| Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Journal of Financial Economics 122 (1), 86-115, 2016 | 166* | 2016 |
| In sickness and in debt: The COVID-19 impact on sovereign credit risk P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Financial Economics 143 (3), 1251-1274, 2022 | 143 | 2022 |
| The microstructure of the European sovereign bond market: A study of the Euro-zone crisis L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Unpublished working paper. New York University, New York, NY, 2013 | 55* | 2013 |
| Central bank-driven mispricing L Pelizzon, MG Subrahmanyam, D Tomio SAFE Working Paper, 2022 | 32 | 2022 |
| How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities P Augustin, V Sokolovski, MG Subrahmanyam, D Tomio Journal of Monetary Economics 131, 2022 | 23* | 2022 |
| Limits to arbitrage in sovereign bonds: Price and liquidity discovery in high-frequency quotedriven markets L Pelizzon, MG Subrahmanyam, D Tomio, J Uno The 41th European Finance Association Annual Meeting (EFA 2014), 2014 | 21 | 2014 |
| Arbitraging liquidity D Tomio Available at SSRN 2872337, 2017 | 5 | 2017 |
| A real cost of free trades: Retail option trading increases the volatility of underlying securities ML Lipson, D Tomio, J Zhang Darden Business School Working Paper, 2023 | 4 | 2023 |
| Safe Asset Scarcity and Monetary Policy Transmission B Nguyen, D Tomio, M Vari Banque de France Working papers, 2023 | 3 | 2023 |
| In sickness and in debt: The COVID-19 impact on sovereign credit risk D TOMIO Journal of Financial Economics 143 (3), 2022 | | 2022 |
| Option Greeks, Insider Trading, and the Heinz Acquisition D Tomio, P Augustin, M Brenner, MG Subrahmanyam UVA-F-1978, 2021 | | 2021 |
Marti SubrahmanyamNew York University Stern and NYU Shanghai在 stern.nyu.edu 的电子邮件经过验证
