Mark Loewenstein

University of Maryland - Robert H. Smith School of Business

College Park, MD 20742-1815

United States

  • University of Maryland - Robert H. Smith School of Business

SCHOLARLY PAPERS

7

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Top 33,912

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17

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6

Scholarly Papers (7)

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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 609 (69,074)
Citation 10

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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 485 (91,585)
Citation 4

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Event Risk, Portfolio Selection, Transaction Costs

3.

Does Speculation in Financial Markets Have Real Effects?

Robert H. Smith School Research Paper No. RHS 2423360
Number of pages: 75 Posted: 12 Apr 2014 Last Revised: 31 May 2022
Tao Li and Mark Loewenstein
City University of Hong Kong (CityU) - Department of Economics & Finance and University of Maryland - Robert H. Smith School of Business
Downloads 406 (112,804)
Citation 3

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Speculation, Heterogeneous Beliefs, Investment, Extraneous Risk, EIS, Survivability, Housing Booms and Busts

4.

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 257 (183,854)

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Crash, Illiquidity, Portfolio Selection

5.

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 181 (254,850)
Citation 2

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6.

An Equilibrium Model of Imperfect Hedging with Transaction Costs

Number of pages: 68 Posted: 16 Aug 2021 Last Revised: 28 Aug 2022
Mark Loewenstein and Zhenjiang Qin
University of Maryland - Robert H. Smith School of Business and University of Macau
Downloads 76 (476,220)

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Transaction costs; Equilibrium; Imperfect hedging; Asset pricing; Market maker

7.

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

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