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2 November: FDIR meeting (1)

The FDIR chair will organize its annual meeting on Monday, November 2,2015 dedicated to the Climate...

2-3 october:TNIT meeting (1)

The TNIT network coordinated by IDEI will organize on the 2-3 October 2015 its annual meeting where...

Jean Tirole Nobel Prize (1)

Jean Tirole, Scientific director of IDEI has been awarded the 2014 Nobel Prize in economics, for...

Jean-Jacques Laffont Prize 2015 (1)

Professor Elhanan Helpman will be awarded the JJ. Laffont Prize 2015 on October 15th. He will give...

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Bruno Biais, “II faudrait une taxe sur les investissements technologiques réalisés par ces traders”, Les Echos, March 23, 2016.

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“Comment encadrer le trading haute fréquence”, Les Echos, March 23, 2016.

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“Comment encadrer le trading haute fréquence”, Les Echos, March 23, 2016.

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Bruno Biais, “II faudrait une taxe sur les investissements technologiques réalisés par ces traderscc”, Les Echos, March 23, 2016.

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Claude Crampes, and Thomas-Olivier Léautier, “Pour une union européenne de l'énergie”, La Tribune, February 19, 2016.

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Fany Declerck, “Liquidité, les effets du High Trading enfin passés à la loupe”, L'AGEFI, January 2016.

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Claude Crampes, and Thomas-Olivier Léautier, “En attendant la COP... 22”, La Tribune, January 26, 2016.

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Bruno Biais, “Liquidité, les effets du HFT enfin passés à la loupe”, L'AGEFI, January 14, 2016.

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Yassine Lefouili, “Does competition spur innovation? The case of yardstick competition”, Economics Letters, Elsevier, vol. 137, December 2015, pp. 135–139.

This paper investigates the effect of yardstick competition on firms’ incentives to invest in cost-reducing innovations. We show that an increase in the intensity of yardstick competition, for which we provide a natural measure, increases the incentives to innovate.

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Fany Declerck, and Laurence Lescourret, “Dark pools and high-frequency trading: a useful evolution?”, Revue d'économie financière, vol. 120, December 2015, pp. 113–125.

Les développements technologiques et réglementaires ont favorisé l’essor de deux phénomènes majeurs associés à plus d’opacité : le trading haute fréquence (THF) et les dark pools. Une transaction sur deux est désormais le fait du THF. Les dark pools attirent respectivement 10 % du volume de...

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Artificial Intelligence Alter Egos (1)

Eric Ghysels (University of North Carolina at Chapel Hill)

TSE, September 17, 2018, 12:30–14:00, room MF 323

No paper.

Firm Policies and Active Ownership Investors (1)

Vicente Cunat (London School of Economics)

TSE, September 10, 2018, 12:30–14:00, room MF 323

(Joint work with Ruth Aguilera, Vicente Bermejo and Javier Capape)

What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Model (1)

Xavier Jaravel (London School of Economics)

June 26, 2018

Banks’ Search for Yield in the Low Interest Rate Environment: A Tale of Regulatory Adaptation (1)

Christina Wang (Federal Reserve Bank of Boston)

June 19, 2018

Bankruptcy, Value Puzzles and the Survivorship Bias (1)

Giovanna Nicodano (University of Turin)

TSE, June 18, 2018, 12:30–14:00, room MF 323

This paper argues that a survivorship bias is able to distort upwards the measurement of the average ex-post firm value, because bankruptcy cancels firms with low realized cash flows from databases. This bias increases in bankruptcy probability, giving rise to known pricing puzzles across types of...

Price Rigidities and the Granular Origin of Aggregate Fluctuations (1)

Raphael Schoenle (Brandeis University)

June 12, 2018

Gradual Bargaining in Decentralized Asset Markets (1)

Guillaume Rocheteau (University of California - Irvine)

TSE, June 11, 2018, 12:30–14:00, room MF 323

We introduce a new approach to bargaining, with both axiomatic and strategic foundations, into models of decentralized asset market. Gradual bargaining, which assumes that portfolios of assets are sold sequentially, one unit of asset at a time, has strong normative justifications: it increases the...

Monetary Policy and Asset Valuation (1)

Francesco Bianchi (Duke University)

June 7, 2018

Controlling inflation with timid monetary-fiscal regime changes (1)

Guido Ascari (University of Oxford)

June 5, 2018

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage (1)

James Dow (London Business School)

TSE, June 4, 2018, 14:00–15:30, room MF 323

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on liquidity? Using a stochastic dynamic model of equilibrium pricing with privately informed capital-constrained arbitrageurs, we show that arbitrage capital may actually flow out...

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