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 1 6 20 20 4 12 39 39
Artificial Intelligence Asset Pricing Models 24 29 29 29 26 43 43 43
Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds 0 0 0 6 0 0 1 124
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 27 0 2 6 126
Complexity in Factor Pricing Models 0 0 0 1 3 5 11 19
Decentralized Exchange 0 0 0 254 0 1 27 771
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 0 2 163
Information Percolation in Segmented Markets 0 0 0 7 0 1 1 67
Information Percolation in Segmented Markets 0 0 1 28 0 0 1 125
Information Percolation with Equilibrium Search Dynamics 0 0 0 26 0 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 0 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 2 244 5 11 35 285
Universal Portfolio Shrinkage 1 1 3 4 2 4 15 20
Variance Covariance Orders and Median Preserving 0 0 0 43 0 0 3 223
Total Working Papers 26 36 57 849 40 81 192 2,661


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 4 52 0 0 11 156
Credit market frictions and capital structure dynamics 0 0 1 43 0 1 5 127
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 2 2 3 126
Financial Markets Equilibrium with Heterogeneous Agents 0 0 1 37 0 0 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 1 1 6 131
Long run forward rates and long yields of bonds and options in heterogeneous equilibria 0 0 0 15 0 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 0 1 5 69
The relative contributions of private information sharing and public information releases to information aggregation 0 0 0 24 1 1 2 103
Universal bounds for asset prices in heterogeneous economies 0 0 0 6 0 0 0 50
Total Journal Articles 0 0 11 330 4 8 40 1,618


Statistics updated 2025-03-03