Stefano Lovo

HEC Paris - Finance Department

1 rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

19

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7,518

SSRN CITATIONS
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Top 16,539

in Total Papers Citations

38

CROSSREF CITATIONS

28

Scholarly Papers (19)

1.

ESG Investing: How to Optimize Impact?

HEC Paris Research Paper No. FIN-2020-1363
Number of pages: 60 Posted: 30 Jan 2020 Last Revised: 12 Feb 2020
Augustin Landier and Stefano Lovo
HEC and HEC Paris - Finance Department
Downloads 2,938 (6,646)
Citation 6

Abstract:

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Sustainable Finance, Socially Responsible Investing, Impact Investing, Green Finance, ESG

2.

Herding in Equity Crowdfunding

Paris December 2018 Finance Meeting EUROFIDAI - AFFI, RAND Journal of Economics, Forthcoming
Number of pages: 77 Posted: 08 Dec 2017 Last Revised: 09 Jan 2023
HEC Paris - Economics and Decision Sciences, Universidad de Los Andes, HEC Paris - Finance Department and University of Oxford - Said Business School
Downloads 822 (45,588)
Citation 18

Abstract:

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Equity crowdfunding, Alternative finance, Start-ups, Entrepreneurship, Entrepreneurial finance, Herding, Dynamic Models

3.

Risk Aversion and Herd Behavior in Financial Markets

Number of pages: 37 Posted: 10 Mar 2002
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris - Finance Department
Downloads 797 (47,513)
Citation 3

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4.

A Model of Trading in the Art Market

American Economic Review, Vol. 108, No. 3, 2018
Number of pages: 73 Posted: 26 Feb 2020
Stefano Lovo and Christophe Spaenjers
HEC Paris - Finance Department and University of Colorado Boulder - Leeds School of Business
Downloads 777 (49,221)
Citation 9

Abstract:

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art; auctions; endogenous trading; price indexes; private values; returns

5.

Divisional Buyouts by Private Equity and the Market for Divested Assets

Number of pages: 45 Posted: 22 Mar 2011 Last Revised: 27 Sep 2018
Toulouse School of Economics, HEC Paris - Finance Department, HEC Paris and Arizona State University
Downloads 572 (73,270)
Citation 7

Abstract:

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Divisional buyouts, asset sales, private equity, restructuring, corporate auctions

6.

Natural Barrier to Entry in the Credit Rating Industry

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 22 Oct 2010 Last Revised: 15 Mar 2013
Doh-Shin Jeon and Stefano Lovo
Toulouse School of Economics (TSE) and HEC Paris - Finance Department
Downloads 237 (195,550)
Citation 11

Abstract:

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Credit Rating, Entry Barrier, Reputation, Credit Constraint, Private Information

7.

Algorithmic Pricing and Liquidity in Securities Markets

HEC Paris Research Paper No. FIN-2022-1459
Number of pages: 45 Posted: 20 Oct 2022 Last Revised: 09 Dec 2022
HEC Paris - Finance Department, HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 180 (251,695)

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Algorithmic pricing, Market Making, Adverse Selection, Market Power, Reinforcement learning

8.

On Some Collusive and Signaling Equilibria in Ascending Auctions for Multiple Objects

Number of pages: 21 Posted: 11 Oct 2001
University College London, Italian Procurement Agency (Consip S.p.A.), Universitat Pompeu Fabra - Department of Economics and Business and HEC Paris - Finance Department
Downloads 143 (305,108)
Citation 2

Abstract:

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Multi-unit auctions, ascending auctions, FCC auctions, collusion, retaliation

Equity and Cash in Intercorporate Asset Sales: Theory and Evidence

Number of pages: 47 Posted: 07 Mar 2007
Toulouse School of Economics, HEC Paris - Finance Department, Louisiana State University, Baton Rouge - Department of Finance and Arizona State University
Downloads 131 (327,535)
Citation 8

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Asset sales, means of payment, auctions, two-sided asymmetric information

Equity and Cash in Intercorporate Asset Sales: Theory and Evidence

The Review of Financial Studies, Vol. 22, Issue 2, pp. 681-714, 2009
Posted: 25 Jan 2009
Toulouse School of Economics, HEC Paris, Arizona State University and HEC Paris - Finance Department

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D44, G34

10.

Linkage Principle, Multi-Dimensional Signals and Blind Auctions

Number of pages: 12 Posted: 18 Sep 2003
Thierry Foucault and Stefano Lovo
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 128 (332,286)
Citation 4

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Auction Theory, Linkage Principle, Multidimensional Signals, Blind Auctions

11.

Markov Perfect Equilibria in Stochastic Revision Games

HEC Paris Research Paper No. ECO/SCD-2015-1093
Number of pages: 32 Posted: 24 Jun 2015 Last Revised: 25 Jun 2015
Stefano Lovo and Tristan Tomala
HEC Paris - Finance Department and HEC Paris - Economics & Decision Sciences
Downloads 127 (334,203)
Citation 4

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12.

Preopening and Equilibrium Selection

Tinbergen Institute Discussion Paper 10-023/2
Number of pages: 53 Posted: 23 Feb 2010
Riccardo Calcagno and Stefano Lovo
Politecnico di Torino and HEC Paris - Finance Department
Downloads 126 (336,152)
Citation 7

Abstract:

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Preopening, equilibrium selection, bargaining, cheap talk

13.

Market Informational Inefficiency, Risk Aversion and Quantity Grid

Number of pages: 29 Posted: 01 Aug 2003
J. P. Decamps and Stefano Lovo
University of Toulouse 1 - Groupe de Recherche en Economie Mathématique et Quantitative (GREMAQ) and HEC Paris - Finance Department
Downloads 111 (368,207)
Citation 1

Abstract:

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Informational efficiency, quantity grid, stock splits

14.

Natural Barrier to Entry in the Credit Rating Industry

Number of pages: 31 Posted: 16 Mar 2010
Doh-Shin Jeon and Stefano Lovo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and HEC Paris - Finance Department
Downloads 104 (385,114)
Citation 1

Abstract:

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Credit Rating, Entry Barrier, Market Structure, Reputation, Private Information

15.

Robust Price Formation

Number of pages: 48 Posted: 19 Mar 2012 Last Revised: 01 Apr 2015
Johannes Horner, Stefano Lovo and Tristan Tomala
Yale University - Cowles Foundation, HEC Paris - Finance Department and HEC Paris - Economics & Decision Sciences
Downloads 91 (420,438)

Abstract:

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financial market microstructure, belief-free equilibria, informed market makers, price volatility

16.

On the Information Content of the Order Flow: An Experiment

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 35 Posted: 13 Oct 2008
Universite de Toulouse - (IDEI - CRG), University of Toulouse 1 - Toulouse School of Economics (TSE) and HEC Paris - Finance Department
Downloads 81 (450,971)

Abstract:

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17.

Credit Rating Agencies, Information Asymmetry and US Bond Liquidity

Journal of Business Finance and Accounting, Forthcoming , HEC Paris Research Paper No. FIN-2022-1456
Number of pages: 59 Posted: 04 Apr 2022 Last Revised: 09 Dec 2022
HEC Paris - Finance Department, Université Paris I Panthéon-Sorbonne and PSB Paris School of Business
Downloads 67 (500,888)

Abstract:

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rating; volatility; bid-ask spread; price discovery process

18.

Belief-Free Equilibria in Games with Incomplete Information: Characterization and Existence

Cowles Foundation Discussion Paper No. 1739
Number of pages: 71 Posted: 04 Nov 2009
Johannes Horner, Stefano Lovo and Tristan Tomala
Yale University - Cowles Foundation, HEC Paris - Finance Department and Université Paris I Panthéon-Sorbonne
Downloads 66 (504,854)
Citation 14

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Repeated games with incomplete information, Harsanyi doctrine, Belief-free equilibria

19.

No-Trade in Second-Price Auctions with Entry Costs and Secret Reserve Prices

Economics Letters, Vol. 156, July 2017
Number of pages: 8 Posted: 07 Jun 2016 Last Revised: 23 Sep 2018
Stefano Lovo and Christophe Spaenjers
HEC Paris - Finance Department and University of Colorado Boulder - Leeds School of Business
Downloads 20 (769,989)

Abstract:

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auctions; entry; participation costs; reserve prices; no-trade equilibria