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

SCHOLARLY PAPERS

17

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2,316

SSRN CITATIONS
Rank 15,477

SSRN RANKINGS

Top 15,477

in Total Papers Citations

52

CROSSREF CITATIONS

35

Scholarly Papers (17)

1.
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.
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

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.
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

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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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