{"id":"https://openalex.org/W2140366835","doi":"https://doi.org/10.2139/ssrn.2051013","title":"Fire Sales Forensics: Measuring Endogenous Risk","display_name":"Fire Sales Forensics: Measuring Endogenous Risk","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2140366835","doi":"https://doi.org/10.2139/ssrn.2051013","mag":"2140366835"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2051013","doi":"https://doi.org/10.2139/ssrn.2051013","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2051013","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2051013","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5079973309","display_name":"Rama Cont A","orcid":"https://orcid.org/0000-0003-1164-6053","observed_orcids":["https://orcid.org/0000-0003-1164-6053"]},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Rama Cont","raw_affiliation_strings":["University of Oxford, Mathematical Institute, Oxford, OX2 6GG, United Kingdom","University of Oxford"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Oxford, Mathematical Institute, Oxford, OX2 6GG, United Kingdom","institution_ids":["https://openalex.org/I40120149"]},{"raw_affiliation_string":"University of Oxford","institution_ids":["https://openalex.org/I40120149"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023050364","display_name":"Lakshithe Wagalath","orcid":"https://orcid.org/0000-0001-5869-6053","observed_orcids":["https://orcid.org/0000-0001-5869-6053"]},"institutions":[{"id":"https://openalex.org/I4210148300","display_name":"Institut d'Economie Scientifique Et de Gestion","ror":"https://ror.org/04jqeag92","country_code":"FR","type":"education","lineage":["https://openalex.org/I181827316","https://openalex.org/I4210148300"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Lakshithe Wagalath","raw_affiliation_strings":["IESEG School of Management, 1 Parvis de la D\u00e9fense, Paris, 92044, France","IESEG School of Management"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IESEG School of Management, 1 Parvis de la D\u00e9fense, Paris, 92044, France","institution_ids":["https://openalex.org/I4210148300"]},{"raw_affiliation_string":"IESEG School of Management","institution_ids":["https://openalex.org/I4210148300"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5079973309"],"corresponding_institution_ids":["https://openalex.org/I40120149"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":58,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.8022000193595886,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.8022000193595886,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.09529999643564224,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.02810000069439411,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fire-sales","display_name":"fire sales","score":0.9990000128746033},{"id":"https://openalex.org/keywords/endogenous-risk","display_name":"endogenous risk","score":0.9369999766349792},{"id":"https://openalex.org/keywords/asset-return-volatility","display_name":"asset return volatility","score":0.8740000128746033},{"id":"https://openalex.org/keywords/asset-return-correlations","display_name":"asset return correlations","score":0.7099999785423279},{"id":"https://openalex.org/keywords/covariance-structure","display_name":"covariance structure","score":0.8389999866485596},{"id":"https://openalex.org/keywords/portfolio-liquidation","display_name":"portfolio liquidation","score":0.8199999928474426},{"id":"https://openalex.org/keywords/parameter-identifiability","display_name":"parameter identifiability","score":0.8389999866485596}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.45309948921203613},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3443872630596161},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3210291564464569}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.2051013","doi":"https://doi.org/10.2139/ssrn.2051013","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2051013","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2051013","doi":"https://doi.org/10.2139/ssrn.2051013","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2051013","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/16","score":0.4399999976158142,"display_name":"Peace, justice, and strong institutions"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W630096583","https://openalex.org/W1542657792","https://openalex.org/W1727659491","https://openalex.org/W1819135124","https://openalex.org/W1967238670","https://openalex.org/W1982050720","https://openalex.org/W2019222975","https://openalex.org/W2020710668","https://openalex.org/W2047394894","https://openalex.org/W2073476019","https://openalex.org/W2095520015","https://openalex.org/W2100273878","https://openalex.org/W2124399466","https://openalex.org/W2131266752","https://openalex.org/W2140236386","https://openalex.org/W2155804346","https://openalex.org/W2167335280","https://openalex.org/W2332262482","https://openalex.org/W2614834861","https://openalex.org/W2892056295","https://openalex.org/W2949120670","https://openalex.org/W3121364726","https://openalex.org/W3121515669","https://openalex.org/W3122191313","https://openalex.org/W3124312708","https://openalex.org/W3125033804","https://openalex.org/W3125549285","https://openalex.org/W3125769591","https://openalex.org/W4210342119","https://openalex.org/W4213329537","https://openalex.org/W4241749579"],"related_works":["https://openalex.org/W4249737768","https://openalex.org/W3123902765","https://openalex.org/W3199069023","https://openalex.org/W4255751980","https://openalex.org/W2131798239","https://openalex.org/W7171565308","https://openalex.org/W3198920125","https://openalex.org/W2194651630","https://openalex.org/W6944146334","https://openalex.org/W2274029528"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":13},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3}],"updated_date":"2026-11-01T11:40:01.658920","created_date":"2025-10-10T00:00:00"}