Concepedia
Statistics
Publications
47
Citations
3.1K
H-Index
21
Active since
1970
Affiliations
Russian Academy of Sciences(Current)
A.V. Topchiev Institute of Petrochemical Synthesis
London School of Economics and Political Science
Massachusetts Institute of Technology
Lomonosov Moscow State University
Igor Makarov is an author at Russian Academy of Sciences specializing in economics, business, and engineering.
Top concepts
BusinessEconomicsEngineeringFinanceMaterial ScienceAsset PricingPolymer ScienceEmpirical FinanceFinancial EconomicsChemical Engineering
Publications per year
1970–2024
An econometric model of serial correlation and illiquidity in hedge fund returns
Mila Getmansky, Andrew W. Lo, Igor Makarov · Journal of Financial Economics · 2004 · 1.1K citations
Empirical Finance, Econometric Model, Economics +9
Trading and arbitrage in cryptocurrency markets
Igor Makarov, Antoinette Schoar · Journal of Financial Economics · 2019 · 705 citations
Economics, Financial Economics, Asset Pricing +6
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
Mila Getmansky Sherman, Andrew W. Lo, Igor Makarov · SSRN Electronic Journal · 2003 · 270 citations · Full text
Cryptocurrencies and Decentralized Finance (DeFi)
Igor Makarov, Antoinette Schoar · Brookings Papers on Economic Activity · 2022 · 90 citations · Full text
Forecasting the forecasts of others: Implications for asset pricing
Igor Makarov, Oleg Rytchkov · Journal of Economic Theory · 2012 · 75 citations
Economics, Economic Forecasting, Financial Economics +7
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