Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

  • Darden School of Business

SCHOLARLY PAPERS

4

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Top 42,750

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992

SSRN CITATIONS
Rank 37,377

SSRN RANKINGS

Top 37,377

in Total Papers Citations

4

CROSSREF CITATIONS

11

Scholarly Papers (4)

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1.

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

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 17 Apr 2019
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 469 (60,588)
Citation 7

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

2.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 61 Posted: 27 Aug 2018 Last Revised: 29 Oct 2018
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 189 (161,434)
Citation 3

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Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage

3.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 172 (175,598)

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

4.

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

CFS Working Paper No. 540
Number of pages: 59 Posted: 09 Oct 2016 Last Revised: 22 Nov 2018
Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Department of Finance and Darden School of Business
Downloads 162 (184,749)
Citation 5

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Credit Default Swaps, Credit Risk, Financial Intermediaries, OTC, Systemic Risk