Rohit Rahi

London School of Economics - Department of Finance

Houghton Street

London, WC2A 2AE

United Kingdom

http://vishnu.lse.ac.uk/

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
    • Fax: +44 20 7955 7420

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

SCHOLARLY PAPERS

18

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SSRN CITATIONS
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Top 18,367

in Total Papers Citations

7

CROSSREF CITATIONS

37

Scholarly Papers (18)

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1.

Speculative Securities

Downloads 876 ( 26,643)
Citation 1

Speculative Securities

Number of pages: 21 Posted: 12 Oct 2007
Jose M. Marin and Rohit Rahi
Universidad Carlos III de Madrid and London School of Economics - Department of Finance
Downloads 876 (26,219)
Citation 1

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Speculative Securities

Economic Theory, Vol. 14, Iss. 3
Posted: 29 Oct 1999
Jose M. Marin and Rohit Rahi
Universidad Carlos III de Madrid and London School of Economics - Department of Finance

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2.

Should Speculators Be Taxed?

Downloads 202 (152,856)

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 202 (152,622)
Citation 3

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Should Speculators Be Taxed?

Journal of Business, January 2000
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.

Market Quality and Contagion in Fragmented Markets

Number of pages: 37 Posted: 07 Jul 2009 Last Revised: 25 Jan 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 186 (164,894)
Citation 2

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Fragmented markets, intermediation, arbitrage, liquidity, contagion

4.

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

Downloads 174 (175,060)
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 European University Institute - Department of Economics
Downloads 155 (193,562)

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Rational Expectations Equilibrium, Asymmetric Information, Incomplete Markets

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

CEPR Discussion Paper No. 2922
Number of pages: 47 Posted: 28 Aug 2001
Piero Gottardi and Rohit Rahi
European University Institute - Department of Economics and London School of Economics - Department of Finance
Downloads 19 (555,285)
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Asymmetric information, incomplete markets, rational expectations equilibrium

5.

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 161 (187,078)

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Arbitrage, segmented markets, networks, externalities

6.

Strategic Financial Innovation in Segmented Markets

Downloads 137 (213,865)
Citation 12

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 80 (312,955)

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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 57 (377,259)

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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

7.

Value of Information in Competitive Economies with Incomplete Markets

Downloads 92 (284,331)
Citation 2

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
European University Institute - Department of Economics and London School of Economics - Department of Finance
Downloads 92 (286,480)
Citation 3

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Competitive Equilibrium, Incomplete Markets, Value of Information

Value of Information in Competitive Economies with Incomplete Markets

International Economic Review, Vol. 55, Issue 1, pp. 57-81, 2014
Number of pages: 25 Posted: 25 Jan 2014
Piero Gottardi and Rohit Rahi
European University Institute - Department of Economics and London School of Economics - Department of Finance
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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 86 (296,750)
Citation 3

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

9.

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 81 (307,784)
Citation 5

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Heterogeneous valuations, information acquisition, learning externalities, welfare

10.

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 European University Institute - Department of Economics
Downloads 35 (452,119)
Citation 1

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Competitive Equilibrium, Incomplete Markets, Information, Retrading

11.

Book Reviews

The Economic Journal, Vol. 112, pp. 566-607, 2002
Number of pages: 42 Posted: 27 Apr 2003
Michael K.F. Chui, D. P. O'Brien, Roman Inderst, Ashley D. Taylor, Aditya Goenka, Andrew Mountford, Roger Backhouse, Ralph W. Bailey, Don J. Webber, Rohit Rahi, Marco R. Barassi, Mark E. Schaffer, David Marsden, Peter Spencer, David Miles, Elettra Agliardi, Christian Bellak, Jeffrey C. Fuhrer, Paul A. Lewis, Robin Cubitt, Zhihao Yu, David N. King, Felix Kubler, Pascal Bridel and Charles Goodhart
Bank for International Settlements (BIS), University of Durham, Goethe University Frankfurt, World Bank, affiliation not provided to SSRN, Royal Holloway, University of London, University of Birmingham - Department of Economics, University of Birmingham - Department of Economics, University of the West of England (UWE) - School of Economics, London School of Economics - Department of Finance, University of Birmingham, Heriot-Watt University - Centre for Economic Reform and Transformation, London School of Economics & Political Science (LSE), University of London, Birkbeck College - Department of Economics, Imperial College Business School, University of Bologna - Department of Economics, WU, Vienna University of Economics and BA, Federal Reserve Bank of Boston, King's College London, University of East Anglia, Carleton University - Department of Economics, University of Stirling - Department of Economics, University of Zurich, Université de Lausanne and London School of Economics & Political Science (LSE) - Financial Markets Group
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12.

Financial Innovation in Segmented Markets

Downloads 16 (554,136)

Financial Innovation in Segmented Markets

CEPR Discussion Paper No. 4176
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 (575,172)
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Asset innovation, arbitrage, restricted participation, innovation games

Financial Innovation in Segmented Markets

EFA 2003 Annual Conference Paper No. 781
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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13.

Information Acquisition with Heterogeneous Valuations

Number of pages: 36 Posted: 09 Aug 2019
Rohit Rahi
London School of Economics - Department of Finance
Downloads 14 (566,480)

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heterogeneous valuations, information acquisition, learning externalities, 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 13 (572,696)
Citation 1

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Segmented markets, arbitrage, restricted participation

15.

Partially Revealing Rational Expectations Equilibria with Nominal Assets

JOURNAL OF MATHEMATICAL ECONOMICS, 1994
Posted: 14 May 2000
Rohit Rahi
London School of Economics - Department of Finance

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16.

Optimal Incomplete Markets with Asymmetric Information

JOURNAL OF ECONOMIC THEORY, 1994
Posted: 23 Dec 1999
Rohit Rahi
London School of Economics - Department of Finance

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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

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18.

Information Revelation and Market Incompleteness

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Information Revelation and Market Incompleteness

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

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