Tamara Nefedova

Université Paris-Dauphine

Assistant Professor

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

http://www.tamaranefedova.com

SCHOLARLY PAPERS

7

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1,095

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Top 46,625

in Total Papers Citations

8

CROSSREF CITATIONS

3

Scholarly Papers (7)

Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families

Journal of Financial Economics (JFE), Forthcoming, Swiss Finance Institute Research Paper No. 13-19
Number of pages: 63 Posted: 18 Mar 2012 Last Revised: 27 Feb 2019
University of Lugano, Université Paris-Dauphine, EDHEC Business School and Netspar
Downloads 521 (54,175)
Citation 3

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Mutual fund families, Cross-trades, Performance-shifting, Monitoring, Opaque trading

Are Star Funds Really Shining? Cross-Trading and Performance Shifting in Mutual Fund Families

BIS Working Paper No. 577
Number of pages: 59 Posted: 30 Aug 2016
Alexander Eisele, Tamara Nefedova and Gianpaolo Parise
University of Lugano, Université Paris-Dauphine and EDHEC Business School
Downloads 80 (319,308)

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mutual funds, cross-trading, performance shifting, conflict of interests

2.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 169 (183,321)
Citation 2

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Trading Costs, Market Impact, Liquidity, Anomalies-based Investments

3.

Tippers and Tippees: Brokers’ Pre-Release of Price-Sensitive Information to Their VIP Clients

Number of pages: 47 Posted: 17 Dec 2012 Last Revised: 24 Feb 2019
Tamara Nefedova
Université Paris-Dauphine
Downloads 145 (208,608)
Citation 2

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broker-client relationship, analyst recommendations, institutional trading, private information

4.

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Number of pages: 36 Posted: 17 Jul 2019 Last Revised: 14 Oct 2019
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 110 (258,927)

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Trading Costs, Liquidity, Crowding, Bayesian Networks

5.

Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?

Number of pages: 66 Posted: 04 Jun 2018 Last Revised: 23 Feb 2019
Tamara Nefedova and Giuseppe Pratobevera
Université Paris-Dauphine and Vienna University of Economics and Business
Downloads 65 (354,969)
Citation 1

Abstract:

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IPO allocations, IPO aftermarket trading, laddering, flipping, institutional investors

6.

Predation versus Cooperation in Mutual Fund Families

Number of pages: 36 Posted: 12 Jun 2012 Last Revised: 14 Jan 2020
Alexander Eisele, Tamara Nefedova and Gianpaolo Parise
University of Lugano, Université Paris-Dauphine and EDHEC Business School
Downloads 5 (637,804)

Abstract:

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mutual fund families, front-running, distress, fire sales

7.

Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families

CEPR Discussion Paper No. DP12225
Number of pages: 60 Posted: 21 Aug 2017
Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg
Université Paris-Dauphine, EDHEC Business School and Netspar
Downloads 0 (691,345)
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Abstract:

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Cross-trades, Monitoring, Mutual fund families, Opaque trading, Performance-shifting