Christine A. Parlour

University of California, Berkeley - Finance Group

Haas School of Business

545 Student Services Building

Berkeley, CA 94720

United States

SCHOLARLY PAPERS

33

DOWNLOADS
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Top 5,065

in Total Papers Downloads

15,242

SSRN CITATIONS
Rank 3,490

SSRN RANKINGS

Top 3,490

in Total Papers Citations

407

CROSSREF CITATIONS

112

Scholarly Papers (33)

1.

Decentralized Exchange: The Uniswap Automated Market Maker

Journal of Finance forthcoming
Number of pages: 71 Posted: 16 Aug 2021 Last Revised: 27 Nov 2023
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 3,282 (7,021)
Citation 23

Abstract:

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Blockchain, Decentralized Finance, Automated Market Maker

2.

When FinTech Competes for Payment Flows

Number of pages: 64 Posted: 24 Mar 2020 Last Revised: 02 Nov 2021
Christine A. Parlour, Uday Rajan and Haoxiang Zhu
University of California, Berkeley - Finance Group, Stephen M. Ross School of Business, University of Michigan and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,342 (28,269)
Citation 52

Abstract:

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FinTech, BigTech, payment, competition, banks, credit market

3.

Miner Collusion and the BitCoin Protocol

Number of pages: 49 Posted: 17 Apr 2020 Last Revised: 07 Oct 2022
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 1,052 (40,190)
Citation 15

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Bitcoin, Transaction Costs, Block-chain, Decentralized Finance

4.

Cryptocurrencies: Stylized Facts on a New Investible Instrument

Number of pages: 27 Posted: 05 Jun 2018
Albert Hu, Albert Hu, Christine A. Parlour and Uday Rajan
University of California, Berkeley - Haas School of BusinessChangsha Intelligent Driving Institute, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 1,037 (41,028)
Citation 61

Abstract:

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cryptocurrencies, bitcoin, ico, initial coin offering, asset pricing

5.

Fragmentation and optimal liquidity supply on decentralized exchanges

Number of pages: 57 Posted: 17 Nov 2022 Last Revised: 21 May 2024
Alfred Lehar, Christine A. Parlour and Marius Zoican
University of Calgary - Haskayne School of Business, University of California, Berkeley - Finance Group and University of Toronto at Mississauga - Department of Management
Downloads 768 (62,068)
Citation 3

Abstract:

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FinTech, decentralized exchanges (DEX), liquidity, fragmentation, adverse selection

6.

Laying Off Credit Risk: Loan Sales versus Credit Default Swaps

Number of pages: 40 Posted: 06 Sep 2008 Last Revised: 28 Apr 2009
Christine A. Parlour and Andrew Winton
University of California, Berkeley - Finance Group and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 741 (65,111)
Citation 29

Abstract:

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loan sales, credit default swaps, credit risk, risk transfer, monitoring, banks

7.

Informed Traders and Limit Order Markets

Number of pages: 44 Posted: 29 Sep 2006 Last Revised: 12 Feb 2008
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 731 (66,241)
Citation 61

Abstract:

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limit order market, adverse selection, microstructure noise, asset pricing implications

8.

Equilibrium in a Dynamic Limit Order Market

Number of pages: 40 Posted: 16 Jun 2003
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 695 (70,614)
Citation 12

Abstract:

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Limit order markets, computational

9.

Systemic Fragility in Decentralized Markets

Number of pages: 27 Posted: 25 Jul 2022
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 543 (96,425)
Citation 11

Abstract:

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Decentralized Lending, Blockchain, Decentralized Finance, Systemic Risk

10.

Competition in Loan Contracts

Number of pages: 33 Posted: 01 Dec 1998
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 498 (107,295)
Citation 11

Abstract:

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11.

Payment for Order Flow

Number of pages: 40 Posted: 08 Jun 2001
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 480 (112,086)
Citation 25

Abstract:

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Market microstructure, competition in dealer markets

12.

Payment System Externalities

Journal of Finance, Forthcoming, Ross School of Business Paper No. 1337
Number of pages: 40 Posted: 03 Jan 2017 Last Revised: 29 Apr 2021
Christine A. Parlour, Uday Rajan and Johan Walden
University of California, Berkeley - Finance Group, Stephen M. Ross School of Business, University of Michigan and University of California, Berkeley - Finance Group
Downloads 438 (124,887)
Citation 17

Abstract:

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Payment Systems, Banks, Central Bank Digital Currency

13.

Information Acquisition in a Limit Order Market

EFA 2005 Moscow Meetings Paper, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 47 Posted: 07 Jan 2005
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 380 (146,909)
Citation 9

Abstract:

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adverse selection, allocative efficiency, informational efficiency, dynamic games, limit order market

14.

Competition for Listings

Number of pages: 45 Posted: 04 Jun 1999
Thierry Foucault and Christine A. Parlour
HEC Paris - Finance Department and University of California, Berkeley - Finance Group
Downloads 380 (146,909)
Citation 12

Abstract:

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15.

Battle of the Bots: Flash Loans, Miner Extractable Value and Efficient Settlement

Number of pages: 27 Posted: 13 Mar 2023
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 370 (151,294)

Abstract:

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Blockchain, Decentralized Finance, Settlement, Miner Extractable Value

16.

Consumers as Financiers: Consumer Surplus, Crowdfunding, and Initial Coin Offerings

Number of pages: 47 Posted: 28 Dec 2018 Last Revised: 26 Jan 2021
Jeongmin "Mina" Lee and Christine A. Parlour
Board of Governors of the Federal Reserve System and University of California, Berkeley - Finance Group
Downloads 346 (162,850)
Citation 13

Abstract:

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crowdfunding, initial coin offerings, consumer surplus, efficiency, speculative premium

17.

Winner's Curse: Theory and Experiments

GSIA Working Paper
Number of pages: 55 Posted: 24 Jan 2003
Vesna Prasnikar, Christine A. Parlour and Uday Rajan
Jozef Stefan Institute, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 273 (208,772)

Abstract:

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Experiments, rationing, common value auctions

18.

Rationing in Ipos

Number of pages: 56 Posted: 10 Apr 2003
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 259 (219,986)
Citation 38

Abstract:

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19.

The Term Structure in an Exchange Economy with Two Trees

Number of pages: 35 Posted: 23 Jan 2009 Last Revised: 22 Mar 2011
Christine A. Parlour, Richard Stanton and Johan Walden
University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group
Downloads 187 (298,919)
Citation 1

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Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing

20.

Rationing and Common Values

GSIA Working Paper No. 2001-E7
Number of pages: 32 Posted: 09 Jun 2001
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 185 (301,761)
Citation 1

Abstract:

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common value auctions, rationing, winner's curse, IPO's

21.

Contracting on Credit Ratings: Adding Value to Public Information

Number of pages: 49 Posted: 01 Nov 2014 Last Revised: 30 Jan 2019
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 179 (310,774)
Citation 6

Abstract:

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credit rating, incomplete contract

22.

Hedging Labor Income Risk

Riksbank Research Paper Series No. 86, Sveriges Riksbank Working Paper Series No. 255
Number of pages: 48 Posted: 23 Feb 2012
Sebastien Betermier, Thomas Jansson, Christine A. Parlour and Johan Walden
McGill University - Desautels Faculty of Management, Sveriges Riksbank - Research Division, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 157 (348,002)
Citation 35

Abstract:

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23.

Signaling Quality Via Queues

Chicago Booth Research Paper No. 10-18
Number of pages: 40 Posted: 07 Apr 2010
Laurens Debo, Christine A. Parlour and Uday Rajan
Dartmouth College - Tuck School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 149 (363,225)
Citation 10

Abstract:

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Queuing Game, Quality Signaling, Service Rate Selection

24.

Competition, Managerial Slack, and Corporate Governance

Number of pages: 44 Posted: 22 Mar 2011 Last Revised: 22 Oct 2014
Limor Golan, Christine A. Parlour and Uday Rajan
Washington University in St. Louis, Department of Economics, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 143 (375,431)
Citation 6

Abstract:

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Managerial Slack, Competition, Agency Cost

25.

Intermediated Markets with Posted Prices

GSIA Working Paper No. 2002-E14
Number of pages: 33 Posted: 15 Aug 2002
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 129 (406,986)

Abstract:

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posted prices, beliefs, inefficient trade

26.

Inferring Quality from a Queue

Chicago Booth Research Paper No. 09-26
Number of pages: 34 Posted: 13 Dec 2005 Last Revised: 02 Sep 2009
Laurens Debo, Christine A. Parlour and Uday Rajan
Dartmouth College - Tuck School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 113 (449,409)
Citation 2

Abstract:

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Herding, queuing

27.

For Better or For Worse: Algorithmic Choice in Experimental Markets

Number of pages: 47 Posted: 27 Dec 2022
University of Utah - David Eccles School of Business, University of Illinois Urbana-Champaign, Toulouse Business School - TBS Education, Ad Hoc Markets, LLC, University of California, Berkeley - Finance Group and University of North Carolina (UNC) at Charlotte - Finance
Downloads 107 (467,679)

Abstract:

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Algorithms, Fintech, Experimental Finance, CAPM, Liquidity, Asset Pricing

28.

Racing to the Bottom: Competition and Quality

Number of pages: 27 Posted: 08 Nov 2007
Limor Golan, Christine A. Parlour and Uday Rajan
Washington University in St. Louis, Department of Economics, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 94 (510,587)

Abstract:

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market structure, moral hazard, quality

29.

Industrial Asset Pricing with Endogenous Business Cycles

Number of pages: 36 Posted: 29 Nov 2011 Last Revised: 17 Jul 2014
Marcus M. Opp, Christine A. Parlour and Johan Walden
Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 85 (543,599)

Abstract:

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30.

Markup Cycles, Dynamic Misallocation, and Amplification

Journal of Economic Theory, Forthcoming
Number of pages: 49 Posted: 11 Jul 2014
Marcus M. Opp, Christine A. Parlour and Johan Walden
Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 63 (641,931)
Citation 10

Abstract:

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Oligopolistic Competition, Markup Cycles, Allocative Efficiency, Dynamic Games, DSGE Models

31.

Raising Money

Number of pages: 34 Posted: 01 May 2023
Tingjun Liu and Christine A. Parlour
The University of Hong Kong and University of California, Berkeley - Finance Group
Downloads 36 (812,984)

Abstract:

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fixed revenue auctions

32.

Hedging and Competition

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Apr 2009
Christine A. Parlour and Tingjun Liu
University of California, Berkeley - Finance Group and The University of Hong Kong

Abstract:

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33.

Liquidity-Based Competition for Order Flow

Posted: 22 Sep 1998
Duane J. Seppi and Christine A. Parlour
Carnegie Mellon University - David A. Tepper School of Business and University of California, Berkeley - Finance Group

Abstract:

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Other Papers (1)

Total Downloads: 100
1.

The Long-Term Discount Rate

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 19 Feb 2009 Last Revised: 14 Jul 2009
Christine A. Parlour, Richard Stanton and Johan Walden
University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group
Downloads 100

Abstract:

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Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing