Pierre Collin‐Dufresne

发表的论文14 篇，按出版时间

1. 1
   How Integrated are Credit and Equity Markets? Evidence from Index OptionsJournal of Finance202333
2. 2
   Liquidity, Volume, and Order Imbalance VolatilityJournal of Finance202341
3. 3
   Slow-moving capital and execution costs: Evidence from a major trading glitchJournal of Financial Economics202037
4. 4
   Informed Trading in the Stock Market and Option-Price DiscoveryJournal of Financial and Quantitative Analysis202049
5. 5
   Market Structure and Transaction Costs of Index CDSsJournal of Finance20208
6. 6
   Liquidity regimes and optimal dynamic asset allocationJournal of Financial Economics201954
7. 7
   Activism, Strategic Trading, and LiquidityEconometrica201863
8. 8
   Asset Pricing When ‘This Time Is Different’Review of Financial Studies201682
9. 9
   Parameter Learning in General Equilibrium: The Asset Pricing ImplicationsAmerican Economic Review2016213
10. 10
    Insider Trading, Stochastic Liquidity, and Equilibrium PricesEconometrica2016181