Nicolae Garleanu
Associate Professor
Paul H. Stephens Chair in Applied Investment Analysis
PhD, Finance
Stanford Graduate School of Business
Research:
- Liquidity
- Consumption- and Production-Based Asset Pricing
- Contract Theory
Publication Highlights:
- "Over-the-Counter Markets,’’ with D. Duffie and L. Pedersen, 2005 Econometrica
- "Demand-Based Option Pricing,’’ with L. Pedersen and A. Poteshman, 2009, Review of Financial Studies
- "Margin-Based Asset Pricing and the Law of One Price,’’ with L. Pedersen, 2011, Review of Financial Studies
- "Displacement Risk and Asset Returns,’’ with L. Kogan and S. Panageas, forthcoming, Journal of Financial Economics
