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Home > Research and expertise > Experts > Profile

Rahi, Rohit

Dr Rohit Rahi  

Department

Position held

Department of Finance

Associate Professor (Reader) in Finance

 

Financial Markets Group (FMG)

 

Experience keywords:

asset pricing; financial innovation; financial markets; information aggregation; market microstructure; security design

Contact Points

LSE phone number:

+44 (0)20 7955 7313

LSE email:

r.rahi@lse.ac.uk

Publications

2014

Rahi, Rohit and Zigrand, Jean-Pierre (2014) Walrasian foundations for equilibria in segmented markets Mathematics and Financial Economics, 8 (3). 249-264. ISSN 1862-9679

Gottardi, Piero and Rahi, Rohit (2014) Value of information in competitive economies with incomplete markets International Economic Review, 55 (1). 57-81. ISSN 0020-6598

2013

Gottardi, Piero and Rahi, Rohit (2013) Risk sharing and retrading in incomplete markets Economic Theory, 54 (2). 287-304. ISSN 0938-2259

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Market quality and contagion in fragmented markets SRC Discussion Paper, No 2. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Walrasian foundations for equilibria in segmented markets SRC Discussion Paper, No 6. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

2012

Rahi, Rohit and Gottardi, Piero (2012) Risk-sharing and retrading in incomplete markets .

2009

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets Review of Financial Studies, 22 (8). 2941-2971. ISSN 0893-9454

Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK.

2008

Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks Rohit Rahi and Jean-Pierre Zigrand, London, UK.

2007

Gottardi, Piero and Rahi, Rohit (2007) Value of information in competitive economies with incomplete markets 596. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets Discussion paper, 595. Financial Markets Group, London School of Economics and Political Science, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity Rohit Rahi and Jean-Pierre Zigrand, London, UK.

2006

Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In: Decentralization Conference, 6 - 8 April 2006, Université Paris 1 Panthéon Sorbonne

2004

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets 4176. Centre for Economic Policy Research, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets Discussion paper, 520. Financial Markets Group, London School of Economics and Political Science, London, UK.

2003

Dow, James and Rahi, Rohit (2003) Informed trading, investment, and welfare Journal of Business, 76 (3). 439-454. ISSN 0021-9398

2001

Gottardi, Piero and Rahi, Rohit (2001) Efficiency properties of rational expectations equilibria with asymmetric information 2922. Centre for Economic Policy Research, London, UK.

Rahi, Rohit and Gottardi, Piero (2001) Efficiency properties of rational expectations equilibria with asymmetric information Discussion paper, 381. Financial Markets Group, London School of Economics and Political Science, London, UK.

2000

Dow, James and Rahi, Rohit (2000) Should speculators be taxed? The Journal of Business, 73 (1). 89-108. ISSN 0740-9168

Marin, Jose m. and Rahi, Rohit (2000) Information revelation and market incompleteness Review of Economic Studies, 67 (3). 563-579. ISSN 1467-937X

1999

Marin, Jose M. and Rahi, Rohit (1999) Speculative securities Economic Theory, 14 (3). 653-668. ISSN 1432-0479

1996

Rahi, Rohit (1996) Adverse selection and security design Review of Economic Studies, 63 (2). 287-300. ISSN 1467-937X

1995

Rahi, Rohit (1995) Optimal incomplete markets with asymmetric information Journal of Economic Theory, 65 (1). 171-197. ISSN 1095-7235

Duffie, Darrell and Rahi, Rohit (1995) Financial market innovation and security design: an introduction Journal of Economic Theory, 65 (1). 1-42. ISSN 1095-7235

Rahi, Rohit (1995) Partially revealing rational expectations equilibria with nominal assets Journal of Mathematical Economics, 24 (2). 137-146. ISSN 0304-4068

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