0000-0003-3213-1905 (2005) Corporate Portfolio Management. Annals of Finance, 1 (3). pp. 225-243.