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

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2,061

SSRN CITATIONS
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Top 17,515

in Total Papers Citations

26

CROSSREF CITATIONS

35

Scholarly Papers (18)

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1.

Speculative Securities

Downloads 878 ( 37,642)
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 878 (37,113)
Citation 1

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Speculative Securities

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 211 (196,964)

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 211 (196,810)
Citation 6

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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 177 (230,329)
Citation 1

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Arbitrage, segmented markets, networks, externalities

4.

Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information

Downloads 176 (231,418)
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 157 (255,343)

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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
European University Institute - Department of Economics and London School of Economics - Department of Finance
Downloads 19 (716,516)
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Asymmetric information, incomplete markets, rational expectations equilibrium

5.

Strategic Financial Innovation in Segmented Markets

Downloads 148 (267,314)
Citation 13

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 86 (393,800)
Citation 1

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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 62 (472,809)

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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 100 (355,022)
Citation 11

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Heterogeneous valuations, information acquisition, learning externalities, welfare

7.

Value of Information in Competitive Economies with Incomplete Markets

Downloads 95 (366,700)
Citation 3

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 95 (369,782)
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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Citation 1

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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 89 (381,979)
Citation 4

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

9.

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 55 (493,093)

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

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 36 (582,016)
Citation 1

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Competitive Equilibrium, Incomplete Markets, Information, Retrading

11.

Information, Market Power and Welfare

Number of pages: 52 Posted: 14 Sep 2021 Last Revised: 11 Oct 2021
Youcheng Lou and Rohit Rahi
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science and London School of Economics - Department of Finance
Downloads 33 (598,695)

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Double auction, interdependent values, market power, adverse selection, information acquisition, welfare.

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 31 (610,373)
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 16 (716,757)
Citation 2

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Segmented markets, arbitrage, restricted participation

14.

Financial Innovation in Segmented Markets

Downloads 16 (716,757)

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 (741,944)
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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.

Partially Revealing Rational Expectations Equilibria with Nominal Assets

Posted: 14 May 2000
Rohit Rahi
London School of Economics - Department of Finance

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16.

Optimal Incomplete Markets with Asymmetric Information

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