.
Garleanu, Nicolae's
Scholarly Papers
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Aggregate Statistics
Total 3,441
Total Citations 950
1.
Securities Lending, Shorting, and Pricing
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Duffie, Darrell Stanford University - Graduate School of Business
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
04 Mar 02
Last Revised:
29 Mar 02
662(17,331)
117
Duffie, Darrell Stanford University - Graduate School of Business
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
0
Duffie, Darrell Stanford University - Graduate School of Business
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
662
117
2.
Dynamic Trading with Predictable Returns and Transaction Costs
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
24 Mar 09
Last Revised:
20 Jul 10
628(18,725)
10
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
3
10
dynamic trading, portfolio choice, predictability, transaction costs
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
14
10
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
24 Mar 09
Last Revised:
18 Aug 09
611
10
dynamic trading, predictability, transaction costs, portfolio choice
3.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Zwiebel, Jeffrey Stanford Graduate School of Business
455(28,883)
48
4.
Demand-Based Option Pricing
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Mar 05
Last Revised:
02 Feb 10
410(33,052)
103
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
31
103
Option, demand, valuation, intermediation, market makers, implied volatility, hedging, price pressure, risk, dealers
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
33
103
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
346
103
Options, demand pressure, price pressure, frictions, liquidity
5.
Technological Growth and Asset Pricing
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Panageas, Stavros University of Chicago - Booth School of Business
Yu, Jianfeng University of Minnesota
Posted:
07 Dec 06
Last Revised:
17 May 12
285(51,178)
20
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Panageas, Stavros University of Chicago - Booth School of Business
Yu, Jianfeng University of Minnesota
21
20
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Panageas, Stavros University of Chicago - Booth School of Business
Yu, Jianfeng University of Minnesota
Posted:
07 Dec 06
Last Revised:
17 May 12
264
20
Production-based asset pricing, continuous-time methods, macro-finance, growth options, irreversible investment, technology adoption, vintage models
6.
The Demographics of Innovation and Asset Returns
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
22 Oct 09
Last Revised:
29 Mar 11
233(63,906)
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
08 Jan 10
Last Revised:
29 Mar 11
109
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
30
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
Posted:
22 Oct 09
Last Revised:
29 Mar 11
94
5
Asset Pricing, Equity Premium, Value Premium, Intergenerational Risk, Innovation, Displacement Risk
7.
Adverse Selection and Re-Trade
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
04 Mar 02
Last Revised:
15 Dec 08
122(116,505)
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
17
5
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
105
5
8.
Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
121(117,318)
117
9.
Margin-Based Asset Pricing and Deviations from the Law of One Price
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
16(130,690)
56
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
16
56
10.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Kogan, Leonid Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panageas, Stavros University of Chicago - Booth School of Business
94(141,051)
2
consumption-based asset pricing, displacement risk, value premium, equity premium, incomplete markets
11.
Valuation in Over-the-Counter Markets
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Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
32(158,827)
143
Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
32
143
12.
Valuation in Dynamic Bargaining Markets
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Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
03 Nov 08
Last Revised:
06 Dec 08
70(169,414)
5
Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
50
5
Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
20
5
13.
Liquidity and Risk Management
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
27 Jan 07
Last Revised:
19 Sep 10
70(168,040)
20
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
70
20
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
0
liquidity, risk management, feedback effect, crises
14.
Valuation in Over-the-Counter Markets
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Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Duffie, Darrell Stanford University - Graduate School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
27 Apr 06
Last Revised:
02 Jul 09
69(170,788)
143
Duffie, Darrell Stanford University - Graduate School of Business
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
28
143
Search, bargaining, liquidity, risk, asset pricing
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Duffie, Darrell Stanford University - Graduate School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
41
142
15.
Duffie, Darrell affiliation not provided to SSRN
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
56(190,220)
4
16.
Duffie, Darrell Stanford University - Graduate School of Business
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
55(191,929)
138
17.
Two Monetary Tools: Interest Rates and Haircuts
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Ashcraft, Adam B. Federal Reserve Bank of New York
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
Posted:
07 Sep 10
Last Revised:
14 Nov 10
39(221,995)
13
Ashcraft, Adam B. Federal Reserve Bank of New York
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
4
13
asset pricing, financial frictions, haircuts, liquidity, macroeconomics, margin requirements, monetary policy
Ashcraft, Adam B. Federal Reserve Bank of New York
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
35
13
18.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Pedersen, Lasse Heje New York University (NYU) - Department of Finance
24(261,569)
1
auctions, revenue equivalence, no trade, volume, welfare
19.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
illiquidity, search, portfolio choice, illiquidity discount, equilibrium, illiquidity discount
20.
Garleanu, Nicolae University of California, Berkeley - Haas School of Business
Duffie, Darrell Stanford University - Graduate School of Business
