Author Page for Davide Tomio

Central Bank-Driven Mispricing

Journal of Financial Economics, volume 166, 2025[10.1016/j.jfineco.2025.104004], SAFE Working Paper No. 226

Number of pages: 105 Posted: 27 Aug 2018 Last Revised: 21 Feb 2025

Loriana Pelizzon, Marti G. Subrahmanyam and Davide Tomio

Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business

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Citation 6

Abstract:

2.

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

Journal of Financial Economics, volume 143, issue 3, 2022[10.1016/j.jfineco.2021.05.009]

Number of pages: 56 Posted: 29 May 2020 Last Revised: 21 Feb 2025

Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio

McGill University, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business

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Citation 53

Abstract:

3.

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 590 (97,366)

Abstract:

4.

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

Journal of Financial Economics, volume 122, issue 1, 2016[10.1016/j.jfineco.2016.06.001]

Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 21 Feb 2025

Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno

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 587 (98,021)

Citation 87

Abstract:

5.

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

Journal of Monetary Economics, volume 131, 2022[10.1016/j.jmoneco.2022.07.005], CFS Working Paper No. 540

Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 21 Feb 2025

Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio

McGill University, University of Alberta - School of Business, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business

Downloads 416 (148,749)

Citation 7

Abstract:

6.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017

Davide Tomio

Darden School of Business

Downloads 384 (162,868)

Abstract:

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

Davide Tomio, Patrick Augustin, Menachem Brenner and Marti G. Subrahmanyam

Darden School of Business, McGill University, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business

Downloads 11 (1,219,244)

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Davide Tomio

Darden School of Business

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Scholarly Papers (7)

Central Bank-Driven Mispricing

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

Arbitraging Liquidity

Abstract:

Option Greeks, Insider Trading, and the Heinz Acquisition

Abstract: