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Details about Dmitry Livdan

Homepage:https://haas.berkeley.edu/faculty/livdan-dmitry/
Workplace:Walter A. Haas School of Business, University of California-Berkeley, (more information at EDIRC)

Access statistics for papers by Dmitry Livdan.

Last updated 2022-11-12. Update your information in the RePEc Author Service.

Short-id: pli1379


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Working Papers

2022

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

2021

  1. Do we need dealers in OTC markets?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads

2020

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

2017

  1. Relationship Trading in OTC Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) Downloads View citations (10)

2014

  1. Are Institutions Informed About News?
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)
    See also Journal Article in Journal of Financial Economics (2015)
  2. Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (5)

2008

  1. Oil Futures Prices in a Production Economy With Investment Constraints
    Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research Downloads
    See also Journal Article in Journal of Finance (2009)

2007

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

2006

  1. Financially Constrained Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of Finance (2009)
  2. Optimal Market Timing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. Strategic Trading with Market Closures
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2005

  1. Futures Prices in a Production Economy with Investment Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) Downloads View citations (1)

2002

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

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 Downloads
  2. Learning, parameter drift, and the credibility revolution
    Journal of Monetary Economics, 2021, 117, (C), 395-417 Downloads

2020

  1. Asset pricing: A tale of night and day
    Journal of Financial Economics, 2020, 138, (3), 635-662 Downloads View citations (17)
  2. Relationship Trading in Over‐the‐Counter Markets
    Journal of Finance, 2020, 75, (2), 683-734 Downloads View citations (9)

2017

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

2015

  1. Are institutions informed about news?
    Journal of Financial Economics, 2015, 117, (2), 249-287 Downloads View citations (91)
    See also Working Paper (2014)

2013

  1. Informed Trading and Portfolio Returns
    Review of Economic Studies, 2013, 80, (1), 35-72 Downloads View citations (29)

2010

  1. Repeated Signaling and Firm Dynamics
    Review of Financial Studies, 2010, 23, (5), 1981-2023 Downloads View citations (20)

2009

  1. Anomalies
    Review of Financial Studies, 2009, 22, (11), 4301-4334 Downloads
  2. Debt, bargaining, and credibility in firm-supplier relationships
    Journal of Financial Economics, 2009, 93, (3), 382-399 Downloads View citations (20)
  3. Do Shareholder Rights Affect the Cost of Bank Loans?
    Review of Financial Studies, 2009, 22, (8), 2973-3004 Downloads View citations (114)
  4. Financially Constrained Stock Returns
    Journal of Finance, 2009, 64, (4), 1827-1862 Downloads View citations (82)
    See also Working Paper (2006)
  5. Oil Futures Prices in a Production Economy with Investment Constraints
    Journal of Finance, 2009, 64, (3), 1345-1375 Downloads View citations (44)
    See also Working Paper (2008)
 
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