Sergei Glebkin

INSEAD

Boulevard de Constance

77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

3

DOWNLOADS

410

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Capital Market Equilibrium with Competition Among Institutional Investors

Number of pages: 29 Posted: 07 Mar 2012 Last Revised: 11 Jun 2013
Sergei Glebkin and Dmitry Makarov
INSEAD and HSE University, International College of Economics and Finance (ICEF)
Downloads 293 (119,782)
Citation 1

Abstract:

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G12, G29

2.

Simultaneous Multilateral Search

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 06 Jun 2019 Last Revised: 15 Dec 2019
Sergei Glebkin, Ji Shen and Bart Z. Yueshen
INSEAD, Peking University and INSEAD - Finance
Downloads 72 (369,649)
Citation 3

Abstract:

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all-to-all, request-for-quote, over-the-counter market, search, bargaining

3.

Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs

Swiss Finance Institute Research Paper No. 20-80
Number of pages: 73 Posted: 15 Sep 2020 Last Revised: 16 Sep 2020
Sergei Glebkin, Semyon Malamud and Alberto Teguia
INSEAD, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 45 (461,688)
Citation 2

Abstract:

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Price Impact, Higher Cumulants, Strategic Trading, Liquidity, CAPM