B

Biais, Bruno, Bisière, Christophe and Spatt, Chester (2010) Imperfect Competition in Financial Markets: An Empirical Study of Island and Nasdaq. Management Science, vol. 56 (n° 12). pp. 2237-2250.

Bianchi, Milo and Jehiel, Philippe (2015) Financial reporting and market efficiency with extrapolative investors. Journal of Economic Theory, vol. 157. pp. 842-878.

Bisière, Christophe, Décamps, Jean-Paul and Lovo, Stefano (2009) Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment. TSE Working Paper, n. 09-036

D

Ding, Haina, Guembel, Alexander and Ozanne, Alessio (2022) Market Information in Banking Supervision: The Role of Stress Test Design. TSE Working Paper, n. 20-1144, Toulouse

Dow, James, Goldstein, Itay and Guembel, Alexander (2017) Incentives for Information Production in Markets where Prices Affect Real Investment. Journal of the European Economic Association, 15 (4). pp. 877-909.

Décamps, Jean-Paul and Villeneuve, Stéphane (2017) Jusqu'où les compagnies d'assurance peuvent-elles investir dans le financement des dettes des PME/ETI ? : How Far Can Insurance Companies Invest in SMEs Debt Financing? Revue d'économie financière (126). pp. 231-240.

F

Farhi, Emmanuel and Tirole, Jean (2015) Liquid Bundles. Journal of Economic Theory, vol. 158. pp. 634-655.

H

He, Yinghua, Nielsson, Ulf, Guo, Hong and Yang, Jiong (2012) Subscribing to Transparency. TSE Working Paper, n. 12-351

He, Yinghua, Nielsson, Ulf, Guo, Hong and Yang, Jiong (2014) Subscribing to Transparency. Journal of Banking and Finance, 44. pp. 189-206.

He, Yinghua, Nielsson, Ulf and Wang, Yonglei (2014) Hurting without Hitting: The Economic Cost of Political Tension. TSE Working Paper, n. 14-484

Hong, Jieying and Pouget, Sébastien (2021) Liquidity formation and preopening periods in financial markets. Economica, vol. 88 (n° 351). pp. 697-723.

I

Ivaldi, Marc and Motis, Jrissy (2007) Mergers as Auctions. IDEI Working Paper, n. 461

M

Moinas, Sophie (2010) Hidden Limit Orders and Liquidity in Order Driven Markets. TSE Working Paper, n. 10-147