Matthijs Breugem


Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency (with A. Buss), forthcoming Review of Financial Studies

Conferences: EFA, CICF, Lancaster, WFA (2018); Adam Smith, AFA, CEPR, NBER LTAM, World Finance (2017); Australasian (2016). Grants: Labex Louis Bachelier and Lyxor-Dauphine Research Academy

Working Papers

On the Dispersion of Skill and Size in Active Management: Multi-Agent Dynamic Equilibrium with Endogenous Information

Survey Expectations and the Equilibrium Risk-Return Trade Off (with R. Marfè)

Bertrand Competition Reversed: Buyer Power in Highly Competitive Industries (with M. Reisinger and T. Thomes)

Conferences: IIOC, MaCCI, JEI (2018)

Work in Progress

Optimal Slow Trading with High Speed “Front Runners”

Optimal Benchmarking and Asset Prices (with A. Buss)

Information Aggregation in Large Markets with Equilibrium Interest Rates (with A. Buss and J. Peress)