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Igor Makarov
Igor Makarov
Verified email at lse.ac.uk - Homepage
Title
Cited by
Cited by
Year
An econometric model of serial correlation and illiquidity in hedge fund returns
M Getmansky, AW Lo, I Makarov
Journal of financial economics 74 (3), 529-609, 2004
12512004
Trading and arbitrage in cryptocurrency markets
I Makarov, A Schoar
Journal of Financial Economics 135 (2), 293-319, 2020
6782020
Blockchain analysis of the bitcoin market
I Makarov, A Schoar
Available at SSRN 3942181, 2021
1422021
Cryptocurrencies and decentralized finance (DeFi)
I Makarov, A Schoar
National Bureau of Economic Research, 2022
1282022
Forecasting the forecasts of others: Implications for asset pricing
I Makarov, O Rytchkov
Journal of Economic Theory 147 (3), 941-966, 2012
862012
CDS auctions
M Chernov, AS Gorbenko, I Makarov
The Review of Financial Studies 26 (3), 768-805, 2013
682013
Rewarding trading skills without inducing gambling
I Makarov, G Plantin
The Journal of Finance 70 (3), 925-962, 2015
67*2015
The equity risk premium and the riskfree rate in an economy with borrowing constraints
L Kogan, I Makarov, R Uppal
Mathematics and Financial Economics 1, 1-19, 2007
562007
Anatomy of a run: The terra luna crash
J Liu, I Makarov, A Schoar
National Bureau of Economic Research, 2023
372023
Equilibrium subprime lending
I Makarov, G Plantin
The Journal of Finance 68 (3), 849-879, 2013
372013
Price discovery in cryptocurrency markets
I Makarov, A Schoar
AEA Papers and Proceedings 109, 97-99, 2019
362019
Are cryptos different? evidence from retail trading
S Kogan, I Makarov, M Niessner, A Schoar
National Bureau of Economic Research, 2023
312023
Debt overhang and barter in Russia
S Guriev, I Makarov, M Maurel
Journal of Comparative Economics 30 (4), 635-656, 2002
242002
Informational black holes in financial markets
U Axelson, I Makarov
The Journal of Finance 78 (6), 3099-3140, 2023
17*2023
Sources of systematic risk
I Makarov, D Papanikolaou
Available at SSRN 968229, 2008
132008
Feedback trading and bubbles
BY Han, I Makarov
Available at SSRN 3796200, 2021
92021
Methodological aspects of assessing the creditworthiness of municipalities as an important condition for improving the efficiency of bank lending operations and managing …
NI Yashina, SD Makarova, NN Pronchatova-Rubtsova, IA Makarov, ...
The 21st Century from the Positions of Modern Science: Intellectual, Digital …, 2020
42020
Deliberate Limits to Arbitrage
I Makarov, G Plantin
AFA 2013 San Diego Meetings Paper, 2012
42012
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
M Getmansky Sherman, AW Lo, I Makarov
National Bureau of Economic Research, 2003
12003
Brookings Papers on Economic Activity: Spring 2022
AK Bartscher, M Schularick, M Kuhn, P Wachtel, WA Darity, B Moll, ...
Brookings papers on economic activity, 2022
2022
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