Items where Author is "Pavlova, A"

Article

Bryzgalova, S, Pavlova, A and Sikorskaya, T (2025) Strategic arbitrage in segmented markets. Journal of Financial Economics, 166. ISSN 0304-405X (In Press)

Bryzgalova, S, Pavlova, A and Sikorskaya, T (2023) Retail Trading in Options and the Rise of the Big Three Wholesalers. Journal of Finance, 78 (6). pp. 3465-3514. ISSN 0022-1082

Kashyap, A K, Kovrijnykh, N, Li, J and Pavlova, A (2023) Is there too much benchmarking in asset management? American Economic Review, 113 (4). pp. 1112-41. ISSN 0002-8282

Pavlova, A and Sikorskaya, T (2023) Benchmarking Intensity. Review of Financial Studies, 36 (3). pp. 859-903. ISSN 0893-9454

Kashyap, A K, Kovrijnykh, N, Li, Jian and Pavlova, A (2021) The benchmark inclusion subsidy. Journal of Financial Economics, 142 (2). pp. 756-774. ISSN 0304-405X

Basak, S and Pavlova, A (2016) A model of financialization of commodities. Journal of Finance, 71 (4). pp. 1511-1556. ISSN 0022-1082

Basak, S and Pavlova, A (2013) Asset prices and institutional investors. American Economic Review, 103 (5). pp. 1728-1758. ISSN 0002-8282

Pavlova, A and Rigobon, R (2008) The role of portfolio constraints in the international propagation of shocks. Review of Economic Studies, 75 (4). pp. 1215-1256. ISSN 0034-6527

Monograph

Kashyap, A K, Kovrijnykh, N, Li, J and Pavlova, A (2018) The Benchmark Inclusion Subsidy. Working Paper. London Business School CEPR Discussion Paper.

Pavlova, A and Rigobon, R (2008) Role of portfolio constraints in the international propagation of shocks. Working Paper. London Business School Review of Economic Studies.