Julien Hugonnier

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1356-5070

Swiss Finance Institute, Ecole Polytechnique Fédérale de Lausanne and Centre for Economic Policy Research, 1015 Lausanne, Switzerland

Publications

• Asset Pricing with Costly Short Sales — Management Science 2025
• Frictional Intermediation in Over-the-Counter Markets — The Review of Economic Studies 2020
• Bank capital, liquid reserves, and insolvency risk — Journal of Financial Economics 2017
• Capital Supply Uncertainty, Cash Holdings, and Investment — The Review of Financial Studies 2015
• Asset pricing with arbitrage activity — Journal of Financial Economics 2015
• Health and (Other) Asset Holdings — The Review of Economic Studies 2013
• Endogenous Completeness of Diffusion Driven Equilibrium Markets — Econometrica 2012
• Heterogeneous preferences and equilibrium trading volume — Journal of Financial Economics 2007
• A General Formula for Valuing Defaultable Securities — Econometrica 2004