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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SSRN CITATIONS
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Top 5,151

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174

CROSSREF CITATIONS

75

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 2,083 (8,152)
Citation 105

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

2.

Equilibrium Bitcoin Pricing

Number of pages: 41 Posted: 17 Oct 2018 Last Revised: 13 Jul 2020
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), University of Toulouse 1 - Toulouse School of Economics (TSE), TSE-University of Toulouse 1 and Vrije Universiteit Amsterdam
Downloads 1,111 (21,988)
Citation 39

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cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

3.

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), University of Toulouse 1 - Toulouse School of Economics (TSE) and TSE-University of Toulouse 1
Downloads 918 (28,883)

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

4.

Variation Margins, Fire Sales, and Information-Constrained Optimum

Downloads 313 (111,755)
Citation 2

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 312 (111,478)
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 (772,677)
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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 279 (126,249)

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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 182 (191,332)
Citation 12

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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 84 (338,637)
Citation 5

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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), Swiss Finance Institute and London School of Economics & Political Science (LSE)
Downloads 77 (356,382)
Citation 4

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9.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 9 (397,246)
Citation 1

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

NBER Working Paper No. w23986
Number of pages: 62 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 9 (698,539)
Citation 1

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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 26 (555,428)
Citation 1

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