Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

  • Darden School of Business

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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13

CROSSREF CITATIONS

17

Scholarly Papers (6)

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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
Patrick Augustin, Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 870 (39,188)
Citation 9

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

2.

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
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 512 (77,940)
Citation 8

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

3.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 80 Posted: 27 Aug 2018 Last Revised: 10 Jul 2022
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
Downloads 422 (98,014)
Citation 6

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

4.

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

CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 08 Jun 2021
Patrick Augustin, Patrick Augustin, Valeri Sokolovski, Marti G. Subrahmanyam and Davide Tomio
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 319 (133,726)
Citation 5

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

5.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 305 (140,241)

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

6.

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, Patrick Augustin, Menachem Brenner and Marti G. Subrahmanyam
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 5 (841,493)
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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