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Toomas Laarits
Toomas Laarits
NYU Stern School of Business
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
Mobile collateral versus immobile collateral
G Gorton, T Laarits, T Muir
Journal of Money, Credit and Banking 54 (6), 1673-1703, 2022
702022
The run on repo and the Fed’s response
G Gorton, T Laarits, A Metrick
Journal of Financial Stability 48, 100744, 2020
482020
Pre-announcement risk
T Laarits
NYU Stern School of Business, 2022
452022
Stock market stimulus
R Greenwood, T Laarits, J Wurgler
The Review of Financial Studies 36 (10), 4082-4112, 2023
332023
Collateral damage
GB Gorton, T Laarits
Financial Stability Review, 2018
192018
1930: First modern crisis
G Gorton, T Laarits, T Muir
Financial History Review 30 (3), 277-307, 2023
17*2023
Precautionary savings and the stock-bond covariance
T Laarits
NYU Stern School of Business, 2020
112020
The retail habitat
T Laarits, M Sammon
Available at SSRN 4262861, 2023
82023
When do Treasuries Earn the Convenience Yield?–A Hedging Perspective
VV Acharya, T Laarits
NYU Stern School of Business Working Paper, 2023
62023
Genes under weaker stabilizing selection increase network evolvability and rapid regulatory adaptation to an environmental shift
T Laarits, P Bordalo, B Lemos
Journal of Evolutionary Biology 29 (8), 1602-1616, 2016
62016
Discounting market timing strategies
T Laarits
NYU Stern School of Business, 2023
22023
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