Elias Albagli

University of Southern California - Marshall School of Business

701 Exposition Blvd

Los Angeles, CA 90089

United States

http://www.marshall.usc.edu/faculty/directory/albagli

Central Bank of Chile

Senior Economist

Publicaciones

Huerfanos 1185

Santiago

Chile

SCHOLARLY PAPERS

11

DOWNLOADS
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1,249

SSRN CITATIONS
Rank 26,819

SSRN RANKINGS

Top 26,819

in Total Papers Citations

4

CROSSREF CITATIONS

21

Scholarly Papers (11)

A Theory of Asset Prices Based on Heterogeneous Information

AFA 2013 San Diego Meetings Paper
Number of pages: 48 Posted: 15 Mar 2012
Elias Albagli, Aleh Tsyvinski and Christian Hellwig
University of Southern California - Marshall School of Business, Yale University - Cowles Foundation and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 269 (113,499)
Citation 3

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Heterogeneous information, limits to arbitrage, information wedge

A Theory of Asset Prices Based on Heterogeneous Information

Cowles Foundation Discussion Paper No. 1827
Number of pages: 44 Posted: 21 Oct 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 100 (268,731)

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Information aggregation, Information wedge, Heterogeneous beliefs, Modigliani-Miller theorem, Bubbles

A Theory of Asset Prices Based on Heterogeneous Information

CEPR Discussion Paper No. DP9291
Number of pages: 46 Posted: 01 Feb 2013
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 3 (664,057)
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asset prices, information aggregation, Modigliani-Miller Theorem, skewness

2.

Amplification of Uncertainty in Illiquid Markets

AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 21 Mar 2011 Last Revised: 04 Nov 2011
Elias Albagli
University of Southern California - Marshall School of Business
Downloads 273 (112,344)
Citation 13

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Business cycle, funding constraints, information aggregation, uncertainty

3.

Investment Horizons and Asset Prices Under Asymmetric Information

Number of pages: 46 Posted: 05 Dec 2012 Last Revised: 18 Apr 2014
Elias Albagli
University of Southern California - Marshall School of Business
Downloads 167 (179,849)
Citation 4

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Investment horizons, asymmetric information, asset prices

4.

Channels of US Monetary Policy Spillovers into International Bond Markets

Number of pages: 30 Posted: 02 Nov 2015 Last Revised: 19 Dec 2015
University of Southern California - Marshall School of Business, Independent, Pontificia Universidad Catolica de Chile and Independent
Downloads 139 (209,486)

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Affine models, risk neutral rates, term premium, spillovers

5.

Property Rights Protection, Information Acquisition, and Asset Prices: Theory and Evidence

Number of pages: 48 Posted: 15 Mar 2012 Last Revised: 27 Aug 2013
Elias Albagli, Pengjie Gao and Yongxiang Wang
University of Southern California - Marshall School of Business, University of Notre Dame - Mendoza College of Business and University of Southern California - Marshall School of Business
Downloads 111 (248,357)

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Comovement, property rights protection, information acquisition

6.

Information Aggregation, Investment, and Managerial Incentives

Cowles Foundation Discussion Paper No. 1816
Number of pages: 38 Posted: 15 Aug 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 65 (344,954)
Citation 2

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7.

Channels of US Monetary Policy Spillovers to International Bond Markets

BIS Working Paper No. 719
Number of pages: 50 Posted: 15 May 2018
University of Southern California - Marshall School of Business, Central Bank of Chile, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 53 (381,208)

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monetary policy spillovers, risk neutral rates, term premia

8.

A Theory of Asset Pricing Based on Heterogeneous Information

NBER Working Paper No. w17548
Number of pages: 44 Posted: 29 Oct 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 30 (470,784)

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9.

Information Aggregation, Investment, and Managerial Incentives

NBER Working Paper No. w17330
Number of pages: 38 Posted: 29 Aug 2011
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 22 (514,189)

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10.

Dynamic Dispersed Information and the Credit Spread Puzzle

NBER Working Paper No. w19788
Number of pages: 42 Posted: 04 Jan 2014
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 10 (586,827)

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Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

NBER Working Paper No. w23419
Number of pages: 58 Posted: 24 May 2017
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
Downloads 7 (632,817)

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Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

CEPR Discussion Paper No. DP12045
Number of pages: 60 Posted: 15 May 2017
Elias Albagli, Christian Hellwig and Aleh Tsyvinski
University of Southern California - Marshall School of Business, University of Toulouse 1 - Toulouse School of Economics (TSE) and Yale University - Cowles Foundation
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