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Bruno Biais

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

Place Anatole-France

Toulouse Cedex, F-31042

France

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

10

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Rank 12,438

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Top 12,438

in Total Papers Downloads

3,646

CITATIONS

Rank 20,038

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Top 20,038

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15

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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 1,959 (7,047)

Citation 7

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Abstract:

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 625 (39,828)

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Abstract:

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 356 (79,775)

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Abstract:

cryptocurrency, asset pricing, bitcoin, equilibrium, GMM

4.

Variation margins, fire sales, and information-constrained optimum

Downloads 224 (130,493)

2

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 223 (130,700)

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Abstract:

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 (650,658)

Variation Margins, Fire Sales, and Information-Constrained Optimality

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Abstract:

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 196 (148,126)

Citation 1

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Abstract:

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 142 (195,912)

Citation 1

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Abstract:

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

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 66 (326,171)

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Abstract:

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 65 (328,789)

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Abstract:

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

9.

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

Downloads 6 (385,922)

1

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 6 (605,460)

Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing

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Abstract:

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 7 (573,661)

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Abstract:

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

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