Trading out of sight: An analysis of cross-trading in mutual fund families A Eisele, T Nefedova, G Parise, K Peijnenburg Journal of Financial Economics 135 (2), 359-378, 2020 | 38 | 2020 |
Stock market liquidity and the trading costs of asset pricing anomalies M Briere, CA Lehalle, T Nefedova, A Raboun Université Paris-Dauphine Research Paper, 2019 | 22 | 2019 |
Are star funds really shining? Cross-trading and performance shifting in mutual fund families A Eisele, T Nefedova, G Parise BIS Working Paper, 2016 | 12 | 2016 |
Modeling transaction costs when trades may be crowded: A Bayesian network using partially observable orders imbalance M Briere, CA Lehalle, T Nefedova, A Raboun Machine Learning for Asset Management: New Developments and Financial …, 2020 | 11 | 2020 |
Tippers and tippees: brokers’ pre-release of price-sensitive information to their VIP clients T Nefedova Available at SSRN 2188938, 2017 | 11 | 2017 |
Predation versus cooperation in mutual fund families A Eisele, T Nefedova, G Parise Available at SSRN 2082369, 2014 | 7 | 2014 |
Do institutional investors play hide-and-sell in the IPO aftermarket? T Nefedova, G Pratobevera Journal of Corporate Finance 64, 101627, 2020 | 5 | 2020 |
Are star funds really shining A Eisele, T Nefedova, G Parise Cross-trading and performance shifting in mutual fund families. SSRN 2023976, 2016 | 5 | 2016 |
On the origin of IPO Profits DC Brown, S Kovbasyuk, T Nefedova Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC …, 2021 | 2 | 2021 |
On the Origin of IPO Profits S Kovbasyuk, DC Brown, T Nefedova New Economic School (NES) Working Papers, 2021 | | 2021 |
Do institutional investors play hide-and-sell in the IPO aftermarket? G Pratobevera, T Nefedova Journal of Corporate Finance, 2020 | | 2020 |
Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families K Peijnenburg, G Parise, T Nefedova, A Eisele CEPR Discussion Papers, 2017 | | 2017 |
Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families T Nefedova, G Parise, K Peijnenburg CEPR Discussion Paper No. DP12225, 2017 | | 2017 |
Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families T Nefedova, G Parise, A Eisele Economics Papers from University Paris Dauphine, 2015 | | 2015 |
An empirical study of information flows and conflicts of interests in brokerage business and mutual fund industry T Nefedova | | 2014 |