Access Statistics for Semyon Malamud

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
APT or “AIPT”? The Surprising Dominance of Large Factor Models 3 7 19 19 5 10 35 35
Artificial Intelligence Asset Pricing Models 5 5 5 5 17 17 17 17
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 1 1 124
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 27 1 2 6 126
Complexity in Factor Pricing Models 0 0 0 1 1 2 8 16
Decentralized Exchange 0 0 0 254 0 1 31 771
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 0 0 97
Equilibrium Driven by Discounted Dividend Volatility 0 0 0 9 0 0 0 93
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 1 2 163
Information Percolation in Segmented Markets 0 0 1 28 0 0 1 125
Information Percolation in Segmented Markets 0 0 0 7 1 1 1 67
Information Percolation with Equilibrium Search Dynamics 0 0 0 26 1 1 3 117
Nonmyopic Optimal Portfolios in Viable Markets 0 0 0 5 0 0 0 40
Price Impact and Portfolio Impact 0 0 0 22 0 0 2 106
Principal Portfolios 0 0 1 26 1 1 3 78
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 7 0 0 0 62
The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation 0 0 0 10 0 0 0 63
The Virtue of Complexity in Return Prediction 0 0 3 244 4 13 32 280
Universal Portfolio Shrinkage 0 0 3 3 1 2 17 18
Variance Covariance Orders and Median Preserving 0 0 0 43 0 0 3 223
Total Working Papers 8 12 33 823 32 52 162 2,621


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 5 52 0 0 12 156
Credit market frictions and capital structure dynamics 0 0 1 43 0 1 6 127
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 0 0 1 124
Financial Markets Equilibrium with Heterogeneous Agents 0 1 1 37 0 1 3 132
Information Percolation With Equilibrium Search Dynamics 0 0 0 47 0 0 0 204
Information percolation in segmented markets 0 0 2 16 0 0 5 130
Long run forward rates and long yields of bonds and options in heterogeneous equilibria 0 0 0 15 1 2 2 103
Optimal incentives and securitization of defaultable assets 0 0 1 34 0 0 2 173
Price impact and portfolio impact 0 0 1 29 0 0 1 157
Relative Extinction of Heterogeneous Agents 0 0 0 9 0 0 0 87
Reprint of: Information percolation in segmented markets 0 0 1 11 1 1 5 69
The relative contributions of private information sharing and public information releases to information aggregation 0 0 0 24 0 0 1 102
Universal bounds for asset prices in heterogeneous economies 0 0 0 6 0 0 0 50
Total Journal Articles 0 1 12 330 2 5 38 1,614


Statistics updated 2025-02-05