Alberto Teguia

Rice University, Jesse H. Jones Graduate School of Business, Students

PhD Student

Houston, TX

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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1,102

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (6)

Signaling in OTC Markets: Benefits and Costs of Transparency

Number of pages: 49 Posted: 09 Oct 2016 Last Revised: 06 May 2018
Kerry Back, Ruomeng Liu and Alberto Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 311 (108,386)
Citation 3

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OTC markets, Transparency, Signaling

Signaling in Over-the-Counter Markets: Benefits and Costs of Transparency

Number of pages: 40 Posted: 13 Nov 2017
Kerry Back, Ruomeng Liu and Alberto Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 43 (466,815)
Citation 1

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OTC markets, Transparency, Signaling

2.

Increasing Risk Aversion and Life-Cycle Investing

Number of pages: 28 Posted: 04 Apr 2015 Last Revised: 27 Jul 2017
Kerry Back, Ruomeng Liu and Alberto Teguia
Rice University - Jesse H. Jones Graduate School of Business, University of Nebraska at Lincoln and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 275 (124,225)
Citation 1

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Risk Aversion, Portfolio Choice

3.

Asymmetric Information and Liquidity Provision

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 50 Posted: 11 Aug 2014 Last Revised: 26 Jun 2015
Alberto Teguia
Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 191 (176,910)

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Asymmetric information, Predatory trading, Illiquidity, Regulation

4.

Asset Pricing with Large Investors

Swiss Finance Institute Research Paper No. 17-57
Number of pages: 58 Posted: 06 Nov 2017 Last Revised: 09 Jan 2018
Semyon Malamud and Alberto Teguia
Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 137 (234,411)

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Market Liquidity, Funding Liquidity, Price Impact, Strategic Trading

5.

Liquidity Provision in the Foreign Exchange Market

Swiss Finance Institute Research Paper No. 18-56
Number of pages: 83 Posted: 22 Aug 2018 Last Revised: 16 Jan 2019
Swissquote Bank, Swissquote Bank, University of Zurich, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 119 (262,694)
Citation 1

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Liquidity, Foreign Exchange, OTC markets, Price Impact, Market Power

6.

Asset Prices and Liquidity with Market Power and Non-Gaussian Payoffs

Swiss Finance Institute Research Paper No. 20-80
Number of pages: 73 Posted: 15 Sep 2020 Last Revised: 16 Sep 2020
Sergei Glebkin, Semyon Malamud and Alberto Teguia
INSEAD, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 26 (540,334)

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Price Impact, Higher Cumulants, Strategic Trading, Liquidity, CAPM