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Makarov, Igor's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,674 |
Total
Citations
235 |
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1.
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An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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Posted:
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07 Mar 03
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Last Revised:
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01 Nov 10
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2,951
(1,397)
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217
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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94
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217
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Sherman, Mila
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance & Operations Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Makarov, Igor
London Business School
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2,857
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217
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Hedge Funds, Serial Correlation, Market Efficiency, Performance Smoothing, Liquidity
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2.
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Makarov, Igor
London Business School Papanikolaou, Dimitris
Northwestern University - Kellogg School of Management - Department of Finance
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17 Mar 08
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Last Revised:
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14 Aug 10
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274
(53,436)
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3
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Factor analysis, identification, heteroscedasticity
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3.
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CDs Auctions
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Chernov, Mikhail
London School of Economics Gorbenko, Alexander S.
London Business School Makarov, Igor
London Business School
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Posted:
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17 Jun 11
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Last Revised:
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20 Jul 12
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164
(90,296)
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3
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Chernov, Mikhail
London School of Economics Gorbenko, Alexander S.
London Business School Makarov, Igor
London Business School
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5
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3
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auctions, credit default swaps, mispricing, open interest, settlement
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Chernov, Mikhail
London School of Economics Gorbenko, Alexander S.
London Business School Makarov, Igor
London Business School
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17 Jun 11
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Last Revised:
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20 Jul 12
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159
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3
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credit default swaps, auctions, settlement, open interest
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4.
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Makarov, Igor
London Business School Plantin, Guillaume
University of Toulouse 1 - Toulouse School of Economics (TSE)
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17 Mar 10
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Last Revised:
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20 May 11
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147
(99,603)
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4
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5.
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Makarov, Igor
London Business School Plantin, Guillaume
University of Toulouse 1 - Toulouse School of Economics (TSE)
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60
(183,703)
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limits of arbitrage
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6.
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Makarov, Igor
London Business School Plantin, Guillaume
University of Toulouse 1 - Toulouse School of Economics (TSE)
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10 Apr 10
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Last Revised:
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30 Apr 12
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58
(186,822)
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1
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7.
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Debt Overhang and Barter in Russia
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Versions (3)
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Guriev, Sergei M.
New Economic School (NES) Makarov, Igor
London Business School Maurel, Mathilde
University of Paris 1 Pantheon-Sorbonne - Centre Maison des Sciences Economiques
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Posted:
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22 Mar 01
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Last Revised:
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01 May 03
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20
(275,036)
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7
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Guriev, Sergei M.
New Economic School (NES) Makarov, Igor
London Business School Maurel, Mathilde
University of Paris 1 Pantheon-Sorbonne - Centre Maison des Sciences Economiques
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0
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Barter, debt overhang, demonetization, renegotiation
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Guriev, Sergei M.
New Economic School (NES) Makarov, Igor
London Business School Maurel, Mathilde
University of Paris 1 Pantheon-Sorbonne - Centre Maison des Sciences Economiques
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0
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Barter, debt overhang, demonetization, renegotiation
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Guriev, Sergei M.
New Economic School (NES) Makarov, Igor
London Business School Maurel, Mathilde
University of Paris 1 Pantheon-Sorbonne - Centre Maison des Sciences Economiques
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20
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7
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Barter, debt overhang, demonetization, renegotiation
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