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 16 322 1 6 46 595
Arbitrage and Endogenous Market Integration 0 1 6 161 0 2 11 469
Asset Price Dynamics with Value-at-Risk Constrained Traders 1 1 8 119 4 4 21 340
Consistent Measures of Risk 3 9 46 218 10 24 115 463
Equilibrium Asset Pricing with Systemic Risk 1 7 28 125 5 18 93 300
On Physics and Finance 1 4 18 376 1 5 25 784
On time-scaling of risk and the square–root–of–time rule 9 23 90 534 31 99 382 1,922
Rational Asset Pricing Implications from Realistic Trading Frictions 0 1 2 25 1 3 6 73
Rational Limits to Arbitrage 0 1 6 100 9 21 42 375
Strategic Financial Innovation in Segmented Markets 0 0 2 11 1 1 6 70
Strategic Financial Innovation in Segmented Markets 0 0 4 60 3 3 13 206
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 1 1 10 164 1 7 36 505
Total Working Papers 17 50 236 2,215 67 193 796 6,102


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 0 6 36 1 4 31 109
Endogenous market integration, manipulation and limits to arbitrage 2 4 6 21 2 4 8 46
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 1 33 160 0 4 73 381
On time-scaling of risk and the square-root-of-time rule 2 9 34 144 5 17 92 435
Rational Asset Pricing Implications from Realistic Trading Frictions 0 3 5 24 0 3 9 86
The impact of risk regulation on price dynamics 2 5 15 79 5 10 39 174
Total Journal Articles 6 22 99 464 13 42 252 1,231


Statistics updated 2009-11-04