Dmitry Livdan
Personal Details
First Name: | Dmitry |
Middle Name: | |
Last Name: | Livdan |
Suffix: | |
RePEc Short-ID: | pli1379 |
[This author has chosen not to make the email address public] | |
https://haas.berkeley.edu/faculty/livdan-dmitry/ | |
Affiliation
Walter A. Haas School of Business
University of California-Berkeley
Berkeley, California (United States)http://www.haas.berkeley.edu/
RePEc:edi:habrkus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff, 2023. "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," Swiss Finance Institute Research Paper Series 23-85, Swiss Finance Institute.
- Ali Kakhbod & Seyed Mohammad Kazempour & Dmitry Livdan & Norman Schuerhoff, 2023. "Finfluencers," Swiss Finance Institute Research Paper Series 23-30, Swiss Finance Institute.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff & Kumar Venkataraman, 2022. "Quote Competition in Corporate Bonds," Swiss Finance Institute Research Paper Series 22-70, Swiss Finance Institute.
- Livdan, Dmitry & Nezlobin, Alexander, 2022. "Incentivizing irreversible investment," LSE Research Online Documents on Economics 110531, London School of Economics and Political Science, LSE Library.
- Terrence Hendershott & Dmitry Livdan & Norman Schürhoff, 2021.
"Do we need dealers in OTC markets?,"
Swiss Finance Institute Research Paper Series
21-43, Swiss Finance Institute.
- Schürhoff, Norman & Livdan, Dmitry & Hendershott, Terrence, 2021. "Do we need dealers in OTC markets?," CEPR Discussion Papers 16437, C.E.P.R. Discussion Papers.
- Livdan, Dmitry & Nezlobin, Alexander, 2021.
"Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric,"
LSE Research Online Documents on Economics
108639, London School of Economics and Political Science, LSE Library.
- Livdan, Dmitry & Nezlobin, Alexander, 2021. "Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1444-1469.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020.
"True Cost of Immediacy,"
Swiss Finance Institute Research Paper Series
20-71, Swiss Finance Institute.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2020. "True Cost of Immediacy," CEPR Discussion Papers 15205, C.E.P.R. Discussion Papers.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017.
"Relationship Trading in OTC Markets,"
Swiss Finance Institute Research Paper Series
17-30, Swiss Finance Institute.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
- DeMarzo, Peter M. & Livdan, Dmitry & Tchistyi, Alexei, 2014. "Risking Other People's Money: Gambling, Limited Liability, and Optimal Incentives," Research Papers 3149, Stanford University, Graduate School of Business.
- Terrence HENDERSHOTT & Dmitry LIVDAN & Norman SCHUERHOFF, 2014.
"Are Institutions Informed About News?,"
Swiss Finance Institute Research Paper Series
14-49, Swiss Finance Institute.
- Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015. "Are institutions informed about news?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 249-287.
- Leonid Kogan & Dmitry Livdan & Amir Yaron, 2008.
"Oil Futures Prices in a Production Economy With Investment Constraints,"
Working Papers
0803, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Leonid Kogan & Dmitry Livdan & Amir Yaron, 2009. "Oil Futures Prices in a Production Economy with Investment Constraints," Journal of Finance, American Finance Association, vol. 64(3), pages 1345-1375, June.
- Dmitry Livdan & Bruno Miranda & Chris Hennessy, 2007. "A dynamic theory of the pecking-order based upon repeated signalling," 2007 Meeting Papers 519, Society for Economic Dynamics.
- Alex Boulatov & Dmitry Livdan, 2006. "Strategic Trading with Market Closures," 2006 Meeting Papers 44, Society for Economic Dynamics.
- Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.
- Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006.
"Financially Constrained Stock Returns,"
NBER Working Papers
12555, National Bureau of Economic Research, Inc.
- Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009. "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, vol. 64(4), pages 1827-1862, August.
- Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005.
"Futures Prices in a Production Economy with Investment Constraints,"
NBER Working Papers
11509, National Bureau of Economic Research, Inc.
- Amir Yaron & Leonid Kogan & Dmitry Livdan, 2004. "Futures Prices in a Production Economy with Investment Constraints," 2004 Meeting Papers 128, Society for Economic Dynamics.
- Gomes, Joao & Livdan, Dmitry, 2002. "Optimal Diversification," CEPR Discussion Papers 3461, C.E.P.R. Discussion Papers.
- Gomes, Joao & Livdan, Dmitry, 2002. "The Performance of Optimally Diversified Firms: Reconciling Theory and Evidence," CEPR Discussion Papers 3546, C.E.P.R. Discussion Papers.
Articles
- Hennessy, Christopher A. & Livdan, Dmitry, 2021. "Learning, parameter drift, and the credibility revolution," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 395-417.
- Livdan, Dmitry & Nezlobin, Alexander, 2021.
"Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric,"
Journal of Financial Economics, Elsevier, vol. 142(3), pages 1444-1469.
- Livdan, Dmitry & Nezlobin, Alexander, 2021. "Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric," LSE Research Online Documents on Economics 108639, London School of Economics and Political Science, LSE Library.
- Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik, 2020. "Asset pricing: A tale of night and day," Journal of Financial Economics, Elsevier, vol. 138(3), pages 635-662.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 683-734, April.
- Dmitry Livdan & Alexander Nezlobin, 2017. "Accounting rules, equity valuation, and growth options," Review of Accounting Studies, Springer, vol. 22(3), pages 1122-1155, September.
- Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015.
"Are institutions informed about news?,"
Journal of Financial Economics, Elsevier, vol. 117(2), pages 249-287.
- Terrence HENDERSHOTT & Dmitry LIVDAN & Norman SCHUERHOFF, 2014. "Are Institutions Informed About News?," Swiss Finance Institute Research Paper Series 14-49, Swiss Finance Institute.
- Alex Boulatov & Terrence Hendershott & Dmitry Livdan, 2013. "Informed Trading and Portfolio Returns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 35-72.
- Christopher A. Hennessy & Dmitry Livdan & Bruno Miranda, 2010. "Repeated Signaling and Firm Dynamics," The Review of Financial Studies, Society for Financial Studies, vol. 23(5), pages 1981-2023.
- Hennessy, Christopher A. & Livdan, Dmitry, 2009. "Debt, bargaining, and credibility in firm-supplier relationships," Journal of Financial Economics, Elsevier, vol. 93(3), pages 382-399, September.
- Leonid Kogan & Dmitry Livdan & Amir Yaron, 2009.
"Oil Futures Prices in a Production Economy with Investment Constraints,"
Journal of Finance, American Finance Association, vol. 64(3), pages 1345-1375, June.
- Leonid Kogan & Dmitry Livdan & Amir Yaron, 2008. "Oil Futures Prices in a Production Economy With Investment Constraints," Working Papers 0803, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Sudheer Chava & Dmitry Livdan & Amiyatosh Purnanandam, 2009. "Do Shareholder Rights Affect the Cost of Bank Loans?," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 2973-3004, August.
- Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009.
"Anomalies,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
- Lu Zhang, 2005. "Anomalies," NBER Working Papers 11322, National Bureau of Economic Research, Inc.
- Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009.
"Financially Constrained Stock Returns,"
Journal of Finance, American Finance Association, vol. 64(4), pages 1827-1862, August.
- Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (6) 2007-01-13 2017-12-11 2018-08-20 2021-08-16 2022-10-24 2023-10-23. Author is listed
- NEP-CFN: Corporate Finance (4) 2003-03-14 2003-03-14 2006-10-14 2023-01-02
- NEP-DGE: Dynamic General Equilibrium (4) 2004-08-02 2006-02-26 2006-10-14 2008-07-30
- NEP-FMK: Financial Markets (4) 2005-08-13 2006-02-26 2006-10-14 2017-12-11
- NEP-BAN: Banking (3) 2015-03-05 2020-09-14 2021-05-31
- NEP-FIN: Finance (3) 2004-08-02 2005-08-13 2006-10-14
- NEP-CTA: Contract Theory and Applications (2) 2015-03-05 2022-04-04
- NEP-MAC: Macroeconomics (2) 2006-02-26 2008-07-30
- NEP-ACC: Accounting and Auditing (1) 2022-04-04
- NEP-BEC: Business Economics (1) 2008-07-30
- NEP-CWA: Central and Western Asia (1) 2021-08-16
- NEP-ENE: Energy Economics (1) 2008-07-30
- NEP-ISF: Islamic Finance (1) 2021-08-16
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIC: Microeconomics (1) 2015-03-05
- NEP-ORE: Operations Research (1) 2022-04-04
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-06-19
- NEP-RMG: Risk Management (1) 2003-03-14
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