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Information about:
Markus K. Brunnermeier

Personal Details | Affiliation | Works
This is information that was supplied by Markus Brunnermeier in registering through RePEc. If you are Markus K. Brunnermeier , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Markus
Middle Name: K.
Last Name: Brunnermeier
Suffix:

RePEc Short-ID: pbr31

Email:
Homepage: http://www.princeton.edu/~markus
Postal Address: Department of Economics, Bendheim Center for Finance, Princeton University, 26 Prospect Avenue, Princeton, NJ 08540 USA
Phone: (609) 258 4050

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  15. Number of Journal Pages, Weighted by Simple Impact Factor
  16. Number of Journal Pages, Weighted by Recursive Impact Factor
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Downloads through RePEc Services over the past 12 months
  20. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  21. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  22. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," NBER Working Papers 14727, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Working Papers 14473, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Tobias Adrian & Markus K. Brunnermeier, 2008. "CoVaR," Staff Reports 348, Federal Reserve Bank of New York. [Downloadable!]

  4. Patrick Bolton & Markus K. Brunnermeier & Laura Veldkamp, 2008. "Leadership, Coordination and Mission-Driven Management," NBER Working Papers 14339, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  6. Markus K. Brunnermeier & Filippos Papakonstantinou & Jonathan A. Parker, 2008. "An Economic Model of the Planning Fallacy," NBER Working Papers 14228, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Brunnermeier, Markus K & Gollier, Christian & Parker, Jonathan A, 2007. "Optimal Beliefs, Asset Prices and the Preference for Skewed Returns," CEPR Discussion Papers 6181, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  8. Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  9. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  10. Markus K. Brunnermeier & Stefan Nagel, 2006. "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation," NBER Working Papers 12809, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Markus K Brunnermeier & John Morgan, 2004. "Clock Games: Theory and Experiments," Levine's Bibliography 122247000000000401, UCLA Department of Economics. [Downloadable!]

  12. Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:
    Published as:
    • Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, 08. [Downloadable!] (restricted)

  13. Markus K Brunnermeier, 2002. "Bubbles and Crashes," FMG Discussion Papers dp401, Financial Markets Group. [Downloadable!] (restricted)
    Published as:
    • Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January. [Downloadable!] (restricted)

  14. Jonathan Parker & Markus K Brunnermeier, 2002. "Optimal Expectations," FMG Discussion Papers dp434, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:
    Published as:

  15. Markus K Brunnermeier, 1999. "Contrasting Different Forms of Price Stickiness: An Analysis of Exchange Rate Overshooting and the Beggar Thy Neighbour Policy," FMG Discussion Papers dp329, Financial Markets Group. [Downloadable!] (restricted)

  16. John S. Hughes & Steven Huddart & Markus K Brunnermeier, 1998. "Disclosure Requirements and Stock Exchange Listing Choice in an International Context," FMG Discussion Papers dp282, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  17. Markus K Brunnermeier, 1998. "Buy on Rumours - Sell on News: A Manipulative Trading Strategy," FMG Discussion Papers dp309, Financial Markets Group. [Downloadable!] (restricted)

  18. Markus K Brunnermeier, 1997. "Prices, Price Processes, Volume and Their Information: A Literature Survey," FMG Discussion Papers dp270, Financial Markets Group. [Downloadable!] (restricted)

  19. Markus K Brunnermeier, 1997. "On Bounded Rationality and Risk Aversion," FMG Discussion Papers dp255, Financial Markets Group. [Downloadable!] (restricted)

Articles

  1. Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
    Other versions:

  2. Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May. [Downloadable!]
    Other versions:

  3. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(6), pages 2201-2238, June. [Downloadable!] (restricted)
    Other versions:

  4. Markus K. Brunnermeier & Stefan Nagel, 2008. "Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals," American Economic Review, American Economic Association, vol. 98(3), pages 713-36, June. [Downloadable!]

  5. Markus K. Brunnermeier & Christian Julliard, 2008. "Money Illusion and Housing Frenzies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(1), pages 135-180, January. [Downloadable!] (restricted)
    Other versions:

  6. Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007. "Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns," American Economic Review, American Economic Association, vol. 97(2), pages 159-165, May. [Downloadable!]
    Other versions:

  7. Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September. [Downloadable!]
    Other versions:

  8. Markus K. Brunnermeier & Lasse Heje Pedersen, 2005. "Predatory Trading," Journal of Finance, American Finance Association, vol. 60(4), pages 1825-1863, 08. [Downloadable!] (restricted)
    Other versions:

  9. Markus K. Brunnermeier, 2005. "Information Leakage and Market Efficiency," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(2), pages 417-457. [Downloadable!] (restricted)

  10. Markus K. Brunnermeier, 2004. "Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory," Journal of the European Economic Association, MIT Press, vol. 2(1), pages 98-114, 03. [Downloadable!] (restricted)

  11. Markus K. Brunnermeier & Stefan Nagel, 2004. "Hedge Funds and the Technology Bubble," Journal of Finance, American Finance Association, vol. 59(5), pages 2013-2040, October. [Downloadable!] (restricted)

  12. Dilip Abreu & Markus K. Brunnermeier, 2003. "Bubbles and Crashes," Econometrica, Econometric Society, vol. 71(1), pages 173-204, January. [Downloadable!] (restricted)
    Other versions:

  13. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360. [Downloadable!] (restricted)

  14. Huddart, Steven & Hughes, John S. & Brunnermeier, Markus, 1999. "Disclosure requirements and stock exchange listing choice in an international context," Journal of Accounting and Economics, Elsevier, vol. 26(1-3), pages 237-269, January. [Downloadable!] (restricted)
    Other versions:

Chapters

  1. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2008. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008 National Bureau of Economic Research, Inc. [Downloadable!]
    Other versions:

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2008-09-20 2009-02-22
  2. NEP-CBA: Central Banking (3) 2007-01-13 2008-08-21 2008-11-11
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2008-08-21
  4. NEP-CFN: Corporate Finance (4) 2004-08-16 2007-03-03 2007-03-24 2009-02-22
  5. NEP-EVO: Evolutionary Economics (2) 2004-09-30 2005-02-13
  6. NEP-EXP: Experimental Economics (1) 2004-09-05
  7. NEP-FIN: Finance (3) 2004-09-30 2005-02-13 2005-02-13
  8. NEP-FMK: Financial Markets (1) 2005-02-13
  9. NEP-GEO: Economic Geography (1) 2007-03-24
  10. NEP-IFN: International Finance (1) 2008-11-11
  11. NEP-MAC: Macroeconomics (6) 2005-02-13 2007-01-13 2007-03-24 2008-08-21 2008-11-11 2009-01-03 Author is listed
  12. NEP-MON: Monetary Economics (1) 2007-03-24
  13. NEP-MST: Market Microstructure (3) 2007-03-03 2007-03-24 2008-11-11
  14. NEP-PPM: Project, Program & Portfolio Management (1) 2008-08-21
  15. NEP-RMG: Risk Management (3) 2007-03-24 2008-11-04 2009-02-22
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
  17. NEP-URE: Urban & Real Estate Economics (3) 2007-01-13 2007-03-24 2009-01-03
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This page was last updated on 2009-11-24.

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