Igor Makarov

London School of Economics & Political Science (LSE)

Associate Professor

Houghton Street

London, WC2A 2AE

United Kingdom

  • London School of Economics & Political Science (LSE)

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 6,025

SSRN RANKINGS

Top 6,025

in Total Papers Downloads

14,607

TOTAL CITATIONS
Rank 1,942

SSRN RANKINGS

Top 1,942

in Total Papers Citations

351

Scholarly Papers (10)

Actions:
Email selected abstracts
1.

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 4,825 (4,187)
Citation 239

Abstract:

Loading...

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

2.

Blockchain Analysis of the Bitcoin Market

Number of pages: 61 Posted: 14 Oct 2021 Last Revised: 02 May 2022
Igor Makarov and Antoinette Schoar
London School of Economics & Political Science (LSE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 4,242 (5,166)

Abstract:

Loading...

Bitcoin, Cryptocurrencies, payment system

3.

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

Downloads 3,571 ( 6,857)
Citation 82

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

Number of pages: 92 Posted: 07 Mar 2003
Mila Getmansky Sherman, 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) - Laboratory for Financial Engineering and London School of Economics & Political Science (LSE)
Downloads 3,246 (7,841)
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: 28 Aug 2022
Mila Getmansky Sherman, 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) - Laboratory for Financial Engineering and London School of Economics & Political Science (LSE)
Downloads 325 (193,941)
Citation 81

Abstract:

Loading...

4.

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 Kellogg School of Management - Department of Finance
Downloads 588 (97,927)

Abstract:

Loading...

Factor analysis, identification, heteroscedasticity

5.

CDS Auctions

Downloads 363 (173,497)
Citation 2

CDS Auctions

Number of pages: 56 Posted: 17 Jun 2011 Last Revised: 20 Jul 2012
Mikhail Chernov, Alexander S. Gorbenko and Igor Makarov
UCLA Anderson, University College London - Department of Economics and School of Management and London School of Economics & Political Science (LSE)
Downloads 356 (175,665)
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
Mikhail Chernov, Alexander S. Gorbenko and Igor Makarov
UCLA Anderson, University College London - Department of Economics and School of Management and London School of Economics & Political Science (LSE)
Downloads 7 (1,312,726)
Citation 1
  • Add to Cart

Abstract:

Loading...

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

6.

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 353 (178,928)
Citation 20

Abstract:

Loading...

7.

Feedback Trading and Bubbles

Number of pages: 41 Posted: 22 Mar 2021
Brandon Yueyang Han and Igor Makarov
Robert H. Smith School of Business, University of Maryland and London School of Economics & Political Science (LSE)
Downloads 332 (191,265)

Abstract:

Loading...

Bubble, feedback trading, cryptocurrency

8.

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 204 (312,393)
Citation 2

Abstract:

Loading...

limits of arbitrage

9.

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 107 (532,306)
Citation 6

Abstract:

Loading...

10.

Debt Overhang and Barter in Russia

Downloads 22 (1,082,387)

Debt Overhang and Barter in Russia

Number of pages: 27 Posted: 22 Mar 2001
Sergei Guriev, Igor Makarov and Mathilde Maurel
Institut d'Etudes Politiques de Paris (Sciences Po), London School of Economics & Political Science (LSE) and Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques
Downloads 22 (1,115,293)
  • 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
Institut d'Etudes Politiques de Paris (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

Posted: 04 Apr 2003
Sergei Guriev, Igor Makarov and Mathilde Maurel
Institut d'Etudes Politiques de Paris (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