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 1 359 0 0 5 716
Arbitrage and Endogenous Market Integration 0 0 0 181 0 0 2 539
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 1 2 156 0 1 7 453
Consistent Measures of Risk 1 1 1 285 1 1 5 738
Endogenous Liquidity and Contagion 0 0 0 32 0 0 2 130
Equilibrium Asset Pricing with Systemic Risk 0 0 0 203 0 0 3 572
On Physics and Finance 0 0 2 431 0 0 3 875
On time-scaling of risk and the square–root–of–time rule 0 1 4 783 0 10 56 3,236
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 0 33 0 0 0 115
Rational Limits to Arbitrage 0 0 0 107 0 0 1 462
Risk Appetite and Endogenous Risk 1 5 13 431 4 9 28 1,037
Strategic Financial Innovation in Segmented Markets 0 0 0 24 0 0 1 155
Strategic Financial Innovation in Segmented Markets 0 0 0 66 0 0 5 275
Strategic Financial Innovation in Segmented Markets 0 0 1 25 0 1 6 116
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 0 1 211 0 0 2 639
Total Working Papers 2 8 25 3,327 5 22 126 10,058


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 0 50 0 0 1 177
Endogenous market integration, manipulation and limits to arbitrage 0 2 4 45 0 2 6 104
Equilibrium asset pricing with systemic risk 0 0 0 92 1 1 7 230
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 0 1 242 0 0 9 668
On time-scaling of risk and the square-root-of-time rule 1 1 5 266 2 10 29 842
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 0 40 0 0 3 169
Strategic Financial Innovation in Segmented Markets 0 1 2 34 1 2 4 110
The impact of risk regulation on price dynamics 2 4 6 213 2 5 18 489
Total Journal Articles 3 8 18 982 6 20 77 2,789


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 0 88 1 2 5 198
Total Chapters 0 0 0 88 1 2 5 198


Statistics updated 2022-05-04