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 1 1 7 708
Arbitrage and Endogenous Market Integration 0 0 0 179 0 0 2 522
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 1 153 0 0 2 436
Consistent Measures of Risk 0 0 2 284 2 3 12 720
Endogenous Liquidity and Contagion 0 0 1 30 3 3 7 121
Equilibrium Asset Pricing with Systemic Risk 0 0 0 202 4 4 6 554
On Physics and Finance 0 0 0 427 0 0 1 868
On time-scaling of risk and the square–root–of–time rule 1 3 10 762 4 12 38 3,058
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 0 32 0 0 1 109
Rational Limits to Arbitrage 0 0 0 107 0 0 1 457
Risk Appetite and Endogenous Risk 1 2 16 379 8 14 52 887
Strategic Financial Innovation in Segmented Markets 0 0 0 66 0 4 5 263
Strategic Financial Innovation in Segmented Markets 0 1 1 22 2 4 6 96
Strategic Financial Innovation in Segmented Markets 0 0 0 24 1 4 7 150
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 0 2 210 0 2 7 624
Total Working Papers 2 6 34 3,235 25 51 154 9,573


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 1 1 1 48 1 2 3 166
Endogenous market integration, manipulation and limits to arbitrage 0 0 2 39 3 5 9 91
Equilibrium asset pricing with systemic risk 0 0 0 91 2 4 8 213
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 0 2 239 1 4 9 643
On time-scaling of risk and the square-root-of-time rule 1 1 3 236 2 4 15 741
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 1 39 0 0 1 162
Strategic Financial Innovation in Segmented Markets 0 0 1 30 3 4 5 97
The impact of risk regulation on price dynamics 0 1 10 202 2 3 20 429
Total Journal Articles 2 3 20 924 14 26 70 2,542


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Endogenous and Systemic Risk 0 1 3 85 0 1 6 166
Total Chapters 0 1 3 85 0 1 6 166


Statistics updated 2019-11-03