Philippe Jorion

University of California, Irvine — United States

Economics, Econometrics and Finance · Social Sciences

56h-index18.5kcitations150works12.82yr avg
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Research Topics

Financial Markets and Investment Strategies(73), Monetary Policy and Economic Impact(28), Insurance and Financial Risk Management(28), Banking stability, regulation, efficiency(24), Corporate Finance and Governance(23)

Publications150 total

The “Actual Retail Price” of Equity Trades
The Journal of Finance·2025· 1 citedOpen Access
Do Banks Trade on Private Information? Evidence from Bank-Insurer CDS Trading
SSRN Electronic Journal·2025Open Access
Who is Minding the Store? Order Routing and Competition in Retail Trade Execution
Finance and Economics Discussion Series·2024Open Access
A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ
The Journal of Finance·2024· 62 citedOpen Access
Some Anonymous Options Trades Are More Equal than Others
SSRN Electronic Journal·2024· 1 citedOpen Access
Who Is Minding the Store? Order Routing and Competition in Retail Trade Execution
SSRN Electronic Journal·2023· 7 citedOpen Access
The 'Actual Retail Price' of Equity Trades
SSRN Electronic Journal·2022· 20 citedOpen Access
A (Sub)penny For Your Thoughts: Tracking Retail Investor Activity in TAQ
SSRN Electronic Journal·2022· 87 citedOpen Access
Hedge Funds and Financial Misreporting
Oxford University Press eBooks·2021
Hedge Funds vs. Alternative Risk Premia
Financial Analysts Journal·2021· 3 citedOpen Access
Hedge Funds vs. Alternative Risk Premia
2021
Financial Risk Manager Handbook Plus Test Bank
John Wiley & Sons, Inc. eBooks·2021· 7 cited
1. Risk and Thrnover in the Foreign Exchange Market
2019
The Fix Is In: Properly Backing out Backfill Bias
Review of Financial Studies·2019· 51 cited
Chapitre 7. La gestion des risques après le 11 septembre 2001
Presses de l’Université de Montréal eBooks·2018
The Fix is In: Properly Backing Out Backfill Bias
SSRN Electronic Journal·2017· 1 citedOpen Access
Sources of Systemic Risk (Presentation Slides)
SSRN Electronic Journal·2017Open Access
The Strategic Listing Decisions of Hedge Funds
Journal of Financial and Quantitative Analysis·2014· 62 cited
JFQ volume 49 issue 3 Cover and Front matter
Journal of Financial and Quantitative Analysis·2014Open Access
The Delisting Bias in Hedge Fund Databases
The Journal of Alternative Investments·2013· 11 cited
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Frequent Co-authors

Gaiyan Zhang(4), William N. Goetzmann(3), Niso Abuaf(2), Eduardo S. Schwartz(2), Rajesh K. Aggarwal(2), Frederic S. Mishkin(2), Alberto Giovannini(2), Charles Shi(2), Christopher G. Schwarz(2), Yanbo Jin(1), Guoping Zhang(1), Jack Glen(1), Jérôme Detemple(1), Richard J. Sweeney(1), Anna Chernobai(1), Fan Yu(1), Alfred Z. Liu(1), Robert A. Haugen(1), Sanjian Zhang(1), Charles J. Cuny(1)