Scholar
Semyon Malamud
Google Scholar ID: 1FJJkusAAAAJ
Professor
Citations & Impact
Citations
1,698
H-index
20
i10-index
29
Publications
20
Co-authors
10
list available
Contact
Publications
Resume (English only)
Academic Achievements
- Published numerous papers in top-tier journals including Journal of Finance, Journal of Financial Economics, American Economic Review, and Econometrica
- Notable works include: 'The Virtue of Complexity in Return Prediction' (with Bryan Kelly and Kangying Zhou, forthcoming in Journal of Finance)
- 'Illiquidity and Higher Cumulants' (with Sergei Glebkin and Alberto Teguia, forthcoming in Review of Financial Studies)
- 'Principal Portfolios' (with Bryan Kelly and Lasse Pedersen, forthcoming in Journal of Finance)
- 'Dominant Currency Debt' (with Egemen Eren, Journal of Financial Economics, 2022)
- 'Decentralized Exchange' (with Marzena Rostek, American Economic Review, 2017)
- 'Endogenous Completeness of Diffusion Driven Equilibrium Markets' (with Julien Hugonnier and Eugene Trubowitz, Econometrica, 2012)
Background
- Research Fellow at Swiss Finance Institute (SFI)
- Associate Professor at EPFL
- Research Fellow at Center for Economic Policy Research (CEPR)
- Associate Editor of the Journal of Finance
- Research interests include asset pricing, financial markets, financial institutions and regulation, financial technology, etc.
