Igor Makarov

London School of Economics & Political Science (LSE)

Associate Professor

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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Top 1,870

in Total Papers Citations

135

CROSSREF CITATIONS

553

Scholarly Papers (9)

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

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) - Laboratory for Financial Engineering and London School of Economics & Political Science (LSE)
Downloads 3,150 (4,287)
Citation 1

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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: 26 Feb 2021
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 156 (226,957)
Citation 34

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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 2,846 (5,203)
Citation 79

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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 475 (72,425)
Citation 5

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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 315 (116,178)
Citation 20

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5.
Downloads 259 (142,508)
Citation 6

CDS Auctions

Number of pages: 56 Posted: 17 Jun 2011 Last Revised: 20 Jul 2012
UCLA Anderson, University College London - Department of Economics and School of Management and London School of Economics & Political Science (LSE)
Downloads 254 (144,712)
Citation 1

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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 College London - Department of Economics and School of Management and London School of Economics & Political Science (LSE)
Downloads 5 (756,593)
Citation 1
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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 117 (283,333)
Citation 2

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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 79 (365,171)
Citation 1

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8.

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 43 (488,978)

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Bubble, feedback trading, cryptocurrency

9.
Downloads 21 (608,974)

Debt Overhang and Barter in Russia

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 (628,846)
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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

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Barter, debt overhang, demonetization, renegotiation

Debt Overhang and Barter in Russia

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

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Barter, debt overhang, demonetization, renegotiation