Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Journal of Financial Economics 122 (1), 86-115, 2016 | 168* | 2016 |
In sickness and in debt: The COVID-19 impact on sovereign credit risk P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Financial Economics 143 (3), 1251-1274, 2022 | 149 | 2022 |
The microstructure of the European sovereign bond market: A study of the Euro-zone crisis L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Unpublished working paper. New York University, New York, NY, 2013 | 55* | 2013 |
Central bank-driven mispricing L Pelizzon, MG Subrahmanyam, D Tomio SAFE Working Paper, 2024 | 32 | 2024 |
How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Monetary Economics 131, 2022 | 25* | 2022 |
Limits to arbitrage in sovereign bonds: Price and liquidity discovery in high-frequency quotedriven markets L Pelizzon, MG Subrahmanyam, D Tomio, J Uno The 41th European Finance Association Annual Meeting (EFA 2014), 2014 | 21 | 2014 |
A real cost of free trades: Retail option trading increases the volatility of underlying securities ML Lipson, D Tomio, J Zhang Darden Business School Working Paper, 2023 | 6 | 2023 |
Arbitraging liquidity D Tomio Available at SSRN 2872337, 2017 | 5 | 2017 |
Safe Asset Scarcity and Monetary Policy Transmission B Nguyen, D Tomio, M Vari Banque de France Working papers, 2023 | 3 | 2023 |
Option Greeks, Insider Trading, and the Heinz Acquisition D Tomio, P Augustin, M Brenner, MG Subrahmanyam UVA-F-1978, 2021 | | 2021 |