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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)

Works

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

Working papers

  1. 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)
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    Published as:

  2. Markus K. Brunnermeier & Lasse Heje Pedersen, 2007. "Market Liquidity and Funding Liquidity," NBER Working Papers 12939, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Markus K. Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," NBER Working Papers 12810, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. 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)

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

  6. Markus K Brunnermeier & Lasse Heje Pederson, 2003. "Predatory Trading," FMG Discussion Papers dp441, Financial Markets Group. [Downloadable!] (restricted)
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    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)

  7. 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)

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

  9. 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)

  10. 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:

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

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

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

Articles

  1. 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.
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  2. Markus K. Brunnermeier & Jonathan A. Parker, 2005. "Optimal Expectations," American Economic Review, American Economic Association, vol. 95(4), pages 1092-1118, September. [Downloadable!] (restricted)
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  3. 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:

  4. 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)

  5. 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)

  6. 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)

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

  8. 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)

  9. 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)
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NEP Fields

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

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