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Details about Semyon Malamud

E-mail:
Homepage:http://sfi.epfl.ch/page82952.html
Workplace:Collège du Management de la Technologie (College of Management of Technology), École Polytechnique Fédérale de Lausanne (EPFL) (Swiss Federal Institute of Technology of Lausanne), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Semyon Malamud.

Last updated 2015-08-05. Update your information in the RePEc Author Service.

Short-id: pma1192


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Working Papers

2020

  1. Principal Portfolios
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2012

  1. Decentralized Exchange
    Working Papers, NET Institute Downloads View citations (8)
  2. Financial Markets Equilibrium with Heterogeneous Agents
    Post-Print, HAL Downloads View citations (34)
    See also Journal Article in Review of Finance (2011)

2011

  1. Capital Supply Uncertainty, Cash Holdings, and Investment
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (8)
    See also Journal Article in Review of Financial Studies (2015)
  2. Information Percolation in Segmented Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010) Downloads View citations (13)

    See also Journal Article in Journal of Economic Theory (2014)

2010

  1. Nonmyopic Optimal Portfolios in Viable Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Price Impact and Portfolio Impact
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2011)

2009

  1. Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Endogenous completeness of diffusion driven equilibrium markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (8)
    See also Journal Article in Econometrica (2012)
  3. Equilibrium Driven by Discounted Dividend Volatility
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
  4. Information Percolation with Equilibrium Search Dynamics
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (62)
    See also Journal Article in Econometrica (2009)
  5. The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009) Downloads View citations (1)

    See also Journal Article in Journal of Economic Theory (2010)
  6. Variance Covariance Orders and Median Preserving
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)

Journal Articles

2015

  1. Capital Supply Uncertainty, Cash Holdings, and Investment
    Review of Financial Studies, 2015, 28, (2), 391-445 Downloads View citations (28)
    See also Working Paper (2011)
  2. Credit market frictions and capital structure dynamics
    Journal of Economic Theory, 2015, 157, (C), 1130-1158 Downloads View citations (6)
  3. Reprint of: Information percolation in segmented markets
    Journal of Economic Theory, 2015, 158, (PB), 838-869 Downloads View citations (5)

2014

  1. Information percolation in segmented markets
    Journal of Economic Theory, 2014, 153, (C), 1-32 Downloads View citations (21)
    See also Working Paper (2011)

2013

  1. Optimal incentives and securitization of defaultable assets
    Journal of Financial Economics, 2013, 107, (1), 111-135 Downloads View citations (7)

2012

  1. Endogenous Completeness of Diffusion Driven Equilibrium Markets
    Econometrica, 2012, 80, (3), 1249-1270 Downloads View citations (14)
    See also Working Paper (2009)

2011

  1. Financial Markets Equilibrium with Heterogeneous Agents
    Review of Finance, 2011, 16, (1), 285-321 Downloads View citations (6)
    See also Working Paper (2012)
  2. Price impact and portfolio impact
    Journal of Financial Economics, 2011, 100, (1), 201-225 Downloads View citations (11)
    See also Working Paper (2010)

2010

  1. Relative Extinction of Heterogeneous Agents
    The B.E. Journal of Theoretical Economics, 2010, 10, (1), 1-23 Downloads View citations (6)
  2. The relative contributions of private information sharing and public information releases to information aggregation
    Journal of Economic Theory, 2010, 145, (4), 1574-1601 Downloads View citations (8)
    See also Working Paper (2009)

2009

  1. Information Percolation With Equilibrium Search Dynamics
    Econometrica, 2009, 77, (5), 1513-1574 Downloads View citations (56)
    See also Working Paper (2009)

2008

  1. Long run forward rates and long yields of bonds and options in heterogeneous equilibria
    Finance and Stochastics, 2008, 12, (2), 245-264 Downloads View citations (4)
  2. Universal bounds for asset prices in heterogeneous economies
    Finance and Stochastics, 2008, 12, (3), 411-422 Downloads View citations (1)
 
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