Christine A. Parlour

University of California, Berkeley - Finance Group

Haas School of Business

545 Student Services Building

Berkeley, CA 94720

United States

  • University of California, Berkeley - Finance Group

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    • Tel: 510-643-9391
SCHOLARLY PAPERS

28

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117

Scholarly Papers (28)

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1.

Decentralized Exchanges

Number of pages: 46 Posted: 16 Aug 2021 Last Revised: 21 Sep 2021
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 1,085 (27,957)

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Blockchain, Decentralized Finance, Automated Market Maker

2.

Cryptocurrencies: Stylized Facts on a New Investible Instrument

Number of pages: 27 Posted: 05 Jun 2018
Albert Hu, Albert Hu, Christine A. Parlour and Uday Rajan
University of California, Berkeley - Haas School of BusinessChangsha Intelligent Driving Institute, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 832 (40,592)
Citation 59

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cryptocurrencies, bitcoin, ico, initial coin offering, asset pricing

3.

When FinTech Competes for Payment Flows

Number of pages: 64 Posted: 24 Mar 2020 Last Revised: 02 Nov 2021
Christine A. Parlour, Uday Rajan and Haoxiang Zhu
University of California, Berkeley - Finance Group, Stephen M. Ross School of Business, University of Michigan and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 808 (42,240)
Citation 6

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FinTech, BigTech, payment, competition, banks, credit market

4.

Laying Off Credit Risk: Loan Sales versus Credit Default Swaps

Number of pages: 40 Posted: 06 Sep 2008 Last Revised: 28 Apr 2009
Christine A. Parlour and Andrew Winton
University of California, Berkeley - Finance Group and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 703 (50,890)
Citation 44

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loan sales, credit default swaps, credit risk, risk transfer, monitoring, banks

5.

Informed Traders and Limit Order Markets

Number of pages: 44 Posted: 29 Sep 2006 Last Revised: 12 Feb 2008
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 645 (56,933)
Citation 61

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limit order market, adverse selection, microstructure noise, asset pricing implications

6.

Equilibrium in a Dynamic Limit Order Market

Number of pages: 40 Posted: 16 Jun 2003
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 636 (57,942)
Citation 12

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Limit order markets, computational

7.

Miner Collusion and the BitCoin Protocol

Number of pages: 39 Posted: 17 Apr 2020 Last Revised: 10 May 2021
Alfred Lehar and Christine A. Parlour
University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
Downloads 564 (67,479)
Citation 12

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Bitcoin, Transaction Costs, Block-chain, Decentralized Finance

8.

Competition in Loan Contracts

Number of pages: 33 Posted: 01 Dec 1998
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 462 (86,245)
Citation 11

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9.

Payment for Order Flow

Number of pages: 40 Posted: 08 Jun 2001
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 388 (105,492)
Citation 7

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Market microstructure, competition in dealer markets

10.

Payment System Externalities

Journal of Finance, Forthcoming, Ross School of Business Paper No. 1337
Number of pages: 40 Posted: 03 Jan 2017 Last Revised: 29 Apr 2021
Christine A. Parlour, Uday Rajan and Johan Walden
University of California, Berkeley - Finance Group, Stephen M. Ross School of Business, University of Michigan and University of California, Berkeley - Finance Group
Downloads 367 (112,333)
Citation 6

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Payment Systems, Banks, Central Bank Digital Currency

11.

Competition for Listings

Number of pages: 45 Posted: 04 Jun 1999
Thierry Foucault and Christine A. Parlour
HEC Paris - Finance Department and University of California, Berkeley - Finance Group
Downloads 358 (115,466)
Citation 9

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12.

Information Acquisition in a Limit Order Market

EFA 2005 Moscow Meetings Paper, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 47 Posted: 07 Jan 2005
Ronald L. Goettler, Christine A. Parlour and Uday Rajan
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 350 (118,350)
Citation 9

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adverse selection, allocative efficiency, informational efficiency, dynamic games, limit order market

13.

Consumers as Financiers: Consumer Surplus, Crowdfunding, and Initial Coin Offerings

Number of pages: 47 Posted: 28 Dec 2018 Last Revised: 26 Jan 2021
Jeongmin Lee and Christine A. Parlour
Washington University in St. Louis - John M. Olin Business School and University of California, Berkeley - Finance Group
Downloads 309 (135,226)
Citation 13

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crowdfunding, initial coin offerings, consumer surplus, efficiency, speculative premium

14.

Winner's Curse: Theory and Experiments

GSIA Working Paper
Number of pages: 55 Posted: 24 Jan 2003
Vesna Prasnikar, Christine A. Parlour and Uday Rajan
Jozef Stefan Institute, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 253 (165,934)

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Experiments, rationing, common value auctions

15.

Rationing in Ipos

Number of pages: 56 Posted: 10 Apr 2003
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 236 (177,463)
Citation 37

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16.

Rationing and Common Values

GSIA Working Paper No. 2001-E7
Number of pages: 32 Posted: 09 Jun 2001
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 157 (255,052)
Citation 1

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common value auctions, rationing, winner's curse, IPO's

17.

Contracting on Credit Ratings: Adding Value to Public Information

Number of pages: 49 Posted: 01 Nov 2014 Last Revised: 30 Jan 2019
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 146 (270,462)
Citation 6

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credit rating, incomplete contract

18.

The Term Structure in an Exchange Economy with Two Trees

Number of pages: 35 Posted: 23 Jan 2009 Last Revised: 22 Mar 2011
Christine A. Parlour, Richard Stanton and Johan Walden
University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group
Downloads 141 (277,990)
Citation 1

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Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing

19.

Competition, Managerial Slack, and Corporate Governance

Number of pages: 44 Posted: 22 Mar 2011 Last Revised: 22 Oct 2014
Limor Golan, Christine A. Parlour and Uday Rajan
Washington University in St. Louis, Department of Economics, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 113 (327,357)
Citation 4

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Managerial Slack, Competition, Agency Cost

20.

Signaling Quality Via Queues

Chicago Booth Research Paper No. 10-18
Number of pages: 40 Posted: 07 Apr 2010
Laurens Debo, Christine A. Parlour and Uday Rajan
Dartmouth College - Tuck School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 113 (327,357)
Citation 10

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Queuing Game, Quality Signaling, Service Rate Selection

21.

Hedging Labor Income Risk

Riksbank Research Paper Series No. 86, Sveriges Riksbank Working Paper Series No. 255
Number of pages: 48 Posted: 23 Feb 2012
Sebastien Betermier, Thomas Jansson, Christine A. Parlour and Johan Walden
McGill University - Desautels Faculty of Management, Sveriges Riksbank - Research Division, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 104 (346,319)
Citation 20

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22.

Inferring Quality from a Queue

Chicago Booth Research Paper No. 09-26
Number of pages: 34 Posted: 13 Dec 2005 Last Revised: 02 Sep 2009
Laurens Debo, Christine A. Parlour and Uday Rajan
Dartmouth College - Tuck School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 94 (369,527)
Citation 2

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Herding, queuing

23.

Intermediated Markets with Posted Prices

GSIA Working Paper No. 2002-E14
Number of pages: 33 Posted: 15 Aug 2002
Christine A. Parlour and Uday Rajan
University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 69 (441,980)

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posted prices, beliefs, inefficient trade

24.

Racing to the Bottom: Competition and Quality

Number of pages: 27 Posted: 08 Nov 2007
Limor Golan, Christine A. Parlour and Uday Rajan
Washington University in St. Louis, Department of Economics, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 64 (459,213)

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market structure, moral hazard, quality

25.

Industrial Asset Pricing with Endogenous Business Cycles

Number of pages: 36 Posted: 29 Nov 2011 Last Revised: 17 Jul 2014
Marcus M. Opp, Christine A. Parlour and Johan Walden
Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 60 (474,114)

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26.

Markup Cycles, Dynamic Misallocation, and Amplification

Journal of Economic Theory, Forthcoming
Number of pages: 49 Posted: 11 Jul 2014
Marcus M. Opp, Christine A. Parlour and Johan Walden
Stockholm School of Economics - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Finance Group
Downloads 45 (537,033)
Citation 4

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Oligopolistic Competition, Markup Cycles, Allocative Efficiency, Dynamic Games, DSGE Models

27.

Hedging and Competition

Journal of Financial Economics (JFE), Forthcoming
Posted: 01 Apr 2009
Christine A. Parlour and Tingjun Liu
University of California, Berkeley - Finance Group and The University of Hong Kong

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28.

Liquidity-Based Competition for Order Flow

Posted: 22 Sep 1998
Duane J. Seppi and Christine A. Parlour
Carnegie Mellon University - David A. Tepper School of Business and University of California, Berkeley - Finance Group

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Other Papers (1)

Total Downloads: 73
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1.

The Long-Term Discount Rate

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 19 Feb 2009 Last Revised: 14 Jul 2009
Christine A. Parlour, Richard Stanton and Johan Walden
University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Finance Group
Downloads 73

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Term structure, yield curve, risk-free rate puzzle, two trees, Lucas model, asset pricing