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Яковлев С. М.
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Ливдан Дмитрий

  • Начал работать в НИУ ВШЭ в 2014 году.

Образование, учёные степени

  • 2003
    PhD: Пенсильванский университет
  • 1996
    PhD: Городской университет Нью-Йорка
  • 1994

    Магистратура: Городской университет Нью-Йорка, специальность «философия»

Профессиональные интересы

Публикации1

Статья Boulatov A., Hendershott T., Ливдан Д. Informed trading and portfolio returns // Review of Economic Studies. 2013. Vol. 80. No. 1. P. 35-72.

Публикации

Asset Pricing

1. Financially Constrained Stock Returns, (with Lu Zhang and Horacio Sapriza), 2009, Journal of Finance 64, 1827 – 1962 (presented at American Finance Association Winter Meeting, January 2005). Link to paper: http://www.afajof.org/journal/forth_abstract.asp?ref=513

2. Oil Futures Prices in a Production Economy with Investment Constraints, (with Leonid Kogan and Amir Yaron), 2009, Journal of Finance 64, 1345 - 1375 (NBER Working Paper w11509, presented at UC Berkeley, Kellogg, Stanford, Western Finance Association Annual Meeting, June 2004, Society of Economic Dynamics Meeting, July 2004, European Econometric Society Meeting, August 2004) Link to paper: http://www.afajof.org/journal/forth_abstract.asp?ref=505

3. Anomalies (formerly Optimal Market Timing), (with Lu Zhang and Erica X. Li), 2008 – Forthcoming in Review of Financial Studies (NBER working paper w12014, presented at 2006 Utah Winter Finance Conference, 2006 NBER Summer Institute (AP)). Link to paper: http://webuser.bus.umich.edu/zhanglu/Anomalies08May.pdf

Informational Economics

4. Informed Trading and Portfolio Returns, (with Terrence Hendershott and Alex Boulatov), 2009. Link to paper: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1472033

5. Informed Trading with Dynamic Information Dissemination, (with Alex Boulatov), 2008 – Under 2nd round revision at Journal of Financial Markets (presented at 2006 SED meeting, Carnegie Mellon, MIT, University of Illinois at UC) Link to older version: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=870608

Corporate Finance

6. Optimal Diversification: Reconciling Theory and Evidence, (with Joao Gomes), 2004, Journal of Finance, 59, 507 – 535. – Nominated for the Brattle Prize in Corporate Finance

7. Explaining Patterns in Returns on Diversified Firms, 2007 – (presented at Carnegie Mellon, Lehman Brothers, University of British Columbia, University of Pompeu Fabra, University of Utah, Wharton, and Washington University at St. Louis) Link to paper: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=675305

8. Do Shareholders Rights Affect the Cost of Bank Loans? (with Sudheer Chava and Amiyatosh Purnandam), 2009, Review of Financial Studies 22, 2973 – 2004 (presented at European Finance Association Meeting, August 2004). Link to paper: http://rfs.oxfordjournals.org/cgi/content/full/hhn111

9. Repeated Signaling and Firm Dynamics, (with Christopher Hennessy and Bruno Miranda), 2009 Accepted by Review of Financial Studies (presented at Columbia, Dartmouth College, NYU, LBS, LSE, Bank of England, HEC Lausanne, Minnesota, University of Vienna, Washington University, Stanford (SITE), SED (Prague), CEPR (Norway), the 2006 Lone Star Conference, the 2007 WFA Meetings, and the Hansen-Singleton Conference at CMU) Link to paper: http://faculty.haas.berkeley.edu/hennessy/papers/SUBMIT9.pdf

10. Debt, Bargaining, and Credibility in Firm-Supplier Relationships, (with Christopher Hennessy), 2009, Journal of Financial Economics 93, 382 – 399 (presented at Texas Finance Festival, LSE, Tanaka Business School, and LBS) Link to paper: http://faculty.haas.berkeley.edu/hennessy/papers/JFEPOST24.pdf

Other Papers

16. Publications in Physics and Optics Refereed Journals, Including Physical Review A, B and E, Journal of Optical Society of America A and B, Physics Letters (available upon request) 


Конференции

2007 13th Mitsui Symposium, University of Michigan – Temporary vs Permanent Shocks: Explaining Corporate Financial Policies.” By Alex Gorbenko and Ilya Strebulaev

2006 AFA – Discussant of “Equilibrium Cross-section of Returns” by Vito Gala

2006 NBER Microstructure Meeting – Discussant of “Microstructure Effects and Asset Pricing” by Ron Goettler, Christine Parlour and Uday Rajan