Georgy Chabakauri

Privately informed about firm fundamentals, corporate insiders detect activism-motivated trades better than other traders. This paper solves the model...

The Review of Asset Pricing Studies, 13 (4), 653–690

We study a noisy rational expectations equilibrium in a multi-asset economy populated by informed and uninformed investors and noise traders. The...

Journal of Financial Economics, 141(1), 195-216

Journal of Financial Economics, 138(3), Pages 754-776.

We theoretically analyze how index investing affects financial markets using a dynamic exchange economy with heterogeneous investors and two Lucas...

The Review of Financial Studies, 32(12), 4905-4946.