Jump to navigation

  • fr
  • en

  • fr
  • en
Menu
Home

IDEI PARTNERSHIP-ORIENTED
ECONOMIC RESEARCH

  • About us
  • Partnerships
  • Publications
  • Scientific Events
  • Join us
 
 

You are here

  1. Home ›
  2. Advanced search

Advanced search

 
  • Events (652)

Pages

  • ‹ previous
  • 63
  • /
  • 66
  • next ›

Managerial legacies, entrenchment and strategy inertia (1)

Alexander Guembel (Oxford)

IDEI, December 3, 2007

On the Information Content of the Order Flow: an Experiment (1)

Stefano Lovo (HEC)

IDEI, November 26, 2007

We report results of an experiment that simulates trading in financial market. The specific format of our experiment allows to unambiguously measure the information content of the order flow and to disentangle the impact that risk attitude and non-Bayesian updating have on market informational...

14th Annual Conference and Jean-Jacques Laffont Prize 2007 (1)

Stephen Ross (Professeur de finance à  la Sloan School of Management - MIT)

Salle des Illustres, Hôtel de Ville, Place du Capitole, Toulouse, France, October 19, 2007

Spatial Asset Pricing: a First Step (1)

François Ortalo-Magné (University of Wisconsin)

TSE, October 1, 2007

Cities as Assets (1)

François Ortalo-Magné (UW-Madison)

TSE, October 1, 2007

Liquidity and Manipulation of Executive Compensation Schemes (1)

Ulf Axelson (Stockholm School of Economics)

IDEI, September 25, 2007

Insiders-Outsiders, Transparency, and the Value of the Ticker (1)

Thierry Foucault (HEC)

IDEI, September 24, 2007

We consider a multi-period rational expectations model in which informed traders (speculators) differ in their access to information on past transaction prices (the ticker). Insiders observe the entire price history before trading whereas outsiders observe past prices with a delay. We show that the...

Insiders-Outsiders, Market Transparency and the Value of the Ticker (1)

Thierry Foucault (HEC)

TSE, September 24, 2007

Crashes and recoveries in illiquid markets (1)

Pierre-Olivier Weill (UCLA)

IDEI, September 10, 2007

We study the dynamics of liquidity provision by dealers during an asset market crash, described as a temporary negative shock to investors aggregate asset demand. We consider a class of dynamic market settings where dealers can trade continuously with each other, whiletrading between dealers and...

Fourth bi-annual Conference on the Economics of the Software and Internet Industries (1)

Toulouse, France, January 19–20, 2007

Pages

  • ‹ previous
  • 63
  • /
  • 66
  • next ›
 
  • Secure access
  • All news
  • Contact
  • Access
  • Media