Access Statistics for Jean-Pierre Zigrand

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated? 1 2 20 304 6 13 62 547
Arbitrage and Endogenous Market Integration 0 0 1 155 0 2 7 458
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 1 4 108 0 11 19 316
Consistent Measures of Risk 6 8 43 168 13 30 105 341
Equilibrium Asset Pricing with Systemic Risk 2 5 39 93 6 14 72 201
On Physics and Finance 2 6 41 356 2 9 82 756
On time-scaling of risk and the square–root–of–time rule 10 46 123 435 48 144 441 1,503
Rational Asset Pricing Implications from Realistic Trading Frictions 1 2 3 23 1 5 10 66
Rational Limits to Arbitrage 0 0 3 94 2 8 23 332
Strategic Financial Innovation in Segmented Markets 0 1 2 9 1 6 25 64
Strategic Financial Innovation in Segmented Markets 0 2 9 55 1 5 37 190
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 3 9 149 1 10 34 459
Total Working Papers 22 76 297 1,949 81 257 917 5,233


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general equilibrium analysis of strategic arbitrage 0 4 12 30 3 10 29 77
Endogenous market integration, manipulation and limits to arbitrage 0 0 4 14 0 1 13 37
Highwaymen or heroes: Should hedge funds be regulated?: A survey 5 6 49 124 8 17 114 297
On time-scaling of risk and the square-root-of-time rule 6 18 52 107 9 47 172 331
Rational Asset Pricing Implications from Realistic Trading Frictions 0 1 6 18 1 6 25 75
The impact of risk regulation on price dynamics 1 8 19 62 2 12 40 131
Total Journal Articles 12 37 142 355 23 93 393 948


Statistics updated 2008-10-02