Bruno Biais

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

Place Anatole-France

Toulouse Cedex, F-31042

France

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

SCHOLARLY PAPERS

10

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4,098

CITATIONS
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Top 6,163

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131

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 1,990 (7,211)
Citation 34

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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 759 (31,866)

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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 558 (47,964)
Citation 7

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cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

4.

Variation Margins, Fire Sales, and Information-Constrained Optimum

Downloads 247 (123,020)
Citation 2

Variation Margins, Fire Sales, and Information-Constrained Optimum

Number of pages: 68 Posted: 30 Nov 2015 Last Revised: 08 Jun 2019
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 246 (123,004)
Citation 1

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variation margins, fire sales, pecuniary externality, moral hazard, constrained efficiency, 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 (681,267)
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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 225 (135,016)
Citation 1

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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 HEC
Downloads 151 (193,415)
Citation 7

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dynamic contracts, rents, optimal compensation, social norms

7.

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 76 (312,851)
Citation 1

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

8.

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 71 (325,039)
Citation 3

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9.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 7 (370,164)

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 7 (624,582)

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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 14 (554,523)

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