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? 0 0 1 358 2 5 6 707
Arbitrage and Endogenous Market Integration 0 0 0 179 0 0 3 522
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 1 1 153 0 1 2 436
Consistent Measures of Risk 0 0 3 284 0 3 9 716
Endogenous Liquidity and Contagion 0 0 1 30 0 2 5 118
Equilibrium Asset Pricing with Systemic Risk 0 0 0 202 0 1 6 550
On Physics and Finance 0 0 1 427 0 0 2 868
On time-scaling of risk and the square–root–of–time rule 0 2 8 759 0 7 38 3,043
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 1 32 0 0 2 109
Rational Limits to Arbitrage 0 0 0 107 0 0 2 457
Risk Appetite and Endogenous Risk 0 4 23 375 1 11 53 868
Strategic Financial Innovation in Segmented Markets 0 0 0 66 0 0 2 259
Strategic Financial Innovation in Segmented Markets 0 0 0 24 0 1 3 145
Strategic Financial Innovation in Segmented Markets 0 0 0 21 0 2 3 92
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 1 1 2 210 2 2 4 620
Total Working Papers 1 8 41 3,227 5 35 140 9,510


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 1 47 0 0 2 164
Endogenous market integration, manipulation and limits to arbitrage 0 0 2 39 0 0 4 86
Equilibrium asset pricing with systemic risk 0 0 0 91 1 3 7 209
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 1 3 239 0 1 8 639
On time-scaling of risk and the square-root-of-time rule 0 1 3 235 0 2 14 737
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 1 39 0 0 5 162
Strategic Financial Innovation in Segmented Markets 0 0 1 30 0 0 1 93
The impact of risk regulation on price dynamics 1 3 12 201 1 5 22 426
Total Journal Articles 1 5 23 921 2 11 63 2,516


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Endogenous and Systemic Risk 0 0 3 84 0 1 9 165
Total Chapters 0 0 3 84 0 1 9 165


Statistics updated 2019-07-03