Daniel Schmidt

HEC Paris - Finance Department

Assistant Professor

France

http://daniel-schmidt.eu

SCHOLARLY PAPERS

8

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Top 46,562

in Total Papers Downloads

921

SSRN CITATIONS
Rank 49,177

SSRN RANKINGS

Top 49,177

in Total Papers Citations

2

CROSSREF CITATIONS

8

Scholarly Papers (8)

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 252 (126,095)
Citation 8

Abstract:

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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 246 (129,286)
Citation 2

Abstract:

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Hedge Funds, Short Selling, Profitability, Limits of Arbitrage

3.

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 156 (196,459)
Citation 1

Abstract:

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Inattention, Institutional Investors, Trading Behavior

4.

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 124 (236,133)

Abstract:

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Rumors, Cheap Talk, Investment Horizons, Information Efficiency

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 107 (262,574)

Abstract:

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Learning, Spillovers, Liquidity, Comovement, Rational Expectations

6.

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 35 (461,405)

Abstract:

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Learning from Prices, Fire Sales, Liquidity

7.

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 (674,874)
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Corporate Bonds, Information Asymmetry, Loan Trading

8.

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 (691,973)
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