Igor Makarov

London School of Economics & Political Science (LSE)

Associate Professor

Houghton Street

London, WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 6,661

SSRN RANKINGS

Top 6,661

in Total Papers Downloads

8,565

SSRN CITATIONS
Rank 1,893

SSRN RANKINGS

Top 1,893

in Total Papers Citations

138

CROSSREF CITATIONS

555

Scholarly Papers (10)

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 3,162 (4,660)
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

Number of pages: 90 Posted: 20 Mar 2003 Last Revised: 28 Aug 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 164 (230,345)
Citation 34

Abstract:

Loading...

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 3,169 (4,728)
Citation 91

Abstract:

Loading...

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

3.

Blockchain Analysis of the Bitcoin Market

Number of pages: 54 Posted: 14 Oct 2021
Igor Makarov and Antoinette Schoar
London School of Economics & Political Science (LSE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 688 (48,636)

Abstract:

Loading...

Bitcoin, Cryptocurrencies, payment system

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 Northwestern University - Kellogg School of Management - Department of Finance
Downloads 483 (75,656)
Citation 5

Abstract:

Loading...

Factor analysis, identification, heteroscedasticity

5.

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 318 (122,098)
Citation 20

Abstract:

Loading...

6.
Downloads 269 (145,529)
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 264 (147,648)
Citation 1

Abstract:

Loading...

credit default swaps, auctions, settlement, open interest

CDs Auctions

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 (796,260)
Citation 1
  • Add to Cart

Abstract:

Loading...

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

7.

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 (299,393)
Citation 2

Abstract:

Loading...

limits of arbitrage

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 95 (344,538)

Abstract:

Loading...

Bubble, feedback trading, cryptocurrency

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 79 (385,686)
Citation 1

Abstract:

Loading...

10.
Downloads 21 (642,244)

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 (662,916)
  • 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
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
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