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

SCHOLARLY PAPERS

17

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CITATIONS
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Top 11,153

in Total Papers Citations

37

Scholarly Papers (17)

1.
Downloads 871 ( 21,904)
Citation 4

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 871 (21,519)
Citation 4

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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.
Downloads 192 (134,773)
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 192 (134,658)
Citation 11

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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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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 151 (166,994)
Citation 2

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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 (477,515)
Citation 2
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Asymmetric information, incomplete markets, rational expectations equilibrium

4.

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 158 (146,690)

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Fragmented markets, intermediation, arbitrage, liquidity, contagion

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 140 (167,715)
Citation 2

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Arbitrage, segmented markets, networks, externalities

6.
Downloads 129 (189,514)
Citation 6

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 76 (274,401)
Citation 6

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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 53 (332,911)
Citation 6

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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

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 89 (248,722)
Citation 2

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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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Citation 2
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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 80 (255,879)
Citation 3

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

9.

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 23 (406,835)

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Competitive Equilibrium, Incomplete Markets, Information, Retrading

10.

Information Acquisition, Price Informativeness, and Welfare

Number of pages: 37 Posted: 31 Oct 2014 Last Revised: 05 Sep 2017
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 22 (322,038)

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Heterogeneous valuations, information acquisition, learning externalities, welfare.

11.

Book Reviews

The Economic Journal, Vol. 112, pp. 566-607, 2002
Number of pages: 42 Posted: 27 Apr 2003
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, University of London - Department of Political Economy, 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
Downloads 21 (450,704)
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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 (494,913)
Citation 6
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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.

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 6 (517,928)
Citation 1

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Segmented markets, arbitrage, restricted participation

14.

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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15.

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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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 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