Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 27,593

in Total Papers Downloads

3,497

SSRN CITATIONS
Rank 18,310

SSRN RANKINGS

Top 18,310

in Total Papers Citations

62

CROSSREF CITATIONS

13

Scholarly Papers (7)

1.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 29 May 2020 Last Revised: 11 Aug 2021
McGill UniversityMcGill University, Desautels Faculty of Management, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 954 (46,171)
Citation 48

Abstract:

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign

2.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 105 Posted: 27 Aug 2018 Last Revised: 08 Mar 2024
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 789 (59,872)
Citation 6

Abstract:

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Central Bank Interventions, Price Discovery, Sovereign Bonds, Futures Contracts, Arbitrage

3.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

Journal of Financial Economics (JFE), Vol. 122, No. 1, 2016
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 11 Aug 2021
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Darden School of Business and Waseda University
Downloads 571 (90,513)
Citation 14

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Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market

4.

A Real Cost of Free Trades: Retail Option Trading Increases the Volatility of Underlying Securities

Darden Business School Working Paper No. 4383463
Number of pages: 43 Posted: 13 Mar 2023
Marc L. Lipson, Davide Tomio and Jiang Zhang
University of Virginia - Darden School of Business, Darden School of Business and University of St. Thomas - Opus College of Business
Downloads 422 (130,421)

Abstract:

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Retail traders, Options, Robinhood, Volatility

5.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

Journal of Monetary Economics, Vol. 131, 2022, CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 23 Mar 2023
McGill UniversityMcGill University, Desautels Faculty of Management, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 398 (139,528)
Citation 7

Abstract:

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credit default swaps, credit risk, debt, demand and supply, OTC

6.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 356 (157,941)

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Limits to arbitrage, arbitrage trading, commonality in liquidity, cross-listed stocks

7.

Option Greeks, Insider Trading, and the Heinz Acquisition

Darden Case No. UVA-F-1978
Number of pages: 11 Posted: 21 Oct 2021 Last Revised: 10 Nov 2021
Darden School of Business, McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 7 (1,086,684)
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options, Greeks, insider trading, Berkshire Hathaway, 3G Capital, Warren Buffett, Heinz, M&A, mergers and acquisitions, SEC, derivative contract, derivatives, takeover, stock, put-call, arbitrage, Black-Scholes, option pricing, Terpins