Sergei Glebkin

INSEAD

Boulevard de Constance

77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

7

DOWNLOADS

1,353

SSRN CITATIONS
Rank 42,038

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Top 42,038

in Total Papers Citations

17

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Capital Market Equilibrium with Competition Among Institutional Investors

Number of pages: 29 Posted: 07 Mar 2012 Last Revised: 28 Jul 2023
Sergei Glebkin and Dmitry Makarov
INSEAD and HSE University, International College of Economics and Finance (ICEF)
Downloads 327 (181,924)
Citation 2

Abstract:

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G12, G29

2.

Dealer Heterogeneity and Exchange Rates

Swiss Finance Institute Research Paper No. 18-56
Number of pages: 155 Posted: 22 Aug 2018 Last Revised: 11 Feb 2023
Swissquote Bank, INSEAD, Swissquote Bank, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 278 (215,785)
Citation 1

Abstract:

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Liquidity, Foreign Exchange, OTC markets, Price Impact, Market Power

3.

Illiquidity and Higher Cumulants

Swiss Finance Institute Research Paper No. 20-80, Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 15 Sep 2020 Last Revised: 16 Aug 2022
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 250 (239,855)
Citation 11

Abstract:

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Price Impact, Higher Cumulants, Strategic Trading, Liquidity

4.

Simultaneous Multilateral Search

Sergei Glebkin, Bart Zhou Yueshen, Ji Shen, Simultaneous Multilateral Search, The Review of Financial Studies, 2022;, hhac009, https://doi.org/10.1093/rfs/hhac009
Number of pages: 87 Posted: 06 Jun 2019 Last Revised: 11 Nov 2022
Sergei Glebkin, Bart Zhou Yueshen and Ji Shen
INSEAD, Singapore Management University - Lee Kong Chian School of Business and Peking University
Downloads 214 (278,464)
Citation 9

Abstract:

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

5.

Price Formation in the Foreign Exchange Market

Swiss Finance Institute Research Paper No. 23-68, INSEAD Working Paper No. 2023/63/FIN
Number of pages: 111 Posted: 29 Aug 2023 Last Revised: 20 Nov 2023
Swissquote Bank, INSEAD, Swissquote Bank, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 196 (301,964)

Abstract:

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Liquidity, Foreign Exchange, OTC markets, Price Impact, Market Power

6.

Strategic Trading with Wealth Effects

INSEAD Working Paper No. 2023/65/FIN, 23-116
Number of pages: 85 Posted: 21 Nov 2023 Last Revised: 27 Nov 2023
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 82 (586,195)

Abstract:

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Market Liquidity, Funding Liquidity, Price Impact, Strategic Trading, Wealth Effects

7.

CHILE

Number of pages: 76 Posted: 24 Oct 2024
Sergei Glebkin and Efstathios Avdis
INSEAD and University of Alberta - Department of Finance and Statistical Analysis
Downloads 6 (1,158,467)

Abstract:

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inefficient markets, information aggregation, rational expectations with non-CARA preferences, wealth effects