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Alberto M. Teguia
Alberto M. Teguia
Assistant Professor of Finance, University of British
Verified email at sauder.ubc.ca - Homepage
Title
Cited by
Cited by
Year
Sierpi\'nski Gasket Graphs and Some of Their Properties
AM Teguia, AP Godbole
arXiv preprint math/0509259, 2005
492005
Domination cover pebbling: graph families
J Gardner, AP Godbole, AM Teguia, AZ Vuong, N Watson, CR Yerger
arXiv preprint math/0507271, 2005
222005
A mathematical theory of stochastic microlensing. II. Random images, shear, and the Kac–Rice formula
AO Petters, B Rider, AM Teguia
Journal of mathematical physics 50 (12), 2009
212009
Asset prices and liquidity with market power and non-gaussian payoffs
S Glebkin, S Malamud, A Teguia
Swiss Finance Institute, 2020
132020
Signaling in OTC markets: benefits and costs of transparency
K Back, R Liu, A Teguia
Journal of Financial and Quantitative Analysis 55 (1), 47-75, 2020
132020
A mathematical theory of stochastic microlensing. I. Random time delay functions and lensing maps
AO Petters, B Rider, AM Teguia
Journal of mathematical physics 50 (7), 2009
92009
Increasing risk aversion and life-cycle investing
K Back, R Liu, A Teguia
Mathematics and Financial Economics 13, 287-302, 2019
82019
Asset Pricing with Large Investors
S Malamud, A Teguia
Swiss Finance Institute Research Paper, 2017
82017
Illiquidity and higher cumulants
S Glebkin, S Malamud, A Teguia
The Review of Financial Studies 36 (5), 2131-2173, 2023
62023
Liquidity provision in the foreign exchange market
F Gallien, S Kassibrakis, S Malamud, N Klimenko, A Teguia
Swiss Finance Institute Research Paper,(18-56), 2018
4*2018
Law of small numbers and hysteresis in asset prices and portfolio choices
A Teguia
Working Paper, 2017
22017
A Sierpinski graph and some of its properties
AM Teguia, AP Godbole
22004
Strategic Trading with Wealth Effects
S Glebkin, S Malamud, A Teguia
INSEAD Working Paper, 2023
12023
Signaling in Over-the-Counter Markets: Benefits and Costs of Transparency
K Back, R Liu, A Teguia
Available at SSRN 3068930, 2017
12017
Estimating asset pricing models with frictions
K Crotty, A Teguia
Economics letters 154, 24-27, 2017
12017
Extensions of the Cayley-Hamilton theorem with applications to elliptic operators and frames
AM Teguia
East Tennessee State University, 2005
12005
Price Formation in the Foreign Exchange Market
F Gallien, S Glebkin, S Kassibrakis, S Malamud, A Teguia
Swiss Finance Institute Research Paper, 2023
2023
Learning (Not) to Trade: Lindy's Law in Retail Traders
T Godina, S Kassibrakis, S Malamud, A Teguia, J Xu
Swiss Finance Institute Research Paper, 2020
2020
JFQA 2020 Symposium on the Microstructure of Fixed Income Markets A Survey of the Microstructure of Fixed-Income Markets Hendrik Bessembinder, Chester Spatt, and Kumar …
K Back, R Liu, A Teguia, T Hendershott, R Kozhan, V Raman, UST Market, ...
2020
Essays on Information Asymmetry, Strategic Trading, Liquidity, and Heterogeneity
A Mokak Teguia
2017
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