Andrea Barbon

University of St. Gallen

Assistant Professor

Bodanstrasse 8

SIAW-HSG

St.Gallen, 9000

Switzerland

http://www.abarbon.com

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 14,743

in Total Papers Citations

74

CROSSREF CITATIONS

0

Ideas:
“  I'm currently working on the impact of option trading on the underlying price  ”

Scholarly Papers (3)

1.

Gamma Fragility

University of St.Gallen, School of Finance Research Paper No. 2020/05
Number of pages: 60 Posted: 16 Nov 2020 Last Revised: 19 Nov 2020
Andrea Barbon and Andrea Buraschi
University of St. Gallen and Imperial College Business School
Downloads 3,133 (4,228)

Abstract:

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Frictions, Momentum, Option Markets, Risk Management, Gamma Imbalance, Flash Crashes, Liquidity

2.
Downloads 1,495 ( 13,918)
Citation 21

Brokers and Order Flow Leakage: Evidence from Fire Sales

Forthcoming in Journal of Finance, Swiss Finance Institute Research Paper No. 17-61
Number of pages: 61 Posted: 23 Jun 2017 Last Revised: 15 Oct 2019
University of St. Gallen, Harvard Business School, USI Lugano and HEC
Downloads 1,143 (20,574)
Citation 17

Abstract:

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Predatory Trading, Back Running, Fire Sales, Brokers

Brokers and Order Flow Leakage: Evidence from Fire Sales

Harvard Business School Finance Working Paper No. 18-046
Number of pages: 61 Posted: 29 Nov 2017
University of St. Gallen, Harvard Business School, USI Lugano and HEC
Downloads 344 (99,928)
Citation 4

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Brokers and Order Flow Leakage: Evidence from Fire Sales

NBER Working Paper No. w24089
Number of pages: 60 Posted: 06 Dec 2017
University of St. Gallen, Harvard Business School, USI Lugano and HEC
Downloads 8 (706,047)

Abstract:

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3.

Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan

Swiss Finance Institute Research Paper No. 19-55, Forthcoming in The Review of Asset Pricing Studies
Number of pages: 68 Posted: 02 Mar 2017 Last Revised: 23 Oct 2019
Andrea Barbon and Virginia Gianinazzi
University of St. Gallen and Università della Svizzera italiana (USI), Lugano
Downloads 456 (72,534)
Citation 11

Abstract:

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ETFs, quantitative easing, portfolio balance channel, unconventional monetary policy, Bank of Japan