Details about Markus K. Brunnermeier

Access statistics for papers by Markus K. Brunnermeier.

Last updated 2008-07-04. Update your information in the RePEc Author Service.

Short-id: pbr31

Working Papers

2008

1. An Economic Model of the Planning Fallacy
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Leadership, Coordination and Mission-Driven Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

3. Market Liquidity and Funding Liquidity
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in
   FMG Discussion Papers, Financial Markets Group (2007) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations
4. Money Illusion and Housing Frenzies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   FMG Discussion Papers, Financial Markets Group (2006) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
5. Optimal Beliefs, Asset Prices and the Preference for Skewed Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2007) View citations
   See Also Journal Article in American Economic Review (2007)

2006

6. Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2004

7. Clock Games: Theory and Experiments
   Levine's Bibliography, UCLA Department of Economics View citations
8. Optimal Expectation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   FMG Discussion Papers, Financial Markets Group (2002) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations
   Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations
   Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. (2002)
   See Also Journal Article in American Economic Review (2005)
9. Predatory Trading
   Econometric Society 2004 North American Winter Meetings, Econometric Society
   Also in
   FMG Discussion Papers, Financial Markets Group (2003) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004)
   NBER Working Papers, National Bureau of Economic Research, Inc (2004)
   See Also Journal Article in Journal of Finance (2005)

2002

10. Bubbles and Crashes
    FMG Discussion Papers, Financial Markets Group View citations
    See Also Journal Article in Econometrica (2003)

1999

11. Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy
    FMG Discussion Papers, Financial Markets Group

1998

12. Buy on Rumours - Sell on News: A Manipulative Trading Strategy
    FMG Discussion Papers, Financial Markets Group View citations
13. Disclosure Requirements and Stock Exchange Listing Choice in an International Context
    FMG Discussion Papers, Financial Markets Group View citations
    See Also Journal Article in Journal of Accounting and Economics (1999)

1997

14. On Bounded Rationality and Risk Aversion
    FMG Discussion Papers, Financial Markets Group View citations
15. Prices, Price Processes, Volume and Their Information: A Literature Survey
    FMG Discussion Papers, Financial Markets Group

Journal Articles

2007

1. Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
   American Economic Review, 2007, 97, (2), 159-165 View citations
   See Also Working Paper (2007)

2005

2. Information Leakage and Market Efficiency
   Review of Financial Studies, 2005, 18, (2), 417-457
3. Optimal Expectations
   American Economic Review, 2005, 95, (4), 1092-1118 View citations
   See Also Working Paper (2004)
4. Predatory Trading
   Journal of Finance, 2005, 60, (4), 1825-1863 View citations
   See Also Working Paper (2004)

2004

5. Hedge Funds and the Technology Bubble
   Journal of Finance, 2004, 59, (5), 2013-2040 View citations
6. Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory
   Journal of the European Economic Association, 2004, 2, (1), 98-114

2003

7. Bubbles and Crashes
   Econometrica, 2003, 71, (1), 173-204 View citations
   See Also Working Paper (2002)

2002

8. Synchronization risk and delayed arbitrage
   Journal of Financial Economics, 2002, 66, (2-3), 341-360 View citations

1999

9. Disclosure requirements and stock exchange listing choice in an international context
   Journal of Accounting and Economics, 1999, 26, (1-3), 237-269 View citations
   See Also Working Paper (1998)