Andrei Simonov

 

I try to update those pages often, but you might be better off checking my page at SSRN

 

Research interests:


Individual Investors' behavior.

Role of social interaction in portfolio choice.

Financial Intermediation 

Economics of Asymmetric Information.
Asset pricing.
Market Microstructure, links between Market Microstructure and Asset Pricing.
Information asymmetries in rational expectations, equilibrium models
Decision theory 

 

 

 

 

 
Publications:
 

“Alliances and Corporate Governance”  (joint with A. Bodnaruk, M. Massa),  Journal of Financial Economics,  (2012)

“On the Real Effects of Bank Bailouts: Micro-Evidence from Japan” (joint with M. Giannetti),  American Economic Journal: Macroeconomics,  (2013)

“Do Small Shareholders Count?” (joint with E. Kandel, M. Massa),  Journal of Financial Economics,  (2010)

Is College a Focal Point of Investor Life?” (with M. Massa), Review of Finance vol.15 (2011), pp. 757-797 doi:10.1093/rof/rfr009.

“Investment Banks as Insiders and the Market for Corporate Control” (with Andriy Bodnaruk and Massimo Massa), Review of Financial Studies,  (2009).

“Social Interactions and Entrepreneurial Activity” (old title "Does Prestige Matter More Than Profits? Evidences from Entrepreneurial Choice", joint with M. Giannetti), Journal of Economics and Management Strategy (2009) forthcoming.

"Strategic Experimentation in Financial Markets" (joint with M. Massa), Management Science (2009) forthcoming.

 

“Shareholder Diversification and the Decision to Go Public” (joint with A. Bodnaruk, E. Kandel, M. Massa),  Review of Financial Studies,  (2008)   

Which Investors Fear Expropriation? Evidence from Investors' Portfolio Choices (with Mariassunta Giannetti), Journal of Finance (2006)

Hedging, Familiarity and Portfolio Choice. (with  Massimo Massa), Review of Financial Studies (2006)

Behavioral Biases and Investment. (with  Massimo Massa), Review of Finance (2005)

Is learning a dimension of risk? (with  Massimo Massa),  Journal of Banking and Finance (2005) . Winner of 2006 Iddo Sarnat Award.

On the Determinants of Entrepreneurial Activity: Individual Characteristics, Economic Environment, and Social Norms (joint with M. Giannetti), Swedish Economic Policy Review, vol.11 (2004), pp. 269-313.  

Reputation and dealers' trading. (with  Massimo Massa) Journal of Financial Markets,  vol. 6 (2003), pp. 99-141.     Additional tables   Full Text ftom

 

“Stock Market Participation and Pension Reform” (joint with A. Karlsson and M. Massa), "Transitioning to Retirement: How Will Boomers Fare?" edited by Olivia S. Mitchell, Beth J. Soldo and Brigitte Madrian, Oxford University Press, 2007 (refereed volume).

 

 

 

 

 

 


 
 
 

 
Physics-related publications:
 

For list of physics-related publication click here
 
 
 
My papers at SSRN
 
 
Others
 
Discussion of "Psychological Factors, Stock Price Paths, and Trading Volume" by STEVEN J. HUDDART, MARK H. LANG,  MICHELLE YETMAN, RFS Behavioral Finance Conference, Mannheim, Dec. 2002.