NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Nicolae B. Garleanu

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

August 2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
with Stavros Panageas, Jianfeng Yu: w19381
February 2011Margin-Based Asset Pricing and Deviations from the Law of One Price
with Lasse Heje Pedersen: w16777

Published: Nicolae G�rleanu & Lasse Heje Pedersen, 2011. "Margin-based Asset Pricing and Deviations from the Law of One Price," Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1980-2022. citation courtesy of

September 2010Two Monetary Tools: Interest Rates and Haircuts
with Adam Ashcraft, Lasse Heje Pedersen: w16337

Published: Two Monetary Tools: Interest Rates and Haircuts, Adam Ashcraft, Nicolae Gârleanu, Lasse Heje Pedersen. in NBER Macroeconomics Annual 2010, Volume 25, Acemoglu and Woodford. 2011

October 2009The Demographics of Innovation and Asset Returns
with Leonid Kogan, Stavros Panageas: w15457

Published: Displacement Risk and Asset Returns (with Leonid Kogan and Stavros Panageas). Journal of Financial Economics , vol. 105 (2012), issue 3, pp. 491-510. Best Paper Award , Utah Winter Finance Conference 2011.

September 2009Technological Growth and Asset Pricing
with Stavros Panageas, Jianfeng Yu: w15340

Published: “Technological Growth and Asset Pricing” (joint with Nicolae Garleanu and Jianfeng Yu) , Journal of Finance, August 2012, Vol. 67, Issue 4, pp. 1265-1292

August 2009Dynamic Trading with Predictable Returns and Transaction Costs
with Lasse H. Pedersen: w15205

Published: "Dynamic Trading with Predictable Returns and Transaction Costs" (with Lasse Heje Pedersen). Journal of Finance, vol. 68 (2013), issue 6, pp. 2309-2340.

February 2007Liquidity and Risk Management
with Lasse H. Pedersen: w12887

Published: Nicolae Gârleanu & Lasse Heje Pedersen, 2007. "Liquidity and Risk Management," American Economic Review, American Economic Association, vol. 97(2), pages 193-197, May. citation courtesy of

February 2006Valuation in Over-the-Counter Markets
with Darrell Duffie, Lasse Heje Pedersen: w12020

Published: Duffie, Darrell, Nicolae Garleanu, and Lasse Heje Pedersen. "Valuation in Over-the-Counter Markets." Review of Financial Studies 20, 5 (2007): 1865-1900. citation courtesy of

December 2005Demand-Based Option Pricing
with Lasse Heje Pedersen, Allen M. Poteshman: w11843

Published: Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2009. "Demand-Based Option Pricing," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(10), pages 4259-4299, October. citation courtesy of

October 2004Over-the-Counter Markets
with Darrell Duffie, Lasse Heje Pedersen: w10816

Published: Duffie, Darrell, Nicolae Garleanu and Lasse Heje Pedersen. "Over-the-Counter Markets," Econometrica, 2005, v73(6,Nov), 1815-1848. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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