Igor Makarov

London School of Economics & Political Science (LSE)

Associate Professor

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 6,985

SSRN RANKINGS

Top 6,985

in Total Papers Downloads

6,675

SSRN CITATIONS
Rank 1,706

SSRN RANKINGS

Top 1,706

in Total Papers Citations

78

CROSSREF CITATIONS

556

Scholarly Papers (8)

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
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 School of Economics & Political Science (LSE)
Downloads 3,127 (3,571)
Citation 1

Abstract:

Loading...

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 Last Revised: 01 Nov 2010
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 School of Economics & Political Science (LSE)
Downloads 151 (205,085)
Citation 23

Abstract:

Loading...

2.

Trading and Arbitrage in Cryptocurrency Markets

Number of pages: 56 Posted: 21 May 2018 Last Revised: 12 Jul 2019
Igor Makarov and Antoinette Schoar
London School of Economics & Political Science (LSE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,209 (6,536)
Citation 44

Abstract:

Loading...

cryptocurrencies, bitcoin, limits to arbitrage, order flow, price impact

3.

Sources of Systematic Risk

Number of pages: 37 Posted: 17 Mar 2008 Last Revised: 14 Aug 2010
Igor Makarov and Dimitris Papanikolaou
London School of Economics & Political Science (LSE) and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 436 (69,413)
Citation 3

Abstract:

Loading...

Factor analysis, identification, heteroscedasticity

4.

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 School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 300 (106,478)
Citation 20

Abstract:

Loading...

5.
Downloads 246 (131,182)
Citation 5

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 School of Economics & Political Science (LSE)
Downloads 241 (133,311)
Citation 1

Abstract:

Loading...

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 School of Economics & Political Science (LSE)
Downloads 5 (675,187)
  • Add to Cart

Abstract:

Loading...

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

6.

Deliberate Limits to Arbitrage

AFA 2013 San Diego Meetings Paper
Number of pages: 21 Posted: 16 Mar 2012
Igor Makarov and Guillaume Plantin
London School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 111 (259,284)
Citation 1

Abstract:

Loading...

limits of arbitrage

7.

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 School of Economics & Political Science (LSE) and University of Toulouse 1 - Toulouse School of Economics (TSE)
Downloads 74 (335,448)
Citation 1

Abstract:

Loading...

8.
Downloads 21 (541,830)

Debt Overhang and Barter in Russia

CEPR Discussion Paper No. 2686
Number of pages: 27 Posted: 22 Mar 2001
Sergei Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London School of Economics & Political Science (LSE) and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 21 (560,025)
  • Add to Cart

Abstract:

Loading...

Barter, debt overhang, demonetization, renegotiation

Debt Overhang and Barter in Russia

Posted: 29 Aug 2001
Sergei Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London School of Economics & Political Science (LSE) and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques

Abstract:

Loading...

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 Guriev, Igor Makarov and Mathilde Maurel
Sciences Po, London School of Economics & Political Science (LSE) and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques

Abstract:

Loading...

Barter, debt overhang, demonetization, renegotiation