Working Papers

Working Papers

Sophie Moinas, Sébastien Pouget, Angela Torres (2023), “Intermittent power generation and risk premia in electricity futures markets.”

Nancy Hu, Sophie Moinas, Zexi Sun, and Giorgio Valente (2023), “Funding and market Liquidity in the European Treasury Bond Markets.

Selma Boussetta, Laurence Daures, and Sophie Moinas (2020), “Does a pre-open matter in fragmented markets?” (December 2020).

Bruno Biais, Thomas Mariotti, Sophie Moinas, and Sébastien Pouget (2017), “Asset pricing and risk sharing in a complete market: An experimental investigation”, Working Paper n°17-798, TSE, April 2017. Online appendix

Work in progress

Li Bao, Sophie Moinas, "Green certification"

Permanent Working Papers

Sophie Moinas, Minh Nguyen, and Giorgio Valente (2018), “Funding constraints and market liquidity in the European Treasury Bond Markets”, Working Paper n°17-814, TSE, August 2018. Online appendix

Bruno Biais, Fany Declerck, and Sophie Moinas (2017), “Who supplies liquidity, how and when?”, Working Paper n°17-818, TSE, June 2017.

Sophie Moinas (2010), “Hidden Limit Orders and Liquidity in Limit Order Markets”, Working Paper n°600, IDEI, March 2010.

 Fany Declerck, and Sophie Moinas (2010), “Trading Structure, Liquidity Rebates and Market Quality”, mimeo, May 2010.