Remy Praz

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Frederiksberg, DK-2000

Denmark

SCHOLARLY PAPERS

4

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CITATIONS
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19

Scholarly Papers (4)

1.

Asset Price Dynamics with Limited Attention

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 54 Posted: 01 Aug 2010 Last Revised: 17 Jun 2018
University of California, Berkeley - Haas School of Business, VU Amsterdam, Copenhagen Business School - Department of Finance and ASU WP Carey School of Business
Downloads 495 (55,667)
Citation 7

Abstract:

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Transitory Volatility, Limited Attention, Individuals, Institutions, Market Makers

2.

Equilibrium Asset Pricing with Both Liquid and Illiquid Markets

Number of pages: 80 Posted: 10 Jul 2014 Last Revised: 19 Nov 2015
Remy Praz
Copenhagen Business School - Department of Finance
Downloads 248 (122,376)
Citation 2

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Over-the-Counter Markets, Illiquidity Risk, Illiquidity Spillover

3.

Asymmetric Information and Inventory Concerns in Over-the-Counter Markets

Number of pages: 33 Posted: 10 Jul 2014 Last Revised: 20 Nov 2015
Julien Cujean and Remy Praz
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School - Department of Finance
Downloads 230 (131,967)
Citation 8

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Over-the-Counter Markets, Asymmetric Information, Inventory Concerns

4.

Equilibrium Commodity Trading

Number of pages: 48 Posted: 10 Jul 2014
Emmanuel Leclercq and Remy Praz
Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and Copenhagen Business School - Department of Finance
Downloads 156 (187,933)
Citation 5

Abstract:

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commodity markets, speculation, asymmetric information