Igor Makarov

London Business School

Assistant Professor

Sussex Place

Regent's Park

London, London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 8,545

in Total Papers Downloads

4,178

CITATIONS
Rank 2,648

SSRN RANKINGS

Top 2,648

in Total Papers Citations

211

Scholarly Papers (7)

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

MIT Sloan Working Paper No. 4288-03; MIT Laboratory for Financial Engineering Working Paper No. LFE-1041A-03; EFMA 2003 Helsinki Meetings
Number of pages: 92 Posted: 07 Mar 2003
Mila Getmansky, Andrew W. Lo and Igor Makarov
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and London Business School
Downloads 3,024 (2,459)
Citation 192

Abstract:

Hedge Funds, Serial Correlation, Market Efficiency, Performance Smoothing, Liquidity

An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns

NBER Working Paper No. w9571
Number of pages: 90 Posted: 20 Mar 2003
Mila Getmansky, Andrew W. Lo and Igor Makarov
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Massachusetts Institute of Technology (MIT) - Sloan School of Management and London Business School
Downloads 135 (169,881)
Citation 192

Abstract:

2.

Sources of Systematic Risk

Number of pages: 37 Posted: 17 Mar 2008 Last Revised: 14 Aug 2010
Igor Makarov and Dimitris Papanikolaou
Downloads 315 (65,351)
Citation 2

Abstract:

Factor analysis, identification, heteroscedasticity

3.

Rewarding Trading Skills Without Inducing Gambling

AFA 2011 Denver Meetings Paper
Number of pages: 35 Posted: 17 Mar 2010 Last Revised: 20 May 2011
Igor Makarov and Guillaume Plantin
London Business School and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 220 (89,152)
Citation 6

Abstract:

4.
Downloads 217 (110,892)
Citation 3

CDS Auctions

Number of pages: 56 Posted: 17 Jun 2011 Last Revised: 20 Jul 2012
UCLA Anderson, University of Southern California - Marshall School of Business and London Business School
Downloads 212 (113,089)
Citation 3

Abstract:

credit default swaps, auctions, settlement, open interest

CDs Auctions

CEPR Discussion Paper No. DP8456
Number of pages: 44 Posted: 20 Jul 2011
UCLA Anderson, University of Southern California - Marshall School of Business and London Business School
Downloads 5 (523,164)
Citation 3

Abstract:

auctions, credit default swaps, mispricing, open interest, settlement

5.

Deliberate Limits to Arbitrage

AFA 2013 San Diego Meetings Paper
Number of pages: 21 Posted: 16 Mar 2012
Igor Makarov and Guillaume Plantin
London Business School and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 85 (224,042)

Abstract:

limits of arbitrage

6.

Equilibrium Subprime Lending

Journal of Finance, Forthcoming
Number of pages: 42 Posted: 10 Apr 2010 Last Revised: 30 Apr 2012
Igor Makarov and Guillaume Plantin
London Business School and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 67 (268,360)
Citation 1

Abstract:

7.
Downloads 21 (420,097)
Citation 7

Debt Overhang and Barter in Russia

CEPR Discussion Paper No. 2686
Number of pages: 27 Posted: 22 Mar 2001
Sergei M. Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London Business School and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 21 (434,108)
Citation 7

Abstract:

Barter, debt overhang, demonetization, renegotiation

Debt Overhang and Barter in Russia

Posted: 29 Aug 2001
Sergei M. Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London Business School and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques

Abstract:

Barter, debt overhang, demonetization, renegotiation

Debt Overhang and Barter in Russia

Journal of Comparative Economics, Vol. 30, No. 4, December 2002
Posted: 04 Apr 2003
Sergei M. Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London Business School and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques

Abstract:

Barter, debt overhang, demonetization, renegotiation