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)
CEPR
Homepage: http://www.cepr.org
Location: London, UK
Bendheim Center for Finance
Department of Economics
Princeton University
Location: Princeton, New Jersey (United States)
Homepage: http://www.princeton.edu/~bcf/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:bcprius (registered authors at this institution)
Department of Economics
Princeton University
Location: Princeton, New Jersey (United States)
Homepage: http://www.econ.princeton.edu/
Email:
Phone: (609) 258-4000
Fax: (609) 258-6419
Postal: 001 Fisher Hall, Princeton, NJ 08544-1021
Handle: RePEc:edi:deprius (registered authors at this institution)
National Bureau of Economic Research (NBER)
Location: Cambridge, Massachusetts (United States)
Homepage: http://www.nber.org/
Email:
Phone: 617-868-3900
Fax:
Postal: 1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
Handle: RePEc:edi:nberrus (registered authors at this institution)
CESifo
Location: München, Germany
Homepage: http://www.cesifo-group.de/
Email:
Phone: +49 (89) 9224-0
Fax: +49 (89) 985369
Postal: Poschingerstrasse 5, 81679 Munich
Handle: RePEc:edi:cesifde (registered authors at this institution)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML,
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Working papers
- 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:
- BRUNNERMEIER, Markus & GOLLIER, Christian & PARKER, Jonathan, 2007.
"Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns,"
IDEI Working Papers
429, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
- Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007.
"Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns,"
NBER Working Papers
12940, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Published as: - 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: - 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: - 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)
- Markus K Brunnermeier & John Morgan, 2004.
"Clock Games: Theory and Experiments,"
Levine's Bibliography
122247000000000401, UCLA Department of Economics.
[Downloadable!]
- Markus K Brunnermeier & Lasse Heje Pederson, 2003.
"Predatory Trading,"
FMG Discussion Papers
dp441, Financial Markets Group.
[Downloadable!] (restricted)
Other versions:
- Lasse H. Pedersen & Markus Brunnermeier, 2004.
"Predatory Trading,"
Econometric Society 2004 North American Winter Meetings
425, Econometric Society.
[Downloadable!]
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004.
"Predatory Trading,"
NBER Working Papers
10755, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2004.
"Predatory Trading,"
CEPR Discussion Papers
4639, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
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)
- 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)
- Jonathan Parker & Markus K Brunnermeier, 2002.
"Optimal Expectations,"
FMG Discussion Papers
dp434, Financial Markets Group.
[Downloadable!] (restricted)
Other versions:
- Markus K. Brunnermeier & Jonathan A. Parker, 2004.
"Optimal Expectations,"
NBER Working Papers
10707, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Jonathan A. Parker, 2002.
"Optimal Expectations,"
Working Papers
146, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics..
[Downloadable!]
- Jonathan A. Parker & Markus K. Brunnermeier, 2004.
"Optimal Expectations,"
Econometric Society 2004 North American Winter Meetings
426, Econometric Society.
[Downloadable!]
- Brunnermeier, Markus K & Parker, Jonathan A, 2004.
"Optimal Expectation,"
CEPR Discussion Papers
4656, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Published as: - 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)
- 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: - Markus K Brunnermeier, 1998.
"Buy on Rumours - Sell on News: A Manipulative Trading Strategy,"
FMG Discussion Papers
dp309, Financial Markets Group.
[Downloadable!] (restricted)
- Markus K Brunnermeier, 1997.
"Prices, Price Processes, Volume and Their Information: A Literature Survey,"
FMG Discussion Papers
dp270, Financial Markets Group.
[Downloadable!] (restricted)
- Markus K Brunnermeier, 1997.
"On Bounded Rationality and Risk Aversion,"
FMG Discussion Papers
dp255, Financial Markets Group.
[Downloadable!] (restricted)
Articles
- 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.
Other versions:
- BRUNNERMEIER, Markus & GOLLIER, Christian & PARKER, Jonathan, 2007.
"Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns,"
IDEI Working Papers
429, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
- 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)
- Markus K. Brunnermeier & Christian Gollier & Jonathan A. Parker, 2007.
"Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns,"
NBER Working Papers
12940, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Jonathan A. Parker, 2005.
"Optimal Expectations,"
American Economic Review,
American Economic Association, vol. 95(4), pages 1092-1118, September.
[Downloadable!] (restricted)
Other versions:
- Markus K. Brunnermeier & Jonathan A. Parker, 2004.
"Optimal Expectations,"
NBER Working Papers
10707, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K. Brunnermeier & Jonathan A. Parker, 2002.
"Optimal Expectations,"
Working Papers
146, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics..
[Downloadable!]
- Jonathan Parker & Markus K Brunnermeier, 2002.
"Optimal Expectations,"
FMG Discussion Papers
dp434, Financial Markets Group.
[Downloadable!] (restricted)
- Jonathan A. Parker & Markus K. Brunnermeier, 2004.
"Optimal Expectations,"
Econometric Society 2004 North American Winter Meetings
426, Econometric Society.
[Downloadable!]
- Brunnermeier, Markus K & Parker, Jonathan A, 2004.
"Optimal Expectation,"
CEPR Discussion Papers
4656, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- 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:
- Lasse H. Pedersen & Markus Brunnermeier, 2004.
"Predatory Trading,"
Econometric Society 2004 North American Winter Meetings
425, Econometric Society.
[Downloadable!]
- Markus K. Brunnermeier & Lasse Heje Pedersen, 2004.
"Predatory Trading,"
NBER Working Papers
10755, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Markus K Brunnermeier & Lasse Heje Pederson, 2003.
"Predatory Trading,"
FMG Discussion Papers
dp441, Financial Markets Group.
[Downloadable!] (restricted)
- Brunnermeier, Markus K & Pedersen, Lasse Heje, 2004.
"Predatory Trading,"
CEPR Discussion Papers
4639, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- 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)
- 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)
- 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)
- Dilip Abreu & Markus K. Brunnermeier, 2003.
"Bubbles and Crashes,"
Econometrica,
Econometric Society, vol. 71(1), pages 173-204, January.
[Downloadable!] (restricted)
Other versions: - 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)
- 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:
NEP Fields
15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CBA: Central Banking (1) 2007-01-13
- NEP-CFN: Corporate Finance (3) 2004-08-16 2007-03-03 2007-03-24
- NEP-EVO: Evolutionary Economics (2) 2004-09-30 2005-02-13
- NEP-EXP: Experimental Economics (1) 2004-09-05
- NEP-FIN: Finance (3) 2004-09-30 2005-02-13 2005-02-13
- NEP-FMK: Financial Markets (1) 2005-02-13
- NEP-GEO: Economic Geography (1) 2007-03-24
- NEP-MAC: Macroeconomics (3) 2005-02-13 2007-01-13 2007-03-24
- NEP-MON: Monetary Economics (1) 2007-03-24
- NEP-MST: Market Microstructure (2) 2007-03-03 2007-03-24
- NEP-RMG: Risk Management (1) 2007-03-24
- NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
- NEP-URE: Urban & Real Estate Economics (2) 2007-01-13 2007-03-24
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