Tamara Nefedova

Université Paris-Dauphine

Assistant Professor

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

http://www.tamaranefedova.com

SCHOLARLY PAPERS

6

DOWNLOADS

873

CITATIONS

0

Scholarly Papers (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
University of Lugano, Université Paris-Dauphine, EDHEC and Netspar
Downloads 491 (55,289)

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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
Downloads 76 (313,839)

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

2.

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 137 (207,844)

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

3.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Number of pages: 34 Posted: 28 May 2019
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 99 (263,674)

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

4.

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 University of Lugano
Downloads 46 (397,233)

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

5.

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

Number of pages: 36 Posted: 17 Jul 2019
Amundi Asset Management, Capital Fund Management, Université Paris-Dauphine and Euronext Paris
Downloads 24 (498,104)

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Trading Costs, Liquidity, Crowding, Bayesian Networks

6.

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 and Netspar
Downloads 0 (661,885)
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Abstract:

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