Tamara Nefedova

ESCP Business School

Paris

France

  • ESCP Business School

SCHOLARLY PAPERS

8

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2,623

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20

Scholarly Papers (8)

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1.

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

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Citation 6

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
Alexander Eisele, Tamara Nefedova, Gianpaolo Parise and Kim Peijnenburg
University of Lugano, ESCP Business School, Tilburg University and Tilburg University
Downloads 743 (72,493)
Citation 6

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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, ESCP Business School and Tilburg University
Downloads 162 (389,941)

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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
Marie Briere, Charles‐Albert Lehalle, Tamara Nefedova and Amine Raboun
Amundi Asset Management, Capital Fund Management, ESCP Business School and Euronext Paris
Downloads 585 (99,952)
Citation 6

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

3.

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

Université Paris-Dauphine Research Paper No. 3420665
Number of pages: 36 Posted: 17 Jul 2019 Last Revised: 22 Feb 2022
Marie Briere, Charles‐Albert Lehalle, Tamara Nefedova and Amine Raboun
Amundi Asset Management, Capital Fund Management, ESCP Business School and Euronext Paris
Downloads 545 (109,209)
Citation 3

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Trading Costs, Liquidity, Crowding, Bayesian Networks

4.

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
ESCP Business School
Downloads 222 (292,726)
Citation 3

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

5.

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

Journal of Corporate Finance, Forthcoming
Number of pages: 67 Posted: 04 Jun 2018 Last Revised: 10 Apr 2020
Tamara Nefedova and Giuseppe Pratobevera
ESCP Business School and University of Bristol
Downloads 169 (376,193)
Citation 2

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

6.

On the Origin of IPO Profits

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC, Université Paris-Dauphine Research Paper No. 3947927
Number of pages: 61 Posted: 26 Oct 2021 Last Revised: 22 Feb 2022
David C. Brown, Sergey Kovbasyuk and Tamara Nefedova
University of Arizona - Department of Finance, New Economic School, Moscow and ESCP Business School
Downloads 126 (478,666)

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IPOs, Allocations, Institutional Investors, Underwriters, Money Left on the Table

7.

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, ESCP Business School and Tilburg University
Downloads 68 (714,780)

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

8.

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
ESCP Business School, Tilburg University and Tilburg University
Downloads 3 (1,306,448)
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Abstract:

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