Photo of Lubomir Petrasek

Lubomir Petrasek

Education

  • Ph.D., Finance, Pennsylvania State University, 2011
  • M.S., Economics, Prague School of Economics, 2004
  • M.A., Political Science, Charles University in Prague, 2004
Current Research Topics
  • Institutional investors, dealers, hedge funds
  • Fixed income securities
  • Section Chief

    Board of Governors of the Federal Reserve System

    2020 - present
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2016 - 2020
  • Visiting Lecturer

    University of Maryland

    2017 - 2020
  • Economist, Senior Economist

    Board of Governors of the Federal Reserve System

    2011 - 2016
  • Lecturer

    Pennsylvania State University

    2010
  • Risk-averse dealers in a risk-free market—The role of trading desk risk limits
    Dan Li, Lubomir Petrasek, and Mary Tian
    Journal of Financial Economics (2026)
    https://doi.org/10.1016/j.jfineco.2026.104290
    See also » FRB Working Paper (2025)
  • LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints
    Mathias S. Kruttli, Phillip J. Monin, Lubomir Petrasek, and Sumudu W. Watugala
    Journal of Financial Economics (2025)
    https://doi.org/10.1016/j.jfineco.2025.104017
  • Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys
    Dan Li, Phillip J. Monin, and Lubomir Petrasek
    Finance and Economics Discussion Series (2024)
    https://doi.org/10.17016/FEDS.2024.089
  • Assessment of Dealer Capacity to Intermediate in Treasury and Agency MBS Markets
    Paul Cochran, Lubomir Petrasek, Zack Saravay, Mary Tian, and Edward Wu
    FEDS Notes (2024)
    https://doi.org/10.17016/2380-7172.3610
  • Quantifying Treasury Cash-Futures Basis Trades
    Jonathan Glicoes, Benjamin Iorio, Phillip Monin, and Lubomir Petrasek
    FEDS Notes (2024)
    https://doi.org/10.17016/2380-7172.3458
  • Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio
    Paul Cochran, Sebastian Infante, Lubomir Petrasek, Zack Saravay, and Mary Tian
    FEDS Notes (2023)
    https://doi.org/10.17016/2380-7172.3341
  • Non-bank financial institutions and the slope of the yield curve
    Sebastian Infante, Phillip Monin, Lubomir Petrasek, and Mary Tian
    FEDS Notes (2022)
    https://doi.org/10.17016/2380-7172.3185
  • Insights from revised Form FR2004 into primary dealer securities financing and MBS activity
    Sebastian Infante, Lubomir Petrasek, Zack Saravay, and Mary Tian
    FEDS Notes (2022)
    https://doi.org/10.17016/2380-7172.3182
  • Sizing hedge funds' Treasury market activities and holdings
    Ayelen Banegas, Phillip J. Monin, and Lubomir Petrasek
    FEDS Notes (2021)
    https://doi.org/10.17016/2380-7172.2979
  • Asset Mispricing
    Kurt F. Lewis, Francis A. Longstaff, and Lubomir Petrasek
    Journal of Financial Economics (2021)
    https://doi.org/10.1016/j.jfineco.2020.05.011
  • Style and Skill: Hedge Funds, Mutual Funds, and Momentum
    Mark Grinblatt, Gergana Jostova, Lubomir Petrasek, and Alexander Philipov
    Management Science (2020)
    https://doi.org/10.1287/mnsc.2019.3433
  • Hedge Fund Holdings and Stock Market Efficiency
    Charles Cao, Bing Liang, Andrew W. Lo, and Lubomir Petrasek
    Review of Asset Pricing Studies (2018)
    https://doi.org/10.1093/rapstu/rax015
    See also » FRB Working Paper (2014)
  • What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy
    Charles Cao, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek
    Journal of Financial and Quantitative Analysis (2016)
    https://doi.org/10.1017/S0022109016000387
  • The Effects of FOMC Communications before Policy Tightening in 1994 and 2004
    Ellen E. Meade, Yoshio Nozawa, Lubomir Petrasek, and Joyce K. Zickler
    FEDS Notes (2015)
    https://doi.org/10.17016/2380-7172.1559
  • Liquidity Risk and Institutional Ownership
    Charles Cao and Lubomir Petrasek
    Journal of Financial Markets (2014)
    https://doi.org/10.1016/j.finmar.2014.05.001
  • Liquidity Risk in Stock Returns: An Event-Study Perspective
    Charles Cao and Lubomir Petrasek
    Journal of Banking & Finance (2014)
    https://doi.org/10.1016/j.jbankfin.2013.09.020
  • Do Transparent Firms Pay Out More Cash to Shareholders? Evidence from International Cross-Listings
    Lubomir Petrasek
    Financial Management (2012)
    https://doi.org/10.1111/j.1755-053X.2012.01192.x
  • Liquidity Risk and Hedge Fund Ownership
    Charles Cao and Lubomir Petrasek
    Finance and Economics Discussion Series (2012)
    https://doi.org/10.17016/FEDS.2011.49
  • Multimarket trading and corporate bond liquidity
    Lubomir Petrasek
    Journal of Banking & Finance (2012)
    https://doi.org/10.1016/j.jbankfin.2012.03.015
  • Multimarket Trading and the Cost of Debt: Evidence from Global Bonds
    Lubomir Petrasek
    Working paper series (European Central Bank) (2010)
    https://doi.org/10.2139/ssrn.1620343
  • conference

    2025-2026

    AFA, EFA, Paris Hedge Fund Conference

    Internal Risk Limits and Dealer Intermediation, Credit Supply and Hedge Fund Constraints

  • conference

    2023-2024

    EFA, NFA, Fixed Income and Financial Institution Conference, Short-Term Funding Markets Conference,

    Internal Risk Limits and Dealer Intermediation, Hedge Fund Treasury Trading and Funding Fragility

  • conference

    2021-2022

    Fixed Income and Financial Institution Conference, Paris Hedge Fund, Conference, Texas Finance Festival, MFA, NFA, NBER Summer Institute

    Hedge Fund Treasury Trading and Funding Fragility

  • conference

    2019-2020

    AFA, EFA, SFS Cavalcade

    Corporate Bond Illiquidity: Evidence from Government Guarantees

  • conference

    2017-2018

    AFA, AQR Asset Management, Office of Financial Research

    Asset Mispricing

  • conference

    2015-2016

    EFA, NYC Hedge Fund Research Symposium, AFA, North Carolina State University

    Hedge Funds, Mutual Funds, and Momentum, Hedge Fund Holdings and Stock Market Efficiency

  • conference

    2013-2014

    NFA, Paris Financial Management Conference

    Risk Arbitrage and the Information Content of Hedge Fund Trading

  • conference

    2011-2012

    Fordham/JBF Conference on Liquidity, FSU Finance Conference, NFA, University of Toronto, McGill University, ECB, University of Amsterdam, University of Rotterdam, University of New South Wales

    Liquidity Risk in Stock Returns during the Financial Crisis of 2007-2009, Liquidity Risk and Hedge Fund Ownership

  • conference

    2009-2010

    NFA, FMA

    Multimarket Trading and Corporate Bond Liquidity, Do Transparent Firms Pay Out More Cash to Shareholders?

Awards
  • 2026

    Brookings Hutchins Center

    Brookings Institution Grant

  • 2018

    AQR

    Insight Award, Honorable Mention

  • 2013

    Northern Finance Association and CFA Society Toronto

    Award for the Best Paper on Capital Markets

  • 2010

    Pennsylvania State University

    Schreyer Graduate Fellowship

  • 2009

    European Central Bank

    Lamfalussy Research Fellowship

Conference Organization
  • 2014, 2015

    Paris Financial Management Conference

    Scientific Committee Member

Referee
  • Journal of Financial and Quantitative Analysis
  • Journal of Financial Markets
  • Journal of Banking and Finance
  • Review of Asset Pricing Studies
  • Journal of Empirical Finance
  • Management Science
Professional Affiliation
  • American Finance Association
  • European Finance Association
  • CFA Institute
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Last Update: August 24, 2026