Rahi, Rohit


Dr Rohit Rahi  

Department

Position held

Financial Markets Group (FMG)

Department of Finance

Reader in Finance

Experience keywords:

market microstructure; asset pricing; financial markets; financial innovation; information aggregation; security design

Contact Points

LSE phone number:

+44 (0)20 7955 7313

Publications

The following references are sourced from LSE Research Online|. References that are linked lead to the full text.

2012

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets.

2009

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets. Review of financial studies, 22 (8). pp. 2941-2971. ISSN 0893-9454

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion. Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK

2008

Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks. Rohit Rahi and Jean-Pierre Zigrand, London, UK

2007

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity. Rohit Rahi and Jean-Pierre Zigrand, London, UK

Gottardi, Piero and Rahi, Rohit (2007) Value of information in competitive economies with incomplete markets. Financial Markets Group, London School of Economics and Political Science, London, UK

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets. Discussion paper, 595. Financial Markets Group, London School of Economics and Political Science, London, UK

2006

Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In:Decentralization Conference (6 - 8 April 2006 : Université Paris 1 Panthéon Sorbonne).

2004

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. Discussion paper, 520. Financial Markets Group, London School of Economics and Political Science, London, UK

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. Centre for Economic Policy Research, London, UK

2003

Dow, James and Rahi, Rohit (2003) Informed trading, investment, and welfare. Journal of business, 76 (3). pp. 439-454. ISSN 0021-9398

2001

Gottardi, Piero and Rahi, Rohit (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Centre for Economic Policy Research, London, UK

Rahi, Rohit and Gottardi, Piero (2001) Efficiency properties of rational expectations equilibria with asymmetric information. Discussion paper, 381. Financial Markets Group, London School of Economics and Political Science, London, UK

2000

Marin, Jose m. and Rahi, Rohit (2000) Information revelation and market incompleteness. Review of economic studies, 67 (3). pp. 563-579. ISSN 1467-937X

Dow, James and Rahi, Rohit (2000) Should speculators be taxed? The journal of business, 73 (1). pp. 89-108. ISSN 0740-9168

1999

Marin, Jose M. and Rahi, Rohit (1999) Speculative securities. Economic theory, 14 (3). pp. 653-668. ISSN 1432-0479

1996

Rahi, Rohit (1996) Adverse selection and security design. Review of economic studies, 63 (2). pp. 287-300. ISSN 1467-937X

1995

Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction. Journal of economic theory, 65 (1). pp. 1-42. ISSN 1095-7235

Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information. Journal of economic theory, 65 (1). pp. 171-197. ISSN 1095-7235

Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets. Journal of mathematical economics, 24 (2). pp. 137-146. ISSN 0304-4068

Gottardi, Piero and Rahi, Rohit Risk-sharing and retrading in incomplete markets. Economic theory, Online ISSN 0938-2259

LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.

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