Latest News

  • 2024 CREST Highlights December 20, 2024
  • 2024 CREST Highlights December 20, 2024
  • Portrait vidéo de Clément Malgouyres, chargé de recherche CNRS au CREST et médaille de bronze du CNRS December 19, 2024
  • Portrait vidéo de Clément Malgouyres, chargé de recherche CNRS au CREST et médaille de bronze du CNRS December 19, 2024
  • Tribune | Comment financer la défense nationale ? December 19, 2024
  • Tribune | Comment financer la défense nationale ? December 19, 2024
  • Le travail humain invisible de l’automatisation dans l’IA December 19, 2024
  • Le travail humain invisible de l’automatisation dans l’IA December 19, 2024

Upcoming Events & Seminars

  1. 3rd ASB/CEPR/ERSA/ADB/CAMA/BNM and WB – Workshop on Macroeconomic Policy in Emerging Markets

    January 16, 2025 - January 17, 2025

  2. Une intelligence pas si artificielle que ça ?

    January 21, 2025 @ 7:00 pm - 9:00 pm

  3. Philippe COULANGEON (Sciences Po) – “t.b.a.”

    February 6, 2025 @ 12:15 pm - 1:30 pm

  4. Guido TABELLINI (Bocconi University) – “t.b.a.”

    February 11, 2025 @ 12:15 pm - 1:30 pm

View All Events

Announcements

We provide orientation programs to help students become a part of the campus community. Click here for more orientation details.

Financial Aid is available for all students enrolled in classes. Click here for financial aid information.

CREST

  • About
    • Research
    • Education
    • Governance
    • History
    • Campus
    • Maps & Directions
  • People
    • Faculty
    • Affiliated Members
    • Faculty Emeritus
    • PhD Students
    • Postdocs
    • Research Engineers
    • Research Staff
    • Administrative Staff
  • Research
    • Research Fields
    • Partnerships
    • Publications
    • CREST Working Papers
    • Annals of Economics and Statistics
    • Doctoral Studies
  • Events
  • Awards
    • ERC Grants
    • ANR Grants
  • Opportunities
    • Job Openings
    • Job Placement 2025
    • Job Placement Pre-2025
  • News
  • About
    • Research
    • Education
    • Governance
    • History
    • Campus
    • Maps & Directions
  • People
    • Faculty
    • Affiliated Members
    • Faculty Emeritus
    • PhD Students
    • Postdocs
    • Research Engineers
    • Research Staff
    • Administrative Staff
  • Research
    • Research Fields
    • Partnerships
    • Publications
    • CREST Working Papers
    • Annals of Economics and Statistics
    • Doctoral Studies
  • Events
  • Awards
    • ERC Grants
    • ANR Grants
  • Opportunities
    • Job Openings
    • Job Placement 2025
    • Job Placement Pre-2025
  • News

Trading against disorderly liquidation of a large position under asymmetric information and market impact

Leave a comment

CREST Working Papers Series No. 2017-76

by Caroline Hillairet, Cody Hyndman, Ying Jiao and Renjie Wang

Crest
Center for research in economics and Statistics
UMR 9194

5 Avenue Henry Le Chatelier
91120 Palaiseau, France

Access Map


  •

Phone: +33 (0)1 70 26 67 00
Email: communication.crest@ensae.fr

Media contact: Agence Amalthea-Ekno:
Murielle Mazau
murielle.mazau@ekno.fr
+33 (0)4 26 78 27 16

  • About
    • Overview
    • Research
    • Education
    • Governance
    • History
    • Campus
    • Maps & Directions
    • Summary note
  • People
    • Faculty
    • Affiliated Members
    • Faculty Emeritus
    • PhD Students
    • PostDocs
    • Research Engineers
    • Research Staff
    • Administrative Staff
  • Research
    • Research Fields
    • Partnerships
    • Publications
    • CREST Working Papers
    • Annals of Economics & statistics
    • Grants
    • Doctoral Studies
  • Events
    • Economics
    • Finance-Insurance
    • Sociology
    • Statistics
  • Awards
    • ERC Grants
    • ANR Grants
  • Opportunities
    • Overview
    • Job Openings 2023
    • Job Placement 2024
    • Job Candidates Pre-2024
  • News
    • Awards
    • Campus
    • Events
    • Research

© 2024 CREST. All rights reserved. Legal notice. Privacy policy.
 
  • About
    ▼
    • Research
    • Education
    • Governance
    • History
    • Campus
    • Maps & Directions
  • People
    ▼
    • Faculty
    • Affiliated Members
    • Faculty Emeritus
    • PhD Students
    • Postdocs
    • Research Engineers
    • Research Staff
    • Administrative Staff
  • Research
    ▼
    • Research Fields
    • Partnerships
    • Publications
    • CREST Working Papers
    • Annals of Economics and Statistics
    • Doctoral Studies
  • Events
  • Awards
    ▼
    • ERC Grants
    • ANR Grants
  • Opportunities
    ▼
    • Job Openings
    • Job Placement 2025
    • Job Placement Pre-2025
  • News