Patrick L. Leoni
Personal Details
First Name: | Patrick |
Middle Name: | L. |
Last Name: | Leoni |
Suffix: | |
RePEc Short-ID: | ple815 |
| |
https://sites.google.com/site/patricklleoni/ | |
Affiliation
Kedge Business School
Marseille / Bordeaux, Francehttp://www.kedgebs.com/
RePEc:edi:euromfr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Lundtofte, Frederik & Leoni, Patrick, 2010.
"Growth Forecasts, Belief Manipulation and Capital Markets,"
Working Papers
2010:8, Lund University, Department of Economics, revised 30 May 2012.
- Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
- Lundtofte, Frederik & Leoni, Patrick, 2013. "Growth Forecasts, Belief Manipulation and Capital Markets," Knut Wicksell Working Paper Series 2013/15, Lund University, Knut Wicksell Centre for Financial Studies.
- Leoni, Patrick L., 2009. "Downside risk of derivative portfolios with mean-reverting underlyings," Discussion Papers on Economics 2/2009, University of Southern Denmark, Department of Economics.
- Jawadi, Fredj & Leoni, Patrick, 2009. "Threshold cointegration relationships between oil and stock markets," Discussion Papers on Economics 3/2009, University of Southern Denmark, Department of Economics.
- Patarick Leoni, 2007.
"A market microstructure explanation of IPOs underpricing,"
Economics Department Working Paper Series
n1770807, Department of Economics, National University of Ireland - Maynooth.
- Leoni, Patrick L., 2008. "A market microstructure explanation of IPOs underpricing," Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
- Patrick Leoni, 2007. "Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios," Economics Department Working Paper Series n1760607, Department of Economics, National University of Ireland - Maynooth.
- Patarick Leoni, 2007. "Psychological Aspects of Market Crashes," Economics Department Working Paper Series n1730407, Department of Economics, National University of Ireland - Maynooth.
- Patarick Leoni, 2006. "Regulatory Practices and the Impossibility to Extract Truthful Risk Information," Economics Department Working Paper Series n1680906, Department of Economics, National University of Ireland - Maynooth.
- Patarick Leoni, 2006. "Saturation Effect and Cyclical Herd Behavior," Economics Department Working Paper Series n1690906, Department of Economics, National University of Ireland - Maynooth.
- Patarick Leoni & Stephane Luchini, 2006.
"Designing the Financial Tools to Promote Universal Access to AIDS Care,"
Economics Department Working Paper Series
n1711106, Department of Economics, National University of Ireland - Maynooth.
- Leoni, Patrick & Luchini, Stéphane, 2011. "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
- Guilherme Carmona & Patrick Leoni, 2003. "Equilibrium non-panic bank failures," Nova SBE Working Paper Series wp424, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Patrick Leoni & St�phane Luchini, "undated". "Design the Financial Tool to Promote Universal Free Access to AIDS Care," IEW - Working Papers 214, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, "undated". "Learning in Repeated Games without Repeating the Game," IEW - Working Papers 215, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, "undated". "Banking Regulation without Commitment to Audit," IEW - Working Papers 251, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, "undated".
"Market Power, Survival and Accuracy of Predictions in Financial Markets,"
IEW - Working Papers
216, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni & St�phane Luchini, "undated". "Designing the Financial Tools to Promote Universal Free-Access to AIDS Care," IEW - Working Papers 227, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni & Pietro Senesi, "undated". "Existence and Global Attractivity of Stable Solutions in Neural Networks," IEW - Working Papers 198, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, "undated". "When Are Market Crashes Driven by Speculation?," IEW - Working Papers 197, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, "undated". "A Learning Theory for the Harsanyi's Doctrine in Repeated Games," IEW - Working Papers 196, Institute for Empirical Research in Economics - University of Zurich.
Articles
- P. Leoni & N. Vandaele & M. Vanmaele, 2014. "Hedging strategies for energy derivatives," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1725-1737, October.
- Lundtofte, Frederik & Leoni, Patrick, 2014.
"Growth forecasts, belief manipulation and capital markets,"
European Economic Review, Elsevier, vol. 70(C), pages 108-125.
- Lundtofte, Frederik & Leoni, Patrick, 2013. "Growth Forecasts, Belief Manipulation and Capital Markets," Knut Wicksell Working Paper Series 2013/15, Lund University, Knut Wicksell Centre for Financial Studies.
- Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.
- Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.
- Lagoarde-Segot, Thomas & Leoni, Patrick L., 2013.
"Pandemics of the poor and banking stability,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4574-4583.
- Thomas Lagoarde-Segot & Patrick L. Leoni, 2013. "Pandemics of the poor and banking stability," Post-Print hal-01499618, HAL.
- Patrick L. Leoni, 2013. "Hiv/Aids And Banking Stability In Developing Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 65(3), pages 225-237, July.
- Jawadi, Fredj & Leoni, Patrick, 2012. "Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.
- Patrick Leoni, 2012. "Rational expectations and monopolistic trades," Journal of Economics, Springer, vol. 107(2), pages 129-140, October.
- Leoni, Patrick, 2011. "The antagonism of push and pull strategies, and the current funding campaigns to fight orphan diseases," Social Science & Medicine, Elsevier, vol. 72(2), pages 202-205, January.
- Leoni, Patrick L., 2011. "Psychological determinants of occurrence and magnitude of market crashes," Economic Modelling, Elsevier, vol. 28(5), pages 2190-2196, September.
- Leoni, Patrick & Luchini, Stéphane, 2011.
"Designing the financial tools to promote universal access to AIDS care,"
Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
- Patarick Leoni & Stephane Luchini, 2006. "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics Department Working Paper Series n1711106, Department of Economics, National University of Ireland - Maynooth.
- Leoni Patrick L, 2009. "A Constructive Proof that Learning in Repeated Games Leads to Nash Equilibria," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-20, January.
- Patrick Leoni, 2009. "Market crashes, speculation and learning in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 217-229, May.
- Leoni, Patrick L., 2008.
"A market microstructure explanation of IPOs underpricing,"
Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
- Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics Department Working Paper Series n1770807, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni, 2008.
"Market power, survival and accuracy of predictions in financial markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
- Patrick L. Leoni, 2008. "Stop-loss strategies and derivatives portfolios," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 82-93.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Lundtofte, Frederik & Leoni, Patrick, 2010.
"Growth Forecasts, Belief Manipulation and Capital Markets,"
Working Papers
2010:8, Lund University, Department of Economics, revised 30 May 2012.
- Lundtofte, Frederik & Leoni, Patrick, 2014. "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, vol. 70(C), pages 108-125.
- Lundtofte, Frederik & Leoni, Patrick, 2013. "Growth Forecasts, Belief Manipulation and Capital Markets," Knut Wicksell Working Paper Series 2013/15, Lund University, Knut Wicksell Centre for Financial Studies.
Cited by:
- Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015.
"Fiscal targets. A guide to forecasters?,"
Working Paper Series
1834, European Central Bank.
- Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros, 2023. "Fiscal targets. A guide to forecasters?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 472-492, June.
- Joan Paredes & Javier J. Pérez & Gabriel Perez-Quirós, 2015. "Fiscal targets. A guide to forecasters?," Working Papers 1508, Banco de España.
- Pérez-Quirós, Gabriel & Pérez, Javier J & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," CEPR Discussion Papers 10553, C.E.P.R. Discussion Papers.
- Jawadi, Fredj & Leoni, Patrick, 2009.
"Threshold cointegration relationships between oil and stock markets,"
Discussion Papers on Economics
3/2009, University of Southern Denmark, Department of Economics.
Cited by:
- Burcu Kiran, 2011. "Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2011(2), pages 177-189.
- Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012. "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 7(1), pages 49-63, Enero-Jun.
- Semei Coronado & Omar Rojas, 2016. "A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico," Papers 1602.03271, arXiv.org.
- Patarick Leoni, 2007.
"A market microstructure explanation of IPOs underpricing,"
Economics Department Working Paper Series
n1770807, Department of Economics, National University of Ireland - Maynooth.
- Leoni, Patrick L., 2008. "A market microstructure explanation of IPOs underpricing," Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
Cited by:
- Guillermo Yañez & Carlos Maquieira, 2009. "Rendimiento de Ofertas Públicas Iniciales de Acciones en Chile: Evidencia Empírica entre 1994 y 2007," Serie de Documentos de Trabajo 02, Superintendencia de Valores y Seguros.
- Patrick Leoni, 2007.
"Monte-Carlo Estimations of the Downside Risk of Derivative Portfolios,"
Economics Department Working Paper Series
n1760607, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Leoni, Patrick L., 2009. "Downside risk of derivative portfolios with mean-reverting underlyings," Discussion Papers on Economics 2/2009, University of Southern Denmark, Department of Economics.
- Patarick Leoni, 2007.
"Psychological Aspects of Market Crashes,"
Economics Department Working Paper Series
n1730407, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Murphy, Austin, 2012. "Biology-induced effects on investor psychology and behavior," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 20-25.
- Leoni, Patrick L., 2011. "Psychological determinants of occurrence and magnitude of market crashes," Economic Modelling, Elsevier, vol. 28(5), pages 2190-2196, September.
- Patarick Leoni, 2006.
"Regulatory Practices and the Impossibility to Extract Truthful Risk Information,"
Economics Department Working Paper Series
n1680906, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Wai‐Hong Ho & Yong Wang, 2013. "Asymmetric Information, Auditing Commitment, and Economic Growth," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(2), pages 611-633, May.
- Patarick Leoni & Stephane Luchini, 2006.
"Designing the Financial Tools to Promote Universal Access to AIDS Care,"
Economics Department Working Paper Series
n1711106, Department of Economics, National University of Ireland - Maynooth.
- Leoni, Patrick & Luchini, Stéphane, 2011. "Designing the financial tools to promote universal access to AIDS care," Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
Cited by:
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundations of Trust and Social Preferences," IZA Discussion Papers 1641, Institute of Labor Economics (IZA).
- Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005.
"The Behavioral Effects of Minimum Wages,"
IZA Discussion Papers
1625, Institute of Labor Economics (IZA).
- Fehr, Ernst & Falk, Armin & Zehnder, Christian, 2005. "The Behavioural Effects of Minimum Wages," CEPR Discussion Papers 5115, C.E.P.R. Discussion Papers.
- Armin Falk & Ernst Fehr & Christian Zehnder, "undated". "The Behavioral Effects of Minimum Wages," IEW - Working Papers 247, Institute for Empirical Research in Economics - University of Zurich.
- Tania Singer & Ernst Fehr, 2005.
"The Neuroeconomics of Mind Reading and Empathy,"
American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
- Singer, Tania & Fehr, Ernst, 2005. "The Neuroeconomics of Mind Reading and Empathy," IZA Discussion Papers 1647, Institute of Labor Economics (IZA).
- Fehr, Ernst & ,, 2005. "The Neuroconomics of Mind Reading and Empathy," CEPR Discussion Papers 5128, C.E.P.R. Discussion Papers.
- Patrick Leoni, "undated".
"Learning in Repeated Games without Repeating the Game,"
IEW - Working Papers
215, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundations of Trust and Social Preferences," IZA Discussion Papers 1641, Institute of Labor Economics (IZA).
- Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005.
"The Behavioral Effects of Minimum Wages,"
IZA Discussion Papers
1625, Institute of Labor Economics (IZA).
- Fehr, Ernst & Falk, Armin & Zehnder, Christian, 2005. "The Behavioural Effects of Minimum Wages," CEPR Discussion Papers 5115, C.E.P.R. Discussion Papers.
- Armin Falk & Ernst Fehr & Christian Zehnder, "undated". "The Behavioral Effects of Minimum Wages," IEW - Working Papers 247, Institute for Empirical Research in Economics - University of Zurich.
- Tania Singer & Ernst Fehr, 2005.
"The Neuroeconomics of Mind Reading and Empathy,"
American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
- Singer, Tania & Fehr, Ernst, 2005. "The Neuroeconomics of Mind Reading and Empathy," IZA Discussion Papers 1647, Institute of Labor Economics (IZA).
- Fehr, Ernst & ,, 2005. "The Neuroconomics of Mind Reading and Empathy," CEPR Discussion Papers 5128, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Patrick Leoni, "undated".
"Market Power, Survival and Accuracy of Predictions in Financial Markets,"
IEW - Working Papers
216, Institute for Empirical Research in Economics - University of Zurich.
- Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
Cited by:
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundations of Trust and Social Preferences," IZA Discussion Papers 1641, Institute of Labor Economics (IZA).
- Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.
- Patrick Leoni, 2012. "Rational expectations and monopolistic trades," Journal of Economics, Springer, vol. 107(2), pages 129-140, October.
- Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005.
"The Behavioral Effects of Minimum Wages,"
IZA Discussion Papers
1625, Institute of Labor Economics (IZA).
- Fehr, Ernst & Falk, Armin & Zehnder, Christian, 2005. "The Behavioural Effects of Minimum Wages," CEPR Discussion Papers 5115, C.E.P.R. Discussion Papers.
- Armin Falk & Ernst Fehr & Christian Zehnder, "undated". "The Behavioral Effects of Minimum Wages," IEW - Working Papers 247, Institute for Empirical Research in Economics - University of Zurich.
- Tania Singer & Ernst Fehr, 2005.
"The Neuroeconomics of Mind Reading and Empathy,"
American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
- Singer, Tania & Fehr, Ernst, 2005. "The Neuroeconomics of Mind Reading and Empathy," IZA Discussion Papers 1647, Institute of Labor Economics (IZA).
- Fehr, Ernst & ,, 2005. "The Neuroconomics of Mind Reading and Empathy," CEPR Discussion Papers 5128, C.E.P.R. Discussion Papers.
- Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
- Patrick Leoni & St�phane Luchini, "undated".
"Designing the Financial Tools to Promote Universal Free-Access to AIDS Care,"
IEW - Working Papers
227, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundations of Trust and Social Preferences," IZA Discussion Papers 1641, Institute of Labor Economics (IZA).
- Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005.
"The Behavioral Effects of Minimum Wages,"
IZA Discussion Papers
1625, Institute of Labor Economics (IZA).
- Fehr, Ernst & Falk, Armin & Zehnder, Christian, 2005. "The Behavioural Effects of Minimum Wages," CEPR Discussion Papers 5115, C.E.P.R. Discussion Papers.
- Armin Falk & Ernst Fehr & Christian Zehnder, "undated". "The Behavioral Effects of Minimum Wages," IEW - Working Papers 247, Institute for Empirical Research in Economics - University of Zurich.
- Tania Singer & Ernst Fehr, 2005.
"The Neuroeconomics of Mind Reading and Empathy,"
American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
- Singer, Tania & Fehr, Ernst, 2005. "The Neuroeconomics of Mind Reading and Empathy," IZA Discussion Papers 1647, Institute of Labor Economics (IZA).
- Fehr, Ernst & ,, 2005. "The Neuroconomics of Mind Reading and Empathy," CEPR Discussion Papers 5128, C.E.P.R. Discussion Papers.
- Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005.
"Neuroeconomic Foundation of Trust and Social Preferences,"
CEPR Discussion Papers
5127, C.E.P.R. Discussion Papers.
- Patrick Leoni & Pietro Senesi, "undated".
"Existence and Global Attractivity of Stable Solutions in Neural Networks,"
IEW - Working Papers
198, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2007. "Calculating Tragedy: Assessing The Costs Of Terrorism," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 1-24, February.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, "undated". "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CREMA Working Paper Series 2004-23, Center for Research in Economics, Management and the Arts (CREMA).
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
- Patrick Leoni, "undated".
"When Are Market Crashes Driven by Speculation?,"
IEW - Working Papers
197, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2007. "Calculating Tragedy: Assessing The Costs Of Terrorism," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 1-24, February.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, "undated". "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CREMA Working Paper Series 2004-23, Center for Research in Economics, Management and the Arts (CREMA).
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
- Patrick Leoni, "undated".
"A Learning Theory for the Harsanyi's Doctrine in Repeated Games,"
IEW - Working Papers
196, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2007. "Calculating Tragedy: Assessing The Costs Of Terrorism," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 1-24, February.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, "undated". "Calculating Tragedy: Assessing the Costs of Terrorism," IEW - Working Papers 205, Institute for Empirical Research in Economics - University of Zurich.
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CREMA Working Paper Series 2004-23, Center for Research in Economics, Management and the Arts (CREMA).
- Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004.
"Calculating Tragedy: Assessing the Costs of Terrorism,"
CESifo Working Paper Series
1341, CESifo.
Articles
- P. Leoni & N. Vandaele & M. Vanmaele, 2014.
"Hedging strategies for energy derivatives,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1725-1737, October.
Cited by:
- Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2016. "Numerical Analysis On Local Risk-Minimization For Exponential Lévy Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-27, March.
- David B. Colwell & Nadima El‐Hassan & Oh Kang Kwon, 2021. "Variance minimizing strategies for stochastic processes with applications to tracking stock indices," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 430-446, June.
- Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2017. "Unit-linked life insurance policies: Optimal hedging in partially observable market models," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 149-163.
- Vedenov, Dmitry & Power, Gabriel J., 2022. "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Monika Harčariková, 2018. "Managing Price Risk in the Corn Market Using Option Strategies," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(3), pages 767-779.
- Hasan Dinçer & Serhat Yüksel & Fatih Pınarbaşı & Mehmet Ali Alhan, 2020. "Risky Financial Assets in Financial Integration and the Impacts of Derivatives on Banking Returns," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi (ed.), Risk Factors and Contagion in Commodity Markets and Stocks Markets, chapter 6, pages 133-159, World Scientific Publishing Co. Pte. Ltd..
- Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2015. "Numerical analysis on local risk-minimization forexponential L\'evy models," Papers 1506.03898, arXiv.org.
- Lundtofte, Frederik & Leoni, Patrick, 2014.
"Growth forecasts, belief manipulation and capital markets,"
European Economic Review, Elsevier, vol. 70(C), pages 108-125.
See citations under working paper version above.
- Lundtofte, Frederik & Leoni, Patrick, 2013. "Growth Forecasts, Belief Manipulation and Capital Markets," Knut Wicksell Working Paper Series 2013/15, Lund University, Knut Wicksell Centre for Financial Studies.
- Lundtofte, Frederik & Leoni, Patrick, 2010. "Growth Forecasts, Belief Manipulation and Capital Markets," Working Papers 2010:8, Lund University, Department of Economics, revised 30 May 2012.
- Lagoarde-Segot, Thomas & Leoni, Patrick L., 2013.
"Pandemics of the poor and banking stability,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4574-4583.
- Thomas Lagoarde-Segot & Patrick L. Leoni, 2013. "Pandemics of the poor and banking stability," Post-Print hal-01499618, HAL.
Cited by:
- Judit Temesvary & Andrew Wei, 2021. "Domestic Lending and the Pandemic: How Does Banks' Exposure to Covid-19 Abroad Affect Their Lending in the United States?," Finance and Economics Discussion Series 2021-056r1, Board of Governors of the Federal Reserve System (U.S.), revised 17 Nov 2021.
- Dr. Manohar Das Somani & Kaushal Kumar, 2020. "COVID-19 Impact on Banking Sector of India," Journal of Commerce and Trade, Society for Advanced Management Studies, vol. 15(1), pages 9-14, April.
- Roddy Allan & Ervi Liusman & Teddy Lu & Desmond Tsang, 2021. "The COVID-19 Pandemic and Commercial Property Rent Dynamics," JRFM, MDPI, vol. 14(8), pages 1-24, August.
- John W Goodell & Stéphane Goutte, 2020.
"Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis,"
Working Papers
halshs-02613277, HAL.
- Goodell, John W. & Goutte, Stephane, 2021. "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 38(C).
- Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
- Markus Eller & Reiner Martin & Lukas Vashold, 2021. "CESEE’s macroprudential policy response in the wake of the COVID-19 crisis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/21, pages 55-69.
- Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022. "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Bipasha Barua & Suborna Barua, 2021. "COVID-19 implications for banks: evidence from an emerging economy," SN Business & Economics, Springer, vol. 1(1), pages 1-28, January.
- Zheng, Chen & Zhang, Junru, 2021. "The impact of COVID-19 on the efficiency of microfinance institutions," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 407-423.
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020. "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic," Finance and Economics Discussion Series 2020-050, Board of Governors of the Federal Reserve System (U.S.).
- Nigmonov, Asror & Shams, Syed & Alam, Khorshed, 2024. "Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market," Emerging Markets Review, Elsevier, vol. 58(C).
- Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
- Guo, Wen-Chung & Tseng, Ping-Lun, 2023. "COVID-19, bank risk, and capital regulation: The aggregate shock and social distancing," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 155-173.
- John W Goodell & Stéphane Goutte, 2021. "Cryptocurrencies and COVID-19: What have we learned?," Working Papers halshs-03211702, HAL.
- Pius Babuna & Xiaohua Yang & Amatus Gyilbag & Doris Abra Awudi & David Ngmenbelle & Dehui Bian, 2020. "The Impact of COVID-19 on the Insurance Industry," IJERPH, MDPI, vol. 17(16), pages 1-14, August.
- Sylwester Kozak, 2021. "The Impact of COVID-19 on Bank Equity and Performance: The Case of Central Eastern South European Countries," Sustainability, MDPI, vol. 13(19), pages 1-15, October.
- Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Haelim Anderson & Jin-Wook Chang & Adam Copeland, 2020. "The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic," Staff Reports 928, Federal Reserve Bank of New York.
- Goodell, John W., 2020. "COVID-19 and finance: Agendas for future research," Finance Research Letters, Elsevier, vol. 35(C).
- Magwedere Margaret Rutendo & Marozva Godfrey, 2022. "The Nexus Between Bank Credit Risk and Liquidity: Does the Covid-19 Pandemic Matter? A Case of the Oligopolistic Banking Sector," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 152-171, June.
- Kanno, Masayasu, 2021. "Risk contagion of COVID-19 in Japanese firms: A network approach," Research in International Business and Finance, Elsevier, vol. 58(C).
- Temesvary, Judit & Wei, Andrew, 2024. "Domestic lending and the pandemic: How does banks’ exposure to COVID-19 abroad affect their lending in the United States?," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Kanno, Masayasu, 2024. "Assessing the impact of the COVID-19 crisis on sovereign default risk," Research in International Business and Finance, Elsevier, vol. 68(C).
- Hua Guo & Yang Zhang & Yanling Peng & Tong Luo & Hong Wang, 2022. "Does COVID-19 Affect Household Financial Behaviors? Fresh Evidence From China," SAGE Open, , vol. 12(3), pages 21582440221, August.
- Patrick L. Leoni, 2013.
"Hiv/Aids And Banking Stability In Developing Countries,"
Bulletin of Economic Research, Wiley Blackwell, vol. 65(3), pages 225-237, July.
Cited by:
- Judit Temesvary & Andrew Wei, 2021. "Domestic Lending and the Pandemic: How Does Banks' Exposure to Covid-19 Abroad Affect Their Lending in the United States?," Finance and Economics Discussion Series 2021-056r1, Board of Governors of the Federal Reserve System (U.S.), revised 17 Nov 2021.
- Keewon Moon & Wookjae Heo & Jae Min Lee & John E. Grable, 2023. "Financial Stress and COVID-19: A Comprehensive Analysis of the Factors Associated with the Pandemic," Risks, MDPI, vol. 11(12), pages 1-24, December.
- Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
- Liu, Shaowen & Caporin, Massimiliano & Paterlini, Sandra, 2021. "Dynamic network analysis of North American financial institutions," Finance Research Letters, Elsevier, vol. 42(C).
- Lagoarde-Segot, Thomas & Leoni, Patrick L., 2013.
"Pandemics of the poor and banking stability,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4574-4583.
- Thomas Lagoarde-Segot & Patrick L. Leoni, 2013. "Pandemics of the poor and banking stability," Post-Print hal-01499618, HAL.
- Bechlioulis, Alexandros P. & Karamanis, Dimitrios, 2020. "The impact of the Covid-19 lockdown on the i-banking use: An empirical inquiry from Greece," MPRA Paper 109392, University Library of Munich, Germany.
- Nigmonov, Asror & Shams, Syed & Alam, Khorshed, 2024. "Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market," Emerging Markets Review, Elsevier, vol. 58(C).
- Asror Nigmonov & Syed Shams, 2021. "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-28, December.
- Sylwester Kozak, 2021. "The Impact of COVID-19 on Bank Equity and Performance: The Case of Central Eastern South European Countries," Sustainability, MDPI, vol. 13(19), pages 1-15, October.
- Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Goodell, John W., 2020. "COVID-19 and finance: Agendas for future research," Finance Research Letters, Elsevier, vol. 35(C).
- Alexandros P. Bechlioulis & Dimitrios Karamanis, 2023. "Consumers’ changing financial behavior during the COVID-19 lockdown: the case of Internet banking use in Greece," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(3), pages 526-543, September.
- Malik, Arsalan Haneef & Rehman, Awais Ur & Khan, Mubashir Ali, 2020. "Disclosures relating to Covid-19 in the Malaysian banking industry: Theory and Practice," MPRA Paper 109224, University Library of Munich, Germany.
- Jawadi, Fredj & Leoni, Patrick, 2012.
"Nonlinearity, Cyclicity, And Persistence In Consumption And Income Relationships: Research In Honor Of Melvin J. Hinich,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 376-393, November.
Cited by:
- Fredj Jawadi & Ricardo M. Sousa, 2012.
"Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity,"
NIPE Working Papers
22/2012, NIPE - Universidade do Minho.
- Jawadi, Fredj & Sousa, Ricardo M., 2013. "Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity," Economic Modelling, Elsevier, vol. 32(C), pages 507-515.
- Fredj Jawadi & Richard Soparnot & Ricardo M. Sousa, 2017.
"Assessing financial and housing wealth effects through the lens of a nonlinear framework,"
Post-Print
hal-01650524, HAL.
- Jawadi, Fredj & Soparnot, Richard & Sousa, Ricardo M., 2017. "Assessing financial and housing wealth effects through the lens of a nonlinear framework," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 840-850.
- Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2016.
"Specification Testing for Nonlinear Multivariate Cointegrating Regressions,"
Monash Econometrics and Business Statistics Working Papers
14/16, Monash University, Department of Econometrics and Business Statistics.
- Dong, Chaohua & Gao, Jiti & Tjøstheim, Dag & Yin, Jiying, 2017. "Specification testing for nonlinear multivariate cointegrating regressions," Journal of Econometrics, Elsevier, vol. 200(1), pages 104-117.
- Chaohua Dong & Jiti Gao & Dag Tjostheim & Jiying Yin, 2014. "Specification Testing for Nonlinear Multivariate Cointegrating Regressions," Monash Econometrics and Business Statistics Working Papers 8/14, Monash University, Department of Econometrics and Business Statistics.
- Yener Coskun & Nicholas Apergis & Esra Alp Coskun, 2022. "Nonlinear responses of consumption to wealth, income, and interest rate shocks," Empirical Economics, Springer, vol. 63(3), pages 1293-1335, September.
- Fredj Jawadi & Ricardo M. Sousa, 2012. "Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation," NIPE Working Papers 24/2012, NIPE - Universidade do Minho.
- Fredj Jawadi & Ricardo M. Sousa, 2012.
"Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity,"
NIPE Working Papers
22/2012, NIPE - Universidade do Minho.
- Patrick Leoni, 2012.
"Rational expectations and monopolistic trades,"
Journal of Economics, Springer, vol. 107(2), pages 129-140, October.
Cited by:
- Leoni, Patrick L., 2013. "Survival in Cournot games," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 429-434.
- Leoni, Patrick & Luchini, Stéphane, 2011.
"Designing the financial tools to promote universal access to AIDS care,"
Journal of Health Economics, Elsevier, vol. 30(1), pages 181-188, January.
See citations under working paper version above.
- Patarick Leoni & Stephane Luchini, 2006. "Designing the Financial Tools to Promote Universal Access to AIDS Care," Economics Department Working Paper Series n1711106, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni, 2009.
"Market crashes, speculation and learning in financial markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(2), pages 217-229, May.
Cited by:
- Kukushkin, Nikolai S., 2015. "Robert Louis Stevenson's Bottle Imp: A strategic analysis," MPRA Paper 64639, University Library of Munich, Germany.
- Leoni, Patrick L., 2008.
"A market microstructure explanation of IPOs underpricing,"
Economics Letters, Elsevier, vol. 100(1), pages 47-48, July.
See citations under working paper version above.
- Patarick Leoni, 2007. "A market microstructure explanation of IPOs underpricing," Economics Department Working Paper Series n1770807, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni, 2008.
"Market power, survival and accuracy of predictions in financial markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
See citations under working paper version above.
- Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
- Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (3) 2005-01-02 2007-09-09 2007-10-13
- NEP-AFR: Africa (2) 2005-01-02 2005-02-01
- NEP-CMP: Computational Economics (2) 2004-08-23 2007-09-09
- NEP-EVO: Evolutionary Economics (2) 2004-08-23 2005-01-02
- NEP-FIN: Finance (2) 2005-01-02 2005-02-01
- NEP-MIC: Microeconomics (2) 2005-01-02 2005-01-02
- NEP-BEC: Business Economics (1) 2007-10-13
- NEP-CBA: Central Banking (1) 2010-08-21
- NEP-CFN: Corporate Finance (1) 2007-10-13
- NEP-CTA: Contract Theory and Applications (1) 2010-08-21
- NEP-EXP: Experimental Economics (1) 2007-10-13
- NEP-FOR: Forecasting (1) 2010-08-21
- NEP-HEA: Health Economics (1) 2005-01-02
- NEP-MST: Market Microstructure (1) 2007-10-13
- NEP-REG: Regulation (1) 2010-08-21
- NEP-RMG: Risk Management (1) 2007-09-09
- NEP-UPT: Utility Models and Prospect Theory (1) 2007-10-13
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