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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Top 9,978

in Total Papers Downloads

6,647

SSRN CITATIONS
Rank 4,691

SSRN RANKINGS

Top 4,691

in Total Papers Citations

204

CROSSREF CITATIONS

82

Scholarly Papers (10)

1.

Equilibrium Bitcoin Pricing

Journal of Finance, Forthcoming
Number of pages: 74 Posted: 17 Oct 2018 Last Revised: 22 Feb 2022
University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), Toulouse School of Economics, University Toulouse Capitole (TSM-Research), Toulouse School of Economics, University Toulouse Capitole (TSM-Research) and Vrije Universiteit Amsterdam
Downloads 2,268 (8,860)
Citation 55

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cryptocurrency, asset pricing, bitcoin, equilibrium, calibration

2.

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 Universite de Toulouse 1 Capitole
Downloads 2,169 (9,534)
Citation 106

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

3.

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), Toulouse School of Economics, University Toulouse Capitole (TSM-Research) and Toulouse School of Economics, University Toulouse Capitole (TSM-Research)
Downloads 1,065 (28,499)

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

Variation Margins, Fire Sales, and Information-Constrained Optimum

Review of Economic Studies, accepted for publication
Number of pages: 78 Posted: 30 Nov 2015 Last Revised: 24 Apr 2020
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 386 (104,746)
Citation 2

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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 (893,822)
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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 Universite de Toulouse 1 Capitole
Downloads 319 (130,155)

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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 200 (206,199)
Citation 11

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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 101 (351,580)
Citation 6

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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: 62 Posted: 06 Nov 2017 Last Revised: 15 Jan 2022
University of Toulouse 1 - Toulouse School of Economics (TSE), HEC Paris - Finance Department and University of California, Los Angeles
Downloads 16 (739,438)
Citation 1

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9.

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), Swiss Finance Institute and London School of Economics & Political Science (LSE)
Downloads 83 (397,017)
Citation 4

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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 39 (564,449)
Citation 2

Abstract:

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