DRM
Nefedova Tamara
Associate Professor
Biography
Tamara Nefedova is an Associate Professor of Finance at DRM Finance of the Université Paris Dauphine - PSL. She holds a Ph.D. in Finance from the Swiss Finance Institute. Tamara’s research was published in the Journal of Financial Economics. Her research papers were presented at major finance conferences: AFA, EFA, and FIRS among others. Her work was picked up by Reuters and Bloomberg News. Her research interests are empirical corporate finance and capital markets. She mainly focuses on incentives in fund industry and brokerage business |
Publications
Articles
Nefedova T., Pratobevera G. (2020), Do institutional investors play hide-and-sell in the IPO aftermarket?, Journal of Corporate Finance, vol. 64 
Eisele A., Nefedova T., Parise G., Peijnenburg K. (2020), Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families, Journal of Financial Economics, vol. 135, n°2, p. 359-378
Chapitres d'ouvrage
Brière M., Lehalle C-A., Nefedova T., Raboun A. (2020), Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance, in Emmanuel Jurczenko, Machine Learning for Asset Management Wiley-ISTE, p. 387-427
Communications avec actes
Parise G., Nefedova T., Eisele A. (2015), Are Star Funds Really Shining? Cross-trading And Performance Shifting In Mutual Fund Families, in , 32nd International Conference of the French Finance Association - AFFI 2015, Cergy, 42 p.
Communications sans actes
Nefedova T., Brown D., Kovbasyuk S. (2022), On the Origin of IPO Profits, American Finance Association Meeting, 2022, Boston, États-Unis
Brown D., Kovbasyuk S., Nefedova T. (2021), On the Origin of IPO Profits, Finance Meeting EUROFIDAI – ESSEC, Paris, France
Brière M., Lehalle C-A., Nefedova T., Raboun A. (2020), Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies, 12th Annual Hedge Fund Research Conference, Paris, France
Brière M., Lehalle C-A., Nefedova T., Raboun A. (2019), Modelling Transaction Costs when Trades May Be Crowded: A Bayesian Network Approach, International Conference on Fintech & Financial Data Science (University College Dublin - UCD), Dublin, Irlande
Nefedova T., Brière M., Lehalle C-A., Raboun A. (2019), Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies, 12th Financial Risks International Forum, Paris, France
Nefedova T., Pratobevera G. (2018), Do Institutions Play Hide-and-Sell in the IPO Aftermarket?, Journal of Corporate Finance (JCF) Special Issue Conference, Hong-Kong, Hong kong
Nefedova T., Pratobevera G. (2018), Do Institutions Play Hide-and-Sell in the IPO Aftermarket?, 30th Annual Conference - Northern Finance Association, Charlevoix, Canada
Eisele A., Nefedova T., Parise G. (2017), Are Star Funds Really Shining? Cross‐trading and Performance Shifting in Mutual Fund Families, 9th Annual Hedge Fund and Private Equity Research Conference, Paris, France
Prépublications / Cahiers de recherche
Brière M., Lehalle C-A., Nefedova T., Raboun A. (2019), Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies, SSRN Working Paper Series, 34 p.
Nefedova T., Pratobevera G. (2019), Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?, Social Business
Nefedova T. (2017), Tippers and Tippees: Brokers’ Pre-Release of Price-Sensitive Information to Their VIP Clients, SSRN Working Paper Series, 47 p.