Davide Tomio

Darden School of Business

Assistant Professor

100 Darden Boulevard

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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SSRN RANKINGS

Top 30,238

in Total Papers Downloads

2,158

SSRN CITATIONS
Rank 29,334

SSRN RANKINGS

Top 29,334

in Total Papers Citations

13

CROSSREF CITATIONS

17

Scholarly Papers (6)

1.

In Sickness and in Debt: The COVID-19 Impact on Sovereign Credit Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 29 May 2020 Last Revised: 11 Aug 2021
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 754 (43,777)
Citation 9

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COVID-19, coronavirus, credit risk, debt, fiscal capacity, pandemic, sovereign

2.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

Journal of Financial Economics (JFE), Vol. 122, No. 1, 2016
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 11 Aug 2021
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Darden School of Business and Waseda University
Downloads 500 (73,905)
Citation 8

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Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market

3.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 75 Posted: 27 Aug 2018 Last Revised: 24 Mar 2020
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Darden School of Business and Waseda University
Downloads 348 (114,455)
Citation 6

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Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage

4.

Arbitraging Liquidity

Number of pages: 78 Posted: 21 Nov 2016 Last Revised: 06 Jun 2017
Davide Tomio
Darden School of Business
Downloads 280 (142,143)

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Limits to arbitrage, arbitrage trading, commonality in liquidity, cross-listed stocks

5.

How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities

CFS Working Paper No. 540
Number of pages: 86 Posted: 09 Oct 2016 Last Revised: 08 Jun 2021
McGill UniversityMcGill University, Desautels Faculty of Management, HEC Montreal - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and Darden School of Business
Downloads 273 (146,416)
Citation 5

Abstract:

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credit default swaps, credit risk, debt, demand and supply, OTC

6.

Option Greeks, Insider Trading, and the Heinz Acquisition

Number of pages: 11 Posted: 21 Oct 2021
Darden School of Business, McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 3 (791,038)
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Options, Greeks, insider trading, Berkshire Hathaway, 3G Capital, Warren Buffett, Heinz, M&A, mergers and acquisitions, SEC, derivative contract, derivatives, takeover, stock, put-call, arbitrage, Black-Scholes, option pricing, Terpins