Bruno Biais

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

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 11,002

SSRN RANKINGS

Top 11,002

in Total Papers Downloads

4,402

SSRN CITATIONS
Rank 6,092

SSRN RANKINGS

Top 6,092

in Total Papers Citations

113

CROSSREF CITATIONS

61

Scholarly Papers (10)

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 2,016 (7,416)
Citation 79

Abstract:

Loading...

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
University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), University of Toulouse 1 - Toulouse School of Economics (TSE) and TSE-University of Toulouse 1
Downloads 821 (29,774)

Abstract:

Loading...

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

3.

Equilibrium Bitcoin Pricing

Number of pages: 31 Posted: 17 Oct 2018
University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), University of Toulouse 1 - Toulouse School of Economics (TSE), TSE-University of Toulouse 1 and VU Amsterdam
Downloads 717 (35,882)
Citation 17

Abstract:

Loading...

cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

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 263 (119,211)
Citation 2

Abstract:

Loading...

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 (703,841)
  • Add to Cart

Abstract:

Loading...

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 239 (132,145)
Citation 1

Abstract:

Loading...

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 166 (185,188)
Citation 9

Abstract:

Loading...

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 79 (317,025)
Citation 2

Abstract:

Loading...

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
University of Toulouse 1 - Toulouse School of Economics (TSE), GFRI, University of Geneva and London School of Economics & Political Science (LSE)
Downloads 72 (334,301)
Citation 4

Abstract:

Loading...

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

NBER Working Paper No. w23986
Number of pages: 73 Posted: 06 Nov 2017
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 9 (633,380)
Citation 2

Abstract:

Loading...

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 19 (544,269)

Abstract:

Loading...

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