Details about Dmitry Livdan

Access statistics for papers by Dmitry Livdan.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pli1379

Working Papers

2023

1. Finfluencers
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2. Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2022

3. Incentivizing irreversible investment
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
4. Quote Competition in Corporate Bonds
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2021

5. Do we need dealers in OTC markets?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
6. Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
   See also Journal Article Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric, Journal of Financial Economics, Elsevier (2021) View citations (3) (2021)

2020

7. True Cost of Immediacy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2020) View citations (1)

2017

8. Relationship Trading in OTC Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (11)

2014

9. Are Institutions Informed About News?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
   See also Journal Article Are institutions informed about news?, Journal of Financial Economics, Elsevier (2015) View citations (116) (2015)
10. Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives
    Research Papers, Stanford University, Graduate School of Business View citations (6)

2008

11. Oil Futures Prices in a Production Economy With Investment Constraints
    Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research
    See also Journal Article Oil Futures Prices in a Production Economy with Investment Constraints, Journal of Finance, American Finance Association (2009) View citations (52) (2009)

2007

12. A dynamic theory of the pecking-order based upon repeated signalling
    2007 Meeting Papers, Society for Economic Dynamics

2006

13. Financially Constrained Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article Financially Constrained Stock Returns, Journal of Finance, American Finance Association (2009) View citations (101) (2009)
14. Optimal Market Timing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
15. Strategic Trading with Market Closures
    2006 Meeting Papers, Society for Economic Dynamics View citations (2)

2005

16. Futures Prices in a Production Economy with Investment Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1)

2002

17. Optimal Diversification
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
18. The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

Journal Articles

2021

1. Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric
   Journal of Financial Economics, 2021, 142, (3), 1444-1469 View citations (3)
   See also Working Paper Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric, LSE Research Online Documents on Economics (2021) View citations (3) (2021)
2. Learning, parameter drift, and the credibility revolution
   Journal of Monetary Economics, 2021, 117, (C), 395-417

2020

3. Asset pricing: A tale of night and day
   Journal of Financial Economics, 2020, 138, (3), 635-662 View citations (32)
4. Relationship Trading in Over‐the‐Counter Markets
   Journal of Finance, 2020, 75, (2), 683-734 View citations (16)

2017

5. Accounting rules, equity valuation, and growth options
   Review of Accounting Studies, 2017, 22, (3), 1122-1155 View citations (1)

2015

6. Are institutions informed about news?
   Journal of Financial Economics, 2015, 117, (2), 249-287 View citations (116)
   See also Working Paper Are Institutions Informed About News?, Swiss Finance Institute Research Paper Series (2014) View citations (2) (2014)

2013

7. Informed Trading and Portfolio Returns
   The Review of Economic Studies, 2013, 80, (1), 35-72 View citations (35)

2010

8. Repeated Signaling and Firm Dynamics
   The Review of Financial Studies, 2010, 23, (5), 1981-2023 View citations (24)

2009

9. Anomalies
   The Review of Financial Studies, 2009, 22, (11), 4301-4334
10. Debt, bargaining, and credibility in firm-supplier relationships
    Journal of Financial Economics, 2009, 93, (3), 382-399 View citations (23)
11. Do Shareholder Rights Affect the Cost of Bank Loans?
    The Review of Financial Studies, 2009, 22, (8), 2973-3004 View citations (137)
12. Financially Constrained Stock Returns
    Journal of Finance, 2009, 64, (4), 1827-1862 View citations (101)
    See also Working Paper Financially Constrained Stock Returns, NBER Working Papers (2006) View citations (9) (2006)
13. Oil Futures Prices in a Production Economy with Investment Constraints
    Journal of Finance, 2009, 64, (3), 1345-1375 View citations (52)
    See also Working Paper Oil Futures Prices in a Production Economy With Investment Constraints, Working Papers (2008) (2008)