Jean-Edouard Colliard : Citation Profile


Are you Jean-Edouard Colliard?

HEC Paris (École des Hautes Études Commerciales)

9

H index

9

i10 index

543

Citations

RESEARCH PRODUCTION:

11

Articles

45

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 31
   Journals where Jean-Edouard Colliard has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pco647
   Updated: 2024-12-03    RAS profile: 2024-09-06    
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Relations with other researchers


Works with:

Foucault, Thierry (7)

Dimpfl, Thomas (6)

Chernov, Mikhail (6)

Caporin, Massimiliano (6)

Davies, Ryan (6)

Frijns, Bart (6)

Brownlees, Christian (6)

Ait-Sahalia, Yacine (6)

Menkveld, Albert (6)

Frömmel, Michael (6)

Johannesson, Magnus (6)

CAPELLE-BLANCARD, Gunther (6)

Dreber, Anna (6)

Gehrig, Thomas (6)

FERROUHI, EL MEHDI (6)

Deev, Oleg (6)

Deku, Solomon (6)

Füllbrunn, Sascha (6)

Bos, Charles (6)

Aloosh, Arash (5)

Eugster, Nicolas (5)

Hurlin, Christophe (5)

Bohorquez Correa, Santiago (5)

Degryse, Hans (5)

Alexeev, Vitali (5)

Holzmeister, Felix (5)

Lof, Matthijs (4)

Huang, Wenqian (4)

Bjønnes, Geir (4)

Zhang, S. Sarah (4)

Verousis, Thanos (4)

Schwarz, Marco (4)

Schuerhoff, Norman (4)

Ferrara, Gerardo (4)

Dumitrescu, Ariadna (4)

Pasquariello, Paolo (4)

Vilkov, Grigory (4)

Schenk-Hoppé, Klaus (4)

Abudy, Menachem (4)

Smales, Lee (4)

Hautsch, Nikolaus (4)

Ødegaard, Bernt (4)

Gil-Bazo, Javier (4)

Shachar, Or (4)

Adrian, Tobias (4)

Nielsson, Ulf (4)

Rinne, Kalle (4)

Sarno, Lucio (4)

Ranaldo, Angelo (4)

Jalkh, Naji (4)

Harris, Jeffrey (4)

Pastor, Lubos (4)

Korajczyk, Robert (4)

Wolff, Christian (4)

Renault, Thomas (4)

Jurkatis, Simon (4)

Liew, Chee (4)

Sojli, Elvira (4)

Stefanova, Denitsa (4)

Reitz, Stefan (4)

Palan, Stefan (4)

Walther, Thomas (4)

Gerritsen, Dirk (4)

Talavera, Oleksandr (4)

Chow, Nikolai Sheung-Chi (4)

Horenstein, Alex (4)

Roy, Saurabh (3)

Wilhelmsson, Anders (3)

Mihet, Roxana (3)

Xia, Shuo (3)

Taylor, Nick (3)

Güçbilmez, Ufuk (3)

Voigt, Stefan (3)

Koetter, Michael (3)

Demange, Gabrielle (3)

Xiu, Dacheng (3)

Neszveda, Gabor (3)

Scaillet, Olivier (2)

PASCUAL, ROBERTO (2)

Moinas, Sophie (2)

Lopez-Lira, Alejandro (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Kearney, Fearghal (2)

van Kervel, Vincent (2)

He, Xuezhong (Tony) (2)

LINTON, OLIVER (2)

Regis, Luca (2)

Park, Andreas (2)

Tonks, Ian (2)

Zhou, Chen (2)

Vogel, Sebastian (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Kassner, Bernhard (2)

Gorbenko, Arseny (2)

Patton, Andrew (2)

Theissen, Erik (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Rakowski, David (2)

Bouri, Elie (2)

Patel, Vinay (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Edouard Colliard.

Is cited by:

Weill, Pierre-Olivier (10)

Ongena, Steven (10)

Degryse, Hans (9)

Tonzer, Lena (9)

Repullo, Rafael (6)

Lester, Benjamin (6)

Hugonnier, Julien (6)

Caporin, Massimiliano (6)

Pelizzon, Loriana (5)

Urga, Giovanni (5)

Buch, Claudia (5)

Cites to:

Foucault, Thierry (8)

Menkveld, Albert (6)

Peek, Joe (4)

Dreber, Anna (4)

Peydro, Jose-Luis (4)

Easley, David (4)

Ho, Teck (4)

Seru, Amit (4)

Tootell, Geoffrey (4)

Lucca, David (4)

Trebbi, Francesco (4)

Main data


Where Jean-Edouard Colliard has published?


Journals with more than one article published# docs
Review of Finance2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
HEC Research Papers Series / HEC Paris11
Working Papers / HAL10
Working Paper Series / European Central Bank6
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Post-Print / HAL4
PSE Working Papers / HAL2
PSE-Ecole d'conomie de Paris (Postprint) / HAL2

Recent works citing Jean-Edouard Colliard (2024 and 2023)


YearTitle of citing document
2023FINANCIAL RISK OPTIMISATION METHODS: A SURVEY. (2023). Chiper, Alexandra-Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:chipera.

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2023Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230.

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2024Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

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2023The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263.

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2023Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392.

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2024Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039.

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2023.

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2023Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es.

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2023Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en.

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2023Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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2023Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028.

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2023Fintech inputs, non-performing loans risk reduction and bank performance improvement. (2023). Wu, Wanting ; Mao, Kunyuan ; Wang, Haijun ; Luo, Haohan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003654.

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2023Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2023Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective. (2023). Xing, Xiaoyun ; Zheng, Huike ; Deng, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003628.

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2023Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2023Macro-prudential policy and systemic risk of real estate firms: Evidence from China. (2023). Kong, Dongmin ; Wang, Lijuan ; Li, Xiao-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008905.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Policy uncertainty and bank systemic risk: A perspective of risk decomposition. (2023). Wang, QI ; Fang, YI ; Zhao, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000951.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2023Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap. (2023). Koetter, Michael ; Wagner, Konstantin ; Colonnello, Stefano. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000994.

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2023Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011.

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2023The importance of deposit insurance credibility. (2023). Bonfim, Diana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s037842662300122x.

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2023Back to the roots of internal credit risk models: Does risk explain why banks risk-weighted asset levels converge over time?. (2023). Ongena, Steven ; Bohnke, Victoria ; Reite, Endre J ; Paraschiv, Florentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001905.

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2023The case for CASE: Estimating heterogeneous systemic effects. (2023). Zhu, Guangwei ; Escanciano, Juan Carlos ; Du, Zaichao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002133.

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2024Modeling your stress away. (2024). Stebunovs, Viktors ; Niepmann, Friederike. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2023Bank restructuring under asymmetric information: The role of bad loan sales. (2023). Suarez, Javier ; Segura, Anatoli. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000414.

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2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

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2024Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699.

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2024Dealer networks, client sophistication and pricing in OTC derivatives. (2024). Kumar, Abhishek ; Kamate, Vidya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001870.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2023Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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2024Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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2024The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679.

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2023Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424.

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2023Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Tick Size Wars: The Market Quality Effects of Pricing Grid Competition. (2023). Ødegaard, Bernt ; Meling, Tom G ; Foley, Sean. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:659-692..

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2023Cross-Border Bank Flows and Systemic Risk*. (2023). Taboada, Alvaro G ; Sedunov, John ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1563-1614..

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2023Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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More than 100 citations found, this list is not complete...

Works by Jean-Edouard Colliard:


YearTitleTypeCited
2017Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance.
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article41
2017Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 41
paper
2007Une brève histoire de limpôt In: Regards croisés sur l'économie.
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article0
2018Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière.
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article0
2015Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers.
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paper15
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2016Multinational Banks and Supranational Supervision In: CEPR Discussion Papers.
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paper25
2017Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 25
paper
2019Multinational Banks and Supranational Supervision.(2019) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 25
article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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paper14
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 14
paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 14
paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2020Measuring Regulatory Complexity In: CEPR Discussion Papers.
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paper3
2020Measuring Regulatory Complexity.(2020) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 3
paper
2020Measuring Regulatory Complexity.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
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paper70
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 70
article
2015Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series.
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paper274
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 274
paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 274
paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 274
paper
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
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This paper has nother version. Agregated cites: 274
article
2017Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series.
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paper14
2019Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science.
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This paper has nother version. Agregated cites: 14
article
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series.
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paper38
2018Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2018) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 38
paper
2015Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series.
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This paper has nother version. Agregated cites: 38
paper
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2020Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance.
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This paper has nother version. Agregated cites: 38
article
2018Financial Restructuring and Resolution of Banks In: HEC Research Papers Series.
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paper14
2018Financial Restructuring and Resolution of Banks.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2018Asset Dissemination Through Dealer Markets In: HEC Research Papers Series.
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paper3
2021Asset Dissemination Through Dealer Markets.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2021Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Asset Dissemination Through Dealer Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2021Asset Dissemination Through Dealer Markets.(2021) In: Management Science.
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This paper has nother version. Agregated cites: 3
article
2019Reproducibility Certification in Economics Research In: HEC Research Papers Series.
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paper0
2022Algorithmic Pricing and Liquidity in Securities Markets In: HEC Research Papers Series.
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paper2
2022Algorithmic Pricing and Liquidity in Securities Markets.(2022) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2015The impact of financial transaction taxes: new evidence In: Research Bulletin.
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article0
2013Catching falling knives: speculating on market overreaction In: Working Paper Series.
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paper2
2014Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series.
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paper5
2019The architecture of supervision In: Working Paper Series.
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paper6
2024Nonstandard errors In: LSE Research Online Documents on Economics.
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paper9
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 9
paper
2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 9
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2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2016The SSM at 1 In: SUERF Studies.
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book2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper5
2017Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science.
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article1

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