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Davide Tomio
Davide Tomio
Darden School of Business - University of Virginia
Verified email at darden.virginia.edu - Homepage
Title
Cited by
Cited by
Year
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
169*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
1372022
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Unpublished working paper.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
57*2013
Central bank-driven mispricing
L Pelizzon, MG Subrahmanyam, D Tomio
SAFE Working Paper, 2022
312022
How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities
P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio
Journal of Monetary Economics 131, 2022
22*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
222014
Arbitraging liquidity
D Tomio
Available at SSRN 2872337, 2017
52017
A real cost of free trades: Retail option trading increases the volatility of underlying securities
ML Lipson, D Tomio, J Zhang
Available at SSRN 4383463, 2023
42023
Safe Asset Scarcity and Monetary Policy Transmission
B Nguyen, D Tomio, M Vari
Banque de France Working papers, 2023
2023
Option Greeks, Insider Trading, and the Heinz Acquisition
D Tomio, P Augustin, M Brenner, MG Subrahmanyam
UVA-F-1978, 2021
2021
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