Jean-Edouard Colliard

HEC Paris - Finance Department

Assistant Professor

France

SCHOLARLY PAPERS

9

DOWNLOADS
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3,545

CITATIONS
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SSRN RANKINGS

Top 20,169

in Total Papers Citations

15

Scholarly Papers (9)

Financial Transaction Taxes, Market Composition, and Liquidity

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 12 Feb 2013 Last Revised: 01 Nov 2016
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 778 (24,163)
Citation 1

Abstract:

Financial transaction tax, institutional trading, liquidity, high-frequency trading

Financial Transaction Taxes, Market Composition, and Liquidity

ECB Working Paper No. 2030
Number of pages: 98 Posted: 07 Mar 2017
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 24 (439,134)
Citation 1

Abstract:

Financial Transaction Tax, Institutional Trading, Liquidity, High-Frequency Trading

2.

Where the Risks Lie: A Survey on Systemic Risk

HEC Paris Research Paper No. FIN-2015-1088
Number of pages: 58 Posted: 15 Mar 2015 Last Revised: 09 Feb 2016
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 440 (13,764)

Abstract:

Banking, Macroprudential Regulation, Systemically Important Financial In- stitutions, Financial Crises, Too-Big-To-Fail

3.
Downloads 304 ( 80,907)
Citation 10

Trading Fees and Efficiency in Limit Order Markets

Number of pages: 57 Posted: 12 May 2011 Last Revised: 15 Mar 2013
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 296 (82,960)
Citation 10

Abstract:

Limit order markets, trading fees, make/take fees, inter-market competition, liquidity.

Trading Fees and Efficiency in Limit Order Markets

CEPR Discussion Paper No. DP8395
Number of pages: 68 Posted: 26 May 2011
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 8 (524,674)
Citation 10

Abstract:

inter-market competition, Limit order markets, liquidity, make/take fees, OTC markets, trading fees

Catching Falling Knives: Speculating on Liquidity Shocks

Number of pages: 54 Posted: 17 Oct 2012 Last Revised: 19 Nov 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 210 (118,703)
Citation 2

Abstract:

supply information, non-fundamental uncertainty, market crashes, arbitrage

Catching Falling Knives: Speculating on Market Overreaction

ECB Working Paper No. 1545
Number of pages: 53 Posted: 19 Jun 2013
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 74 (268,793)
Citation 2

Abstract:

market crashes, speculation, supply information, high-frequency trading

5.

Monitoring the Supervisors: Optimal Regulatory Architecture in a Banking Union

Number of pages: 41 Posted: 05 Jun 2013 Last Revised: 17 Apr 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 244 (80,624)
Citation 1

Abstract:

banking union, single supervisory mechanism, bank supervision, bank resolution, regulatory federalism

Strategic Selection of Risk Models and Bank Capital Regulation

Number of pages: 52 Posted: 03 Nov 2012 Last Revised: 27 Aug 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 169 (145,628)

Abstract:

Basel risk-weights, internal risk models, leverage ratio, tail risk

Rational Blinders: Strategic Selection of Risk Models and Bank Capital Regulation

ECB Working Paper No. 1641
Number of pages: 46 Posted: 15 Mar 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 31 (398,539)

Abstract:

Basel risk-weights, internal risk models, leverage ratio, tail risk

Multinational Banks and Supranational Supervision

HEC Paris Research Paper No. FIN-2016-1152
Number of pages: 57 Posted: 25 Apr 2016 Last Revised: 12 Jan 2017
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
University of Bologna, HEC Paris - Finance Department and University of Vienna
Downloads 127 (185,296)

Abstract:

Cross-Border Banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

Number of pages: 57 Posted: 07 Feb 2017
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
University of Bologna, HEC Paris - Finance Department and Centre for Economic Policy Research (CEPR)
Downloads 29 (407,780)

Abstract:

Cross-border banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

CEPR Discussion Paper No. DP11326
Number of pages: 56 Posted: 13 Jun 2016
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
University of Bologna, HEC Paris - Finance Department and University of Vienna
Downloads 1 (568,255)

Abstract:

Banking Union, Cross-border banks, Monitoring, Multinational banks, regulation, Supervision

8.

Cash Providers: Asset Dissemination over Intermediation Chains

CEPR Discussion Paper No. DP10747
Number of pages: 65 Posted: 18 Mar 2014 Last Revised: 16 Apr 2017
Jean-Edouard Colliard and Gabrielle Demange
HEC Paris - Finance Department and Paris School of Economics (PSE)
Downloads 83 (136,987)
Citation 1

Abstract:

intermediation chains, liquidity, OTC markets, dealer markets

9.

Optimal Supervisory Architecture and Financial Integration in a Banking Union

ECB Working Paper No. 1786
Number of pages: 46 Posted: 20 Jun 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 39 (149,499)

Abstract:

bank supervision; banking union; financial integration; regulatory federalism; single supervisory mechanism