Alberto Teguia

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

PhD Student

Houston, TX

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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2,445

SSRN CITATIONS
Rank 28,963

SSRN RANKINGS

Top 28,963

in Total Papers Citations

31

CROSSREF CITATIONS

6

Scholarly Papers (9)

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 437 (119,248)
Citation 9

Abstract:

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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 78 (559,762)
Citation 1

Abstract:

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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 422 (125,550)
Citation 1

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Risk Aversion, Portfolio Choice

3.

Learning (Not) to Trade: Lindy's Law in Retail Traders

Swiss Finance Institute Research Paper No. 20-100
Number of pages: 44 Posted: 04 Dec 2020 Last Revised: 07 Dec 2020
affiliation not provided to SSRN, Swissquote Bank, Ecole Polytechnique Federale de Lausanne, Rice University, Jesse H. Jones Graduate School of Business, Students and University College London - Department of Computer Science
Downloads 339 (160,257)

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Trading, Investor behavior, Learning, Rationality

4.

Dealer Heterogeneity and Exchange Rates

Swiss Finance Institute Research Paper No. 18-56
Number of pages: 155 Posted: 22 Aug 2018 Last Revised: 11 Feb 2023
Swissquote Bank, INSEAD, Swissquote Bank, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 261 (210,558)
Citation 1

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

5.

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 256 (214,614)
Citation 2

Abstract:

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Market Liquidity, Funding Liquidity, Price Impact, Strategic Trading

6.

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 239 (229,740)

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Asymmetric information, Predatory trading, Illiquidity, Regulation

7.

Illiquidity and Higher Cumulants

Swiss Finance Institute Research Paper No. 20-80, Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 15 Sep 2020 Last Revised: 16 Aug 2022
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 215 (254,015)
Citation 10

Abstract:

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Price Impact, Higher Cumulants, Strategic Trading, Liquidity

8.

Price Formation in the Foreign Exchange Market

Swiss Finance Institute Research Paper No. 23-68, INSEAD Working Paper No. 2023/63/FIN
Number of pages: 111 Posted: 29 Aug 2023 Last Revised: 20 Nov 2023
Swissquote Bank, INSEAD, Swissquote Bank, Ecole Polytechnique Federale de Lausanne and Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 146 (356,363)

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

9.

Strategic Trading with Wealth Effects

INSEAD Working Paper No. 2023/65/FIN, 23-116
Number of pages: 85 Posted: 21 Nov 2023 Last Revised: 27 Nov 2023
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 52 (680,048)

Abstract:

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Market Liquidity, Funding Liquidity, Price Impact, Strategic Trading, Wealth Effects