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

18

DOWNLOADS
Rank 40,690

SSRN RANKINGS

Top 40,690

in Total Papers Downloads

2,613

TOTAL CITATIONS
Rank 15,372

SSRN RANKINGS

Top 15,372

in Total Papers Citations

50

Scholarly Papers (18)

Actions:
Email selected abstracts
1.

Speculative Securities

Downloads 880 (57,871)
Citation 2

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 880 (56,982)
Citation 2

Abstract:

Loading...

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

Abstract:

Loading...

2.

Should Speculators Be Taxed?

Downloads 233 (275,153)
Citation 11

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 233 (273,637)
Citation 11

Abstract:

Loading...

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

Abstract:

Loading...

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 224 (285,836)
Citation 1

Abstract:

Loading...

Arbitrage, segmented markets, networks, externalities

4.

Strategic Financial Innovation in Segmented Markets

Downloads 208 (306,674)
Citation 7

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 112 (518,249)
Citation 7

Abstract:

Loading...

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 96 (579,796)

Abstract:

Loading...

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

Abstract:

Loading...

D52, G12

5.

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

Downloads 200 (318,086)

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 179 (351,342)

Abstract:

Loading...

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 21 (1,128,573)
  • Add to Cart

Abstract:

Loading...

Asymmetric information, incomplete markets, rational expectations equilibrium

6.

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 163 (382,006)

Abstract:

Loading...

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

7.

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 124 (476,502)
Citation 11

Abstract:

Loading...

Heterogeneous valuations, information acquisition, learning externalities, welfare

8.

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 115 (504,736)
Citation 4

Abstract:

Loading...

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

9.

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 111 (518,224)
Citation 6

Abstract:

Loading...

Competitive Equilibrium, Incomplete Markets, Value of Information

10.

Centralized vs Decentralized Markets: The Role of Connectivity

Number of pages: 79 Posted: 05 Feb 2024
Simone Alfarano, Albert Banal-Estañol, Eva Camacho, Giulia Iori, Burcu Kapar and Rohit Rahi
Jaume I University - Department of Economics, Universitat Pompeu Fabra, LINEEX and University Jaume I of Castellon, City University London - Department of Economics, American University in Dubai and London School of Economics - Department of Finance
Downloads 101 (554,908)

Abstract:

Loading...

Networks, heuristic learning, informational efficiency, experimental asset markets.

11.

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 95 (577,826)
Citation 3

Abstract:

Loading...

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

12.

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 56 (770,850)
Citation 1

Abstract:

Loading...

Competitive Equilibrium, Incomplete Markets, Information, Retrading

13.

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 51 (805,130)
Citation 2

Abstract:

Loading...

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

14.

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 35 (939,283)
Citation 2

Abstract:

Loading...

Segmented markets, arbitrage, restricted participation

15.

Financial Innovation in Segmented Markets

Downloads 17 (1,145,767)

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 17 (1,183,059)
  • Add to Cart

Abstract:

Loading...

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

Abstract:

Loading...

16.

Optimal Incomplete Markets with Asymmetric Information

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

Abstract:

Loading...

17.

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

Abstract:

Loading...

18.

Information Revelation and Market Incompleteness

Downloads 0 (1,309,465)

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

Abstract:

Loading...

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

Abstract:

Loading...

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