Artem V Neklyudov

PhD Student in Financial Economics

Tepper School of Business

5000 Forbes Avenue

Carnegie Mellon University

Pittsburgh, PA 15213

Areas of Interest

Banking and Intermediation, Information Acquisition, Market Microstructure

Working Papers

In this paper I provide a novel approach to modeling information acquisition. The approach allows to account explicitly for the correlation of information coming from various sources and the possibility of overlaps in learning. As a possible application of the approach, I study the Kyle-type trading model and show that overlaps in doing market research have significant entry-deterrence effect and can explain the oligopolistic structure of the industry, as well as cross-sectional variation in analyst coverage for different stocks.

Curriculum Vitae

To be posted

Other Interests

Programming, Yoga, Swimming, Downhill Skiing, Biking

Updated: January 14 2011