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SFI-PCD - Full Prof. Collin-Dufresne Chair

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1.	How Integrated are Credit and Equity Markets? Evidence from Index Options Collin-Dufresne, Pierre ; Junge, Benjamin ; Trolle, Anders B. Journal Of Finance (2024) 09 January 2024 \| Journal Articles \| Detailed record - Similar records
2.	PDF EPFL_TH9409 Essays in macro-finance and deep learning Gopalakrishna, Goutham ; Collin Dufresne, Pierre 2023 \| Theses \| Detailed record - Similar records
3.	Liquidity, Volume, and Order Imbalance Volatility Bogousslavsky, Vincent ; Collin-Dufresne, Pierre Journal Of Finance (2023) 05 June 2023 \| Journal Articles \| Detailed record - Similar records
4.	PDF EPFL_TH10116 Demand-based Asset Pricing: Theory, Estimation and Applications van der Beck, Philippe ; Collin Dufresne, Pierre 2023 \| Theses \| Detailed record - Similar records
5.	Insider trading with penalties Carre, Sylvain ; Collin-Dufresne, Pierre ; Gabriel, Franck Journal Of Economic Theory, 203, 105461 (2022) 01 July 2022 \| Journal Articles \| Detailed record - Similar records
6.	PDF EPFL_TH8498 Essays in Empirical Asset Pricing Marchal, Alexis Arilès ; Collin Dufresne, Pierre ; Hugonnier, Julien 2022 \| Theses \| Detailed record - Similar records
7.	Informed Trading in the Stock Market and Option Price Discovery Collin-Dufresne, Pierre ; Fos, Vyacheslav ; Muravyev, Dmitriy Journal of Financial and Quantitative Analysis, 56 (6), 1945-1984 (2021) 2021 \| Journal Articles \| Detailed record - Similar records
8.	Slow Moving Capital and Trade Execution Costs: Evidence from a major trading Glitch Collin Dufresne, Pierre ; Bogousslavsky, Vincent ; Mehmet, Saglam Journal of Financial Economics, 139 (3), 922-949 (2021) 2021 \| Journal Articles \| Detailed record - Similar records
9.	PDF EPFL_TH7878 Trading mechanisms in over-the-counter markets Vogel, Sebastian ; Collin Dufresne, Pierre 2020 \| Theses \| Detailed record - Similar records
10.	Market Structure and Transaction Costs of Index CDSs Collin-Dufresne, Pierre ; Junge, Benjamin ; Trolle, Anders B. Journal Of Finance, 75 (5), 2719-2763 (2020) 17 June 2020 \| Journal Articles \| Detailed record - Similar records

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