Alexi Savov
Finance · 2011–2018
A researcher in the Science corpus: 6 papers; trusts 23 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Finance — 115 citations into it; #1,707 of 10,518 by trust here, #1,800 by citations
- Economics and Econometrics — 87 citations into it; #4,186 of 23,481 by trust here, #5,618 by citations
- Accounting — 31 citations into it
- Strategy and Management — 10 citations into it
Whom Alexi Savov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Anil K. Kashyap
- Jeremy C. Stein
- Lars Peter Hansen
- Raghuram G. Rajan
- Arvind Krishnamurthy
- Christopher S. Jones
- Stefan Nagel
- H. Shefrin
- John C. Hull
- Bing Han
Who trusts Alexi Savov overall
- Alexander David
- Kai Li
- Pietro Veronesi
- Amit Goyal
- Thomas Philippon
- Kairong Xiao
- Po-Hsuan Hsu
- Chi-yang Tsou
- Daniel Paravisini
- A. Landier
Papers from Alexi Savov's perspective
Ordered by how strongly the researchers Alexi Savov trusts endorse each paper. Same corpus, a different order for every researcher.
- Market liquidity and funding liquidity
- The Pricing of Options and Corporate Liabilities
- Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market
- Expected Option Returns
- When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
- Rare Disasters and Asset Markets in the Twentieth Century
- Empirical Pricing Kernels
- Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (Journal of Political Economy)
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
- Sizing Up Repo
Their papers
- A Model of Monetary Policy and Risk Premia (2015) — 255 citations
- The Deposits Channel of Monetary Policy (2017) — 788 citations
- Asset Pricing with Garbage (2011) — 196 citations
- Banking on Deposits: Maturity Transformation without Interest Rate Risk (2018) — 335 citations
- Have Financial Markets Become More Informative (2016) — 211 citations
- The Puzzle of Index Option Returns (2013) — 146 citations