Details about Dmitry Livdan
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
- Incentivizing irreversible investment
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
- Quote Competition in Corporate Bonds
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2021
- 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)
2020
- True Cost of Immediacy
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
2017
- Relationship Trading in OTC Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017) View citations (10)
2014
- Are Institutions Informed About News?
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
See also Journal Article in Journal of Financial Economics (2015)
- Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives
Research Papers, Stanford University, Graduate School of Business View citations (5)
2008
- 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 in Journal of Finance (2009)
2007
- A dynamic theory of the pecking-order based upon repeated signalling
2007 Meeting Papers, Society for Economic Dynamics
2006
- Financially Constrained Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Journal of Finance (2009)
- Optimal Market Timing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- Strategic Trading with Market Closures
2006 Meeting Papers, Society for Economic Dynamics View citations (2)
2005
- Futures Prices in a Production Economy with Investment Constraints
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1)
2002
- Optimal Diversification
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
- The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Journal Articles
2021
- Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric
Journal of Financial Economics, 2021, 142, (3), 1444-1469
- Learning, parameter drift, and the credibility revolution
Journal of Monetary Economics, 2021, 117, (C), 395-417
2020
- Asset pricing: A tale of night and day
Journal of Financial Economics, 2020, 138, (3), 635-662 View citations (17)
- Relationship Trading in Over‐the‐Counter Markets
Journal of Finance, 2020, 75, (2), 683-734 View citations (9)
2017
- Accounting rules, equity valuation, and growth options
Review of Accounting Studies, 2017, 22, (3), 1122-1155 View citations (1)
2015
- Are institutions informed about news?
Journal of Financial Economics, 2015, 117, (2), 249-287 View citations (91)
See also Working Paper (2014)
2013
- Informed Trading and Portfolio Returns
Review of Economic Studies, 2013, 80, (1), 35-72 View citations (29)
2010
- Repeated Signaling and Firm Dynamics
Review of Financial Studies, 2010, 23, (5), 1981-2023 View citations (20)
2009
- Anomalies
Review of Financial Studies, 2009, 22, (11), 4301-4334
- Debt, bargaining, and credibility in firm-supplier relationships
Journal of Financial Economics, 2009, 93, (3), 382-399 View citations (20)
- Do Shareholder Rights Affect the Cost of Bank Loans?
Review of Financial Studies, 2009, 22, (8), 2973-3004 View citations (114)
- Financially Constrained Stock Returns
Journal of Finance, 2009, 64, (4), 1827-1862 View citations (82)
See also Working Paper (2006)
- Oil Futures Prices in a Production Economy with Investment Constraints
Journal of Finance, 2009, 64, (3), 1345-1375 View citations (44)
See also Working Paper (2008)
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