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

  • University of Southern California - Marshall School of Business

  • Central Bank of Chile

SCHOLARLY PAPERS

11

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1,274

SSRN CITATIONS
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Top 22,747

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10

CROSSREF CITATIONS

24

Scholarly Papers (11)

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1.

A Theory of Asset Prices Based on Heterogeneous Information

Downloads 374 ( 81,826)
Citation 4

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 271 (116,203)
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 (276,749)

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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 (682,813)
Citation 1
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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 275 (115,034)
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 168 (184,240)
Citation 5

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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
Elias Albagli, Luis Ceballos, Sebastián Claro and Damian Romero
University of Southern California - Marshall School of Business, Independent, Pontificia Universidad Catolica de Chile and Independent
Downloads 143 (210,963)

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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 114 (250,911)

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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 66 (352,080)
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
Elias Albagli, Luis Ceballos, Sebastián Claro and Damián Romero
University of Southern California - Marshall School of Business, Pennsylvania State University - Department of Finance, Pontificia Universidad Catolica de Chile and Central Bank of Chile
Downloads 64 (357,802)
Citation 1

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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 (484,447)

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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 (528,754)

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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 11 (597,516)
Citation 1

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11.

Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium

Downloads 7 (624,079)

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 (651,248)

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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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