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
