Sandro Claudio Lera

MIT Connection Science

77 Massachusetts Avenue

Cambridge, MA 02139

United States

  • MIT Connection Science

SCHOLARLY PAPERS

7

DOWNLOADS

913

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

The Economics of Litigation Finance

Number of pages: 52 Posted: 14 May 2022 Last Revised: 10 Oct 2022
Sandro Claudio Lera, Robert Mahari and Moris Simon Strub
MIT Connection Science, Massachusetts Institute of Technology (MIT) - Human Dynamics Group and Southern University of Science and Technology - School of Business
Downloads 276 (171,329)

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litigation finance, third-party funding, economics of litigation, investment

2.

Price Dynamics with Circuit Breakers

Number of pages: 22 Posted: 02 Jul 2019 Last Revised: 01 Jul 2021
Sandro Claudio Lera, Didier Sornette and Florian Ulmann
MIT Connection Science, Risks-X, Southern University of Science and Technology (SUSTech) and ETH Zürich
Downloads 218 (215,593)

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circuit breaker, trading halt, magnet effect

3.

Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions

Swiss Finance Institute Research Paper No. 16-39
Number of pages: 23 Posted: 22 Jun 2016 Last Revised: 14 Jul 2016
Sandro Claudio Lera and Didier Sornette
MIT Connection Science and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 128 (338,183)

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firm size distribution, mergers and acquisitions, coagulation equation, econophysics

4.

Time for a New Antitrust Era: Refocusing Antitrust Law to Invigorate Competition in the 21st Century

Stanford Computational Antitrust (Vol. 1) 2021
Number of pages: 12 Posted: 18 Nov 2021
Robert Mahari, Sandro Claudio Lera and Alex Pentland
Massachusetts Institute of Technology (MIT) - Human Dynamics Group, MIT Connection Science and Massachusetts Institute of Technology (MIT)
Downloads 125 (344,143)

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computational antitrust, antitrust, computational law, artificial intelligence, algorithms, machine learning, mergers, CODEX, Stanford

5.

Non-Normal Interactions Create Socio-Economic Bubbles

Swiss Finance Institute Research Paper No. 22-43
Number of pages: 11 Posted: 24 May 2022
Didier Sornette, Sandro Claudio Lera, Jianhong Lin, Ke Wu and Ke Wu
Risks-X, Southern University of Science and Technology (SUSTech), MIT Connection Science, ETH Zürich and ETH Zurich - Department of Management, Technology, and Economics (D-MTEC)Southern University of Science and Technology
Downloads 115 (365,572)

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financial bubbles, non-normal matrices, social networks, sub-criticality, hierarchical networks, anticipating tipping points

6.

An Explicit Mapping of Currency Target Zone Models to Option Prices

Number of pages: 5 Posted: 16 Nov 2017
Sandro Claudio Lera and Didier Sornette
MIT Connection Science and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 51 (580,682)
Citation 2

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exchange rate dynamics, target zones, option pricing

7.

Currency Target Zones as Mirrored Options

https://jod.pm-research.com/content/26/3/53
Posted: 18 May 2017 Last Revised: 04 Oct 2019
Sandro Claudio Lera, Matthias Leiss and Didier Sornette
MIT Connection Science, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)

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Exchange rate dynamics, Target zones, Compound options