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Jean-Pierre Zigrand

Global rank #11055 87%

Institution: London School of Economics (LSE)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.systemicrisk.ac.uk/people/jean-pierre-zigrand

First Publication: 2004

Most Recent: 2009

RePEc ID: pzi2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 1.01 6.70 0.00 8.71

Publication Statistics

Raw Publications 6
Coauthorship-Adjusted Count 7.74

Publications (6)

Year Article Journal Tier Authors
2009 Strategic Financial Innovation in Segmented Markets The Review of Financial Studies A 2
2008 Equilibrium asset pricing with systemic risk Economic Theory B 2
2006 On time-scaling of risk and the square-root-of-time rule Journal of Banking & Finance B 2
2006 Endogenous market integration, manipulation and limits to arbitrage Journal of Mathematical Economics B 1
2004 The impact of risk regulation on price dynamics Journal of Banking & Finance B 3
2004 A general equilibrium analysis of strategic arbitrage Journal of Mathematical Economics B 1