Skip to main content
  • VoxEU
    • Columns
    • Trump and Tariffs
    • Blogs&Reviews
    • VoxTalks
    • VideoVox
    • VoxEU Debates
    • About VoxEU
  • Research
    • Programme Areas
    • Research Policy Networks (RPNs)
    • Research Projects and Networks
    • Research Policies
    • Data Sets
  • Publications
    • Publication Series
    • Books and Reports
    • Discussion Papers
    • Covid Economics Papers
    • Policy Papers
    • Economic Policy Journal
    • Search All Publications
    • Archive
  • Events
    • Calls for Papers
    • Forthcoming Events
    • Past Events
    • Event Series
  • Audio and video
    • Search all multimedia content
    • VoxTalks
    • VideoVox
    • Vox Webcasts
    • Webinar Videos
  • About CEPR
    • People
    • News
    • Press
    • Governance
    • Support CEPR
    • Partners
    • Jobs at CEPR

Themes

  • Key Themes
  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Sustainable Finance
  • Ukraine Initiative
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Focus On
  • The Economic Consequences of the War
  • Trump & Tariffs

User account menu

  • Log in

User account menu

  • Log in

Themes

  • Key Themes
  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Sustainable Finance
  • Ukraine Initiative
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
  • Finance & Fintech
  • Health Economics
  • International Finance
  • International Trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Productivity and Innovation
  • Taxation
  • Focus On
  • The Economic Consequences of the War
  • Trump & Tariffs

Search the site

Search the site

There are 11 results

Research area

Selected filters
Discussion paper

DP19037 Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets

  • Ilias Filippou
  • Thomas Maurer
  • Luca Pezzo
  • Mark Taylor

2 May 2024
  • International Macroeconomics and Finance
  • F31
  • G11
  • G15
Discussion paper

DP17016 The Value of Arbitrage

  • Eduardo Dávila
  • Daniel Graves
  • Cecilia Parlatore Siritto

7 Feb 2022
  • Financial Economics
  • G12
  • G18
  • D61
Discussion paper

DP16527 What Alleviates Crowding in Factor Investing?

  • Victor DeMiguel
  • Alberto Martin-Utrera
  • Raman Uppal

9 Sep 2021
  • Financial Economics
  • G11
  • G12
  • G23
  • L11
Discussion paper

DP15123 Procyclical Asset Management and Bond Risk Premia

  • Alexandru Barbu
  • Christoph Fricke
  • Emanuel Moench

2 Aug 2020
  • Financial Economics
  • G11
  • G23
  • E43
Discussion paper

DP15104 Information, Market Power and Price Volatility

  • Dirk Bergemann
  • Tibor Heumann
  • Stephen Morris

27 Jul 2020
  • Industrial Organization
  • C72
  • D43
  • D44
  • D83
  • G12
Discussion paper

DP13457 Markets for Financial Innovation

  • Ana Babus
  • Kinda Hachem

15 Jan 2019
  • Financial Economics
  • D47
  • D86
  • G23
Discussion paper

DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation

  • Pierre Collin-Dufresne
  • Kent Daniel
  • Mehmet Saglam

19 Feb 2018
  • Financial Economics
  • D53
  • G11
  • G12
Discussion paper

DP12372 Activism, Strategic Trading, and Liquidity

  • Pierre Collin-Dufresne
  • Vyacheslav Fos
  • Tao Li
  • Alexander Ljungqvist

13 Oct 2017
  • Financial Economics
  • G14
  • G34
Discussion paper

DP11194 Anomalous Trading Prior to Lehman Brothers' Failure

  • Thomas Gehrig
  • Marlene Haas

27 Mar 2016
  • Economic History
  • Financial Economics
  • G00
  • G14
  • N00
  • N2
Discussion paper

DP10791 Information and Market Power

  • Dirk Bergemann
  • Stephen Morris
  • Tibor Heumann

30 Aug 2015
  • Industrial Organization
  • C72
  • C73
  • D43
  • D83
  • G12
Discussion paper

DP7804 The Price Impact of Institutional Herding

  • Andrea Prat
  • Amil Dasgupta
  • Michela Verardo

23 May 2010
  • Financial Economics
  • C7
  • G0
  • Themes & Current Issues
  • Artificial Intelligence
  • Business Cycles
  • Central Banking
  • Climate Change
  • Competition Policy
  • COVID-19
  • Development & Growth
  • Economic history
  • Energy
  • EU Economic Architecture
  • Exchange Rates
  • Finance and Fintech
  • Financial Markets
  • Financial Regulation and Banking
  • Health Economics
  • Inflation
  • International Finance
  • International trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Political Economy
  • Poverty and Income Inequality
  • Productivity and Innovation
  • Taxation
  • Ukraine Initiative
  • Women in Economics
Sign up to our newsletter
follow us
Copyright 2025 CEPR /designbysoapbox.com
  • Contact Us
  • Cookies
  • Privacy Policy
  • RSS Feeds