Bruno Biais

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

Place Anatole-France

Toulouse Cedex, F-31042

France

SCHOLARLY PAPERS

10

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3,392

CITATIONS
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SSRN RANKINGS

Top 20,024

in Total Papers Citations

15

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 1,943 (7,000)
Citation 7

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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
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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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), McGill University - Desautels Faculty of Management, TSE-University of Toulouse 1 and VU Amsterdam
Downloads 243 (119,832)

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cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

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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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)
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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 184 (154,400)
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 Toulouse School of Economics
Downloads 135 (200,694)
Citation 1

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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
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)
Citation 3

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

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 4 (608,466)
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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 3 (588,021)

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