Title/Affiliation：EdwardsS. SanfordProfessor，Department of Economics，Bendheim Center for Finance，Princeton University

Email：markus@princeton.edu

Research Interests：Financial Crisis and significant mispricings due to institutional frictions，Strategic Considerations，and Behavioral Trading

Journal Articles

2009

1、Markus K. Brunnermeier, Lasse Heje Pedersen.Market Liquidity and Funding Liquidity. The Review of Financial Studies, 2009,22(6): 2201-2238. (Database：ABI/INFORM Global) Abstract Only

2、Markus K. Brunnermeier, Motohiro Yogo.A Note on Liquidity Risk Management.American Economic Review, 2009,99(2): 578-583. (Database：EBSCO BSP) Abstract Only

3、Markus K. Brunnermeier.Deciphering the Liquidity and Credit Crunch 2007-2008. The Journal of Economic Perspectives, 2009,23(1): 77-100. (Database：ABI/INFORM Global) Abstract Only

2008

4、Markus K. Brunnermeier, Stefan Nagel.Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-evidence on Individuals. The American Economic Review, 2008,98(3): 713-736. (Database：ABI/INFORM Global) Abstract Only

5、Markus K. Brunnermeier, Christian Julliard.Money Illusion and Housing Frenzies. The Review of Financial Studies, 2008,21(1): 135-180. (Database：ABI/INFORM Global)

2007

6、MarkusK.Brunnermeier,Christian Gollier, Jonathan A. Parker.Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns.American Economic Review, 2007,97(2): 159-165. (Database：EBSCO BSP)

2005

7、Markus K. Brunnermeier, Jonathan A. Parker.Optimal Expectations. The American Economic Review, 2005,95(4): 1092-1118. (Database：ABI/INFORM Global)

8、Markus K. Brunnermeier, Lasse Heje Pedersen.Predatory Trading. The Journal of Finance, 2005,60(4): 1825-1863. (Database：EBSCO BSP)

9、Markus K. Brunnermeier.Information Leakage and Market Efficiency. The Review of Financial Studies, 2005,18(2): 417-457. (Database：ABI/INFORM Global)

2004

10、Markus K. Brunnermeier, Stefan Nagel.Hedge Funds and the Technology Bubble. The Journal of Finance, 2004,59(5): 2013-2040. (Database：EBSCO BSP)

11、Markus K. Brunnermeier.Learning to Reoptimize Consumption at New Income Levels: A Rationale for Prospect Theory.Journal of the European Economic Association, 2004,2(1): 98-114. (Database：EBSCO BSP)

2003

12、Dilip Abreu, Markus K. Brunnermeier.Bubbles and crashes. Econometrica, 2003,71(1): 173-204.

(Database：ABI/INFORM Global)

2002

13、Dilip Abreu, Markus K. Brunnermeier.Synchronization risk and delayed arbitrage. Journal of Financial Economics, 2002,66(2/3): 341-360. (Database：Elsevier ScienceDirect Complete)

1999

14、Steven Huddart, John S. Hughes, Markus K. Brunnermeier.Disclosure requirements and stock exchange listing choice in an international context. Journal of Accounting & Economics, 1999,26(1/3): 237-269.

(Database：Elsevier ScienceDirect Complete)