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Bruno Biais

University of Toulouse 1 - Toulouse School of Economics (TSE)

Place Anatole-France

Toulouse Cedex, F-31042

France

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University of Toulouse 1 - Toulouse School of Economics (TSE)
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SCHOLARLY PAPERS

10

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Rank 13,189

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Top 13,189

in Total Papers Downloads

3,392

CITATIONS

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Top 20,024

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15

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Scholarly Papers (10)

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1.

Equilibrium Fast Trading

AFA 2013 San Diego Meetings Paper, HEC Paris Research Paper No. 968/2013

Number of pages: 57 Posted: 19 Mar 2012 Last Revised: 23 Feb 2018

Bruno Biais, Thierry Foucault and Sophie Moinas

University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and Toulouse School of Economics

Downloads 1,943 (7,000)

Citation 7

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Abstract:

high frequency trading, liquidity, welfare, adverse selection, investment

2.

The Blockchain Folk Theorem

Swiss Finance Institute Research Paper No. 17-75

Number of pages: 71 Posted: 25 Jan 2018

Bruno Biais, Christophe Bisiere, Matthieu Bouvard and Catherine Casamatta

University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), McGill University - Desautels Faculty of Management and TSE-University of Toulouse 1

Downloads 537 (47,575)

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Abstract:

blockchain, forks, proof-of-work, distributed ledger, multiplicity of equilibria, coordination game

3.

Equilibrium Bitcoin Pricing

Number of pages: 31 Posted: 17 Oct 2018

Bruno Biais, Christophe Bisiere, Matthieu Bouvard, Catherine Casamatta and Albert J. Menkveld

University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), McGill University - Desautels Faculty of Management, TSE-University of Toulouse 1 and VU Amsterdam

Downloads 243 (119,832)

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Abstract:

cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

4.

Variation margins, fire sales, and information-constrained optimum

Downloads 216 (132,950)

2

Variation margins, fire sales, and information-constrained optimum

Number of pages: 60 Posted: 30 Nov 2015 Last Revised: 30 Aug 2018

Bruno Biais, Florian Heider and Marie Hoerova

University of Toulouse 1 - Toulouse School of Economics (TSE), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 215 (133,189)

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Abstract:

variation margins, fire sales, pecuniary externalities, constrained efficiency, macro-prudential regulation

Variation Margins, Fire Sales, and Information-Constrained Optimality

CEPR Discussion Paper No. DP13192

Number of pages: 63 Posted: 24 Sep 2018

Bruno Biais, Florian Heider and Marie Hoerova

University of Toulouse 1 - Toulouse School of Economics (TSE), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 1 (639,328)

Variation Margins, Fire Sales, and Information-Constrained Optimality

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Abstract:

constrained efficiency, fire sales, macro-prudential regulation, Pecuniary externalities, variation margins

5.

Who Supplies Liquidity, How and When?

BIS Working Paper No. 563

Number of pages: 34 Posted: 07 Jun 2016

Bruno Biais, Fany Declerck and Sophie Moinas

University of Toulouse 1 - Toulouse School of Economics (TSE), University of Toulouse 1 and Toulouse School of Economics

Downloads 184 (154,400)

Citation 1

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Abstract:

Liquidity, high-frequency trading, proprietary trading, adverse selection, electronic limit order book, short-term momentum, contrarian

6.

Endogenous Agency Problems and the Dynamics of Rents

Number of pages: 44 Posted: 04 May 2015

Bruno Biais and Augustin Landier

University of Toulouse 1 - Toulouse School of Economics (TSE) and Toulouse School of Economics

Downloads 135 (200,694)

Citation 1

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Abstract:

dynamic contracts, rents, optimal compensation, social norms

7.

Innovations, Rents and Risk

De Nederlandsche Bank Working Paper No. 356

Number of pages: 40 Posted: 09 Nov 2012

Bruno Biais, Jean-Charles Rochet and Paul Woolley

University of Toulouse 1 - Toulouse School of Economics (TSE), GFRI, University of Geneva and London School of Economics & Political Science (LSE)

Downloads 65 (323,515)

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8.

Clearing, Counterparty Risk and Aggregate Risk

ECB Working Paper No. 1481

Number of pages: 49 Posted: 18 Oct 2012

Bruno Biais, Florian Heider and Marie Hoerova

University of Toulouse 1 - Toulouse School of Economics (TSE), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 62 (331,336)

Citation 3

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Abstract:

Risk-sharing, moral hazard, optimal contracting, counterparty risk, central clearing counterparty, mutualization, aggregate and idiosyncratic risk

9.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 4 (420,505)

1

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

NBER Working Paper No. w23986

Number of pages: 73 Posted: 06 Nov 2017

Bruno Biais, Johan Hombert and Pierre-Olivier Weill

University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles

Downloads 4 (608,466)

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

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Abstract:

10.

Variation margins, fire sales, and information-constrained optimality

ECB Working Paper No. 2191

Number of pages: 69 Posted: 31 Oct 2018

Bruno Biais, Florian Heider and Marie Hoerova

University of Toulouse 1 - Toulouse School of Economics (TSE), European Central Bank (ECB) and European Central Bank (ECB)

Downloads 3 (588,021)

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Abstract:

variation margins, fire sales, pecuniary externalities, constrained efficiency, macro-prudential regulation

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