Rohit Rahi

London School of Economics - Department of Finance

Houghton Street

London, WC2A 2AE

United Kingdom

http://https://sites.google.com/lse.ac.uk/rohit-rahi

London School of Economics & Political Science (LSE) - Financial Markets Group

Houghton Street

London WC2A 2AE

United Kingdom

  • London School of Economics - Department of Finance

    • Email
    • Tel: +44 20 7955 7313

  • London School of Economics & Political Science (LSE) - Financial Markets Group

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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52

CROSSREF CITATIONS

35

Scholarly Papers (17)

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1.

Speculative Securities

Downloads 879 (47,686)
Citation 3

Speculative Securities

Number of pages: 21 Posted: 12 Oct 2007
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance
Downloads 879 (46,990)
Citation 3

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Speculative Securities

Posted: 29 Oct 1999
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance

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2.

Should Speculators Be Taxed?

Downloads 223 (235,775)

Should Speculators Be Taxed?

Number of pages: 18 Posted: 12 Oct 2007
James Dow and Rohit Rahi
London Business School - Institute of Finance and Accounting and London School of Economics - Department of Finance
Downloads 223 (235,067)
Citation 11

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Should Speculators Be Taxed?

Posted: 14 Nov 1999
James Dow and Rohit Rahi
London Business School - Institute of Finance and Accounting and London School of Economics - Department of Finance

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3.

Arbitrage Networks

Number of pages: 35 Posted: 07 Jul 2009 Last Revised: 17 Nov 2013
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 204 (256,088)
Citation 1

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Arbitrage, segmented markets, networks, externalities

4.

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

Downloads 187 (276,866)
Citation 1

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

LSE Financial Markets Group Working Paper No. 381
Number of pages: 45 Posted: 28 Jul 2001
Rohit Rahi and Piero Gottardi
London School of Economics - Department of Finance and University of Essex - Department of Economics
Downloads 168 (303,886)

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Rational Expectations Equilibrium, Asymmetric Information, Incomplete Markets

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

Number of pages: 47 Posted: 28 Aug 2001
Piero Gottardi and Rohit Rahi
University of Essex - Department of Economics and London School of Economics - Department of Finance
Downloads 19 (924,424)
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Asymmetric information, incomplete markets, rational expectations equilibrium

5.

Strategic Financial Innovation in Segmented Markets

Downloads 183 (283,549)
Citation 19

Strategic Financial Innovation in Segmented Markets

Review of Financial Studies, Forthcoming
Number of pages: 34 Posted: 11 Oct 2007
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 102 (449,558)
Citation 7

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Security design, arbitrage, intermediation, market segmentation

Strategic Financial Innovation in Segmented Markets

Number of pages: 34 Posted: 27 Sep 2007
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 81 (526,305)

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Security design, arbitrage, intermediation, market segmentation

Strategic Financial Innovation in Segmented Markets

The Review of Financial Studies, Vol. 22, Issue 8, pp. 2941-2971, 2009
Posted: 05 Aug 2009
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group

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D52, G12

6.

Information Acquisition, Price Informativeness, and Welfare

Journal of Economic Theory (2018), 177:558–593
Number of pages: 36 Posted: 31 Oct 2014 Last Revised: 04 Aug 2018
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 115 (409,668)
Citation 11

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Heterogeneous valuations, information acquisition, learning externalities, welfare

7.

Market Fragmentation and Contagion

Number of pages: 30 Posted: 22 Sep 2020
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 109 (425,936)

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market fragmentation, inter-mediation, arbitrage, liquidity shocks, contagion

8.

Value of Information in Competitive Economies with Incomplete Markets

Number of pages: 32 Posted: 24 Sep 2007 Last Revised: 01 May 2012
Piero Gottardi and Rohit Rahi
University of Essex - Department of Economics and London School of Economics - Department of Finance
Downloads 107 (431,608)
Citation 5

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Competitive Equilibrium, Incomplete Markets, Value of Information

9.

A Theory of Strategic Intermediation and Endogenous Liquidity

Number of pages: 32 Posted: 14 Nov 2007 Last Revised: 06 Jan 2008
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 101 (449,734)
Citation 4

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Liquidity, intermediation, arbitrage, restricted participation, contagion, market microstructure

10.

Information, Market Power and Welfare

Number of pages: 71 Posted: 14 Sep 2021 Last Revised: 17 Oct 2023
Youcheng Lou and Rohit Rahi
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and London School of Economics - Department of Finance
Downloads 79 (524,483)
Citation 3

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Double auction, heterogeneous values, price informativeness, liquidity, passive investing, ESG investing.

11.

Risk-Sharing and Retrading in Incomplete Markets

Number of pages: 18 Posted: 21 Jan 2012
Rohit Rahi and Piero Gottardi
London School of Economics - Department of Finance and University of Essex - Department of Economics
Downloads 47 (678,977)
Citation 1

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Competitive Equilibrium, Incomplete Markets, Information, Retrading

12.

Information Acquisition with Heterogeneous Valuations

Journal of Economic Theory, Forthcoming
Number of pages: 42 Posted: 09 Aug 2019 Last Revised: 09 Nov 2020
Rohit Rahi
London School of Economics - Department of Finance
Downloads 39 (731,050)
Citation 2

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Heterogeneous valuations, information acquisition, learning externalities, strategic complementarities, welfare.

13.

Walrasian Foundations for Equilibria in Segmented Markets

Number of pages: 19 Posted: 16 Oct 2013
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 27 (822,559)
Citation 2

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Segmented markets, arbitrage, restricted participation

14.

Financial Innovation in Segmented Markets

Downloads 16 (923,894)

Financial Innovation in Segmented Markets

Number of pages: 43 Posted: 11 Feb 2004
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 16 (955,468)
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Asset innovation, arbitrage, restricted participation, innovation games

Financial Innovation in Segmented Markets

Posted: 12 Oct 2007
Rohit Rahi and Jean-Pierre Zigrand
London School of Economics - Department of Finance and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group

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15.

Optimal Incomplete Markets with Asymmetric Information

Posted: 23 Dec 1999
Rohit Rahi
London School of Economics - Department of Finance

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16.

Informed Trading, Investment, and Welfare

Posted: 08 Jan 1997
James Dow and Rohit Rahi
London Business School - Institute of Finance and Accounting and London School of Economics - Department of Finance

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17.

Information Revelation and Market Incompleteness

Downloads 0 (1,061,523)

Information Revelation and Market Incompleteness

Posted: 13 Nov 1996
Rohit Rahi and Jose M. Marin
London School of Economics - Department of Finance and Charles III University of Madrid

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Information Revelation and Market Incompleteness

Review of Economic Studies, Vol. 67, No. 3, 2000
Posted: 26 Feb 2012
Jose M. Marin and Rohit Rahi
Charles III University of Madrid and London School of Economics - Department of Finance

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Information Revelation, Rational Expectations, Complete Markets, Adverse Selection, Hirshleifer Effect