NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Nicolae B. Gârleanu

Haas School of Business
F628
University of California, Berkeley
Berkeley, CA 94720
Tel: (1) 510 642 3421
Fax: (1) 510 643 1420

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

September 2016Impediments to Financial Trade: Theory and Applications
with Stavros Panageas, Jianfeng Yu: w22697
September 2015Efficiently Inefficient Markets for Assets and Asset Management
with Lasse H. Pedersen: w21563

Published: NICOLAE GÂRLEANU & LASSE HEJE PEDERSEN, 2018. "Efficiently Inefficient Markets for Assets and Asset Management," The Journal of Finance, vol 73(4), pages 1663-1712.

August 2013Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion
with Stavros Panageas, Jianfeng Yu: w19381

Published: Gârleanu, Nicolae, Stavros Panageas, and Jianfeng Yu. 2015. "Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion." American Economic Review, 105(7): 1979-2010.

May 2011Two Monetary Tools: Interest Rates and Haircuts
with Adam Ashcraft, Lasse Heje Pedersen
in NBER Macroeconomics Annual 2010, Volume 25, Daron Acemoglu and Michael Woodford, editors
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
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. citation courtesy of

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

 
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