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Publications of Rohit Rahi

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Discussion Papers

Market Fragmentation and Contagion

We study the transmission of liquidity shocks from one sector of the economy to other sectors in a general equilibrium model with multiple trading...

August 2020
DP 102
Rohit Rahi
Jean-Pierre Zigrand

Academic journals

Information acquisition, price informativeness, and welfare

Journal of Economic Theory, Volume 177, Pages 558-593.

September 2018
Rohit Rahi
Jean-Pierre Zigrand

Discussion Papers

Information Acquisition, Price Informativeness and Welfare

We consider the market for a risky asset with heterogeneous valuations. Private information that agents have about their own valuation is reflected in...

April 2018
DP 77
Rohit Rahi
Jean-Pierre Zigrand

Academic journals

Walrasian foundations for equilibria in segmented markets

Mathematics and Financial Economics, Volume 8, pages 249–264.

February 2014
Rohit Rahi
Jean-Pierre Zigrand

Discussion Papers

Walrasian Foundations for Equilibria in Segmented Markets

We study an economy with segmented financial markets and strategic arbitrageurs who link these markets. We show that the equilibrium of the arbitraged...

November 2013
DP 6
Rohit Rahi
Jean-Pierre Zigrand

Discussion Papers

Market Quality and Contagion in Fragmented Markets

Financial market liquidity has become increasingly fragmented across multiple trading platforms. We propose an intuitive welfare-based market quality...

September 2013
DP 2
Rohit Rahi
Jean-Pierre Zigrand

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