Daniel Schmidt

HEC Paris - Finance Department

Assistant Professor

France

http://daniel-schmidt.eu

  • HEC Paris - Finance Department

SCHOLARLY PAPERS

11

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Top 14,830

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74

CROSSREF CITATIONS

10

Scholarly Papers (11)

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1.

Glued to the TV: Distracted Noise Traders and Stock Market Liquidity

Journal of Finance, Forthcoming, INSEAD Working Paper No. 2016/54/FIN
Number of pages: 117 Posted: 26 Jul 2016 Last Revised: 16 Aug 2019
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 517 (87,764)
Citation 45

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2.

Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

HEC Paris Research Paper No. FIN-2017-1206, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 19 May 2017 Last Revised: 13 Aug 2017
Bastian von Beschwitz, Sandro Lunghi and Daniel Schmidt
Board of Governors of the Federal Reserve System, Inalytics Limited and HEC Paris - Finance Department
Downloads 309 (157,823)
Citation 5

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Hedge Funds, Short Selling, Profitability, Limits of Arbitrage

3.

Stock Market Rumors and Credibility

Review of Financial Studies, Forthcoming, HEC Paris Research Paper No. FIN-2019-1331
Number of pages: 64 Posted: 16 Feb 2019 Last Revised: 16 May 2019
Daniel Schmidt
HEC Paris - Finance Department
Downloads 258 (189,961)
Citation 5

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Rumors, Cheap Talk, Investment Horizons, Information Efficiency

4.

Distracted Institutional Investors

Journal of Financial and Quantitative Analysis (forthcoming)
Number of pages: 62 Posted: 04 Jun 2016 Last Revised: 07 Feb 2019
Daniel Schmidt
HEC Paris - Finance Department
Downloads 249 (196,763)
Citation 17

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Inattention, Institutional Investors, Trading Behavior

5.

Price and Liquidity Spillovers during Fire Sale Episodes

HEC Paris Research Paper No. FIN -2017-1214
Number of pages: 72 Posted: 05 Jun 2017 Last Revised: 05 Feb 2019
Pekka Honkanen and Daniel Schmidt
HEC Paris and HEC Paris - Finance Department
Downloads 170 (279,561)
Citation 2

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Learning, Spillovers, Liquidity, Comovement, Rational Expectations

6.

Becoming Virtuous? Mutual Funds’ Reactions to ESG Scandals

Number of pages: 44 Posted: 14 Dec 2022 Last Revised: 21 Mar 2023
Bastian von Beschwitz, Fatima Zahra Filali Adib and Daniel Schmidt
Board of Governors of the Federal Reserve System, Copenhagen Business School - Department of Finance and HEC Paris - Finance Department
Downloads 134 (339,466)

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ESG, Mutual Fund Voting

7.

Learning from Noise? Price and Liquidity Spillovers Around Mutual Fund Fire Sales

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77 Posted: 04 Jun 2018
Pekka Honkanen and Daniel Schmidt
HEC Paris and HEC Paris - Finance Department
Downloads 116 (377,680)
Citation 4

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Learning from Prices, Fire Sales, Liquidity

8.

Fundamental Arbitrage Under the Microscope: Evidence from Detailed Hedge Fund Transaction Data

FEDS Working Paper No. 2021-22
Number of pages: 50 Posted: 30 Jun 2021
Sandro Lunghi, Daniel Schmidt and Bastian von Beschwitz
Inalytics Limited, HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 107 (400,044)
Citation 4

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9.

Passive Ownership and Short Selling

International Finance Discussion Paper No. 1365
Number of pages: 62 Posted: 05 May 2023
Daniel Schmidt and Bastian von Beschwitz
HEC Paris - Finance Department and Board of Governors of the Federal Reserve System
Downloads 18 (830,351)

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short selling, securities lending, etfs

10.

Insider Trading in the Bond Market: Evidence from Loan Sale Events

CEPR Discussion Paper No. DP10446
Number of pages: 52 Posted: 02 Mar 2015
Massimo Massa and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 1 (973,859)
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Corporate Bonds, Information Asymmetry, Loan Trading

11.

Noise Traders Incarnate: Describing a Realistic Noise Trading Process

CEPR Discussion Paper No. DP12434
Number of pages: 73 Posted: 17 Nov 2017
Joel Peress and Daniel Schmidt
INSEAD - Finance and HEC Paris - Finance Department
Downloads 0 (981,418)
Citation 5
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