Semyon Malamud : Citation Profile

Are you Semyon Malamud?

École Polytechnique Fédérale de Lausanne (EPFL)
Swiss Finance Institute

8

H index

8

i10 index

381

Citations

RESEARCH PRODUCTION:

13

Articles

19

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 23
   Journals where Semyon Malamud has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 11 (2.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1192
   Updated: 2024-12-03    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)

Opp, Marcus (7)

Hugonnier, Julien (7)

Inderst, Roman (7)

Bottazzi, Giulio (6)

Palazzo, Francesco (6)

Riedel, Frank (5)

Cites to:

Duffie, Darrell (18)

DeMarzo, Peter (8)

Blume, Lawrence (6)

Easley, David (6)

Vayanos, Dimitri (6)

Weill, Pierre-Olivier (6)

Abel, Andrew (6)

Leland, Hayne (6)

NAPP, Clotilde (4)

Jouini, Elyès (4)

Stulz, René (3)

Main data

Where Semyon Malamud has published?

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

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, Inc6

Recent works citing Semyon Malamud (2024 and 2023)

YearTitle of citing document
2024Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2022). Robertson, Scott ; Detemple, Jerome ; De Temple, Jerome. In: Papers. RePEc:arx:papers:2211.15573.

Full description at Econpapers || Download paper

2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

Full description at Econpapers || Download paper

2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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

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2023Target-initiated takeover with search frictions. (2023). Nishihara, Michi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1480-1497.

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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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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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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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2023Optimal financing and investment strategies under asymmetric information on liquidation value. (2023). Shibata, Takashi ; Nishihara, Michi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002898.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Accelerability vs. Scalability: R&D Investment Under Financial Constraints and Competition. (2023). Lin, Danmo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4078-4107.

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2023Debt Renegotiations Outside Distress*. (2023). Westermann, Ramona ; Arnold, Marc. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1183-1228..

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2023The Market-Based Probability of Stock Returns. (2023). . In: MPRA Paper. RePEc:pra:mprapa:116234.

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2023Predicting European stock returns using machine learning. (2023). Marsi, Antonio. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00487-4.

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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]		paper81
2009Information Percolation With Equilibrium Search Dynamics.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		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]		paper7
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: 7		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: 7		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]		paper33
2012Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2010Information Percolation in Segmented Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper51
2014Information percolation in segmented markets.(2014) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		article
2011Information Percolation in Segmented Markets.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2010Price Impact and Portfolio Impact In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper17
2011Price impact and portfolio impact.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		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]		paper72
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: 72		article
2015Credit market frictions and capital structure dynamics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article16
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]		article14
2012Financial Markets Equilibrium with Heterogeneous Agents In: Post-Print.
[Full Text][Citation analysis]		paper56
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		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]		paper4
2023Complexity in Factor Pricing Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper0
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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