IDEAS home Printed from https://ideas.repec.org/d/g/gsbraus.html

Publications

by alumni of

Brandeis University → Department of Economics, International Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Lara Loewenstein & Hugh Montag & Randal J. Verbrugge, 2026, "Nonresponse Imputations and Related Measurement Issues in the CPI for Shelter," Working Papers, Federal Reserve Bank of Cleveland, number 26-13, May, DOI: 10.26509/frbc-wp-202613.
  2. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2026, "CRE Development Potential and the Selection of Opportunity Zones," Working Papers, Federal Reserve Bank of Cleveland, number 26-17, Jul, DOI: 10.26509/frbc-wp-202617.

2025

  1. Lara Loewenstein & Paul S. Willen & Yuxi Yao & David Hao Zhang, 2025, "Is There a Puzzle in Underwater Mortgage Default?," Working Papers, Federal Reserve Bank of Boston, number 25-8, Sep, DOI: 10.29412/res.wp.2025.08.

2024

  1. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2024, "On Commercial Construction Activity's Long and Variable Lags," Working Papers, Federal Reserve Bank of Cleveland, number 24-14, Jun, DOI: 10.26509/frbc-wp-202414.
  2. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2024, "CRE Redevelopment Options and the Use of Mortgage Financing," Working Papers, Federal Reserve Bank of Cleveland, number 24-15, Jul, DOI: 10.26509/frbc-wp-202415.
  3. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2024, "Shovel Ready Projects and Commercial Construction Activity’s Long and Variable Lags," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-016r1, Apr, revised 25 Jun 2025, DOI: 10.17016/FEDS.2024.016r1.

2023

  1. Lara Loewenstein & Paul S. Willen, 2023, "House Prices and Rents in the 21st Century," Working Papers, Federal Reserve Bank of Boston, number 23-2, Feb, DOI: 10.29412/res.wp.2023.02.

2022

  1. Brian Adams & Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2022, "Disentangling Rent Index Differences: Data, Methods, and Scope," Economic Working Papers, Bureau of Labor Statistics, number 555.
  2. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2022, "Loan Modifications and the Commercial Real Estate Market," Working Papers, Federal Reserve Bank of Cleveland, number 22-09, Apr, DOI: 10.26509/frbc-wp-202209.

2021

  1. Seongeun Kim & Michèle Tertilt & Minchul Yum, 2021, "Status Externalities and Low Birth Rates in Korea," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_305, Jun.
  2. David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021, "Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans," Working Papers, Federal Reserve Bank of Cleveland, number 21-20, Sep, DOI: 10.26509/frbc-wp-202120.

2020

  1. Kristopher Gerardi & Lara Loewenstein & Paul S. Willen, 2020, "Evaluating the Benefits of a Streamlined Refinance Program," Current Policy Perspectives, Federal Reserve Bank of Boston, number 89267, Dec.

2019

  1. Christopher L. Foote & Lara Loewenstein & Paul S. Willen, 2019, "Technological innovation in mortgage underwriting and the growth in credit, 1985–2015," Working Papers, Federal Reserve Bank of Boston, number 19-11, Nov, DOI: 10.29412/res.wp.2019.11.

2018

  1. Christopher Foote & Jaromir Nosal & Lara Loewenstein & Paul Willen, 2018, "Maybe Some People Shouldn’t Own (3) Homes," 2018 Meeting Papers, Society for Economic Dynamics, number 922.
  2. Ayako Saiki & Jon Frost, 2018, "Japan's Unconventional Monetary Policy and Income Distribution: Revisited," Working Papers, Tokyo Center for Economic Research, number e126, May.

2016

  1. Christopher L. Foote & Lara Loewenstein & Paul S. Willen, 2016, "Cross-sectional patterns of mortgage debt during the housing boom: evidence and implications," Working Papers, Federal Reserve Bank of Boston, number 16-12, Nov.
  2. Frankel, Jeffrey & Saiki, Ayako, 2016, "Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-011, Mar.
  3. Ayako Saiki & Pornpinun Chantapacdepong & Ulrich Volz, 2016, "Dealing with Quantitative Easing Spillovers in East Asia: The Role of Institutions and Macroprudential Policy," ADBI Working Papers, Asian Development Bank Institute, number 604, Dec.

2014

  1. Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel Pownall, 2014, "Empirical Evidence of Anchoring and Loss Aversion from Art Auctions," Working Papers, Brandeis University, Department of Economics and International Business School, number 73, Jun, revised Apr 2015.
  2. Graddy, Kathryn & Pownall, Rachel A J & Loewenstein, Lara & Mei, Jianping & Moses, Mike, 2014, "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10048, Jun.
  3. Ayako Saiki & Jon Frost, 2014, "Does Unconventional Monetary Policy Affect Inequality? Evidence from Japan," Working Papers, Council on Economic Policies, number 1402, Oct.

2013

  1. Blake LeBaron, 2013, "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers, Brandeis University, Department of Economics and International Business School, number 63, Jul, revised Sep 2013.

2012

  1. Blake LeBaron, 2012, "Are Lost Decades in the Stock Market Black Swans?," Rosenberg Global Financial Briefs, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, number 5.

2010

  1. Blake LeBaron, 2010, "Heterogeneous Gain Learning and Long Swings in Asset Prices," Working Papers, Brandeis University, Department of Economics and International Business School, number 10, Nov.
  2. Blake LeBaron, 2010, "Wealth Dynamics and a Bias Toward Momentum Trading," Working Papers, Brandeis University, Department of Economics and International Business School, number 14, Dec.
  3. Blake LeBaron, 2010, "Searching For Lost Decades," Working Papers, Brandeis University, Department of Economics and International Business School, number 30, Jun.
  4. Blake LeBaron, 2010, "Heterogeneous Gain Learning and the Dynamics of Asset Prices," Working Papers, Brandeis University, Department of Economics and International Business School, number 29, Jun, revised Dec 2010.

2008

  1. LeBaron, Blake & Tesfatsion, Leigh S., 2008, "Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12973, Aug.

2005

  1. Ritirupa Samanta & Blake LeBaron, 2005, "Extreme Value Theory and Fat Tails in Equity Markets," Computing in Economics and Finance 2005, Society for Computational Economics, number 140, Nov.

2002

  1. Narayanan Subramanian & Atreya Chakraborty & Shahbaz Sheikh, 2002, "Performance Incentives, Performance Pressure and Executive Turnover," Finance, University Library of Munich, Germany, number 0210003, Oct, revised 24 Oct 2002.

1999

  1. Blake LeBaron, 1999, "Evolution and Time Horizons in an Agent-Based Stock Market," Computing in Economics and Finance 1999, Society for Computational Economics, number 1342, Mar.
  2. Andrew Lo & Nicholas Chan & Blake LeBaron & Tomaso Poggio, 1999, "Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders," Computing in Economics and Finance 1999, Society for Computational Economics, number 653, Mar.

1997

  1. Le Baron, B., 1997, "An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization," Working papers, Wisconsin Madison - Social Systems, number 9718.
  2. Arthur, W.B. & LeBaron, B. & Palmer, R., 1997, "Time Series Properties of an Artificial Stock Market," Working papers, Wisconsin Madison - Social Systems, number 9725.

1996

  1. W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996, "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers, Santa Fe Institute, number 96-12-093, Dec.

1995

  1. William A. Brock & Blake D. LeBaron, 1995, "A Dynamic Structural Model for Stock Return Volatility and Trading Volume," NBER Working Papers, National Bureau of Economic Research, Inc, number 4988, Jan.
  2. Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995, "A Test for Independence Based on the Correlation Dimension," Working papers, Wisconsin Madison - Social Systems, number 9520.

1994

  1. Blake LeBaron, 1994, "Chaos and Nonlinear Forecastability in Economics and Finance," Finance, University Library of Munich, Germany, number 9411001, Nov.
  2. Blake LeBaron & Andreas S. Weigend, 1994, "Evaluating Neural Network Predictors by Bootstrapping," Finance, University Library of Munich, Germany, number 9411002, Nov.
  3. Blake LeBaron, 1994, "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance, University Library of Munich, Germany, number 9411002, Nov.

1992

  1. LeBaron, B., 1992, "Persistence of the Dow Jones Index on Rising Volume," Working papers, Wisconsin Madison - Social Systems, number 9201.
  2. LeBaron, B., 1992, "Do Moving Average Trading Rule Results Imply Nonlinearites in Foreign Exchange Markets?," Working papers, Wisconsin Madison - Social Systems, number 9222.

1991

  1. Brock, W. & Lakonishok, J. & Lebaron, B., 1991, "Simple Technical Trading Rules And The Stochastic Properties Of Stock Returns," Working papers, Wisconsin Madison - Social Systems, number 90-22.
  2. LeBaron, B., 1991, "Forecast Improvements Using A Volatility Index," Working papers, Wisconsin Madison - Social Systems, number 9105.
  3. LeBaron, B., 1991, "Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results," Working papers, Wisconsin Madison - Social Systems, number 9117.
  4. LeBaron, B., 1991, "Transactions Costs and Correlations in a Large Firm Index," Working papers, Wisconsin Madison - Social Systems, number 9126.

1990

  1. Lebaron, B., 1990, "Some Relations Between Volatility And Serial Correlations In Stock Market Returns," Working papers, Wisconsin Madison - Social Systems, number 9002.

1989

  1. William A. Brock & Blake LeBaron, 1989, "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 3107, Sep.

Undated

  1. Blake LeBaron, undated, "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
  2. Blake LeBaron, undated, "The Joint Dynamics and Stability of Stock Prices and Volume," Working papers, University of Wisconsin - Madison, number _004.
  3. Blake LeBaron, undated, "Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange?," Working papers, University of Wisconsin - Madison, number _005.
  4. Blake LeBaron, undated, "Technical Trading Rules and Regime Shifts in Foreign Exchange," Working papers, University of Wisconsin - Madison, number _007.
  5. Blake LeBaron, undated, "Evaluating Neural Network Predictors by Bootstrapping (with A. Weigend)," Working papers, University of Wisconsin - Madison, number _003.

Journal articles

2026

  1. Glancy, David & Kurtzman, Robert & Loewenstein, Lara, 2026, "JUE Insight: Shovel ready projects and commercial construction activity’s long and variable lags," Journal of Urban Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jue.2025.103816.
  2. Lara Loewenstein, 2026, "Renter Households amid Rising Rents: 2019–2023," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2026, issue 03, pages 1-13, March, DOI: 10.26509/frbc-ec-202603.

2025

  1. David Glancy & Robert Kurtzman & Lara Loewenstein, 2025, "CRE redevelopment options and the use of mortgage financing," Real Estate Economics, American Real Estate and Urban Economics Association, volume 53, issue 5, pages 1138-1169, September, DOI: 10.1111/1540-6229.12510.
  2. Glancy, David & Kurtzman, Robert & Loewenstein, Lara, 2025, "The value of renegotiation frictions: Evidence from commercial real estate," Journal of Financial Intermediation, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfi.2025.101144.
  3. Haider, Zulfiquer Ali & Sheikh, Shahbaz, 2025, "Termination risk and CSR: A behavioral perspective," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108614.

2024

  1. Seongeun Kim & Michèle Tertilt & Minchul Yum, 2024, "Status Externalities in Education and Low Birth Rates in Korea," American Economic Review, American Economic Association, volume 114, issue 6, pages 1576-1611, June, DOI: 10.1257/aer.20220583.
  2. Brian Adams & Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2024, "Disentangling Rent Index Differences: Data, Methods, and Scope," American Economic Review: Insights, American Economic Association, volume 6, issue 2, pages 230-245, June, DOI: 10.1257/aeri.20220685.
  3. Lara Loewenstein & Jason Meyer, 2024, "Comparing Two House-Price Booms," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2024, issue 04, pages 1-9, February, DOI: 10.26509/frbc-ec-202404.
  4. Lara Loewenstein & Jason Meyer & Randal J. Verbrugge, 2024, "New-Tenant Rent Passthrough and the Future of Rent Inflation," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2024, issue 17, pages 1-10, October, DOI: 10.26509/frbc-ec-202417.
  5. Shahbaz Sheikh, 2024, "Corporate social responsibility and the likelihood of external financing," Journal of Economic Analysis, Anser Press, volume 3, issue 2, pages 65-80, June.
  6. Shahbaz Sheikh, 2024, "CEO power, corporate governance, and firm leverage," Journal of Economic Analysis, Anser Press, volume 3, issue 3, pages 207-226, September.

2023

  1. Seungjun Baek & Seongeun Kim & Tae-hwan Rhee & Wonmun Shin, 2023, "How effective are universal payments for raising consumption? Evidence from a natural experiment," Empirical Economics, Springer, volume 65, issue 5, pages 2181-2211, November, DOI: 10.1007/s00181-023-02410-0.
  2. David Glancy & Robert Kurtzman & Lara Loewenstein & Joseph Nichols, 2023, "Recourse as shadow equity: Evidence from commercial real estate loans," Real Estate Economics, American Real Estate and Urban Economics Association, volume 51, issue 5, pages 1108-1136, September, DOI: 10.1111/1540-6229.12450.
  3. Lara Loewenstein, 2023, "Increasing the (Female) Labor Supply," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2023, issue 05, March, DOI: 10.26509/frbc-ec-202305.
  4. Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel A. J. Pownall, 2023, "Empirical evidence of anchoring and loss aversion from art auctions," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 47, issue 2, pages 279-301, June, DOI: 10.1007/s10824-022-09459-2.

2022

  1. Lara Loewenstein & Bezankeng Njinju, 2022, "Mortgage Borrowers’ Use of COVID-19 Forbearance Programs," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2022, issue 11, pages 1-7, August, DOI: 10.26509/frbc-ec-202211.
  2. Sheikh, Shahbaz, 2022, "CEO power and the likelihood of paying dividends: Effect of profitability and cash flow volatility," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102186.
  3. Lucia Gao & Shahbaz Sheikh & Hong Zhou, 2022, "Executive compensation linked to corporate social responsibility and firm risk," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 269-290, February, DOI: 10.1108/IJMF-10-2021-0511.

2021

  1. Lara Loewenstein, 2021, "Why Wasn’t there a Nonbank Mortgage Servicer Liquidity Crisis?," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2021, issue 15, pages 1-7, July, DOI: 10.26509/frbc-ec-202115.
  2. Christopher L Foote & Lara Loewenstein & Paul S Willen, 2021, "Cross-Sectional Patterns of Mortgage Debt during the Housing Boom: Evidence and Implications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 1, pages 229-259.
  3. Sheikh, Shahbaz, 2021, "CEO inside debt, market structure and payout policy," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101755.

2020

  1. Kristopher Gerardi & Lara Loewenstein & Paul S. Willen, 2020, "Evaluating the Benefits of a Streamlined Refinance Program," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 8, pages 1-22, June, DOI: 10.29338/ph2020-08.
  2. Lara Loewenstein, 2020, "Subprime May Not Have Caused the 2000s Housing Crisis: Evidence from Cleveland, Ohio," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2020, issue 25, pages 1-8, October, DOI: 10.26509/frbc-ec-202025.
  3. Ayako Saiki & Jon Frost, 2020, "Unconventional monetary policy and inequality: is Japan unique?," Applied Economics, Taylor & Francis Journals, volume 52, issue 44, pages 4809-4821, September, DOI: 10.1080/00036846.2020.1745748.
  4. Shahbaz Sheikh, 2020, "Corporate social responsibility and corporate payout policy: the impact of product market competition," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 49-74, December, DOI: 10.1108/IJMF-09-2020-0465.
  5. Shahbaz Sheikh, 2020, "CEO inside debt and corporate social responsibility," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 525-546, April, DOI: 10.1108/IJMF-10-2019-0397.
  6. Shahbaz Sheikh, 2020, "Corporate social responsibility, innovation and firm value," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 14, issue 3, pages 271-297.

2019

  1. Kim, Seongeun, 2019, "Quality, price stickiness, and monetary policy," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103129.
  2. Seongeun Kim, 2019, "Price dispersion with multi-product firms and vertical differentiation," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1724-1728, November, DOI: 10.1080/13504851.2019.1593928.
  3. Gioia de Melo & Nicol�s Casti�eiras & Anal�a Ardente & Oriana Montti & Braulio Zelko & Federico Araya, 2019, "Eligibility for retirement and replacement rates in the Uruguayan multi-pillar pension system (Elegibilidad para el retiro y tasas de reemplazo en el sistema previsional multi-pilar en Uruguay)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 83, issue 3, pages 105-144.
  4. Chakraborty, Atreya & Gao, Lucia Silva & Sheikh, Shahbaz, 2019, "Managerial risk taking incentives, corporate social responsibility and firm risk," Journal of Economics and Business, Elsevier, volume 101, issue C, pages 58-72, DOI: 10.1016/j.jeconbus.2018.07.004.
  5. Sheikh, Shahbaz, 2019, "Corporate social responsibility and firm leverage: The impact of market competition," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 496-510, DOI: 10.1016/j.ribaf.2018.11.002.
  6. Shahbaz Sheikh, 2019, "CEO inside debt, market competition and corporate risk taking," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 636-657, April, DOI: 10.1108/IJMF-06-2018-0182.
  7. Shahbaz Sheikh, 2019, "An examination of the dimensions of CEO power and corporate social responsibility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 2, pages 221-244, March, DOI: 10.1108/RAF-01-2018-0034.
  8. Atreya Chakraborty & Lucia Silva Gao & Shahbaz Sheikh, 2019, "Does size affect the relation between option compensation and managerial risk taking? Evidence from Canadian listed companies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 20-32, January, DOI: 10.1002/ijfe.1646.

2018

  1. Saiki Ayako, 2018, "Business Cycle Synchronization and Vertical Trade Integration: A Case Study of the Eurozone and East Asia," Global Economy Journal, De Gruyter, volume 18, issue 1, pages 1-15, March, DOI: 10.1515/gej-2017-0101.
  2. Sheikh, Shahbaz, 2018, "Is corporate social responsibility a value-increasing investment? Evidence from antitakeover provisions," Global Finance Journal, Elsevier, volume 38, issue C, pages 1-12, DOI: 10.1016/j.gfj.2017.08.002.
  3. Sheikh, Shahbaz, 2018, "Corporate social responsibility, product market competition, and firm value," Journal of Economics and Business, Elsevier, volume 98, issue C, pages 40-55, DOI: 10.1016/j.jeconbus.2018.07.001.
  4. Sheikh, Shahbaz, 2018, "The impact of market competition on the relation between CEO power and firm innovation," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 36-50, DOI: 10.1016/j.mulfin.2018.01.003.
  5. Sheikh, Shahbaz, 2018, "CEO power, product market competition and firm value," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 373-386, DOI: 10.1016/j.ribaf.2018.04.009.

2017

  1. Shahbaz Sheikh, 2017, "Peer group benchmarking in CEO compensation and firm innovation: evidence from patents and citations," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, volume 7, issue 2, pages 163-184.
  2. Shahbaz Sheikh, 2017, "Threat of termination and firm innovation," Annals of Finance, Springer, volume 13, issue 1, pages 75-95, February, DOI: 10.1007/s10436-016-0290-8.

2015

  1. Ayako Saiki, 2015, "The Endogeneity of Exchange Rate Pass-Through: Some European Evidence," Open Economies Review, Springer, volume 26, issue 5, pages 893-909, November, DOI: 10.1007/s11079-015-9344-1.

2014

  1. Jon Frost & Ayako Saiki, 2014, "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 722-743, September.
  2. Ayako Saiki & Jon Frost, 2014, "Does unconventional monetary policy affect inequality? Evidence from Japan," Applied Economics, Taylor & Francis Journals, volume 46, issue 36, pages 4445-4454, December, DOI: 10.1080/00036846.2014.962229.
  3. Chakraborty, Atreya & Rzakhanov, Zaur & Sheikh, Shahbaz, 2014, "Antitakeover provisions, managerial entrenchment and firm innovation," Journal of Economics and Business, Elsevier, volume 72, issue C, pages 30-43, DOI: 10.1016/j.jeconbus.2013.10.001.

2013

  1. Blake LeBaron, 2013, "Estimating the Probability of a Lost Decade for U.S. and Global Equity," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 37-46.

2012

  1. LeBaron, Blake, 2012, "Wealth dynamics and a bias toward momentum trading," Finance Research Letters, Elsevier, volume 9, issue 1, pages 21-28, DOI: 10.1016/j.frl.2011.09.001.
  2. LeBaron, Blake, 2012, "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 424-445, DOI: 10.1016/j.jebo.2012.03.003.
  3. Shahbaz Sheikh, 2012, "Do CEO compensation incentives affect firm innovation?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 4-39, February, DOI: 10.1108/14757701211201803.

2011

  1. Blake LeBaron, 2011, "Active and Passive Learning in Agent-based Financial Markets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 37, issue 1, pages 35-43.

2010

  1. R. Yamamoto & B. LeBaron, 2010, "Order-splitting and long-memory in an order-driven market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 73, issue 1, pages 51-57, January, DOI: 10.1140/epjb/e2009-00392-y.

2009

  1. Chakraborty, Atreya & Sheikh, Shahbaz & Subramanian, Narayanan, 2009, "The relationship between incentive compensation and performance related CEO turnover," Journal of Economics and Business, Elsevier, volume 61, issue 4, pages 295-311, July.

2008

  1. Blake LeBaron & Leigh Tesfatsion, 2008, "Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents," American Economic Review, American Economic Association, volume 98, issue 2, pages 246-250, May, DOI: 10.1257/aer.98.2.246.
  2. Jason M Barr & Troy Tassier & Leanne J Ussher & Blake LeBaron & Shu-Heng Chen & Shyam Sunder, 2008, "The Future of Agent-Based Research in Economics: A Panel Discussion, Eastern Economic Association Annual Meetings, Boston, March 7, 20081," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 34, issue 4, pages 550-565.
  3. Blake LeBaron & Ryuichi Yamamoto, 2008, "The Impact of Imitation on Long Memory in an Order-Driven Market," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 34, issue 4, pages 504-517.
  4. LeBaron Blake & Winker Peter, 2008, "Introduction to the Special Issue on Agent-Based Models for Economic Policy Advice," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 2-3, pages 141-148, April, DOI: 10.1515/jbnst-2008-2-302.

2007

  1. LeBaron, Blake & Yamamoto, Ryuichi, 2007, "Long-memory in an order-driven market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 383, issue 1, pages 85-89, DOI: 10.1016/j.physa.2007.04.090.
  2. Narayanan Subramanian & Atreya Chakraborty & Shahbaz Sheikh, 2007, "Repricing and Executive Turnover," The Financial Review, Eastern Finance Association, volume 42, issue 1, pages 121-141, February, DOI: 10.1111/j.1540-6288.2007.00164.x.
  3. Chakraborty, Atreya & Sheikh, Shahbaz & Subramanian, Narayanan, 2007, "Termination risk and managerial risk taking," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 170-188, March.

2005

  1. Ayako Saiki, 2005, "Asymmetric Effect of Currency Union for Developing Countries," Open Economies Review, Springer, volume 16, issue 3, pages 227-247, July, DOI: 10.1007/s11079-005-1023-1.

2003

  1. LeBaron, Blake, 2003, "Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [," International Journal of Forecasting, Elsevier, volume 19, issue 4, pages 751-752.

2002

  1. Jeffrey Frankel & Ayako Saiki, 2002, "A Proposal to Anchor Monetary Policy by the Price of the Export Commodity," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 417-448.

2001

  1. LeBaron, Blake, 2001, "Evolution And Time Horizons In An Agent-Based Stock Market," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 02, pages 225-254, April.
  2. B. LeBaron, 2001, "A builder's guide to agent-based financial markets," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 2, pages 254-261, DOI: 10.1088/1469-7688/1/2/307.
  3. B. LeBaron, 2001, "Stochastic volatility as a simple generator of apparent financial power laws and long memory," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 6, pages 621-631, DOI: 10.1088/1469-7688/1/6/304.
  4. Alain Chaboud & Blake LeBaron, 2001, "Foreign‐Exchange Trading Volume and Federal Reserve Intervention," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 9, pages 851-860, September.

2000

  1. Rachel McCulloch & Blake LeBaron, 2000, "Floating, Fixed, or Super-Fixed? Dollarization Joins the Menu of Exchange-Rate Options," American Economic Review, American Economic Association, volume 90, issue 2, pages 32-37, May.
  2. LeBaron, Blake, 2000, "Agent-based computational finance: Suggested readings and early research," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 679-702, June.

1999

  1. LeBaron, Blake, 1999, "Technical trading rule profitability and foreign exchange intervention," Journal of International Economics, Elsevier, volume 49, issue 1, pages 125-143, October.
  2. LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999, "Time series properties of an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1487-1516, September.

1997

  1. LeBaron Blake, 1997, "A Fast Algorithm for the BDS Statistic," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 2, issue 2, pages 1-9, July, DOI: 10.2202/1558-3708.1029.

1996

  1. Brock, William A & LeBaron, Blake D, 1996, "A Dynamic Structural Model for Stock Return Volatility and Trading Volume," The Review of Economics and Statistics, MIT Press, volume 78, issue 1, pages 94-110, February.

1992

  1. LeBaron, Blake, 1992, "Some Relations between Volatility and Serial Correlations in Stock Market Returns," The Journal of Business, University of Chicago Press, volume 65, issue 2, pages 199-219, April, DOI: 10.1086/296565.
  2. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992, "Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, volume 47, issue 5, pages 1731-1764, December.
  3. LeBaron, Blake, 1992, "Forecast Improvements Using a Volatility Index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 137-149, Suppl. De.

1989

  1. Scheinkman, Jose A & LeBaron, Blake, 1989, "Nonlinear Dynamics and Stock Returns," The Journal of Business, University of Chicago Press, volume 62, issue 3, pages 311-337, July, DOI: 10.1086/296465.

Books

1992

  1. William A. Brock & David A. Hsieh & Blake LeBaron, 1992, "Nonlinear Dynamics, Chaos, and Instability - Unix version," MIT Press Books, The MIT Press, number 0262521725, edition 1, ISBN: ARRAY(0x83eb10e8), December.

Chapters

2026

  1. Lara Loewenstein & Hugh Montag & Randal Verbrugge, 2026, "Nonresponse Imputations and Related Measurement Issues in the CPI for Shelter," NBER Chapters, National Bureau of Economic Research, Inc, "Measurement of Housing and the Housing Sector".

2006

  1. LeBaron, Blake, 2006, "Agent-based Computational Finance," Handbook of Computational Economics, Elsevier, chapter 24, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".

1990

  1. William A. Brock & Blake LeBaron, 1990, "Liquidity Constraints in Production-Based Asset-Pricing Models," NBER Chapters, National Bureau of Economic Research, Inc, "Asymmetric Information, Corporate Finance, and Investment".

Software components

1991

  1. Blake LeBaron, 1991, "C Source for BDS Test Statistic for Independence," C/C++ codes, , number bds, revised .

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.