Mark Loewenstein

University of Maryland - Robert H. Smith School of Business

College Park, MD 20742-1815

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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1,486

CITATIONS
Rank 12,367

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Top 12,367

in Total Papers Citations

32

Scholarly Papers (6)

1.

Liquidity Premia and Transactions Costs

AFA 2006 Boston Meetings Paper
Number of pages: 58 Posted: 18 Mar 2005
Hong Liu, Bong-Gyu Jang, Hyeng Keun Koo and Mark Loewenstein
Washington University in St. Louis - Olin Business School, Pohang University of Science and Technology (POSTECH), Ajou University - Department of Business Administration and University of Maryland - Robert H. Smith School of Business
Downloads 549 (37,112)
Citation 30

Abstract:

Liquidity, Liquidity risk, Investment, Consumption, Equity-Premium Puzzle

2.

Optimal Portfolio Selection with Transaction Costs and 'Event Risk'

AFA 2008 New Orleans Meetings Paper
Number of pages: 36 Posted: 05 Mar 2007
Hong Liu and Mark Loewenstein
Washington University in St. Louis - Olin Business School and University of Maryland - Robert H. Smith School of Business
Downloads 431 (50,898)
Citation 2

Abstract:

Event Risk, Portfolio Selection, Transaction Costs

3.

Event Risks, Illiquidity, and Portfolio Selection

Number of pages: 37 Posted: 17 Dec 2009
Hong Liu and Mark Loewenstein
Washington University in St. Louis - Olin Business School and University of Maryland - Robert H. Smith School of Business
Downloads 220 (106,990)

Abstract:

Crash, Illiquidity, Portfolio Selection

4.

Speculation and Leverage

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 43 Posted: 24 May 2013
Mark Loewenstein
University of Maryland - Robert H. Smith School of Business
Downloads 102 (182,174)

Abstract:

5.

Does Speculative Activity Have Real Effects?

Robert H. Smith School Research Paper No. RHS 2423360
Number of pages: 55 Posted: 12 Apr 2014 Last Revised: 19 Oct 2016
Tao Li and Mark Loewenstein
City University of Hong Kong (CityUHK) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
Downloads 80 (177,712)

Abstract:

Heterogeneous belief, Production, Extraneous risk, Housing Boom and Bust, Speculation

6.

Options and Bubbles

The Review of Financial Studies, Vol. 20, Issue 2, pp. 359-390, 2007
Posted: 17 Jul 2008
Steven L. Heston, Mark Loewenstein and Gregory A. Willard
University of Maryland - Department of Finance, University of Maryland - Robert H. Smith School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract: