Semyon Malamud : Citation Profile


Are you Semyon Malamud?

École Polytechnique Fédérale de Lausanne (EPFL)
Swiss Finance Institute

8

H index

8

i10 index

331

Citations

RESEARCH PRODUCTION:

13

Articles

16

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 23
   Journals where Semyon Malamud has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 11 (3.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1192
   Updated: 2022-11-19    RAS profile: 2015-08-05    
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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)

Centorrino, Samuele (11)

Attanasi, Giuseppe (11)

Dindo, Pietro (10)

Manzoni, Elena (8)

Hugonnier, Julien (7)

Palazzo, Francesco (6)

Opp, Marcus (5)

Bottazzi, Giulio (5)

Wang, Neng (5)

Inderst, Roman (5)

Cites to:

Duffie, Darrell (18)

DeMarzo, Peter (8)

Leland, Hayne (6)

Vayanos, Dimitri (6)

Weill, Pierre-Olivier (6)

Blume, Lawrence (5)

Easley, David (5)

Abel, Andrew (4)

Constantinides, George (3)

Vives, Xavier (3)

Serrano, Roberto (3)

Main data


Where Semyon Malamud has published?


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

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, Inc3

Recent works citing Semyon Malamud (2022 and 2021)


YearTitle of citing document
2022.

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2021Radner equilibrium and systems of quadratic BSDEs with discontinuous generators. (2020). Xing, Hao ; Schwarz, Daniel C ; Escauriaza, Luis. In: Papers. RePEc:arx:papers:2008.03500.

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2021Optimal Transport of Information. (2021). Schrimpf, Andreas ; Cieslak, Anna ; Malamud, Semyon. In: Papers. RePEc:arx:papers:2102.10909.

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2021Policy with stochastic hysteresis. (2021). Riabov, Georgii ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2104.10225.

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2021Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability. (2021). Ozdaglar, Asuman ; Amin, Saurabh ; Wu, Manxi. In: Papers. RePEc:arx:papers:2109.00719.

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2022Persuasion by Dimension Reduction. (2021). Schrimpf, Andreas ; Malamud, Semyon. In: Papers. RePEc:arx:papers:2110.08884.

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2022The Impact of Connectivity on the Production and Diffusion of Knowledge. (2022). Pourbabaee, Farzad ; Manso, Gustavo. In: Papers. RePEc:arx:papers:2202.00729.

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2022Equilibrium Defaultable Corporate Debt and Investment. (2022). Chen, Hong ; Frank, Murray Zed. In: Papers. RePEc:arx:papers:2202.05885.

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2022Existence of an equilibrium with limited participation. (2022). Weston, Kim. In: Papers. RePEc:arx:papers:2206.12399.

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2021The real effects of institutional spatial concentration. (2021). Zhang, Lei ; Qiao, Zheng ; Huang, Xiaoran. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1113-1167.

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2021Heterogeneous preferences, investment, and asset pricing. (2021). Mu, Congming ; Lu, Lei ; Liu, BO ; Yang, Jinqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1169-1193.

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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.

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2022Clients Connections: Measuring the Role of Private Information in Decentralized Markets. (2022). Pinter, Gabor ; Kondor, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:505-544.

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2022The Economics of Deferral and Clawback Requirements. (2022). Opp, Marcus ; Inderst, Roman ; Hoffmann, Florian. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2423-2470.

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2021Zero?intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over?the?Counter markets of varying sizes. (2021). Manzoni, Elena ; Centorrino, Samuele ; Attanasi, Giuseppe. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:5:p:895-932.

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2022Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971.

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2021Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking. (2021). Mayer, Simon ; Li, YE. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9260.

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2021Optimal Transport of Information. (2021). Schrimpf, Andreas ; Malamud, Semyon ; Cieslak, Anna. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15859.

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2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2022Banks’ risk taking and creditors’ bargaining power. (2022). Raviv, Alon ; Lazar, Sharon Peleg ; Heller, Yuval. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000414.

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2022Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059.

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2021The effects of asset liquidity on dynamic sell-out and bankruptcy decisions. (2021). Shibata, Takashi ; Nishihara, Michi. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1017-1035.

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2022Liquid asset sheltering, or cost of capital? The effect of political corruption on corporate cash holdings. (2022). Park, Sehyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001119.

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2021Bank risk-taking and corporate investment: Evidence from the Global Financial Crisis of 2007–2009. (2021). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302738.

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2021Word-of-mouth communication, noise-driven volatility, and public disclosure. (2021). Zheng, Ronghuo ; Xue, Hao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:71:y:2021:i:1:s0165410120300653.

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2022Learning about profitability and dynamic cash management. (2022). Villeneuve, Stephane ; Decamps, Jean-Paul. In: Journal of Economic Theory. RePEc:eee:jetheo:v:205:y:2022:i:c:s0022053122001120.

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2021Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

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2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

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2021Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006.

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2021Optimal financing with tokens. (2021). Morellec, Erwan ; Mayer, Simon ; Gryglewicz, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1038-1067.

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2022Foreign investment of US multinationals: The effect of tax policy and agency conflicts.. (2022). Levine, Oliver ; Glover, Brent ; Albertus, James F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:298-327.

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2022Dominant currency debt. (2022). Malamud, Semyon ; Eren, Egemen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:571-589.

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2022Token-based platform finance. (2022). Wang, Neng ; Li, YE ; Cong, Lin William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:3:p:972-991.

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2022The value of intermediation in the stock market. (2022). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:208-233.

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2021Securitization and optimal foreclosure. (2021). Zeng, Jing ; Kuong, John Chi-Fong. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957320300395.

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2022Drift criteria for persistence of discrete stochastic processes on the line. (2022). Dindo, Pietro ; Bottazzi, Giulio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:101:y:2022:i:c:s0304406822000465.

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2021Evolutionary dynamics of information in the market: Transmission and trust. (2021). Fan, Suohai ; Tian, Cunzhi ; Xu, Hedong ; Zheng, Liping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s037843712100501x.

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2022Managerial risk-taking incentives and cash holding in U.S. firms: Evidence from FAS 123R. (2022). Karpaviius, Sigitas ; Canil, Jean. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:605-628.

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2022The effects of cash-holding motivation on cash management dynamics. (2022). Wu, Shanhong ; Jiang, Jing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100163x.

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2022Economic Evaluation of Oil and Gas Projects: Justification of Engineering Solutions in the Implementation of Field Development Projects. (2022). Galevskiy, Sergey ; Marin, Eugene ; Ponomarenko, Tatiana. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3103-:d:800963.

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2022Shareholder heterogeneity, asymmetric information, and the equilibrium manager. (2022). Jouini, Elyes ; Dana, Rose-Anne ; Bianchi, Milo. In: Post-Print. RePEc:hal:journl:hal-03693971.

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2022Public and Private Benefits of Information in Markets for Securitized Assets. (2022). Botsch, Matthew J. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:3:d:10.1057_s41302-022-00213-2.

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2022The Bright Side of Dark Markets: Experiments. (2022). Riyanto, Yohanes ; Wang, Yan ; Roy, Nilanjan ; Halim, Edward. In: MPRA Paper. RePEc:pra:mprapa:111803.

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2022Ramsey rule with forward/backward utility for long-term yield curves modeling. (2022). el Karoui, Nicole ; Mrad, Mohamed ; Hillairet, Caroline. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00370-1.

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2021Live fast, die young: equilibrium and survival in large economies. (2021). Beddock, Arthur ; Jouini, Elyes. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:3:d:10.1007_s00199-020-01268-y.

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2022Shareholder heterogeneity, asymmetric information, and the equilibrium manager. (2022). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:4:d:10.1007_s00199-021-01349-6.

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2022Equilibrium CEO contract with belief heterogeneity. (2022). Jouini, Elyes ; Dana, Rose-Anne ; Bianchi, Milo. In: Economic Theory. RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01440-6.

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2021Rationality and asset prices under belief heterogeneity. (2021). Giachini, Daniele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00708-1.

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2021Shareholder Heterogeneity, Asymmetric Information, and the Equilibrium Manager. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125178.

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2021Equilibrium CEO Contract with Belief Heterogeneity. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125984.

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2022Learning about profitability and dynamic cash management. (2022). Villeneuve, Stephane ; Decamps, Jean-Paul. In: TSE Working Papers. RePEc:tse:wpaper:126577.

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Works by Semyon Malamud:


YearTitleTypeCited
2010Relative Extinction of Heterogeneous Agents In: The B.E. Journal of Theoretical Economics.
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article6
2009Information Percolation with Equilibrium Search Dynamics In: Swiss Finance Institute Research Paper Series.
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paper74
2009Information Percolation With Equilibrium Search Dynamics.(2009) In: Econometrica.
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This paper has another version. Agregated cites: 74
article
2009Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds In: Swiss Finance Institute Research Paper Series.
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paper0
2009Variance Covariance Orders and Median Preserving In: Swiss Finance Institute Research Paper Series.
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paper2
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation In: Swiss Finance Institute Research Paper Series.
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paper7
2009The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation.(2009) In: Research Papers.
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This paper has another version. Agregated cites: 7
paper
2010The relative contributions of private information sharing and public information releases to information aggregation.(2010) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 7
article
2009Equilibrium Driven by Discounted Dividend Volatility In: Swiss Finance Institute Research Paper Series.
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paper3
2009Endogenous completeness of diffusion driven equilibrium markets In: Swiss Finance Institute Research Paper Series.
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paper30
2012Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica.
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This paper has another version. Agregated cites: 30
article
2010Information Percolation in Segmented Markets In: Swiss Finance Institute Research Paper Series.
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paper43
2014Information percolation in segmented markets.(2014) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 43
article
2011Information Percolation in Segmented Markets.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 43
paper
2010Price Impact and Portfolio Impact In: Swiss Finance Institute Research Paper Series.
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paper15
2011Price impact and portfolio impact.(2011) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 15
article
2010Nonmyopic Optimal Portfolios in Viable Markets In: Swiss Finance Institute Research Paper Series.
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paper0
2011Capital Supply Uncertainty, Cash Holdings, and Investment In: Swiss Finance Institute Research Paper Series.
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paper58
2015Capital Supply Uncertainty, Cash Holdings, and Investment.(2015) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 58
article
2015Credit market frictions and capital structure dynamics In: Journal of Economic Theory.
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article11
2015Reprint of: Information percolation in segmented markets In: Journal of Economic Theory.
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article8
2013Optimal incentives and securitization of defaultable assets In: Journal of Financial Economics.
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article12
2012Financial Markets Equilibrium with Heterogeneous Agents In: Post-Print.
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paper53
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
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This paper has another version. Agregated cites: 53
article
2020Principal Portfolios In: NBER Working Papers.
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paper0
2022The Virtue of Complexity in Return Prediction In: NBER Working Papers.
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paper0
2012Decentralized Exchange In: Working Papers.
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paper8
2008Long run forward rates and long yields of bonds and options in heterogeneous equilibria In: Finance and Stochastics.
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article1
2008Universal bounds for asset prices in heterogeneous economies In: Finance and Stochastics.
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article0

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