Semyon Malamud : Citation Profile

École Polytechnique Fédérale de Lausanne (EPFL)
Swiss Finance Institute

8

H index

8

i10 index

407

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 23
   Journals where Semyon Malamud has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 11 (2.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1192
   Updated: 2025-12-13    RAS profile: 2023-03-11    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Semyon Malamud.

Is cited by:

Weill, Pierre-Olivier (12)

Attanasi, Giuseppe (11)

Centorrino, Samuele (11)

Dindo, Pietro (10)

Manzoni, Elena (8)

Hugonnier, Julien (7)

Palazzo, Francesco (7)

Inderst, Roman (7)

Opp, Marcus (7)

Bottazzi, Giulio (6)

Lester, Benjamin (5)

Cites to:

Duffie, Darrell (18)

DeMarzo, Peter (8)

Weill, Pierre-Olivier (6)

Abel, Andrew (6)

Blume, Lawrence (6)

Vayanos, Dimitri (6)

Leland, Hayne (6)

Easley, David (6)

NAPP, Clotilde (4)

Jouini, Elyès (4)

Constantinides, George (3)

Main data

Where Semyon Malamud has published?

Journals with more than one article published# docs
Journal of Economic Theory4
Finance and Stochastics2
Econometrica2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute10
NBER Working Papers / National Bureau of Economic Research, Inc8

Recent works citing Semyon Malamud (2025 and 2024)

YearTitle of citing document
2024Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2024). Detemple, Jerome ; Robertson, Scott. In: Papers. RePEc:arx:papers:2211.15573.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Ordinary Least Squares as an Attention Mechanism. (2025). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2504.09663.

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2025Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2508.19006.

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2025A Financial Brain Scan of the LLM. (2025). Didisheim, Antoine ; Chen, Hui ; Tian, Hanqing ; Somoza, Luciano. In: Papers. RePEc:arx:papers:2508.21285.

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2024A q$q$ Theory of Internal Capital Markets. (2024). Giroud, Xavier ; Dai, Min ; Wang, Neng ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1147-1197.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2024Dynamic carbon emission management. (2024). Bustamante, Maria Cecilia ; Zucchi, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242885.

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2024Agency conflicts, financial constraints, and dynamic q-theory. (2024). Zhao, Siqi ; Shi, Bangru. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300527x.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024Bayesian herd detection for dynamic data. (2024). Satopaa, Ville A ; Keppo, Jussi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:285-301.

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2024The Impact of Risk Retention on Moral Hazard in the Securitization Market. (2024). Osterkamp, Werner ; Hibbeln, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000736.

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2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

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2024Risk aversion with nothing to lose. (2024). Pegoraro, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:221:y:2024:i:c:s002205312400108x.

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2025General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249.

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2025Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909.

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2025How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method. (2025). Gil, Hamilton Galindo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001381.

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2024Adverse selection and search congestion in over-the-counter markets. (2024). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000308.

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2024Financial geographic density and corporate financial asset holdings: Evidence from China. (2024). Wang, Ting ; Yang, Liuyong ; Xu, Jiani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001720.

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2025Treasury Tri-party Repo Pricing. (2025). Paddrik, Mark ; Ramirez, Carlos. In: Working Papers. RePEc:ofr:wpaper:25-07.

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2024Investment analysis of the private firm under different financial arrangements in infrastructure projects. (2024). Fu, Guohua ; Huang, Shanshan ; Ding, Qianxing ; Wang, Bing. In: PLOS ONE. RePEc:plo:pone00:0287418.

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2025Market-based variance of market portfolio and of entire market. (2025). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:126487.

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2024Existence of an equilibrium with limited participation. (2024). Weston, Kim. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00530-8.

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2025Learning and information diffusion in OTC markets: experiments and a computational model. (2025). Hanaki, Nobuyuki ; Iori, Giulia ; Vassallo, Pietro. In: Working Papers. RePEc:ven:wpaper:2025:12.

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2025Interpretable machine learning for earnings forecasts: Leveraging high-dimensional financial statement data. (2025). Simon, Frederik ; Hess, Dieter ; Weibels, Sebastian. In: CFR Working Papers. RePEc:zbw:cfrwps:323935.

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2024The economic value of cross-predictability: A performance-based measure. (2024). Bagnara, Matteo. In: SAFE Working Paper Series. RePEc:zbw:safewp:300646.

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Works by Semyon Malamud:

YearTitleTypeCited
2010Relative Extinction of Heterogeneous Agents In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article6
2009Information Percolation with Equilibrium Search Dynamics In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper85
2009Information Percolation With Equilibrium Search Dynamics.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2009Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2009Variance Covariance Orders and Median Preserving In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper8
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation.(2009) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2010The relative contributions of private information sharing and public information releases to information aggregation.(2010) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2009Equilibrium Driven by Discounted Dividend Volatility In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2009Endogenous completeness of diffusion driven equilibrium markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper35
2012Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2010Information Percolation in Segmented Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper52
2014Information percolation in segmented markets.(2014) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2011Information Percolation in Segmented Markets.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2010Price Impact and Portfolio Impact In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper16
2011Price impact and portfolio impact.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2010Nonmyopic Optimal Portfolios in Viable Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2011Capital Supply Uncertainty, Cash Holdings, and Investment In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper76
2015Capital Supply Uncertainty, Cash Holdings, and Investment.(2015) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2015Credit market frictions and capital structure dynamics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article18
2015Reprint of: Information percolation in segmented markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
2013Optimal incentives and securitization of defaultable assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2012Financial Markets Equilibrium with Heterogeneous Agents In: Post-Print.
[Full Text][Citation analysis]		paper59
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2020Principal Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022The Virtue of Complexity in Return Prediction In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2023Complexity in Factor Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Universal Portfolio Shrinkage In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024APT or “AIPT”? The Surprising Dominance of Large Factor Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2025Artificial Intelligence Asset Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2025A Test of the Efficiency of a Given Portfolio in High Dimensions In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2012Decentralized Exchange In: Working Papers.
[Full Text][Citation analysis]		paper8
2008Long run forward rates and long yields of bonds and options in heterogeneous equilibria In: Finance and Stochastics.
[Full Text][Citation analysis]		article1
2008Universal bounds for asset prices in heterogeneous economies In: Finance and Stochastics.
[Full Text][Citation analysis]		article0

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