Concepedia

Igor Makarov

IM

Statistics

Publications

50

Citations

3.3K

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, polymer chemistry, and financial economics.

Publications per year

1970–2024

50

Publications

50

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 · Full text

Business, Economics, Finance +17

Trading and arbitrage in cryptocurrency markets

Igor Makarov, Antoinette Schoar · Journal of Financial Economics · 2019 · 785 citations · Full text

Business, Economics, Finance +12

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

Business, Economics, Finance +17

Cryptocurrencies and Decentralized Finance (DeFi)

Igor Makarov, Antoinette Schoar · Brookings Papers on Economic Activity · 2022 · 100 citations · Full text

Law, Finance, Tax Law +16

Forecasting the forecasts of others: Implications for asset pricing

Igor Makarov, Oleg Rytchkov · Journal of Economic Theory · 2012 · 75 citations

Business, Economics, Finance +12

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