EconPapers    
Economics at your fingertips  
 

Details about Peter M. DeMarzo

Homepage:http://faculty-gsb.stanford.edu/demarzo/
Workplace:Graduate School of Business, Stanford University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Peter M. DeMarzo.

Last updated 2019-06-19. Update your information in the RePEc Author Service.

Short-id: pde650


Jump to Journal Articles

Working Papers

2017

  1. The Leverage Ratchet Effect
    Discussion Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods Downloads View citations (11)
    Also in Research Papers, Stanford University, Graduate School of Business (2017) Downloads View citations (4)
    Research Papers, Stanford University, Graduate School of Business (2015) Downloads View citations (5)
    Research Papers, Stanford University, Graduate School of Business (2013) Downloads View citations (11)

    See also Journal Article in Journal of Finance (2018)

2016

  1. Learning, Termination, and Payout Policy in Dynamic Incentive Contracts
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (4)
    See also Journal Article in Review of Economic Studies (2017)
  2. Leverage Dynamics without Commitment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  3. Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2014

  1. Finance d'entreprise
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
  2. Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (2)

2013

  1. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive
    Discussion Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods Downloads View citations (58)

2011

  1. Endogenous Information Flows and the Clustering of Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (1)

    See also Journal Article in American Economic Review (2011)

2010

  1. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (94)
    Also in Discussion Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods (2010) Downloads View citations (78)

2008

  1. Dynamic agency and the q theory of investment
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    See also Journal Article in Journal of Finance (2012)

2004

  1. A Continuous-Time Agency Model of Optimal Contracting and Capital Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Bidding With Securities: Auctions and Security Design
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (1)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (5)

    See also Journal Article in American Economic Review (2005)

2003

  1. Persuasion bias, social influence, and uni-dimensional opinions
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (133)
    Also in Research Papers, Stanford University, Graduate School of Business (2001) Downloads View citations (11)

    See also Journal Article in The Quarterly Journal of Economics (2003)

2000

  1. A Model of Persuasion - With Implications for Financial Markets
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (3)
  2. The Enforcement Policy of a Self-Regulatory Organization
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)

1988

  1. Coalitions and Sustainable Social Norms in Repeated Games
    Working Papers, Stanford - Institute for Thoretical Economics View citations (1)

Journal Articles

2019

  1. Test Design and Minimum Standards
    American Economic Review, 2019, 109, (6), 2173-2207 Downloads

2018

  1. The Leverage Ratchet Effect
    Journal of Finance, 2018, 73, (1), 145-198 Downloads View citations (5)
    See also Working Paper (2017)

2017

  1. Learning, Termination, and Payout Policy in Dynamic Incentive Contracts
    Review of Economic Studies, 2017, 84, (1), 182-236 Downloads View citations (2)
    See also Working Paper (2016)

2016

  1. American Finance Association
    Journal of Finance, 2016, 71, (6), 3121-3121 Downloads
  2. Robust option pricing: Hannan and Blackwell meet Black and Scholes
    Journal of Economic Theory, 2016, 163, (C), 410-434 Downloads View citations (2)

2012

  1. Dynamic Agency and the q Theory of Investment
    Journal of Finance, 2012, 67, (6), 2295-2340 Downloads View citations (59)
    See also Working Paper (2008)

2011

  1. Endogenous Information Flows and the Clustering of Announcements
    American Economic Review, 2011, 101, (7), 2955-79 Downloads View citations (17)
    See also Working Paper (2011)

2008

  1. Relative Wealth Concerns and Financial Bubbles
    Review of Financial Studies, 2008, 21, (1), 19-50 Downloads View citations (27)

2007

  1. Agency and Optimal Investment Dynamics
    Review of Financial Studies, 2007, 20, (1), 151-188 Downloads View citations (55)
  2. Optimal Long-Term Financial Contracting
    Review of Financial Studies, 2007, 20, (6), 2079-2128 Downloads View citations (99)
  3. Technological innovation and real investment booms and busts
    Journal of Financial Economics, 2007, 85, (3), 735-754 Downloads View citations (23)

2006

  1. Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model
    Journal of Finance, 2006, 61, (6), 2681-2724 Downloads View citations (172)
  2. Ownership Dynamics and Asset Pricing with a Large Shareholder
    Journal of Political Economy, 2006, 114, (4), 774-815 Downloads View citations (33)

2005

  1. Bidding with Securities: Auctions and Security Design
    American Economic Review, 2005, 95, (4), 936-959 Downloads View citations (51)
    See also Working Paper (2004)
  2. Self-Regulation and Government Oversight
    Review of Economic Studies, 2005, 72, (3), 687-706 Downloads View citations (25)
  3. The Pooling and Tranching of Securities: A Model of Informed Intermediation
    Review of Financial Studies, 2005, 18, (1), 1-35 Downloads View citations (191)

2003

  1. Persuasion Bias, Social Influence, and Unidimensional Opinions
    The Quarterly Journal of Economics, 2003, 118, (3), 909-968 Downloads View citations (178)
    See also Working Paper (2003)

1999

  1. A Liquidity-Based Model of Security Design
    Econometrica, 1999, 67, (1), 65-100 View citations (202)
  2. Optimal Incentive Contracts When Agents Can Save, Borrow, and Default
    Journal of Financial Intermediation, 1999, 8, (4), 241-269 Downloads View citations (12)

1998

  1. Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information
    Journal of Economic Theory, 1998, 80, (1), 123-152 Downloads View citations (24)
  2. On the uniqueness of fully informative rational expectations equilibria
    Economic Theory, 1999, 13, (1), 1-24 Downloads View citations (3)
  3. The Optimal Enforcement of Insider Trading Regulations
    Journal of Political Economy, 1998, 106, (3), 602-632 Downloads View citations (14)

1996

  1. Computing Equilibria When Asset Markets Are Incomplete
    Econometrica, 1996, 64, (1), 1-27 Downloads View citations (34)
  2. Computing Zeros of Sections of Vector Bundles Using Homotopies and Relocalization
    Mathematics of Operations Research, 1996, 21, (1), 26-43 Downloads View citations (1)
  3. Computing equilibria of GEI by relocalization on a Grassmann manifold
    Journal of Mathematical Economics, 1996, 26, (4), 479-497 Downloads View citations (19)

1995

  1. Corporate Incentives for Hedging and Hedge Accounting
    Review of Financial Studies, 1995, 8, (3), 743-71 Downloads View citations (146)

1993

  1. Majority Voting and Corporate Control: The Rule of the Dominant Shareholder
    Review of Economic Studies, 1993, 60, (3), 713-734 Downloads View citations (54)

1992

  1. Coalitions, leadership, and social norms: The power of suggestion in games
    Games and Economic Behavior, 1992, 4, (1), 72-100 Downloads View citations (4)
  2. Sequential Banking
    Journal of Political Economy, 1992, 100, (1), 41-61 Downloads View citations (78)

1991

  1. Corporate financial hedging with proprietary information
    Journal of Economic Theory, 1991, 53, (2), 261-286 Downloads View citations (63)

1988

  1. An extension of the Modigliani-Miller theorem to stochastic economies with incomplete markets and interdependent securities
    Journal of Economic Theory, 1988, 45, (2), 353-369 Downloads View citations (9)
 
Page updated 2019-12-09