Publications
by alumni of
Kellogg Graduate School of Management
Northwestern University
Evanston, Illinois (United States)
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
Undated material is listed at the end2024
- He, Zhiguo & Jiang, Sheila & Xu, Douglas, 2024.
"Tech-Driven Intermediation in the Originate-to-Distribute Model,"
Research Papers
4145, Stanford University, Graduate School of Business.
- Zhiguo He & Sheila Jiang & Douglas Xu, 2024. "Tech-Driven Intermediation in the Originate-to-Distribute Model," NBER Working Papers 32052, National Bureau of Economic Research, Inc.
- Alessandro Lizzeri & Eran Shmaya & Leeat Yariv, 2024. "Disentangling Exploration from Exploitation," NBER Working Papers 32424, National Bureau of Economic Research, Inc.
- Agata Farina & Guillaume Fréchette & Alessandro Ispano & Alessandro Lizzeri & Jacopo Perego, 2024. "The Selective Disclosure of Evidence: An Experiment," NBER Working Papers 32975, National Bureau of Economic Research, Inc.
2023
- Yuan Liao & Xinjie Ma & Andreas Neuhierl & Zhentao Shi, 2023. "Economic Forecasts Using Many Noises," Papers 2312.05593, arXiv.org, revised Dec 2023.
- He, Zhiguo & Jiang, Sheila & Xu, Douglas & Yin, Xiao, 2023.
"Investing in Lending Technology: IT Spending in Banking,"
Research Papers
4132, Stanford University, Graduate School of Business.
- Zhiguo He & Sheila Jiang & Douglas Xu & Xiao Yin, 2022. "Investing in Lending Technology: IT Spending in Banking," NBER Working Papers 30403, National Bureau of Economic Research, Inc.
- He, Zhiguo & Liao, Guanmin & Wang, Baolian, 2023.
"What Gets Measured Gets Managed: Investment and the Cost of Capital,"
Research Papers
4135, Stanford University, Graduate School of Business.
- Zhiguo He & Guanmin Liao & Baolian Wang, 2022. "What Gets Measured Gets Managed: Investment and the Cost of Capital," NBER Working Papers 29775, National Bureau of Economic Research, Inc.
- Halaburda, Hanna & He, Zhiguo & Li, Jiasun, 2023.
"An Economic Model of Consensus on Distributed Ledgers,"
Research Papers
4137, Stanford University, Graduate School of Business.
- Hanna Halaburda & Zhiguo He & Jiasun Li, 2021. "An Economic Model of Consensus on Distributed Ledgers," NBER Working Papers 29515, National Bureau of Economic Research, Inc.
- Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore, Cecilia, 2023.
"Information-Based Pricing in Specialized Lending,"
Research Papers
4140, Stanford University, Graduate School of Business.
- Kristian Blickle & Zhiguo He & Jing Huang & Cecilia Parlatore, 2024. "Information-Based Pricing in Specialized Lending," NBER Working Papers 32155, National Bureau of Economic Research, Inc.
- Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023.
"The Stock Connect to China,"
NBER Working Papers
30893, National Bureau of Economic Research, Inc.
- Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023. "The Stock Connect to China," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 125-130, May.
- Xavier Vilà, 2023. "Notes on Concavity, Convexity, Quasiconcavity and Quasiconvexity," UFAE and IAE Working Papers 970.23, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
2022
- Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022. "Missing Data in Asset Pricing Panels," NBER Working Papers 30761, National Bureau of Economic Research, Inc.
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Zhiguo He & Jian Li, 2022. "Intermediation via Credit Chains," NBER Working Papers 29632, National Bureau of Economic Research, Inc.
- Zhiguo He & Bibo Liu & Feifei Zhu, 2022. "Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?," NBER Working Papers 29731, National Bureau of Economic Research, Inc.
- Zhiguo He & Zhaogang Song, 2022. "Agency MBS as Safe Assets," NBER Working Papers 29899, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Wei, 2022. "China's Financial System and Economy: A Review," NBER Working Papers 30324, National Bureau of Economic Research, Inc.
- Zhiguo He & Scott T. Nelson & Yang Su & Anthony Lee Zhang & Fudong Zhang, 2022. "Zoning for Profits: How Public Finance Shapes Land Supply in China," NBER Working Papers 30504, National Bureau of Economic Research, Inc.
- Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos E., 2022.
"Multi-asset noisy rational expectations equilibrium with contingent claims,"
LSE Research Online Documents on Economics
111974, London School of Economics and Political Science, LSE Library.
- Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022. "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
- Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos, 2014. "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics 60736, London School of Economics and Political Science, LSE Library.
- Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan, 2022.
"Leader-Follower Dynamics in Shareholder Activism,"
Staff Reports
1030, Federal Reserve Bank of New York.
- Doruk Cetemen & Gonzalo Cisternas & Aaron Kolb & S Viswanathan, 2023. "Leader-Follower Dynamics in Shareholder Activism," Liberty Street Economics 20230906, Federal Reserve Bank of New York.
2021
- Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2021. "Margin trading and leverage management," LSE Research Online Documents on Economics 118851, London School of Economics and Political Science, LSE Library.
- Peter M. DeMarzo & Zhiguo He & Fabrice Tourre, 2021.
"Sovereign Debt Ratchets and Welfare Destruction,"
NBER Working Papers
28599, National Bureau of Economic Research, Inc.
- Peter DeMarzo & Zhiguo He & Fabrice Tourre, 2023. "Sovereign Debt Ratchets and Welfare Destruction," Journal of Political Economy, University of Chicago Press, vol. 131(10), pages 2825-2892.
- Alonso, Ricardo & Zachariadis, Konstantinos, 2021. "Persuading Large Investors," CEPR Discussion Papers 15792, C.E.P.R. Discussion Papers.
- de Roure, Calebe & Pelizzon, Loriana & Thakor, Anjan V., 2021.
"P2P lenders versus banks: Cream skimming or bottom fishing?,"
SAFE Working Paper Series
206, Leibniz Institute for Financial Research SAFE, revised 2021.
- Calebe de Roure & Loriana Pelizzon & Anjan Thakor, 2022. "P2P Lenders versus Banks: Cream Skimming or Bottom Fishing? [Loan officer incentives, internal rating models and default rates]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(2), pages 213-262.
- Mücke, Christian & Pelizzon, Loriana & Pezone, Vincenzo & Thakor, Anjan V., 2021.
"The carrot and the stick: Bank bailouts and the disciplining role of board appointments,"
SAFE Working Paper Series
316, Leibniz Institute for Financial Research SAFE, revised 2021.
- Mücke, Christian & Pelizzon, Loriana & Pezone, Vincenzo & Thakor, Anjan V., 2022. "The Carrot and the Stick: Bank Bailouts and the Disciplining Role of Board Appointments," VfS Annual Conference 2022 (Basel): Big Data in Economics 264057, Verein für Socialpolitik / German Economic Association.
- Alessandro Gavazza & Alessandro Lizzeri, 2021.
"Frictions in Product Markets,"
NBER Working Papers
29259, National Bureau of Economic Research, Inc.
- Gavazza, Alessandro & Lizzeri, Alessandro, 2021. "Frictions in Product Markets," CEPR Discussion Papers 16542, C.E.P.R. Discussion Papers.
- Pëllumb Reshidi & Alessandro Lizzeri & Leeat Yariv & Jimmy H. Chan & Wing Suen, 2021.
"Individual and Collective Information Acquisition: An Experimental Study,"
NBER Working Papers
29557, National Bureau of Economic Research, Inc.
- Pëllumb Reshidi & Alessandro Lizzeri & Leeat Yariv & Jimmy Chan & Wing Suen, 2021. "Individual and Collective Information Acquisition: An Experimental Study," CESifo Working Paper Series 9468, CESifo.
- Pëllumb Reshidi & Alessandro Lizzeri & Leeat Yariv & Jimmy Chan & Wing Suen, 2024. "Individual and Collective Information Acquisition: An Experimental Study," Working Papers 312, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Yariv, Leeat & Reshidi, Pellumb & Lizzeri, Alessandro & Chan, Jimmy & Suen, Wing, 2021. "Individual and Collective Information Acquisition: An Experimental Study," CEPR Discussion Papers 16782, C.E.P.R. Discussion Papers.
2020
- Andreas Neuhierl & Michael Weber, 2020.
"Monetary Momentum,"
Working Papers
2020-39, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber, 2018. "Monetary Momentum," NBER Working Papers 24748, National Bureau of Economic Research, Inc.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
- Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2020. "Valuation of Long-Term Property Rights under Political Uncertainty," Working Papers 2020-105, Becker Friedman Institute for Research In Economics.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020.
"Open Banking: Credit Market Competition When Borrowers Own the Data,"
Working Papers
2020-168, Becker Friedman Institute for Research In Economics.
- He, Zhiguo & Huang, Jing & Zhou, Jidong, 2023. "Open banking: Credit market competition when borrowers own the data," Journal of Financial Economics, Elsevier, vol. 147(2), pages 449-474.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," NBER Working Papers 28118, National Bureau of Economic Research, Inc.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262, Cowles Foundation for Research in Economics, Yale University.
- Zhiguo He & Jing Huang & Jidong Zhou, 2022. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262R, Cowles Foundation for Research in Economics, Yale University.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020.
"Treasury Inconvenience Yields during the COVID-19 Crisis,"
Working Papers
2020-79, Becker Friedman Institute for Research In Economics.
- He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022. "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
- Zhiguo He & Maggie Rong Hu & Zhenping Wang & Vincent Yao, 2020. "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," NBER Working Papers 27665, National Bureau of Economic Research, Inc.
- Joao A. C. Santos & S. Vish Viswanathan, 2020. "Bank Syndicates and Liquidity Provision," NBER Working Papers 27701, National Bureau of Economic Research, Inc.
- Zhong, Weifeng & Chan, Julian, 2020. "Predicting Authoritarian Crackdowns: A Machine Learning Approach," Working Papers 10464, George Mason University, Mercatus Center.
- Zhong, Weifeng & Chan, Julian & Ho, Kwan-Yuet & Lee, Kit, 2020. "Words Speak Louder Than Numbers: Estimating China’s COVID Severity with Deep Learning," Working Papers 10955, George Mason University, Mercatus Center.
2019
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019.
"Estimating The Anomaly Base Rate,"
NBER Working Papers
26493, National Bureau of Economic Research, Inc.
- Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
- Marlene Amstad & Zhiguo He, 2019. "Chinese Bond Market and Interbank Market," NBER Working Papers 25549, National Bureau of Economic Research, Inc.
- Lin William Cong & Zhiguo He & Jiasun Li, 2019.
"Decentralized Mining in Centralized Pools,"
NBER Working Papers
25592, National Bureau of Economic Research, Inc.
- Lin William Cong & Zhiguo He & Jiasun Li & Wei Jiang, 2021. "Decentralized Mining in Centralized Pools [Concentrating on the fall of the labor share]," The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1191-1235.
- Zhiguo He & Paymon Khorrami & Zhaogang Song, 2019.
"Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress,"
NBER Working Papers
26494, National Bureau of Economic Research, Inc.
- Zhiguo He & Paymon Khorrami & Zhaogang Song, 2022. "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4630-4673.
- Hui Chen & Zhuo Chen & Zhiguo He & Jinyu Liu & Rengming Xie, 2019. "Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets," NBER Working Papers 26520, National Bureau of Economic Research, Inc.
- Dasgupta, Amil & Cvijanovic, Dragana & Zachariadis, Konstantinos, 2019.
"The Wall Street Stampede: Exit as Governance with Interacting Blockholders,"
CEPR Discussion Papers
13870, C.E.P.R. Discussion Papers.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos E., 2022. "The Wall Street stampede: Exit as governance with interacting blockholders," Journal of Financial Economics, Elsevier, vol. 144(2), pages 433-455.
- Cvijanovic, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2021. "The Wall Street stampede: exit as governance with interacting blockholders," LSE Research Online Documents on Economics 118846, London School of Economics and Political Science, LSE Library.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2022. "The wall street stampede: exit as governance with interacting blockholders," LSE Research Online Documents on Economics 113710, London School of Economics and Political Science, LSE Library.
- Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2019.
"Intermediation Variety,"
NBER Working Papers
25946, National Bureau of Economic Research, Inc.
- Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2021. "Intermediation Variety," Journal of Finance, American Finance Association, vol. 76(6), pages 3103-3152, December.
- Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019.
"Risk Management in Financial Institutions,"
NBER Working Papers
25698, National Bureau of Economic Research, Inc.
- Rampini, Adriano A. & Viswanathan, S. & Vuillemey, Guillaume, 2019. "Risk Management in Financial Institutions," CEPR Discussion Papers 13787, C.E.P.R. Discussion Papers.
- Guillaume R. Fréchette & Alessandro Lizzeri & Jacopo Perego, 2019. "Rules and Commitment in Communication: an Experimental Analysis," NBER Working Papers 26404, National Bureau of Economic Research, Inc.
- Ball, Sheryl & Dave, Chetan & Dodds, Stefan, 2019.
"Enumerating Rights: More is Not Always Better,"
Working Papers
2019-11, University of Alberta, Department of Economics.
- Sheryl Ball & Chetan Dave & Stefan Dodds, 2023. "Enumerating rights: more is not always better," Public Choice, Springer, vol. 196(3), pages 403-425, September.
- Alice Guerra & Tapas Kundu, 2019. "The Role of Legal Presumptions in Patent Litigation," Working Papers 201905, Oslo Metropolitan University, Oslo Business School.
2018
- Lin William Cong & Zhiguo He, 2018.
"Blockchain Disruption and Smart Contracts,"
NBER Working Papers
24399, National Bureau of Economic Research, Inc.
- Lin William Cong & Zhiguo He, 2019. "Blockchain Disruption and Smart Contracts," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1754-1797.
- Zhiguo He & Arvind Krishnamurthy, 2018.
"Intermediary Asset Pricing and the Financial Crisis,"
NBER Working Papers
24415, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
- Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018. "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers 25040, National Bureau of Economic Research, Inc.
- Chen, Zhuo & He, Zhiguo & Liu, Chun, 2018. "The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes," ADBI Working Papers 800, Asian Development Bank Institute.
- Ormazabal, Gaizka & Badia, Marc & Duro, Miguel & Jorgensen, Bjorn N., 2018.
"The Informational Effects of Tightening Oil and Gas Disclosure Rules,"
CEPR Discussion Papers
12776, C.E.P.R. Discussion Papers.
- Marc Badia & Miguel Duro & Bjorn N. Jorgensen & Gaizka Ormazabal & Hans B. Christensen, 2020. "The Informational Effects of Tightening Oil and Gas Disclosure Rules," Contemporary Accounting Research, John Wiley & Sons, vol. 37(3), pages 1720-1755, September.
- Chen, Hui & Jorgensen, Bjorn, 2018.
"Market exit through divestment: the effect of accounting bias on competition,"
LSE Research Online Documents on Economics
64217, London School of Economics and Political Science, LSE Library.
- Hui Chen & Bjorn N. Jorgensen, 2018. "Market Exit Through Divestment—The Effect of Accounting Bias on Competition," Management Science, INFORMS, vol. 64(1), pages 164-177, January.
- Rampini, Adriano A. & Viswanathan, S., 2018. "Financing Insurance," CEPR Discussion Papers 12855, C.E.P.R. Discussion Papers.
- Weifeng Zhong & Chen Cheng & Christopher Li, 2018. "Governmental systems and economic volatility in democracies," AEI Economics Working Papers 981791, American Enterprise Institute.
- Weifeng Zhong & Julian TszKin Chan, 2018. "Reading China: Predicting policy change with machine learning," AEI Economics Working Papers 998561, American Enterprise Institute.
2017
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017.
"Dissecting Characteristics Nonparametrically,"
CESifo Working Paper Series
6391, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020. "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Olivier Desplebin & Douglas Hales & Y.T. Chang & Jasmine Siu Lee Lam & Nikhilesh Dholakia & Adel Al-Wugayan, 2017. "An empirical test of the balanced theory of port competitiveness," Post-Print hal-01656957, HAL.
- Zhuo Chen & Zhiguo He & Chun Liu, 2017.
"The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes,"
NBER Working Papers
23598, National Bureau of Economic Research, Inc.
- Chen, Zhuo & He, Zhiguo & Liu, Chun, 2020. "The financing of local government in China: Stimulus loan wanes and shadow banking waxes," Journal of Financial Economics, Elsevier, vol. 137(1), pages 42-71.
- Ormazabal, Gaizka & Badia, Marc & Duro, Miguel & Jorgensen, Bjorn N., 2017. "Market-wide Effects of Off-Balance Sheet Disclosures:," CEPR Discussion Papers 12152, C.E.P.R. Discussion Papers.
- Gordon, Elizabeth A. & Henry, Elaine & Jorgensen, Bjorn N. & Linthicum, Cheryl L., 2017.
"Flexibility in cash-flow classification under IFRS: determinants and consequences,"
LSE Research Online Documents on Economics
67367, London School of Economics and Political Science, LSE Library.
- Elizabeth A. Gordon & Elaine Henry & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2017. "Flexibility in cash-flow classification under IFRS: determinants and consequences," Review of Accounting Studies, Springer, vol. 22(2), pages 839-872, June.
- Burnett, Brian M. & Jorgensen, Bjorn N. & Pollard, Troy J., 2017. "The stock market reaction to losing or gaining foreign private issuer status," LSE Research Online Documents on Economics 67900, London School of Economics and Political Science, LSE Library.
- Jorgensen, Bjorn N. & Morley, Julia, 2017. "Discussion of “are related party transactions red flags?”," LSE Research Online Documents on Economics 80801, London School of Economics and Political Science, LSE Library.
- Andrew F. Daughety & Jennifer F. Reinganum, 2017. "Information suppression by teams and violations of the Brady rule," Vanderbilt University Department of Economics Working Papers 17-00001, Vanderbilt University Department of Economics.
- David Besanko & Ulrich Doraszelski & Yaroslav Kryukov, 2017. "How Efficient is Dynamic Competition? The Case of Price as Investment," NBER Working Papers 23829, National Bureau of Economic Research, Inc.
- Weifeng Zhong, 2017. "Sanctioning an unruly ally: Understanding Sino-North Korean trade through the People's Daily," AEI Economics Working Papers 962515, American Enterprise Institute.
- Hassett, Kevin & Zhong, Weifeng, 2017.
"On the Observational Implications of Knightian Uncertainty,"
MPRA Paper
82998, University Library of Munich, Germany.
- Hassett Kevin A. & Zhong Weifeng, 2021. "On the Observational Implications of Knightian Uncertainty," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 115-147, January.
- Tapas Kundu & Tore Nilssen, 2017.
"Delegation of Regulation,"
CESifo Working Paper Series
6589, CESifo.
- Tapas Kundu & Tore Nilssen, 2020. "Delegation of Regulation," Journal of Industrial Economics, Wiley Blackwell, vol. 68(3), pages 445-482, September.
- Nilssen, Tore & Kundu, Tapas, 2018. "Delegation of Regulation," Memorandum 12/2017, Oslo University, Department of Economics.
- Tapas Kundu & Tore Nilssen, 2017. "Delegation of Regulation," Working Papers 201703, Oslo Metropolitan University, Oslo Business School.
- Tapas Kundu & Seongwuk Moon, 2017. "Integration and Competition for Innovations in Science-Based Industries," Working Papers 201706, Oslo Metropolitan University, Oslo Business School.
2016
- Sandholm, William H. & Staudigl, Mathias, 2016. "Large Deviations and Stochastic Stability in the Small Noise Double Limit, I: Theory," Center for Mathematical Economics Working Papers 505, Center for Mathematical Economics, Bielefeld University.
- Sandholm, William H. & Staudigl, Mathias, 2016. "Large Deviations and Stochastic Stability in the Small Noise Double Limit, II: The Logit Model," Center for Mathematical Economics Working Papers 506, Center for Mathematical Economics, Bielefeld University.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2016.
"Monetary Policy and the Stock Market: Time-Series Evidence,"
CESifo Working Paper Series
6199, CESifo.
- Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
- Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
- He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2016.
"What Makes US Government Bonds Safe Assets?,"
Research Papers
3421, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "What Makes US Government Bonds Safe Assets?," American Economic Review, American Economic Association, vol. 106(5), pages 519-523, May.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "What Makes US Government Bonds Safe Assets?," NBER Working Papers 22017, National Bureau of Economic Research, Inc.
- Zhiguo, He & Kondor, Peter, 2016.
"Inefficient investment waves,"
LSE Research Online Documents on Economics
64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2016. "Inefficient Investment Waves," Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016.
"Optimal Long-Term Contracting with Learning,"
FRB Atlanta Working Paper
2016-10, Federal Reserve Bank of Atlanta.
- Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017. "Optimal Long-Term Contracting with Learning," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2006-2065.
- Jianfeng Yu & Bin Wei & Zhiguo He, 2012. "Optimal Long-term Contracting with Learning," 2012 Meeting Papers 221, Society for Economic Dynamics.
- Zhiguo He & Konstantin Milbradt, 2016.
"Dynamic Debt Maturity,"
NBER Working Papers
21919, National Bureau of Economic Research, Inc.
- Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016.
"Intermediary Asset Pricing: New Evidence from Many Asset Classes,"
NBER Working Papers
21920, National Bureau of Economic Research, Inc.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017. "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016.
"A Model of Safe Asset Determination,"
NBER Working Papers
22271, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2019. "A Model of Safe Asset Determination," American Economic Review, American Economic Association, vol. 109(4), pages 1230-1262, April.
- Peter DeMarzo & Zhiguo He, 2016.
"Leverage Dynamics without Commitment,"
NBER Working Papers
22799, National Bureau of Economic Research, Inc.
- Peter M. Demarzo & Zhiguo He, 2021. "Leverage Dynamics without Commitment," Journal of Finance, American Finance Association, vol. 76(3), pages 1195-1250, June.
- Giorgia Piacentino & Anjan Thakor & Jason Donaldson, 2016.
"Warehouse Banking,"
2016 Meeting Papers
588, Society for Economic Dynamics.
- Donaldson, Jason Roderick & Piacentino, Giorgia & Thakor, Anjan, 2018. "Warehouse banking," Journal of Financial Economics, Elsevier, vol. 129(2), pages 250-267.
- Bennett, Benjamin & Gopalan, Radhakrishnan & Thakor, Anjan V., 2016. "The Structure of Banker's Pay," Working Paper Series 2016-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Lizzeri, Alessandro & Bouton, Laurent & Persico, Nicola, 2016.
"The Political Economy of Debt and Entitlements,"
CEPR Discussion Papers
11459, C.E.P.R. Discussion Papers.
- Laurent Bouton & Alessandro Lizzeri & Nicola Persico, 2016. "The Political Economy of Debt and Entitlements," NBER Working Papers 22570, National Bureau of Economic Research, Inc.
- Laurent Bouton & Alessandro Lizzeri & Nicola Persico, 2018. "The Political Economy of Debt and Entitlements," Working Papers gueconwpa~18-18-16, Georgetown University, Department of Economics.
- Lizzeri, Alessandro & Frechette, Guilaume & Salz, Tobias, 2016.
"Frictions in a Competitive, Regulated Market Evidence from Taxis,"
CEPR Discussion Papers
11626, C.E.P.R. Discussion Papers.
- Guillaume R. Fréchette & Alessandro Lizzeri & Tobias Salz, 2019. "Frictions in a Competitive, Regulated Market: Evidence from Taxis," American Economic Review, American Economic Association, vol. 109(8), pages 2954-2992, August.
- Guillaume R. Fréchette & Alessandro Lizzeri & Tobias Salz, 2018. "Frictions in a Competitive, Regulated Market: Evidence from Taxis," NBER Working Papers 24921, National Bureau of Economic Research, Inc.
- David Besanko & David Dranove & Craig Garthwaite, 2016. "Insurance and the High Prices of Pharmaceuticals," NBER Working Papers 22353, National Bureau of Economic Research, Inc.
- Weifeng Zhong & Ruiqing Zhong, 2016.
"Political institutions and the governmental burden on businesses,"
AEI Economics Working Papers
905027, American Enterprise Institute.
- Ruiqing Zhong & Weifeng Zhong, 2019. "Political Institutions and the Governmental Burden on Businesses," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 175(2), pages 332-371.
2015
- Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015. "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series WP-2015-9, Federal Reserve Bank of Chicago.
- Oyama Daisuke & William H. Sandholm & Olivier Tercieux, 2015.
"Sampling best response dynamics and deterministic equilibrium selection,"
Post-Print
halshs-01157537, HAL.
- , & , H. & ,, 2015. "Sampling best response dynamics and deterministic equilibrium selection," Theoretical Economics, Econometric Society, vol. 10(1), January.
- Oyama Daisuke & William H. Sandholm & Olivier Tercieux, 2015. "Sampling best response dynamics and deterministic equilibrium selection," PSE-Ecole d'économie de Paris (Postprint) halshs-01157537, HAL.
- He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2015. "A Model of the Reserve Asset," Research Papers 3279, Stanford University, Graduate School of Business.
- Burnett, Brian M. & Gordon, Elizabeth A. & Jorgensen, Bjorn N. & Linthicum, Cheryl L., 2015.
"Earnings quality: evidence from Canadian firms’ choice between IFRS and U.S. GAAP,"
LSE Research Online Documents on Economics
62325, London School of Economics and Political Science, LSE Library.
- Brian M. Burnett & Elizabeth A. Gordon & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2015. "Earnings Quality: Evidence from Canadian Firms' Choice between IFRS and U.S. GAAP," Accounting Perspectives, John Wiley & Sons, vol. 14(3), pages 212-249, September.
- Giorgia Piacentino & Anjan Thakor & Jason Donaldson, 2015. "Bank Capital, Bank Credit and Unemployment," 2015 Meeting Papers 1403, Society for Economic Dynamics.
- Lizzeri, Alessandro & Yariv, Leeat, 2015.
"Collective Self Control,"
CEPR Discussion Papers
10458, C.E.P.R. Discussion Papers.
- Alessandro Lizzeri & Leeat Yariv, 2017. "Collective Self-Control," American Economic Journal: Microeconomics, American Economic Association, vol. 9(3), pages 213-244, August.
- Lizzeri, Alessandro & Yariv, Leeat & Chan, Jimmy & Suen, Wing, 2015.
"Deliberating Collective Decisions,"
CEPR Discussion Papers
10466, C.E.P.R. Discussion Papers.
- Jimmy Chan & Alessandro Lizzeri & Wing Suen & Leeat Yariv, 2018. "Deliberating Collective Decisions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 929-963.
2014
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014.
"Momentum Trading, Return Chasing, and Predictable Crashes,"
NBER Working Papers
20660, National Bureau of Economic Research, Inc.
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
- Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014. "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers 10234, C.E.P.R. Discussion Papers.
- Luci Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon M. Potter, 2014.
"Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences,"
Staff Reports
680, Federal Reserve Bank of New York.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Douglas Hales & Y.T. Chang & Jasmine Siu Lee Lam & Nikhilesh Dholakia & Olivier Desplebin, 2014. "The Balanced Theory of port competitiveness," Post-Print hal-01817006, HAL.
- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2014.
"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle,"
NBER Working Papers
20638, National Bureau of Economic Research, Inc.
- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018. "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 852-897.
- Cvijanovic, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2014.
"Ties that bind: how business connections affect mutual fund activism,"
LSE Research Online Documents on Economics
119030, London School of Economics and Political Science, LSE Library.
- Dragana Cvijanović & Amil Dasgupta & Konstantinos E. Zachariadis, 2016. "Ties That Bind: How Business Connections Affect Mutual Fund Activism," Journal of Finance, American Finance Association, vol. 71(6), pages 2933-2966, December.
- Dragana Cvijanovic & Amil Dasgupta & Konstantinos Zachariadis, 2014. "Ties that Bind:How business connections affect mutual fund activism," FMG Discussion Papers dp731, Financial Markets Group.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2016. "Ties that bind: how business connections affect mutual fund activism," LSE Research Online Documents on Economics 65929, London School of Economics and Political Science, LSE Library.
- Gavazza, Alessandro & Lizzeri, Alessandro & Roketskiy, Nikita, 2014.
"A quantitative analysis of the used-car market,"
LSE Research Online Documents on Economics
55720, London School of Economics and Political Science, LSE Library.
- Alessandro Gavazza & Alessandro Lizzeri & Nikita Roketskiy, 2014. "A Quantitative Analysis of the Used-Car Market," American Economic Review, American Economic Association, vol. 104(11), pages 3668-3700, November.
- Nikita Roketskiy & Alessandro Lizzeri & Alessandro Gavazza, 2012. "A Quantitative Analysis of the Used Car Market," 2012 Meeting Papers 173, Society for Economic Dynamics.
- Gavazza, Alessandro & Lizzeri, Alessandro & Rokestkiy, Nikita, 2012. "A quantitative analysis of the used-car market," MPRA Paper 38414, University Library of Munich, Germany.
- Sidartha Gordon & Alessandro Riboni, 2014.
"Doubts and Dogmatism in Conflict Behavior,"
SciencePo Working papers Main
hal-01073538, HAL.
- Sidartha Gordon & Alessandro Riboni, 2015. "Doubts and Dogmatism in Conflict Behaviour," Economic Journal, Royal Economic Society, vol. 125(589), pages 1790-1817, December.
- Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," SciencePo Working papers hal-01073538, HAL.
- Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," Working Papers hal-01073538, HAL.
- Sidartha Gordon & Alessandro Riboni, 2015. "Doubts and Dogmatism in Conflict Behaviour," Post-Print hal-01408877, HAL.
- Alessandro Riboni, 2010. "Doubts and Dogmatism in Conflict Behavior," 2010 Meeting Papers 296, Society for Economic Dynamics.
- Sidartha Gordon, 2014. "Unanimity in Attribute-Based Preference Domains," SciencePo Working papers hal-01061994, HAL.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2014.
"Project Selection: Commitment and Competition,"
Working papers
2014-28, University of Connecticut, Department of Economics.
- Atal, Vidya & Bar, Talia & Gordon, Sidartha, 2016. "Project selection: Commitment and competition," Games and Economic Behavior, Elsevier, vol. 96(C), pages 30-48.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2016. "Project selection: Commitment and competition," Post-Print hal-01408902, HAL.
- Sidartha Gordon, 2014.
"Unanimity in Attribute-Based Preference Domains,"
Working Papers
hal-01061994, HAL.
- Sidartha Gordon, 2015. "Unanimity in attribute-based preference domains," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(1), pages 13-29, January.
- Ying Chen & Sidartha Gordon, 2014.
"Information Transmission in Nested Sender-Receiver Games,"
Working Papers
hal-00973071, HAL.
- Ying Chen & Sidartha Gordon, 2015. "Information transmission in nested sender–receiver games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(3), pages 543-569, April.
- Andrew F. Daughety & Jennifer F. Reinganum, 2014.
"Settlement and Trial: Selected Analyses of the Bargaining Environment,"
Vanderbilt University Department of Economics Working Papers
14-00006, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Reinganum F. Reinganum, 2014. "Settlement and Trial: Selected Analyses of the Bargaining Environment," Vanderbilt University Department of Economics Working Papers 14-00005, Vanderbilt University Department of Economics.
2013
- Zhiguo He & Arvind Krishnamurthy, 2013.
"A Macroeconomic Framework for Quantifying Systemic Risk,"
Swiss Finance Institute Research Paper Series
13-42, Swiss Finance Institute, revised Apr 2015.
- Zhiguo He & Arvind Krishnamurthy, 2019. "A Macroeconomic Framework for Quantifying Systemic Risk," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 1-37, October.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
- He, Zhiguo & Krishnamurthy, Arvind, 2015. "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers 3277, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2012. "A macroeconomic framework for quantifying systemic risk," Working Paper Research 233, National Bank of Belgium.
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2013.
"Uncertainty, risk, and incentives: theory and evidence,"
Finance and Economics Discussion Series
2013-18, Board of Governors of the Federal Reserve System (U.S.).
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014. "Uncertainty, Risk, and Incentives: Theory and Evidence," Management Science, INFORMS, vol. 60(1), pages 206-226, January.
- Elizabeth A. Gordon & Elaine Henry & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2013. "Flexibility in Cash Flow Reporting Classification Choices under IFRS," Working Papers 0199acc, College of Business, University of Texas at San Antonio.
- Song. Fenghua & Thakor, Anjan, 2013. "Notes on financial system development and political intervention," Policy Research Working Paper Series 6350, The World Bank.
- S. Viswanathan & Adriano Rampini, 2013.
"Household risk management,"
2013 Meeting Papers
647, Society for Economic Dynamics.
- Adriano A. Rampini & S. Viswanathan, 2016. "Household Risk Management," NBER Working Papers 22293, National Bureau of Economic Research, Inc.
- Talia Bar & Sidartha Gordon, 2013.
"Optimal Project Selection Mechanisms,"
SciencePo Working papers
hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2014. "Optimal Project Selection Mechanisms," American Economic Journal: Microeconomics, American Economic Association, vol. 6(3), pages 227-255, August.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," Working Papers hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," SciencePo Working papers Main hal-00972867, HAL.
- Olivier Bochet & Sidartha Gordon & René Saran, 2013. "Weighted Majoritarian Rules for the Location of Multiple Public Facilities," SciencePo Working papers hal-03460749, HAL.
- Olivier Bochet & Sidartha Gordon & René Saran, 2013. "Weighted Majoritarian Rules for the Location of Multiple Public Facilities," SciencePo Working papers Main hal-03460749, HAL.
- Talia Bar & Sidartha Gordon, 2013.
"Optimal Project Selection Mechanisms,"
SciencePo Working papers Main
hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2014. "Optimal Project Selection Mechanisms," American Economic Journal: Microeconomics, American Economic Association, vol. 6(3), pages 227-255, August.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," SciencePo Working papers hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," Working Papers hal-00972867, HAL.
- Andrew Daughety & Jennifer Reinganum, 2013.
"The effect of third-party funding of plaintiffs on settlement,"
Vanderbilt University Department of Economics Working Papers
13-00001, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2014. "The Effect of Third-Party Funding of Plaintiffs on Settlement," American Economic Review, American Economic Association, vol. 104(8), pages 2552-2566, August.
- Andrew Daughety & Jennifer Reinganum, 2014. "The Effect of Third-Party Funding of Plaintiffs on Settlement," Vanderbilt University Department of Economics Working Papers 14-00002, Vanderbilt University Department of Economics.
- Daughety, Andrew F. & Reinganum, Jennifer F., 2013.
"Cumulative Harm, Products Liability, and Bilateral Care,"
IAST Working Papers
13-06, Institute for Advanced Study in Toulouse (IAST).
- Andrew F. Daughety & Jennifer F. Reinganum, 2013. "Cumulative Harm, Products Liability, and Bilateral Care," American Law and Economics Review, American Law and Economics Association, vol. 15(2), pages 409-442.
2012
- Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012.
"Liquidity and volatility in the U.S. treasury market,"
Staff Reports
590, Federal Reserve Bank of New York.
- Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020. "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, vol. 217(2), pages 207-229.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012.
"Forecasting through the rear-view mirror: data revisions and bond return predictability,"
Staff Reports
581, Federal Reserve Bank of New York.
- Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
- Zhiguo He & Gregor Matvos, 2012.
"Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?,"
NBER Working Papers
17920, National Bureau of Economic Research, Inc.
- Zhiguo He & Gregor Matvos, 2016. "Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?," Management Science, INFORMS, vol. 62(2), pages 303-325, February.
- Zhiguo He & Wei Xiong, 2012.
"Debt Financing in Asset Markets,"
NBER Working Papers
17935, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," American Economic Review, American Economic Association, vol. 102(3), pages 88-94, May.
- Douglas W. Diamond & Zhiguo He, 2012.
"A Theory of Debt Maturity: The Long and Short of Debt Overhang,"
NBER Working Papers
18160, National Bureau of Economic Research, Inc.
- Douglas W. Diamond & Zhiguo He, 2014. "A Theory of Debt Maturity: The Long and Short of Debt Overhang," Journal of Finance, American Finance Association, vol. 69(2), pages 719-762, April.
- Zhiguo He & Konstantin Milbradt, 2012.
"Endogenous Liquidity and Defaultable Bonds,"
NBER Working Papers
18408, National Bureau of Economic Research, Inc.
- Zhiguo He & Konstantin Milbradt, 2014. "Endogenous Liquidity and Defaultable Bonds," Econometrica, Econometric Society, vol. 82(4), pages 1443-1508, July.
- Konstantin Milbradt & Zhiguo He, 2012. "Endogenous liquidity and defaultable bonds," 2012 Meeting Papers 86, Society for Economic Dynamics.
- Zhiguo He & Asaf Manela, 2012.
"Information Acquisition in Rumor Based Bank Runs,"
NBER Working Papers
18513, National Bureau of Economic Research, Inc.
- Zhiguo He & Asaf Manela, 2016. "Information Acquisition in Rumor‐Based Bank Runs," Journal of Finance, American Finance Association, vol. 71(3), pages 1113-1158, June.
- Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
- Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012.
"Sovereign Debt Rating Changes and the Stock Market,"
CEPR Discussion Papers
8743, C.E.P.R. Discussion Papers.
- Panayiotis Papakyriacou & George Nishiotis & Andreas Milidonis & Alex Michaelides, 2012. "Sovereign Debt Rating Changes and the Stock Market," 2012 Meeting Papers 522, Society for Economic Dynamics.
- Leeat Yariv & Alessandro Lizzeri & Alberto Bisin, 2012.
"Government Policy with Time Inconsistent Voters,"
2012 Meeting Papers
92, Society for Economic Dynamics.
- Alberto Bisin & Alessandro Lizzeri & Leeat Yariv, 2015. "Government Policy with Time Inconsistent Voters," American Economic Review, American Economic Association, vol. 105(6), pages 1711-1737, June.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2012.
"Mobility and Conflict,"
CESifo Working Paper Series
3699, CESifo.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2015. "Mobility and Conflict," American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 281-319, February.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2011. "Mobility and Conflict," Working Papers 11-20, New York University, Leonard N. Stern School of Business, Department of Economics.
2011
- Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011.
"Discount window stigma during the 2007-2008 financial crisis,"
Staff Reports
483, Federal Reserve Bank of New York.
- Armantier, Olivier & Ghysels, Eric & Sarkar, Asani & Shrader, Jeffrey, 2015. "Discount window stigma during the 2007–2008 financial crisis," Journal of Financial Economics, Elsevier, vol. 118(2), pages 317-335.
- Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
- Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011. "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics 20110831, Federal Reserve Bank of New York.
- Elizabeth A. Gordon & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2011. "Could IFRS Replace US GAAP? A Comparison of Earnings Attributes and Informativeness in the US Market," Working Papers 0028, College of Business, University of Texas at San Antonio.
- Dasgupta, Amil & Zachariadis, Konstantinos, 2011.
"Delegated Activism and Disclosure,"
CEPR Discussion Papers
8587, C.E.P.R. Discussion Papers.
- Amil Dasgupta & Konstantinos Zachariadis, 2011. "Delegated Activism and Disclosure," FMG Discussion Papers dp689, Financial Markets Group.
- Dasgupta, Amil & Zachariadis, Konstantinos, 2011. "Delegated activism and disclosure," LSE Research Online Documents on Economics 43078, London School of Economics and Political Science, LSE Library.
- Olaru, Ioan & Zachariadis, Konstantinos, 2011. "Trading and voting in distressed firms," LSE Research Online Documents on Economics 119076, London School of Economics and Political Science, LSE Library.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011.
"Robust capital regulation,"
Staff Reports
490, Federal Reserve Bank of New York.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012. "Robust capital regulation," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012. "Robust Capital Regulation," CEPR Discussion Papers 8792, C.E.P.R. Discussion Papers.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011.
"Economic Analysis of Products Liability: Theory,"
Vanderbilt University Department of Economics Working Papers
1107, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2013. "Economic analysis of products liability: Theory," Chapters, in: Jennifer H. Arlen (ed.), Research Handbook on the Economics of Torts, chapter 3, pages 69-96, Edward Elgar Publishing.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011. "Search, Bargaining, And Agency in the Market for Legal Services," Vanderbilt University Department of Economics Working Papers 1106, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011.
"Cumulative Harm and Resilient Liability Rules for Product Markets,"
Vanderbilt University Department of Economics Working Papers
1125, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2014. "Cumulative Harm and Resilient Liability Rules for Product Markets," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 30(2), pages 371-400.
- Sourav Bhattacharya & Tapas Kundu, 2011. "Resistance, Redistribution and Investor Friendliness," Working Paper 454, Department of Economics, University of Pittsburgh, revised Jan 2012.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2011. "Mobility and Conflict," Working Paper 455, Department of Economics, University of Pittsburgh, revised Mar 2013.
2010
- Zhiguo He & Wei Xiong, 2010. "Financing Speculative Booms," Levine's Working Paper Archive 661465000000000327, David K. Levine.
- Zhiguo He & Wei Xiong, 2010.
"Rollover Risk and Credit Risk,"
NBER Working Papers
15653, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Xiong, 2012. "Rollover Risk and Credit Risk," Journal of Finance, American Finance Association, vol. 67(2), pages 391-430, April.
- Wei Xiong & Zhiguo He, 2010. "Rollover Risk and Credit Risk," 2010 Meeting Papers 98, Society for Economic Dynamics.
- Zhiguo He & In Gu Khang & Arvind Krishnamurthy, 2010. "Balance Sheet Adjustments in the 2008 Crisis," NBER Working Papers 15919, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010.
"Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting,"
Staff Reports
469, Federal Reserve Bank of New York.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2016. "Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 36-75.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid, 2012. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting," CEPR Discussion Papers 8822, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Papers (Old Series) 1024, Federal Reserve Bank of Cleveland.
- Viral V. Acharya & S. Viswanathan, 2010.
"Leverage, Moral Hazard and Liquidity,"
NBER Working Papers
15837, National Bureau of Economic Research, Inc.
- Viral V. Acharya & S. Viswanathan, 2011. "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
- S. Viswanathan & Adriano A. Rampini, 2010.
"Financial Intermediary Capital,"
2010 Meeting Papers
1071, Society for Economic Dynamics.
- Adriano A Rampini & S Viswanathan, 2019. "Financial Intermediary Capital," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 413-455.
- Rampini, Adriano A. & Viswanathan, S., 2018. "Financial Intermediary Capital," CEPR Discussion Papers 12800, C.E.P.R. Discussion Papers.
- Adriano A. Rampini & S. Viswanathan, 2017. "Financial Intermediary Capital," NBER Working Papers 23302, National Bureau of Economic Research, Inc.
- Andrew F. Daughtey & Jennifer F. Reinganum, 2010. "Clients, Lawyers, Second Opinions, and Agency," Vanderbilt University Department of Economics Working Papers 1009, Vanderbilt University Department of Economics.
- Xavier Vilà, 2010. "Complementarities between Mathematical and Computational Modeling: The Case of the Repeated Prisoners' Dilemma," UFAE and IAE Working Papers 848.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2010. "Conflict and Mobility: Resource Sharing Among Groups," Working Papers 10-14, New York University, Leonard N. Stern School of Business, Department of Economics.
2009
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009. "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers 15591, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Xiong, 2009.
"Dynamic Debt Runs,"
NBER Working Papers
15482, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Xiong, 2012. "Dynamic Debt Runs," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1799-1843.
- Wei Xiong & Zhiguo He, 2011. "Dynamic Debt Runs," 2011 Meeting Papers 902, Society for Economic Dynamics.
- Hamid Mehran & Anjan V. Thakor, 2009.
"Bank capital and value in the cross section,"
Staff Reports
390, Federal Reserve Bank of New York.
- Hamid Mehran, 2011. "Bank Capital and Value in the Cross-Section," The Review of Financial Studies, Society for Financial Studies, vol. 24(4), pages 1019-1067.
- S. Viswanathan & Adriano Rampini, 2009.
"Collateral and Capital Structure,"
2009 Meeting Papers
525, Society for Economic Dynamics.
- Rampini, Adriano A. & Viswanathan, S., 2013. "Collateral and capital structure," Journal of Financial Economics, Elsevier, vol. 109(2), pages 466-492.
- Andrew F. Daughety & Jennifer F. Reinganum, 2009.
"A Dynamic Model of Lawsuit Joinder and Settlement,"
Vanderbilt University Department of Economics Working Papers
0911, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011. "A dynamic model of lawsuit joinder and settlement," RAND Journal of Economics, RAND Corporation, vol. 42(3), pages 471-494, September.
2008
- Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008. "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers 14500, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2008.
"A Model of Capital and Crises,"
NBER Working Papers
14366, National Bureau of Economic Research, Inc.
- Zhigu He & Arvind Krishnamurthy, 2012. "A Model of Capital and Crises," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 735-777.
- Arvind Krishnamurthy & Zhiguo He, 2009. "A Model of Capital and Crises," 2009 Meeting Papers 85, Society for Economic Dynamics.
- Zhiguo He & Arvind Krishnamurthy, 2008.
"Intermediary Asset Pricing,"
NBER Working Papers
14517, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2013. "Intermediary Asset Pricing," American Economic Review, American Economic Association, vol. 103(2), pages 732-770, April.
- Arvind Krishnamurhty & Zhiguo He, 2010. "Intermediary Asset Pricing," 2010 Meeting Papers 1327, Society for Economic Dynamics.
- Zhiguo He & Wei Xiong, 2008.
"Delegated Asset Management, Investment Mandates, and Capital Immobility,"
NBER Working Papers
14574, National Bureau of Economic Research, Inc.
- He, Zhiguo & Xiong, Wei, 2013. "Delegated asset management, investment mandates, and capital immobility," Journal of Financial Economics, Elsevier, vol. 107(2), pages 239-258.
- Zhiguo He & Neng Wang & Mike Fishman & Peter DeMarzo, 2008.
"Dynamic agency and the q theory of investment,"
2008 Meeting Papers
1070, Society for Economic Dynamics.
- Peter M. Demarzo & Michael J. Fishman & Zhiguo He & Neng Wang, 2012. "Dynamic Agency and the q Theory of Investment," Journal of Finance, American Finance Association, vol. 67(6), pages 2295-2340, December.
- Acharya, Viral & Viswanathan, S., 2008. "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers 6630, C.E.P.R. Discussion Papers.
- S. Viswanathan & Adriano A. Rampini, 2008. "Collateral, Financial Intermediation, and the Distribution of Debt Capacity," 2008 Meeting Papers 116, Society for Economic Dynamics.
- BOCHET, Olivier & GORDON, Sidartha, 2008.
"Priorities in the Location of Multiple Public Facilities,"
Cahiers de recherche
2008-07, Universite de Montreal, Departement de sciences economiques.
- Bochet, Olivier & Gordon, Sidartha, 2012. "Priorities in the location of multiple public facilities," Games and Economic Behavior, Elsevier, vol. 74(1), pages 52-67.
- Olivier Bochet & Sidartha Gordon, 2008. "Priorities in the Location of Multiple Public Facilities," Diskussionsschriften dp0902, Universitaet Bern, Departement Volkswirtschaft.
- BOCHET, Olivier & GORDON, Sidartha, 2008. "Priorities in the Location of Multiple Public Facilities," Cahiers de recherche 07-2008, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008.
"Settlement,"
Vanderbilt University Department of Economics Working Papers
0808, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2012. "Settlement," Chapters, in: Chris William Sanchirico (ed.), Procedural Law and Economics, chapter 15, Edward Elgar Publishing.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008. "Privacy, Publicity, and Choice," Vanderbilt University Department of Economics Working Papers 0809, Vanderbilt University Department of Economics.
- Besanko, David & Doraszelski, Ulrich & Satterthwaite, Mark & Lu, Lauren Xiaoyuan, 2008. "Lumpy Capacity Investment and Disinvestment Dynamics," CEPR Discussion Papers 6788, C.E.P.R. Discussion Papers.
- Xavier Vilà, 2008.
"A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics,"
UFAE and IAE Working Papers
747.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Xavier Vilà, 2009. "A Model-to-Model Analysis of the Repeated Prisoners’ Dilemma: Genetic Algorithms vs. Evolutionary Dynamics," Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 237-244, Springer.
2007
- Andrew F. Daughety & Jennifer F. Reinganum, 2007.
"Communicating Quality: A Unified Model of Disclosure and Signaling,"
Vanderbilt University Department of Economics Working Papers
0703, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008. "Communicating quality: a unified model of disclosure and signalling," RAND Journal of Economics, RAND Corporation, vol. 39(4), pages 973-989, December.
- Andrew F. Daughety & Jennifer F. Reinganum, 2007. "Mass Torts and the Incentives for Suit, Settlement, and Trial," Vanderbilt University Department of Economics Working Papers 0713, Vanderbilt University Department of Economics.
2006
- Eric Ghysels & Jonathan H. Wright, 2006.
"Forecasting professional forecasters,"
Finance and Economics Discussion Series
2006-10, Board of Governors of the Federal Reserve System (U.S.).
- Ghysels, Eric & Wright, Jonathan H., 2009. "Forecasting Professional Forecasters," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 504-516.
- Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006.
"Consistent measures of risk,"
LSE Research Online Documents on Economics
24517, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group.
- Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2006.
"Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?,"
CEPR Discussion Papers
5510, C.E.P.R. Discussion Papers.
- Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008. "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, vol. 63(4), pages 2013-2059, August.
- Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute.
- Arturo Bris & Salvatore Cantale & George Nishiotis, 2006.
"A Breakdown of the Valuation Effects of International Cross-Listing,"
Yale School of Management Working Papers
amz2602, Yale School of Management, revised 01 Aug 2006.
- Arturo Bris & Salvatore Cantale & George P. Nishiotis, 2007. "A Breakdown of the Valuation Effects of International Cross‐listing," European Financial Management, European Financial Management Association, vol. 13(3), pages 498-530, June.
- Alessandro Lizzeri & Marciano Siniscalchi, 2006.
"Parental Guidance and Supervised Learning,"
Levine's Bibliography
321307000000000395, UCLA Department of Economics.
- Alessandro Lizzeri & Marciano Siniscalchi, 2008. "Parental Guidance and Supervised Learning," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(3), pages 1161-1195.
- Alessandro Lizzeri & Marciano Siniscalchi, 2007. "Parental Guidance and Supervised Learning," NajEcon Working Paper Reviews 843644000000000090, www.najecon.org.
- Alessandro Lizzeri & Marciano Siniscalchi, 2006. "Parental Guidance and Supervised Learning," Discussion Papers 1432, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- GORDON, Sidartha, 2006.
"Public Decisions: Solidarity and the Status Quo,"
Cahiers de recherche
16-2006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Gordon, Sidartha, 2007. "Public decisions: Solidarity and the status quo," Games and Economic Behavior, Elsevier, vol. 61(2), pages 225-241, November.
- GORDON, Sidartha, 2006. "Public Decisions: Solidarity and the Status Quo," Cahiers de recherche 2006-05, Universite de Montreal, Departement de sciences economiques.
- GORDON, Sidartha, 2006.
"Solidarity in Choosing a Location on a Cycle,"
Cahiers de recherche
17-2006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Sidartha Gordon, 2007. "Solidarity in choosing a location on a cycle," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 29(1), pages 125-147, July.
- GORDON, Sidartha, 2006. "Solidarity in Choosing a Location on a Cycle," Cahiers de recherche 2006-06, Universite de Montreal, Departement de sciences economiques.
- Andrew F. Daughety & Jennifer F. Reinganum, 2006. "Hidden Talents: Partnerships with Pareto-Improving Private Information," Vanderbilt University Department of Economics Working Papers 0613, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2006.
"Products Liability, Signaling and Disclosure,"
Vanderbilt University Department of Economics Working Papers
0625, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008. "Products Liability, Signaling and Disclosure," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(1), pages 106-126, March.
- Nabil Al-Najjar & Sandeep Baliga & David Besanko, 2006.
"The Sunk Cost Bias and Managerial Pricing Practices,"
2006 Meeting Papers
851, Society for Economic Dynamics.
- Nabil Al-Najjar & Sandeep Baliga & David Besanko, 2005. "The Sunk Cost Bias and Managerial Pricing Practices," Levine's Bibliography 666156000000000496, UCLA Department of Economics.
2005
- William H. Sandholm, 2005. "Population Games and Evolutionary Dynamics," Levine's Bibliography 784828000000000210, UCLA Department of Economics.
- Danielsson, Jon & Jorgensen, Bjørn N. & Mandira, Sarma & Samorodnitsky, Gennady & Vries, C. G. de, 2005.
"Subadditivity re–examined: the case for value-at-risk,"
LSE Research Online Documents on Economics
24668, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Subadditivity Re–Examined: the Case for Value-at-Risk," FMG Discussion Papers dp549, Financial Markets Group.
- Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005.
"Comparing downside risk measures for heavy tailed distribution,"
LSE Research Online Documents on Economics
24671, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
- Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
- Andrew F. Daughety & Jennifer F. Reinganum, 2005. "Economic Theories of Settlement Bargaining," Vanderbilt University Department of Economics Working Papers 0508, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2005.
"Imperfect Competition and Quality Signaling,"
Vanderbilt University Department of Economics Working Papers
0520, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008. "Imperfect competition and quality signalling," RAND Journal of Economics, RAND Corporation, vol. 39(1), pages 163-183, March.
- David Besanko & Ulrich Doraszelski, 2005.
"Learning-by-Doing, Organizational Forgetting, and Industry Dynanmics,"
Computing in Economics and Finance 2005
236, Society for Computational Economics.
- Besanko, David & Doraszelski, Ulrich & Kryukov, Yaroslav & Satterthwaite, Mark, 2007. "Learning-by-Doing, Organizational Forgetting and Industry Dynamics," CEPR Discussion Papers 6160, C.E.P.R. Discussion Papers.
- Xavier Vilà, 2005. "Consumers' Behavior and the Bertrand Paradox: An ACE approach," UFAE and IAE Working Papers 654.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
2004
- René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
- Eric Ghysels & Anders Eriksson Lars Forsberg, 2004.
"Approximating the probability distribution of functions of random variables: A new approach,"
Econometric Society 2004 Far Eastern Meetings
503, Econometric Society.
- Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004. "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers 2004s-21, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies,"
CIRANO Working Papers
2004s-19, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006. "Predicting volatility: getting the most out of return data sampled at different frequencies," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 59-95.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," NBER Working Papers 10914, National Bureau of Economic Research, Inc.
- Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004.
"Do Heterogeneous Beliefs Matter for Asset Pricing?,"
Econometric Society 2004 North American Summer Meetings
477, Econometric Society.
- Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005. "Do Heterogeneous Beliefs Matter for Asset Pricing?," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
- Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"The MIDAS Touch: Mixed Data Sampling Regression Models,"
CIRANO Working Papers
2004s-20, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," University of California at Los Angeles, Anderson Graduate School of Management qt9mf223rs, Anderson Graduate School of Management, UCLA.
- Elena Andreou & Eric Ghysels, 2004.
"The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests,"
CIRANO Working Papers
2004s-25, CIRANO.
- Elena Andreou, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 290-318.
- Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2004.
"Go Public or Stay Private: A Theory of Entrepreneurial Choice,"
CEPR Discussion Papers
4219, C.E.P.R. Discussion Papers.
- Arnoud W.A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2003. "Go Public or Stay Private: A Theory of Entrepreneurial Choice," Tinbergen Institute Discussion Papers 03-096/2, Tinbergen Institute.
- Yuk-Shee Chan & Anjan V. Thakor, 2004.
"Collateral and Competitive Equilibria with Moral Hazard and Private Information,"
Finance
0411019, University Library of Munich, Germany.
- Chan, Yuk-Shee & Thakor, Anjan V, 1987. "Collateral and Competitive Equilibria with Moral Hazard and Private Information," Journal of Finance, American Finance Association, vol. 42(2), pages 345-363, June.
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004.
"Is Fairly Priced Deposit Insurance Possible?,"
Finance
0411018, University Library of Munich, Germany.
- Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V, 1992. "Is Fairly Priced Deposit Insurance Possible?," Journal of Finance, American Finance Association, vol. 47(1), pages 227-245, March.
- Anand Mohan Goel & Anjan V. Thakor, 2004.
"Why Do Firms Smooth Earnings?,"
Finance
0411021, University Library of Munich, Germany.
- Anand Mohan Goel, 2003. "Why Do Firms Smooth Earnings?," The Journal of Business, University of Chicago Press, vol. 76(1), pages 151-192, January.
- Marcia H. Millon & Anjan V. Thakor, 2004.
"Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies,"
Finance
0411024, University Library of Munich, Germany.
- Millon, Marcia H & Thakor, Anjan V, 1985. "Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies," Journal of Finance, American Finance Association, vol. 40(5), pages 1403-1422, December.
- Wayne Y. Lee & Anjan V. Thakor, 2004. "Regulatory Pricing and Capital Investment under Asymmetric Information about Cost," Finance 0411022, University Library of Munich, Germany.
- Michael J. Brennan & Anjan V. Thakor, 2004.
"Shareholder Preferences and Dividend Policy,"
Finance
0411017, University Library of Munich, Germany.
- Brennan, Michael J & Thakor, Anjan V, 1990. "Shareholder Preferences and Dividend Policy," Journal of Finance, American Finance Association, vol. 45(4), pages 993-1018, September.
- Wayne L. Lee & Anjan V. Thakor & Gautam Vora, 2004.
"Screening, Market Signalling, and Capital Structure Theory,"
Finance
0411023, University Library of Munich, Germany.
- Lee, Wayne L & Thakor, Anjan V & Vora, Gautam, 1983. "Screening, Market Signalling, and Capital Structure Theory," Journal of Finance, American Finance Association, vol. 38(5), pages 1507-1518, December.
- Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor, 2004.
"Capital Accumulation and Deposit Pricing in Mutual Financial Institutions,"
Finance
0411020, University Library of Munich, Germany.
- Deshmukh, Sudhakar D. & Greenbaum, Stuart I. & Thakor, Anjan V., 1982. "Capital Accumulation and Deposit Pricing in Mutual Financial Institutions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(5), pages 705-725, December.
- Anjan V. Thakor, 2004.
"An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance,"
Finance
0411028, University Library of Munich, Germany.
- Thakor, Anjan V, 1982. "An Exploration of Competitive Signalling Equilibria with "Third Party" Information Production: The Case of Debt Insurance," Journal of Finance, American Finance Association, vol. 37(3), pages 717-739, June.
- Anjan V. Thakor & Richard Callaway, 2004.
"Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing,"
Finance
0411030, University Library of Munich, Germany.
- Thakor, Anjan V. & Callaway, Richard, 1983. "Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(2), pages 229-256, June.
- Anjan V. Thakor, 2004. "Capital Requirements, Monetary Policy, and Aggregate Bank," Finance 0411027, University Library of Munich, Germany.
- Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004.
"The Valuation of Assets under Moral Hazard,"
Finance
0411032, University Library of Munich, Germany.
- Ramakrishnan, Ram T S & Thakor, Anjan V, 1984. "The Valuation of Assets under Moral Hazard," Journal of Finance, American Finance Association, vol. 39(1), pages 229-238, March.
- Ahron R. Ofer & Anjan V. Thakor, 2004.
"A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends,"
Finance
0411031, University Library of Munich, Germany.
- Ofer, Aharon R & Thakor, Anjan V, 1987. "A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends," Journal of Finance, American Finance Association, vol. 42(2), pages 365-394, June.
- Anjan V. Thakor, 2004.
"Information, Investment Horizon, and Price Reactions,"
Finance
0411029, University Library of Munich, Germany.
- Thakor, Anjan V., 1993. "Information, Investment Horizon, and Price Reactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(4), pages 459-482, December.
- Salman Shah & Anjan V. Thakor, 2004. "Private versus Public Ownership: Investment, Ownership Distribution, and Optimality," Finance 0411026, University Library of Munich, Germany.
- Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004.
"Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium,"
Finance
0411033, University Library of Munich, Germany.
- Ramakrishnan, Ram T. S. & Thakor, Anjan V., 1982. "Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(4), pages 503-532, November.
- Anjan V. Thakor & Gregory F. Udell, 2004.
"An Economic Rationale for the Pricing Structure of Bank Loan Commitments,"
Finance
0411053, University Library of Munich, Germany.
- Thakor, Anjan V. & Udell, Gregory F., 1987. "An economic rationale for the pricing structure of bank loan commitments," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 271-289, June.
- Salman Shah & Anjan V. Thakor, 2004.
"Optimal Capital Structure and Project Financing,"
Finance
0411041, University Library of Munich, Germany.
- Shah, Salman & Thakor, Anjan V., 1987. "Optimal capital structure and project financing," Journal of Economic Theory, Elsevier, vol. 42(2), pages 209-243, August.
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004.
"Information Reusability, Competition and Bank Asset Quality,"
Finance
0411049, University Library of Munich, Germany.
- Chan, Yuk-Shee & Greenbaum, Stuart I. & Thakor, Anjan V., 1986. "Information reusability, competition and bank asset quality," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 243-253, June.
- Arnoud Boot & Anjan V. Thakor & Gregory F. Udell, 2004.
"Competition, Risk Neutrality and Loan Commitments,"
Finance
0411051, University Library of Munich, Germany.
- Boot, Arnoud & Thakor, Anjan V. & Udell, Gregory F., 1987. "Competition, risk neutrality and loan commitments," Journal of Banking & Finance, Elsevier, vol. 11(3), pages 449-471, September.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Competition, risk neutrality and loan commitments," Research Memorandum FEW 260, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Competition, risk neutrality and loan commitments," Other publications TiSEM afd7b491-7ac6-41c8-8cae-0, Tilburg University, School of Economics and Management.
- Anjan V. Thakor, 2004.
"Toward a Theory of Bank Loan Commitments,"
Finance
0411048, University Library of Munich, Germany.
- Thakor, Anjan V., 1982. "Toward a theory of bank loan commitments," Journal of Banking & Finance, Elsevier, vol. 6(1), pages 55-83, March.
- Anjan V. Thakor & Hai Hong & Stuart I. Greenbaum, 2004. "Bank Loan Commitments and Interest Rate Volatility," Finance 0411050, University Library of Munich, Germany.
- David Besanko & Anjan V. Thakor, 2004.
"Competitive Equilibrium in the Credit Market under Asymmetric Information,"
Finance
0411045, University Library of Munich, Germany.
- Besanko, David & Thakor, Anjan V., 1987. "Competitive equilibrium in the credit market under asymmetric information," Journal of Economic Theory, Elsevier, vol. 42(1), pages 167-182, June.
- Paul K. Chaney & Anjan V. Thakor, 2004.
"Incentive Effects of Benevolent Intervention - The case of government loan guarantees,"
Finance
0411047, University Library of Munich, Germany.
- Chaney, Paul K. & Thakor, Anjan V., 1985. "Incentive effects of benevolent intervention : The case of government loan guarantees," Journal of Public Economics, Elsevier, vol. 26(2), pages 169-189, March.
- David Besanko & Anjan V. Thakor, 2004. "Relationship Banking, Deposit Insurance and Bank Portfolio Choice," Finance 0411046, University Library of Munich, Germany.
- Patricia J. Hughes & Eduardo S. Schwartz & Anjan V. Thakor, 2004. "Continuous Signaling Within Partitions: Capital Structure and the FIFO/LIFO Choice," Finance 0411054, University Library of Munich, Germany.
- Stuart I. Greenbaum & Anjan V. Thakor, 2004. "Bank Funding Modes," Finance 0411052, University Library of Munich, Germany.
- S. Viswanathan & James J.D. Wang, 2004. "Optimal Bidding in Multi-Unit Discriminatory Auctions: Two Bidders," Econometric Society 2004 North American Winter Meetings 58, Econometric Society.
- S. Viswanathan & S. Brusco & G. Lopomo, 2004.
"Mergers Mechanisms,"
Econometric Society 2004 North American Winter Meetings
317, Econometric Society.
- Sandro Brusco & Giuseppe Lopomo & S. Viswanathan, 2004. "Merger Mechanisms," Working Papers 2004.7, Fondazione Eni Enrico Mattei.
- Sandro Brusco & Giuseppe Lopomo & S. Viswanathan, 2004. "Merger Mechanisms," Department of Economics Working Papers 04-02, Stony Brook University, Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2004.
"Competition and Confidentiality: Signaling Quality in a Duopoly when there is Universal Private Information,"
Vanderbilt University Department of Economics Working Papers
0417, Vanderbilt University Department of Economics.
- Daughety, Andrew F. & Reinganum, Jennifer F., 2007. "Competition and confidentiality: Signaling quality in a duopoly when there is universal private information," Games and Economic Behavior, Elsevier, vol. 58(1), pages 94-120, January.
2003
- Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003.
"Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions,"
CIRANO Working Papers
2003s-02, CIRANO.
- Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002.
- Eric Ghysels & João Pereira, 2003. "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers 2003s-27, CIRANO.
- Elena Andreou & Eric Ghysels, 2003.
"Test for Breaks in the Conditional Co-Movements of Asset Returns,"
University of Cyprus Working Papers in Economics
3-2003, University of Cyprus Department of Economics.
- Elena Andreou & Eric Ghysels, 2002. "Tests for Breaks in the Conditional Co-movements of Asset Returns," CIRANO Working Papers 2002s-59, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003.
"There is a Risk-Return Tradeoff After All,"
CIRANO Working Papers
2003s-26, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," NBER Working Papers 10913, National Bureau of Economic Research, Inc.
- Hofbauer,J. & Sandholm,W.H., 2003.
"Evolution in games with randomly disturbed payoffs,"
Working papers
20, Wisconsin Madison - Social Systems.
- Hofbauer, Josef & Sandholm, William H., 2007. "Evolution in games with randomly disturbed payoffs," Journal of Economic Theory, Elsevier, vol. 132(1), pages 47-69, January.
- Sandholm,W.H., 2003.
"Evolution in Bayesian games II : stability of purified equilibria,"
Working papers
21, Wisconsin Madison - Social Systems.
- Sandholm, William H., 2007. "Evolution in Bayesian games II: Stability of purified equilibria," Journal of Economic Theory, Elsevier, vol. 136(1), pages 641-667, September.
- Sandholm,W.H., 2003.
"Excess payoff dynamics, potential dynamics, and stable games,"
Working papers
5, Wisconsin Madison - Social Systems.
- Bill Sandholm, 2003. "Excess Payoff Dynamics, Potential Dynamics, and Stable Games," Theory workshop papers 505798000000000042, UCLA Department of Economics.
- Thakor, Anjan & Boot, Arnoud, 2003.
"Disagreement and Flexibility: A Theory of Optimal Security Issuance and Capital Structure,"
CEPR Discussion Papers
3708, C.E.P.R. Discussion Papers.
- Arnoud W.A. Boot & Anjan V. Thakor, 2003. "Disagreement and Flexibility: A Theory of Optimal Security Issuance and Capital Structure," Tinbergen Institute Discussion Papers 03-001/2, Tinbergen Institute.
- Thakor, Anjan & Boot, Arnoud, 2003.
"The Economic Value of Flexibility When There is Disagreement,"
CEPR Discussion Papers
3709, C.E.P.R. Discussion Papers.
- Arnoud W.A. Boot & Anjan V. Thakor, 2003. "The Economic Value of Flexibility when there is Disagreement," Tinbergen Institute Discussion Papers 03-002/2, Tinbergen Institute.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003.
"Markets, Torts and Social Inefficiency,"
Vanderbilt University Department of Economics Working Papers
0308, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2006. "Markets, torts, and social inefficiency," RAND Journal of Economics, RAND Corporation, vol. 37(2), pages 300-323, June.
2002
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002.
"Alternative Models for Stock Price Dynamic,"
Working Papers
02-03, Duke University, Department of Economics.
- Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
- Kuran,T. & Sandholm,W.H., 2002.
"Cultural integration and its discontents,"
Working papers
20, Wisconsin Madison - Social Systems.
- Timur Kuran & William H. Sandholm, 2008. "Cultural Integration and Its Discontents," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(1), pages 201-228.
- Sandholm,W.H., 2002. "Potential dynamics and stable games," Working papers 21, Wisconsin Madison - Social Systems.
- Arnoud W.A. Boot & Todd T. Milbourn & Anjan V. Thakor, 2002.
"Sunflower Management and Capital Budgeting,"
Tinbergen Institute Discussion Papers
02-059/2, Tinbergen Institute.
- Arnoud W. A. Boot & Todd T. Milbourn & Anjan V. Thakor, 2005. "Sunflower Management and Capital Budgeting," The Journal of Business, University of Chicago Press, vol. 78(2), pages 501-528, March.
- Arnoud W.A. Boot & Todd T. Milbourn & Anjan V. Thakor, 2002. "Evolution of Organizational Scale and Scope," Tinbergen Institute Discussion Papers 02-060/2, Tinbergen Institute.
- Alessandro Lizzeri & Margaret A. Meyer & Nicola Persico, 2002. "The Incentive Effects of Interim Performance Evaluations," Penn CARESS Working Papers 592e9328faf6e775bf331e1c0, Penn Economics Department.
- I. Hendel & A. Lizzeri & M. Siniscalchi, 2002.
"Efficient Sorting in a Dynamic Adverse-Selection Model,"
Princeton Economic Theory Working Papers
9879581e6de5e61fcfb0cd82b, David K. Levine.
- Igal Hendel & Alessandro Lizzeri & Marciano Siniscalchi, 2005. "Efficient Sorting in a Dynamic Adverse-Selection Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(2), pages 467-497.
- Alessandro Lizzeri, 2003. "Efficient Sorting in a Dynamic Adverse Selection Model," Theory workshop papers 505798000000000098, UCLA Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2002.
"Exploiting Future Settlements: A Signalling Model of Most-Favored-Nation Clauses In Settlement Bargaining,"
Vanderbilt University Department of Economics Working Papers
0221, Vanderbilt University Department of Economics, revised Oct 2002.
- Andrew F. Daughety & Jennifer F. Reinganum, 2004. "Exploiting Future Settlements: A Signalling Model of Most-Favored-Nation Clauses in Settlement Bargaining," RAND Journal of Economics, The RAND Corporation, vol. 35(3), pages 467-485, Autumn.
- Andrew F. Daughety & Jennifer F. Reinganum, 2002. "Speaking Up: A Model of Judicial Dissent and Discretionary Review," Vanderbilt University Department of Economics Working Papers 0209, Vanderbilt University Department of Economics, revised Jan 2003.
- David Besanko & Ulrich Doraszelski, 2002.
"Capacity Dynamics and Endogenous Asymmetries in Firm Size,"
Computing in Economics and Finance 2002
196, Society for Computational Economics.
- David Besanko & Ulrich Doraszelski, 2004. "Capacity Dynamics and Endogenous Asymmetries in Firm Size," RAND Journal of Economics, The RAND Corporation, vol. 35(1), pages 23-49, Spring.
2001
- Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
- Ghysels, Eric & Guay, Alain, 2004. "Testing For Structural Change In The Presence Of Auxiliary Models," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1168-1202, December.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Charles Cao & Eric Ghysels & Frank Hatheway, 2001. "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers 2001s-62, CIRANO.
- Elena Andreou & Eric Ghysels, 2001.
"Detecting Mutiple Breaks in Financial Market Volatility Dynamics,"
CIRANO Working Papers
2001s-65, CIRANO.
- Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
- Sandholm,W.H., 2001.
"Negative externalities and evolutionary implementation,"
Working papers
15, Wisconsin Madison - Social Systems.
- William H. Sandholm, 2005. "Negative Externalities and Evolutionary Implementation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 885-915.
- Sandholm,W.H., 2001.
"Pigouvian pricing and stochastic evolutionary implementation,"
Working papers
16, Wisconsin Madison - Social Systems.
- Sandholm, William H., 2007. "Pigouvian pricing and stochastic evolutionary implementation," Journal of Economic Theory, Elsevier, vol. 132(1), pages 367-382, January.
- Hofbauer,J. & Sandholm,W.H., 2001.
"Evolution and learning in games with randomly disturbed payoffs,"
Working papers
5, Wisconsin Madison - Social Systems.
- Josef Hofbauer & William H. Sandholm, 2001. "Evolution and Learning in Games with Randomly Disturbed Payoffs," Vienna Economics Papers vie0205, University of Vienna, Department of Economics.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001.
"Incentives for Effective Risk Management,"
Tinbergen Institute Discussion Papers
01-094/2, Tinbergen Institute.
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002. "Incentives for effective risk management," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
- Orlando I. Balboa & Andrew F. Daughety & Jennifer F. Reinganum, 2001.
"Market Structure and the Demand for Free Trade,"
Vanderbilt University Department of Economics Working Papers
0112, Vanderbilt University Department of Economics, revised Dec 2002.
- Orlando I. Balboa & Andrew F. Daughety & Jennifer F. Reinganum, 2004. "Market Structure and the Demand for Free Trade," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 13(1), pages 125-150, March.
2000
- Eric Ghysels & Junghoon Seon, 2000. "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers 2000s-11, CIRANO.
- Elena Andreou & Eric Ghysels, 2000.
"Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results,"
CIRANO Working Papers
2000s-19, CIRANO.
- Andreou, Elena & Ghysels, Eric, 2002. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
- Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
"Let's Get "Real" About Using Economic Data,"
Econometric Society World Congress 2000 Contributed Papers
1004, Econometric Society.
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002. "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
- Ely,J.C. & Sandholm,W.H., 2000.
"Evolution with diverse preferences,"
Working papers
5, Wisconsin Madison - Social Systems.
- Jeffery C. Ely & William H. Sandholm, 2001. "Evolution with Diverse Preferences," Discussion Papers 1317, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Igal Hendel & Alessandro Lizzeri & Marciano Siniscalchi, 2000. "Efficient Sorting in a Dynamic Adverse Selection Model: The Hot Potato," Econometric Society World Congress 2000 Contributed Papers 1209, Econometric Society.
- Igal Hendel & Alessandro Lizzeri, 2000.
"The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance,"
NBER Working Papers
7470, National Bureau of Economic Research, Inc.
- Igal Hendel & Alessandro Lizzeri, 2003. "The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(1), pages 299-328.
- Andrew F. Daughety & Jennifer F. Reinganum, 2000.
"Found Money? Split-Award Statutes and Settlement of Punitive Damages Cases,"
Vanderbilt University Department of Economics Working Papers
0001, Vanderbilt University Department of Economics, revised Mar 2001.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003. "Found Money? Split-Award Statutes and Settlement of Punitive Damages Cases," American Law and Economics Review, American Law and Economics Association, vol. 5(1), pages 134-164.
- Régibeau, Pierre & Rockett, Kate & Besanko, David, 2000.
"A Multi-Task Principal-Agent Approach to Organizational Form,"
CEPR Discussion Papers
2443, C.E.P.R. Discussion Papers.
- David Besanko & Pierre Régibeau & Katharine E. Rockett, 2005. "A Multi‐Task Principal‐Agent Approach To Organizational Form," Journal of Industrial Economics, Wiley Blackwell, vol. 53(4), pages 437-467, December.
1999
- Mouna Cherkaoui & Eric Ghysels, 1999. "Emerging Markets and Trading Costs," CIRANO Working Papers 99s-04, CIRANO.
- Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO.
- Sandholm,W.H., 1999. "Markov evolution with inexact information," Working papers 15, Wisconsin Madison - Social Systems.
- Sandholm,W.H., 1999.
"Potential games with continuous player sets,"
Working papers
23, Wisconsin Madison - Social Systems.
- Sandholm, William H., 2001. "Potential Games with Continuous Player Sets," Journal of Economic Theory, Elsevier, vol. 97(1), pages 81-108, March.
- Sandholm,W.H., 1999.
"Almost global convergence to p-dominant equilibrium,"
Working papers
37, Wisconsin Madison - Social Systems.
- William H. Sandholm, 2001. "Almost global convergence to p-dominant equilibrium," International Journal of Game Theory, Springer;Game Theory Society, vol. 30(1), pages 107-116.
- Sandholm,W.H., 1999.
"Evolutionary implementation and congestion pricing,"
Working papers
38, Wisconsin Madison - Social Systems.
- William H. Sandholm, 2002. "Evolutionary Implementation and Congestion Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(3), pages 667-689.
- Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz, 1999.
"On the Formation and Structure of International Exchanges,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
99-057, New York University, Leonard N. Stern School of Business-.
- Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz, 1999. "On the Formation and Structure of International Exchanges," Tinbergen Institute Discussion Papers 99-079/2, Tinbergen Institute.
- Matthew J. Clayton & Bjorn N. Jorgensen & Kenneth A. Kavajecz, "undated". "On the Formation and Structure of International Exchanges," Rodney L. White Center for Financial Research Working Papers 22-99, Wharton School Rodney L. White Center for Financial Research.
- I. Hendel & A. Lizzeri, 1999. "The Role of Commitment in Dynamic Contracts:," Princeton Economic Theory Papers 99f6, Economics Department, Princeton University.
1998
- Eric Ghysels & Serena Ng, 1998.
"A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure,"
Boston College Working Papers in Economics
403, Boston College Department of Economics.
- Eric Ghysels & Serena Ng, 1998. "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
- Eric Ghysels & Serena Ng, 1997. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers 97s-33, CIRANO.
- Charles Cao & Eric Ghysels & Frank Hatheway, 1998. "Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening," CIRANO Working Papers 98s-14, CIRANO.
- Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments,"
CIRANO Working Papers
98s-19, CIRANO.
- Ghysels, Eric & Guay, Alain, 2003. "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, vol. 115(1), pages 91-123, July.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Working Papers 98-37, Center for Research in Economics and Statistics.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO.
- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"Monetary Policy Rules with Model and Data Uncertainty,"
CIRANO Working Papers
98s-40, CIRANO.
- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002. "Monetary Policy Rules with Model and Data Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 239-265, October.
- Sandholm,W.H., 1998. "The evolution of preferences and rapid social change," Working papers 28, Wisconsin Madison - Social Systems.
- Matthew J. Clayton & Bjorn N. Jorgensen, 1998.
"Cross Holding and Imperfect Product Markets,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
98-020, New York University, Leonard N. Stern School of Business-.
- Matthew J. Clayton & Bjorn N. Jorgensen, 1999. "Cross Holding and Imperfect Product Markets," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-058, New York University, Leonard N. Stern School of Business-.
- Boot, Arnoud W A & Milbourn, Todd & Thakor, Anjan, 1998. "Expansion of Banking Scale and Scope: Don't Banks Know the Value of Focus," CEPR Discussion Papers 1950, C.E.P.R. Discussion Papers.
- Arnoud W. A. Boot & Anjan V. Thakor, 1998.
"The Many Faces of Information Disclosure,"
William Davidson Institute Working Papers Series
80, William Davidson Institute at the University of Michigan.
- Boot, Arnoud W A & Thakor, Anjan V, 2001. "The Many Faces of Information Disclosure," The Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 1021-1057.
- Igal Hendel & Alessandro Lizzeri, 1998.
"The Role of Leasing under Adverse Selection,"
NBER Working Papers
6577, National Bureau of Economic Research, Inc.
- Igal Hendel & Alessandro Lizzeri, 2002. "The Role of Leasing under Adverse Selection," Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 113-143, February.
- I. Hendel & A. Lizzeri, 1999. "The Role of Leasing under Adverse Selection," Princeton Economic Theory Papers 99f7, Economics Department, Princeton University.
1997
- Eric Ghysels & Joann Jasiak, 1997. "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers 97s-06, CIRANO.
- Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997.
"Nonparametric Methods and Option Pricing,"
CIRANO Working Papers
97s-19, CIRANO.
- GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997. "Nonparametric methods and option pricing," LIDAM Discussion Papers CORE 1997075, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997.
"Seasonal Time Series and Autocorrelation Function Estimation,"
CIRANO Working Papers
97s-35, CIRANO.
- Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-665, September.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997. "Seasonal Adjustment and Volatility Dynamics," CIRANO Working Papers 97s-39, CIRANO.
- William H. Sandholm, 1997. "An Evolutionary Approach to Congestion," Discussion Papers 1198, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Boot, Arnoud W A & Thakor, Anjan, 1997.
"Can Relationship Banking Survive Competition?,"
CEPR Discussion Papers
1592, C.E.P.R. Discussion Papers.
- Arnoud W. A. Boot & Anjan V. Thakor, 2000. "Can Relationship Banking Survive Competition?," Journal of Finance, American Finance Association, vol. 55(2), pages 679-713, April.
- Anna Meyendorff & Anjan V. Thakor, 1997. "Romanian Financial System Reform," William Davidson Institute Working Papers Series 100, William Davidson Institute at the University of Michigan.
- ALBANO, Gian Luigi & LIZZERI, Alessandro, 1997. "A monopolistic market for certification," LIDAM Discussion Papers CORE 1997037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Igal Hendel & Alessandro Lizzeri, 1997.
"Adverse Selection in Durable Goods Markets,"
NBER Working Papers
6194, National Bureau of Economic Research, Inc.
- Alessandro Lizzeri & Igal Hendel, 1999. "Adverse Selection in Durable Goods Markets," American Economic Review, American Economic Association, vol. 89(5), pages 1097-1115, December.
- Rocher, F. & Vila, X., 1997.
"A Note on Agent Based Imperfect Competition,"
UFAE and IAE Working Papers
398.97, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Xavier Vila & Francesc Rocher, 2000. "A Note On Agent-Based Imperfect Competition," Computing in Economics and Finance 2000 278, Society for Computational Economics.
1996
- Eric Ghysels & Serena Ng, 1996.
"A Semi-Parametric Factor Model for Interest Rates,"
CIRANO Working Papers
96s-18, CIRANO.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996. "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers 96s-19, CIRANO.
- Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996.
"Arbitrage Based Pricing When Volatility Is Stochastic,"
CIRANO Working Papers
96s-20, CIRANO.
- Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Universite de Montreal, Departement de sciences economiques.
- Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996. "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers 977, California Institute of Technology, Division of the Humanities and Social Sciences.
- Bossaerts, P. & Ghysels, E. & Gourieroux, C., 1996. "Arbitrage-Based Pricing when Volatility is Stochastic," Cahiers de recherche 9615, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996.
"Nonparametric Estimation of American Options Exercise Boundaries and Call Prices,"
CIRANO Working Papers
96s-24, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1829-1857, October.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996.
"American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation,"
CIRANO Working Papers
96s-26, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000. "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 53-92.
- René Garcia & Eric Ghysels, 1996.
"Structural Change and Asset Pricing in Emerging Markets,"
CIRANO Working Papers
96s-34, CIRANO.
- Garcia, Rene & Ghysels, Eric, 1998. "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 455-473, June.
- William H. Sandholm, 1996. "Simple and Clever Decision Rules in Single Population Evolutionary Models," Discussion Papers 1158, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
1995
- Bryan Campbell & Eric Ghysels, 1995.
"An Empirical Analysis of the Canadian Budget Process,"
CIRANO Working Papers
95s-08, CIRANO.
- Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels, 1995.
"On Stable Factor Structures in the Pricing of Risk,"
CIRANO Working Papers
95s-16, CIRANO.
- Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995.
"Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?,"
CIRANO Working Papers
95s-19, CIRANO.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint,"
CIRANO Working Papers
95s-20, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Alastair Hall & Hahn Shik Lee, 1995.
"On Periodic Structures and Testing for Seasonal Unit Roots,"
CIRANO Working Papers
95s-21, CIRANO.
- Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Joann Jasiak, 1995.
"Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects,"
CIRANO Working Papers
95s-31, CIRANO.
- Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Jasiak, J., 1994. "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche 9403, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995.
"Market Time and Asset Price Movements Theory and Estimation,"
CIRANO Working Papers
95s-32, CIRANO.
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995. "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche 9536, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia & Eric Ghysels & Maral Kichian, 1995.
"On the Dynamic Specification of International Asset Pricing Models,"
CIRANO Working Papers
95s-39, CIRANO.
- Kichian, M. & Garcia, R. & Ghysels, E., 1995. "On the Dynamic Specification of International Asset Pricing Models," Cahiers de recherche 9544, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kichian, M. & Garcia, R. & Ghysels, E., 1995. "On the Dynamic Specification of International Asset Pricing Models," Cahiers de recherche 9544, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995. "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers 95s-42, CIRANO.
- Eric Ghysels & Andrew Harvey & Eric Renault, 1995.
"Stochastic Volatility,"
CIRANO Working Papers
95s-49, CIRANO.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
- GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
- Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kenneth Laird & Nikhilesh Dholakia & Ruby Dholakia, 1995. "L'électronique grand public et l'industrie de l'information : Concurrence et stratégies émergentes," Post-Print halshs-02926610, HAL.
- Bhattacharya, S. & Boot, A.W.A. & Thakor, A.V., 1995.
"The Economics of Bank Regulation,"
Papers
9516, Centro de Estudios Monetarios Y Financieros-.
- Bhattacharya, Sudipto & Boot, Arnoud W A & Thakor, Anjan V, 1998. "The Economics of Bank Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(4), pages 745-770, November.
- Bhattacharya, Sudipto & Boot, Arnoud W.A. & Thakor, Anjan V., 1995. "The economics of bank regulation," DEE - Working Papers. Business Economics. WB 7082, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Sudipto Bhattacharya & W. Arnoud & A. Boot & Anjan V. Thakor, 1995. "The Economics of Bank Regulation," Working Papers wp1995_9516, CEMFI.
- Boot, Arnoud W A & Thakor, Anjan, 1995.
"Financial System Architecture,"
CEPR Discussion Papers
1197, C.E.P.R. Discussion Papers.
- Boot, Arnoud W A & Thakor, Anjan V, 1997. "Financial System Architecture," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 693-733.
- Boot, Arnoud W A & Thakor, Anjan, 1995. "Banking Scope, Financial Innovation, and the Evolution of the Financial System," CEPR Discussion Papers 1237, C.E.P.R. Discussion Papers.
- Alessandro Lizzeri & Nicola Persico, 1995. "Existence and Uniqueness of Equilibrium In First Place Auctions and War of Attrition with Affiliated Values," Discussion Papers 1120, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
1994
- Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO.
- Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994.
"Simulation Based Inference in Moving Average Models,"
CIRANO Working Papers
94s-11, CIRANO.
- Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003. "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.
- Ghysels, E. & Khalaf, L. & Vodounou, C., 1995. "Simulation Based Inference in Moving Average Models," Cahiers de recherche 9513, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Khalaf, L. & Vodounou, C., 1995. "Simulation Based Inference in Moving Average Models," Cahiers de recherche 9513, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994.
"Bayesian Inference for Periodic Regime-Switching Models,"
CIRANO Working Papers
94s-15, CIRANO.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998. "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 129-143.
- Bollerslev, T. & Ghysels, E., 1994.
"Periodic Autoregressive Conditional Heteroskedasticity,"
Cahiers de recherche
9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bollerslev, Tim & Ghysels, Eric, 1996. "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Sarlan, H., 1994.
"On the Analysis of Business Cycles Through the Spectrum of Chronologies,"
Cahiers de recherche
9416, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Sarlan, H., 1994. "On the Analysis of Business Cycles Through the Spectrum of Chronologies," Cahiers de recherche 9416, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Ghysels, E., 1994.
"The Effect of Linear Filters on Dynamic Time series with Structural Change,"
Cahiers de recherche
9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Perron, Pierre, 1996. "The effect of linear filters on dynamic time series with structural change," Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994.
"Product Safety: Liability, R&D and Signaling,"
Game Theory and Information
9403007, University Library of Munich, Germany, revised 30 Mar 1994.
- Daughety, Andrew F & Reinganum, Jennifer F, 1995. "Product Safety: Liability, R&D, and Signaling," American Economic Review, American Economic Association, vol. 85(5), pages 1187-1206, December.
- Daughety, Andrew & Reinganum, Jennifer, 1992. "Product Safety: Liability, R & D and Signaling," Working Papers 94-17, University of Iowa, Department of Economics, revised 1994.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994.
"Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations As Evidence in Court,"
Game Theory and Information
9403008, University Library of Munich, Germany.
- Andrew F. Daughety & Jennifer F. Reinganum, 1995. "Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations as Evidence in Court," RAND Journal of Economics, The RAND Corporation, vol. 26(2), pages 203-221, Summer.
- Daughety, Andrew & Reinganum, Jennifer, 1994. "Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations as Evidence in Court," Working Papers 94-06, University of Iowa, Department of Economics.
- Daughety, A. & Reinganum, J., 1991. "Keeping Society in the Dark : On the Admissibility of Pretrial Nogotiations as Evidence in Court," Working Papers 91-24, University of Iowa, Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994.
"Settlement Negotiations with Two-Sided Asymmetric Information: Model Duality, Information Distribution and Efficiency,"
Game Theory and Information
9403009, University Library of Munich, Germany.
- Daughety, Andrew F. & Reinganum, Jennifer F., 1994. "Settlement negotiations with two-sided asymmetric information: Model duality, information distribution, and efficiency," International Review of Law and Economics, Elsevier, vol. 14(3), pages 283-298, September.
- Xavier Vila, 1994. "A Criterion for Evolutionary Stability in Repeated Games Played by Finite Automata," Discussion Papers 1093, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
1993
- Eric Ghysels, 1993.
"A time series model with periodic stochastic regime switching,"
Discussion Paper / Institute for Empirical Macroeconomics
84, Federal Reserve Bank of Minneapolis.
- Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1993.
"Seasonal Adjustment and Other Data Transformations,"
Cahiers de recherche
9322, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric, 1997. "Seasonal Adjustment and Other Data Transformations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 410-418, October.
- Ghysels, E. & Hall, A., 1993.
"The Periodic Time Series and Testing the Unit Root Hypothesis,"
Cahiers de recherche
9325, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A., 1993. "On Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche 9333, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lieberman, O., 1993. "Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples," Cahiers de recherche 9335, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jess C. Beltz & Anjan V. Thakor, 1993. "An empirical analysis of the costs of regulatory compliance," Proceedings 434, Federal Reserve Bank of Chicago.
- Alessandro Lizzeri, 1993. "Information and Revelation and Certification Intermediaries," Discussion Papers 1094, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
1992
- Eric Ghysels, 1992.
"On the Periodic Structure of the Business Cycle,"
Cowles Foundation Discussion Papers
1028, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-298, July.
- Campbell, B. & Ghysels, E., 1992.
"Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment,"
Cahiers de recherche
9217, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Campbell, B. & Ghysels, E., 1992. "Is the Outcome of the Federal Budget Process Unbaised and Efficient? a NonParametric Assessment," Cahiers de recherche 9217, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992.
"Generalized Predictive Tests and Structural Change Analysis in Econometrics,"
Cahiers de recherche
9223, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair, 1994. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 199-229, February.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992.
"On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data,"
Cahiers de recherche
9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-760.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques.
- Eric Ghysels, 1992.
"Christmas, Spring and the Dawning of Economic Recovery,"
Cowles Foundation Discussion Papers
1027, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche 9215, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1992. "Charistmas, Spring and the Dawning of Economic Recovery," Cahiers de recherche 9215, Universite de Montreal, Departement de sciences economiques.
- Canova, F. & Ghysels, E., 1992.
"Changes in Seasonal Patters: Are They Cyclical,"
Cahiers de recherche
9216, Universite de Montreal, Departement de sciences economiques.
- Canova, Fabio & Ghysels, Eric, 1994. "Changes in seasonal patterns : Are they cyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1143-1171, November.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Arnoud W A Boot & Anjan V Thakor, 1992.
"Security Design,"
CEPR Financial Markets Paper
0020, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
- Boot, Arnoud W A & Thakor, Anjan V, 1993. "Security Design," Journal of Finance, American Finance Association, vol. 48(4), pages 1349-1378, September.
1991
- Ghysels, E., 1991.
"On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts,"
Cahiers de recherche
9130, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts," Cahiers de recherche 9130, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Lee, H.S. & Noh, J., 1991.
"Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation,"
Cahiers de recherche
9131, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lee, H.S. & Noh, J., 1991. "Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation," Cahiers de recherche 9131, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1991.
"Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?,"
Cahiers de recherche
9135, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche 9135, Universite de Montreal, Departement de sciences economiques.
- Daughety, A.F. & Reinganum, J.F., 1991. "On the Determination of Roles in Bargaining Models: Settlement Negotiations with Two-Sided Asymmetric Information," Working Papers 92-26, University of Iowa, Department of Economics.
- Daughety, A. & Reinganum, J., 1991.
"Endogenous Sequencing in Models of Settlement and Litigation,"
Working Papers
91-23, University of Iowa, Department of Economics.
- Daughety, Adnrew F & Reinganum, Jennifer F, 1993. "Endogenous Sequencing in Models of Settlement and Litigation," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 9(2), pages 314-348, October.
1990
- Ghysels, E. & Perron, P., 1990.
"The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root,"
Papers
355, Princeton, Department of Economics - Econometric Research Program.
- Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Test For Unit Root," Cahiers de recherche 9037, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Perron, P., 1990. "The Effect of Seasonal Adjustment Filters on Test for Unit Root," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1990.
"On The Economic And Econometrics Of Seasonality,"
Cahiers de recherche
9028, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1990. "On the Economic and Econometrics of Seasonality," Cahiers de recherche 9028, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1990.
"An Extension Of Quadrature-Based Methods For Solving Euler Conditions,"
Cahiers de recherche
9029, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Hall, A., 1990. "An Extension of Quadrature-Based Methods for Solving Euler Conditions," Cahiers de recherche 9029, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1990.
"The Business Cycle, The Seasonal Cycle Or Just Any Cycle,"
Cahiers de recherche
9036, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1990. "The Business Cycle, the Seasonal Cycle Or Just Any Cycle," Cahiers de recherche 9036, Universite de Montreal, Departement de sciences economiques.
- Reinganum, Jennifer F. & Wilde, Louis L., 1990.
"Equilibrium Enforcement and Compliance in the Presence of Tax Practitioners,"
Working Papers
744, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F & Wilde, Louis L, 1991. "Equilibrium Enforcement and Compliance in the Presence of Tax Practitioners," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 7(1), pages 163-181, Spring.
1989
- David, J-F. & Ghysels, E., 1989.
"Y A-T-Il Des Biais Systematiques Dans Les Annonces Budgetaires Canadiennes?,"
Cahiers de recherche
8912, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- David, J.F. & Ghysels, E., 1989. "Y A-T-Il des Biais Systematiques Dans les Annonces Budgetaires Canadiennes?," Cahiers de recherche 8912, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1989.
"On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency,"
Cahiers de recherche
8933, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1989. "On Generalized Method Od Moments, Maximum Likelihood And Asymptotic Efficiency," Cahiers de recherche 8933, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Graetz, Michael & Reinganum, Jennifer & Wilde, Louis., 1989. "Expert Opinions and Taxpayer Comnpliance: A Strategic Analysis," Working Papers 710, California Institute of Technology, Division of the Humanities and Social Sciences.
1988
- Ghysels, E & Hall, A., 1988.
"A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators,"
Cahiers de recherche
8837, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Hall, Alastair, 1990. "A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-364, May.
- Ghysels, E. & Karangwa, E., 1988.
"Nominal Versus Real Seasonal Adjustment,"
Cahiers de recherche
8842, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Karangwa, E., 1989. "Nominal Versus Real Seasonal Adjustment," Cahiers de recherche 8842, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Besanko, D. & Spulber, D.F., 1988.
"Delegated Law Enforcement And Noncooperative Behavior,"
Papers
m8820, Southern California - Department of Economics.
- Besanko, David & Spulber, Daniel F, 1989. "Delegated Law Enforcement and Noncooperative Behavior," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 5(1), pages 25-52, Spring.
1987
- Ghysels, E., 1987. "Cycles and Seasonais in Inventories: Another Look At Non-Stationarity and Induced Seasonality," Cahiers de recherche 8718, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1987. "The Political Economy of the Budget and Efficient Information Processing," Cahiers de recherche 8733, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1987. "Unit Root Tests and the Statistical Pitfalls of Seasonal Adjustment: the Case of U.S. Post-War Real Gnp," Cahiers de recherche 8723, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Hall, A., 1987.
"Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation,"
Cahiers de recherche
8703, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Hall, Alastair, 1990. "Testing nonnested Euler conditions with quadrature-based methods of approximation," Journal of Econometrics, Elsevier, vol. 46(3), pages 273-308, December.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987.
"Credible commitments, contract enforcement problems and banks : Intermediation as credibility assurance,"
Research Memorandum
FEW 282, Tilburg University, School of Economics and Management.
- Boot, Arnoud W. A. & Thakor, Anjan V. & Udell, Gregory F., 1991. "Credible commitments, contract enforcement problems and banks: Intermediation as credibility assurance," Journal of Banking & Finance, Elsevier, vol. 15(3), pages 605-632, June.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Credible commitments, contract enforcement problems and banks : Intermediation as credibility assurance," Other publications TiSEM 6168c386-7508-4320-afbb-1, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V., 1987.
"Dynamic equilibrium in a competitive credit market : Intertemporal contracting as insurance against rationing,"
Research Memorandum
FEW 280, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V., 1987. "Dynamic equilibrium in a competitive credit market : Intertemporal contracting as insurance against rationing," Other publications TiSEM 04e4d1ec-bed6-418e-8248-8, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V., 1987.
"Dynamic equilibrium in a competitive credit market : Intertemporal contracting as insurance against rationing (Appendix),"
Research Memorandum
FEW 281, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V., 1987. "Dynamic equilibrium in a competitive credit market : Intertemporal contracting as insurance against rationing (Appendix)," Other publications TiSEM 1e5fc5f0-8b0f-40b5-967e-0, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987.
"Collateral and borrower risk,"
Research Memorandum
FEW 261, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Collateral and borrower risk," Other publications TiSEM 5082b3b8-4f56-4bec-9d7e-2, Tilburg University, School of Economics and Management.
1986
- Ghysels, E., 1986. "A Study Towards a Dynamic Theory of Seasonality for Economic Time Series," Cahiers de recherche 8612, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1986. "Asset Prices in an Economy with Latent Technological Shocks - Econometric Implications of a Discrete Time General Equilibrium Model," Cahiers de recherche 8623, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E., 1986. "Kalman Filter Seasonal Extraction Applied to Monetary Targeting," Cahiers de recherche 8611, Universite de Montreal, Departement de sciences economiques.
- Ghysels, E. & Nerlove, M., 1986.
"Seasonality in Surveys a Comparison of Belgian, French and German Business Tests,"
Cahiers de recherche
8614, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Nerlove, Marc, 1988. "Seasonality in surveys : A comparison of Belgian, French and German business tests," European Economic Review, Elsevier, vol. 32(1), pages 81-99, January.
- Ghysels, E. & Nerlove, M., 1986. "Seasonality in Surveys Evidence From the Belgian Business Tests," Cahiers de recherche 8613, Universite de Montreal, Departement de sciences economiques.
- Reinganum, Jennifer F. & Wilde, Louis L., 1986. "Credibility and Law Enforcement," Working Papers 604, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1986.
"Plea Bargaining and Prosecutorial Discretion,"
Working Papers
616, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F, 1988. "Plea Bargaining and Prosecutorial Discretion," American Economic Review, American Economic Association, vol. 78(4), pages 713-728, September.
1985
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 1985. "The deterioration of bank asset quality," Proceedings 71, Federal Reserve Bank of Chicago.
- Reinganum, Jennifer F. & Wilde, Louis L., 1985. "Settlement and Litigation Under Alternative Legal Systems," Working Papers 564, California Institute of Technology, Division of the Humanities and Social Sciences.
1984
- Reinganum, Jennifer F. & Wilde, Louis L., 1984. "An Equilibrium Model of Tax Compliance with a Bayesian Auditor and some 'Honest' Taxpayers," Working Papers 506, California Institute of Technology, Division of the Humanities and Social Sciences.
- Graetz, Michael & Reinganum, Jennifer & Wilde, Louis., 1984. "A Model of Tax Compliance Under Budget-Constrained Auditors," Working Papers 520, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer & Wilde, Louis L., 1984. "Sequential Equilibrium Detection and Reporting Policies in a Model of Tax Evasion," Working Papers 525, California Institute of Technology, Division of the Humanities and Social Sciences.
1983
- Salman Shah & Anjan V. Thakor, 1983. "Entrusting Investment Decisions to Managers With Superior Information: The Delegation Problem," Discussion Papers 578, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Reinganum, Jennifer F., 1983. "Research and Development with a Generalized Hazard Function," Working Papers 455, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer & Wilde, Louis L., 1983. "The Economics of Income Taxation: Compliance in a Principal-Agent Framework," Working Papers 477, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1983.
"A Two-Stage Model of Research and Development With Endogenous Second Mover Advantages,"
Working Papers
479, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1985. "A two-stage model of research and development with endogenous second-mover advantages," International Journal of Industrial Organization, Elsevier, vol. 3(3), pages 275-292, September.
- Reinganum, Jennifer F., 1983. "Practical Implications of Game Theoretic Models of R and D," Working Papers 504, California Institute of Technology, Division of the Humanities and Social Sciences.
1982
- Wayne Y. Lee & Anjan V. Thakor, 1982. "Optimal Regulatory Pricing Under Asymmetric Cost Information," Discussion Papers 580, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Reinganum, Jennifer R., 1982.
"Uncertain Innovation and the Persistence of Monopoly,"
Working Papers
431, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F, 1983. "Uncertain Innovation and the Persistence of Monopoly," American Economic Review, American Economic Association, vol. 73(4), pages 741-748, September.
1981
- Reinganum, Jennifer F., 1981.
"Technology Adoption Under Imperfect Information,"
Working Papers
407, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1983. "Technology Adoption Under Imperfect Information," Bell Journal of Economics, The RAND Corporation, vol. 14(1), pages 57-69, Spring.
- Jennifer F. Reinganum & Nancy L. Stokey, 1981. "The Period of Commitment in Dynamic Games," Discussion Papers 508R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
1980
- Reinganum, Jennifer F., 1980. "A Note on Rational Threats and Competitive Equilibrium," Working Papers 297, California Institute of Technology, Division of the Humanities and Social Sciences.
1979
- Balakrishnan K & Dholakia Nikhilesh, 1979. "Management of Decentralised Sector: A Conceptual Framework," IIMA Working Papers WP1979-05-01_00354, Indian Institute of Management Ahmedabad, Research and Publication Department.
1978
- Dholakia Nikhilesh, 1978. "A Preliminary Report on Marketing Theory and its Relationships to Social Enterprises," IIMA Working Papers WP1978-06-01_00299, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh & Bhandari L C, 1978. "An Approach to the Design of Corporate Identity," IIMA Working Papers WP1978-06-01_00300, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Bhandari L C & Dholakia Nikhilesh & Khurana Rakesh & Vora M N, 1978. "Formulating Public Policy for Distribution of Essential Goods: An Analytical Approach," IIMA Working Papers WP1978-06-01_00301, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Sambrani Shreekant & Dholakia Nikhilesh, 1978. "Does Futurology Have a Future in India?," IIMA Working Papers WP1978-09-01_00318, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh, 1978. "Development Administration as Social Marketing," IIMA Working Papers WP1978-10-01_00323, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Jennifer F. Reinganum, 1978.
"A Simple Model of Equilibrium Price Dispersion,"
Discussion Papers
335, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Reinganum, Jennifer F, 1979. "A Simple Model of Equilibrium Price Dispersion," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 851-858, August.
1977
- Dholakia Nikhilesh & Dholakia Ruby Roy, 1977. "Positioning Strategy and Multiattribute Information Processing," IIMA Working Papers WP1977-12-01_00264, Indian Institute of Management Ahmedabad, Research and Publication Department.
1976
- Khurana Rakesh & Dholakia Nikhilesh, 1976. "Patterns of MRTP Judgements (Relating To Restrictive Trade Practices) - A Preliminary Analysis," IIMA Working Papers WP1976-04-01_00186, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh & Khurana Rakesh, 1976. "Total Performance Measurement System for Public Enterprises: A Framework," IIMA Working Papers WP1976-06-01_00198, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Khurana Rakesh & Dholakia Nikhilesh, 1976. "Options for the Fifth Sector: A Discussion of the Workers Sector Proposal," IIMA Working Papers WP1976-07-01_00202, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh, 1976. "Indian Markets and Marketing: The Emerging Perspective," IIMA Working Papers WP1976-10-01_00210, Indian Institute of Management Ahmedabad, Research and Publication Department.
1975
- Dholakia Nikhilesh, 1975. "Consumption Patterns and Macromarketing: A Radical Perspective," IIMA Working Papers WP1975-08-01_00155, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh, 1975. "New Marketing in a New Environment: Some Thoughts on a Basic Restructuring," IIMA Working Papers WP1975-10-01_00166, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dholakia Nikhilesh & Khurana Rakesh, 1975. "A Strategy Model for Export Marketing," IIMA Working Papers WP1975-12-01_00175, Indian Institute of Management Ahmedabad, Research and Publication Department.
Undated
- Alessro Lizzeri & Nicola Persico, "undated".
"The Provision of Public Goods Under Alternative Electoral Incentives,"
Penn CARESS Working Papers
b96440ba0bfa06ca550ac40aa, Penn Economics Department.
- Nicola Persico & Alessandro Lizzeri, 2001. "The Provision of Public Goods under Alternative Electoral Incentives," American Economic Review, American Economic Association, vol. 91(1), pages 225-239, March.
- Alessandro Lizzeri & Nicola Persico, "undated". ""The Provision of Public Goods Under Alternative Electoral Incentives''," CARESS Working Papres 98-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- A. Lizzeri & Persico N., 1999. "Provision of Public Goods Under Alternative Electral Incentives," Princeton Economic Theory Papers 99f4, Economics Department, Princeton University.
- Aless & ro Lizzeri & Nicola Persico, "undated".
"The Drawbacks of Electoral Competition,"
Penn CARESS Working Papers
db8edf1dce2468924aca9e501, Penn Economics Department.
- Alessandro Lizzeri & Nicola Persico, 2005. "A Drawback Of Electoral Competition," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1318-1348, December.
- Allesandro Lizzeri & Nicola Persico, "undated". "The Drawbacks of Electoral Competition," CARESS Working Papres 00-02, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- A. Lizzeri & N. Persico, 2000. "The Drawbacks of Electoral Competition," Princeton Economic Theory Papers 00s14, Economics Department, Princeton University.
- Alessandro Lizzeri, 2000. "The Drawbacks of Electoral Competition," Econometric Society World Congress 2000 Contributed Papers 0898, Econometric Society.
- Reinganum, Jennifer F., "undated".
"Dynamic Games of Innovation,"
Working Papers
287, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1981. "Dynamic games of innovation," Journal of Economic Theory, Elsevier, vol. 25(1), pages 21-41, August.
- Reinganum, Jennifer F., "undated". "A Dynamic Game of R & D: Patent Protection and Competitive Behavior," Working Papers 289, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., "undated". "Strategic Lobbying Behavior," Working Papers 302, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., "undated".
"On the Diffusion of New Technology: A Game Theoretic Approach,"
Working Papers
312, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1981. "On the Diffusion of New Technology: A Game Theoretic Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(3), pages 395-405.
- Reinganum, Jennifer F., "undated". "A Class of Differential Games Where the Closed-Loop and Open-Loop Nash Equilibria Coincide," Working Papers 333, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer., "undated".
"Strategic Search Theory,"
Working Papers
353, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F, 1982. "Strategic Search Theory," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(1), pages 1-17, February.
- Reinganum, Jennifer F., "undated".
"Market Structure and the Diffusion of New Technology,"
Working Papers
360, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1981. "Market Structure and the Diffusion of New Technology," Bell Journal of Economics, The RAND Corporation, vol. 12(2), pages 618-624, Autumn.
- Reinganum, Jennifer F. & Stokey, Nancy L., "undated". "Oligopoly Extraction of a Nonrenewable Common Property Resource: The Importance of the Period of Commitment in Dynamic Games," Working Papers 377, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., "undated".
"Nash Equilibrium Search for the Best Alternative,"
Working Papers
413, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1983. "Nash equilibrium search for the best alternative," Journal of Economic Theory, Elsevier, vol. 30(1), pages 139-152, June.
- Reinganum, Jennifer R., "undated".
"Innovation and Industry Evolution,"
Working Papers
426, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1985. "Innovation and Industry Evolution," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(1), pages 81-99.
- Graetz, Michael J. & Reinganum, Jennifer F. & Wilde, Louis L., "undated".
"The Tax Compliance Game: Toward an Interactive Theory of Law Enforcement,"
Working Papers
589, California Institute of Technology, Division of the Humanities and Social Sciences.
- Graetz, Michael J & Reinganum, Jennifer F & Wilde, Louis L, 1986. "The Tax Compliance Game: Toward an Interactive Theory of Law Enforcement," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 2(1), pages 1-32, Spring.
- Andrew Daughety & Jennifer Reinganum, "undated".
"Secrecy and Safety,"
American Law & Economics Association Annual Meetings
1039, American Law & Economics Association.
- Andrew F. Daughety & Jennifer F. Reinganum, 2005. "Secrecy and Safety," American Economic Review, American Economic Association, vol. 95(4), pages 1074-1091, September.
- Jennifer F. Reinganum & Andrew F. Daughety, 2004. "Secrecy and Safety," Econometric Society 2004 North American Summer Meetings 53, Econometric Society.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003. "Secrecy and Safety," Vanderbilt University Department of Economics Working Papers 0317, Vanderbilt University Department of Economics, revised Sep 2003.
Journal articles
Undated material is listed at the end2024
- Mertikopoulos, Panayotis & Sandholm, William H., 2024. "Nested replicator dynamics, nested logit choice, and similarity-based learning," Journal of Economic Theory, Elsevier, vol. 220(C).
- Steven R. Williams & Konstantinos E. Zachariadis, 2024. "The asymptotics of price and strategy in the buyer’s bid double auction," Review of Economic Design, Springer;Society for Economic Design, vol. 28(1), pages 151-187, February.
2023
- Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023.
"The Stock Connect to China,"
AEA Papers and Proceedings, American Economic Association, vol. 113, pages 125-130, May.
- Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023. "The Stock Connect to China," NBER Working Papers 30893, National Bureau of Economic Research, Inc.
- Zhiguo He & Yunzhi Hu, 2023. "Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(3), pages 553-583, July.
- He, Zhiguo & Huang, Jing & Zhou, Jidong, 2023.
"Open banking: Credit market competition when borrowers own the data,"
Journal of Financial Economics, Elsevier, vol. 147(2), pages 449-474.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," NBER Working Papers 28118, National Bureau of Economic Research, Inc.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262, Cowles Foundation for Research in Economics, Yale University.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," Working Papers 2020-168, Becker Friedman Institute for Research In Economics.
- Zhiguo He & Jing Huang & Jidong Zhou, 2022. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262R, Cowles Foundation for Research in Economics, Yale University.
- Meng Tian & Liuren Wu & Zhiguo He, 2023. "Limits of Arbitrage and Primary Risk-Taking in Derivative Securities," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(3), pages 405-439.
- Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023. "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(4), pages 615-652.
- Fousseni Chabi-Yo & Hitesh DoshiC. T. Bauer & Virgilio Zurita & Zhiguo He, 2023. "Never a Dull Moment: Entropy Risk in Commodity Markets," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(4), pages 734-783.
- Peter DeMarzo & Zhiguo He & Fabrice Tourre, 2023.
"Sovereign Debt Ratchets and Welfare Destruction,"
Journal of Political Economy, University of Chicago Press, vol. 131(10), pages 2825-2892.
- Peter M. DeMarzo & Zhiguo He & Fabrice Tourre, 2021. "Sovereign Debt Ratchets and Welfare Destruction," NBER Working Papers 28599, National Bureau of Economic Research, Inc.
- Kallenos, Theodosis L. & Nishiotis, George P., 2023. "Market-based private equity returns," Journal of Banking & Finance, Elsevier, vol. 157(C).
- Ball, Sheryl & Katz, Benjamin & Li, Flora & Smith, Alec, 2023. "The effect of cognitive load on economic decision-making: a replication attempt," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 226-242.
- Sheryl Ball & Chetan Dave & Stefan Dodds, 2023.
"Enumerating rights: more is not always better,"
Public Choice, Springer, vol. 196(3), pages 403-425, September.
- Ball, Sheryl & Dave, Chetan & Dodds, Stefan, 2019. "Enumerating Rights: More is Not Always Better," Working Papers 2019-11, University of Alberta, Department of Economics.
2022
- William H. Sandholm & Hung V. Tran & Srinivas Arigapudi, 2022. "Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games," Mathematics of Operations Research, INFORMS, vol. 47(1), pages 72-99, February.
- He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022.
"Treasury inconvenience yields during the COVID-19 crisis,"
Journal of Financial Economics, Elsevier, vol. 143(1), pages 57-79.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers 27416, National Bureau of Economic Research, Inc.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020. "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers 2020-79, Becker Friedman Institute for Research In Economics.
- Zhiguo He & Yongxiang Wang, 2022. "Introduction: Special Issue on China I," Review of Finance, European Finance Association, vol. 26(3), pages 445-447.
- Zhiguo He & Paymon Khorrami & Zhaogang Song, 2022.
"Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4630-4673.
- Zhiguo He & Paymon Khorrami & Zhaogang Song, 2019. "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," NBER Working Papers 26494, National Bureau of Economic Research, Inc.
- Dan Amiram & Bjørn N. Jørgensen & Daniel Rabetti, 2022. "Coins for Bombs: The Predictive Ability of On‐Chain Transfers for Terrorist Attacks," Journal of Accounting Research, Wiley Blackwell, vol. 60(2), pages 427-466, May.
- Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Bjørn N. Jørgensen, 2022. "An alternative approach to detect earnings management to meet or beat benchmarks," Journal of Accounting Literature, Emerald Group Publishing Limited, vol. 45(1), pages 64-99, November.
- Hend Monjed & Salma Ibrahim & Bjørn N. Jørgensen, 2022. "Risk reporting and earnings smoothing: signaling or managerial opportunism?," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 21(5), pages 377-397, September.
- Hui Chen & Bjorn N. Jorgensen, 2022. "Insider Trading, Competition, and Real Activities Manipulation," Management Science, INFORMS, vol. 68(2), pages 1497-1511, February.
- Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022. "Price discovery using a double auction," Games and Economic Behavior, Elsevier, vol. 131(C), pages 57-83.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos E., 2022.
"The Wall Street stampede: Exit as governance with interacting blockholders,"
Journal of Financial Economics, Elsevier, vol. 144(2), pages 433-455.
- Cvijanovic, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2021. "The Wall Street stampede: exit as governance with interacting blockholders," LSE Research Online Documents on Economics 118846, London School of Economics and Political Science, LSE Library.
- Dasgupta, Amil & Cvijanovic, Dragana & Zachariadis, Konstantinos, 2019. "The Wall Street Stampede: Exit as Governance with Interacting Blockholders," CEPR Discussion Papers 13870, C.E.P.R. Discussion Papers.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2022. "The wall street stampede: exit as governance with interacting blockholders," LSE Research Online Documents on Economics 113710, London School of Economics and Political Science, LSE Library.
- Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022.
"Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
- Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos, 2014. "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics 60736, London School of Economics and Political Science, LSE Library.
- Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos E., 2022. "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics 111974, London School of Economics and Political Science, LSE Library.
- Bahel, Eric & Ball, Sheryl & Sarangi, Sudipta, 2022. "Communication and cooperation in Prisoner's Dilemma games," Games and Economic Behavior, Elsevier, vol. 133(C), pages 126-137.
- Tapas Kundu & Tore Nilssen, 2022. "Delegating pollution permits," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(2), pages 457-487, April.
2021
- Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
- Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021.
"Estimating the anomaly base rate,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
- Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019. "Estimating The Anomaly Base Rate," NBER Working Papers 26493, National Bureau of Economic Research, Inc.
- Neuhierl, Andreas & Varneskov, Rasmus T., 2021. "Frequency dependent risk," Journal of Financial Economics, Elsevier, vol. 140(2), pages 644-675.
- Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021. "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2813-2856.
- Peter M. Demarzo & Zhiguo He, 2021.
"Leverage Dynamics without Commitment,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1195-1250, June.
- Peter DeMarzo & Zhiguo He, 2016. "Leverage Dynamics without Commitment," NBER Working Papers 22799, National Bureau of Economic Research, Inc.
- Lin William Cong & Zhiguo He & Jiasun Li & Wei Jiang, 2021.
"Decentralized Mining in Centralized Pools [Concentrating on the fall of the labor share],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(3), pages 1191-1235.
- Lin William Cong & Zhiguo He & Jiasun Li, 2019. "Decentralized Mining in Centralized Pools," NBER Working Papers 25592, National Bureau of Economic Research, Inc.
- Jørgensen, Bjørn N. & Kavajecz, Kenneth A. & Swisher, Scott N., 2021. "The historical dynamics of US financial exchanges," Financial History Review, Cambridge University Press, vol. 28(2), pages 153-174, August.
- Thakor, Anjan V., 2021. "Politics, credit allocation and bank capital requirements," Journal of Financial Intermediation, Elsevier, vol. 45(C).
- Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2021.
"Intermediation Variety,"
Journal of Finance, American Finance Association, vol. 76(6), pages 3103-3152, December.
- Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2019. "Intermediation Variety," NBER Working Papers 25946, National Bureau of Economic Research, Inc.
- Anjan V. Thakor, 2021. "Ethics, Culture, and Higher Purpose in Banking: Post-Crisis Governance Developments," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-31, December.
- Abdelaziz Alsharawy & Sheryl Ball & Alec Smith & Ross Spoon, 2021. "Fear of COVID-19 changes economic preferences: evidence from a repeated cross-sectional MTurk survey," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 7(2), pages 103-119, December.
- Andrew F. Daughety & Jennifer F. Reinganum, 2021. "Prosecutor Quality, Witness Participation, Crime, and Reform," American Economic Journal: Microeconomics, American Economic Association, vol. 13(4), pages 64-100, November.
- Hassett Kevin A. & Zhong Weifeng, 2021.
"On the Observational Implications of Knightian Uncertainty,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(1), pages 115-147, January.
- Hassett, Kevin & Zhong, Weifeng, 2017. "On the Observational Implications of Knightian Uncertainty," MPRA Paper 82998, University Library of Munich, Germany.
- Clark, Derek J. & Kundu, Tapas, 2021. "Partial information disclosure in a contest," Economics Letters, Elsevier, vol. 204(C).
- Clark, Derek J. & Kundu, Tapas, 2021. "Competitive balance: Information disclosure and discrimination in an asymmetric contest," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 178-198.
- Barreda-Tarrazona, Iván & Kundu, Tapas & Østbye, Stein, 2021. "On rational forward-looking behavior in economic geography: An experimental analysis," Regional Science and Urban Economics, Elsevier, vol. 87(C).
2020
- Sandholm, William H. & Izquierdo, Segismundo S. & Izquierdo, Luis R., 2020. "Stability for best experienced payoff dynamics," Journal of Economic Theory, Elsevier, vol. 185(C).
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020.
"Dissecting Characteristics Nonparametrically,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Chen, Zhuo & He, Zhiguo & Liu, Chun, 2020.
"The financing of local government in China: Stimulus loan wanes and shadow banking waxes,"
Journal of Financial Economics, Elsevier, vol. 137(1), pages 42-71.
- Zhuo Chen & Zhiguo He & Chun Liu, 2017. "The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes," NBER Working Papers 23598, National Bureau of Economic Research, Inc.
- Marc Badia & Miguel Duro & Bjorn N. Jorgensen & Gaizka Ormazabal & Hans B. Christensen, 2020.
"The Informational Effects of Tightening Oil and Gas Disclosure Rules,"
Contemporary Accounting Research, John Wiley & Sons, vol. 37(3), pages 1720-1755, September.
- Ormazabal, Gaizka & Badia, Marc & Duro, Miguel & Jorgensen, Bjorn N., 2018. "The Informational Effects of Tightening Oil and Gas Disclosure Rules," CEPR Discussion Papers 12776, C.E.P.R. Discussion Papers.
- Thakor, Anjan V., 2020. "Fintech and banking: What do we know?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
- Thakor, Anjan, 2020. "Corrigendum to: Fintech and Banking: What Do We Know?," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Huang, Sheng & Maharjan, Johan & Thakor, Anjan V., 2020. "Disagreement-induced CEO turnover," Journal of Financial Intermediation, Elsevier, vol. 43(C).
- Rotem Botvinik-Nezer & Felix Holzmeister & Colin F. Camerer & Anna Dreber & Juergen Huber & Magnus Johannesson & Michael Kirchler & Roni Iwanir & Jeanette A. Mumford & R. Alison Adcock & Paolo Avesani, 2020. "Variability in the analysis of a single neuroimaging dataset by many teams," Nature, Nature, vol. 582(7810), pages 84-88, June.
- Andrew F Daughety & Jennifer F Reinganum, 2020. "Reducing Unjust Convictions: Plea Bargaining, Trial, and Evidence Disclosure [“Prosecutorial Resources, Plea Bargaining, and the Decision to Go to Trial]," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 36(2), pages 378-414.
- Tapas Kundu & Tore Nilssen, 2020.
"Delegation of Regulation,"
Journal of Industrial Economics, Wiley Blackwell, vol. 68(3), pages 445-482, September.
- Nilssen, Tore & Kundu, Tapas, 2018. "Delegation of Regulation," Memorandum 12/2017, Oslo University, Department of Economics.
- Tapas Kundu & Tore Nilssen, 2017. "Delegation of Regulation," CESifo Working Paper Series 6589, CESifo.
- Tapas Kundu & Tore Nilssen, 2017. "Delegation of Regulation," Working Papers 201703, Oslo Metropolitan University, Oslo Business School.
2019
- Izquierdo, Luis R. & Izquierdo, Segismundo S. & Sandholm, William H., 2019. "An introduction to ABED: Agent-based simulation of evolutionary game dynamics," Games and Economic Behavior, Elsevier, vol. 118(C), pages 434-462.
- Sandholm, William H. & Izquierdo, Segismundo S. & Izquierdo, Luis R., 2019. "Best experienced payoff dynamics and cooperation in the Centipede game," Theoretical Economics, Econometric Society, vol. 14(4), November.
- Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2019.
"A Model of Safe Asset Determination,"
American Economic Review, American Economic Association, vol. 109(4), pages 1230-1262, April.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "A Model of Safe Asset Determination," NBER Working Papers 22271, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2019.
"A Macroeconomic Framework for Quantifying Systemic Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 1-37, October.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
- He, Zhiguo & Krishnamurthy, Arvind, 2015. "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers 3277, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," Swiss Finance Institute Research Paper Series 13-42, Swiss Finance Institute, revised Apr 2015.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2012. "A macroeconomic framework for quantifying systemic risk," Working Paper Research 233, National Bank of Belgium.
- Lin William Cong & Zhiguo He, 2019.
"Blockchain Disruption and Smart Contracts,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1754-1797.
- Lin William Cong & Zhiguo He, 2018. "Blockchain Disruption and Smart Contracts," NBER Working Papers 24399, National Bureau of Economic Research, Inc.
- Jason Roderick Donaldson & Giorgia Piacentino & Anjan Thakor, 2019. "Household Debt Overhang and Unemployment," Journal of Finance, American Finance Association, vol. 74(3), pages 1473-1502, June.
- Song, Fenghua & Thakor, Anjan V., 2019. "Bank culture," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 59-79.
- Adriano A Rampini & S Viswanathan, 2019.
"Financial Intermediary Capital,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(1), pages 413-455.
- Rampini, Adriano A. & Viswanathan, S., 2018. "Financial Intermediary Capital," CEPR Discussion Papers 12800, C.E.P.R. Discussion Papers.
- S. Viswanathan & Adriano A. Rampini, 2010. "Financial Intermediary Capital," 2010 Meeting Papers 1071, Society for Economic Dynamics.
- Adriano A. Rampini & S. Viswanathan, 2017. "Financial Intermediary Capital," NBER Working Papers 23302, National Bureau of Economic Research, Inc.
- Nishiotis, George P. & Rompolis, Leonidas S., 2019. "Put-call parity violations and return predictability: Evidence from the 2008 short sale ban," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 276-297.
- Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019. "Private information in currency markets," Journal of Financial Economics, Elsevier, vol. 131(3), pages 643-665.
- Guillaume R. Fréchette & Alessandro Lizzeri & Tobias Salz, 2019.
"Frictions in a Competitive, Regulated Market: Evidence from Taxis,"
American Economic Review, American Economic Association, vol. 109(8), pages 2954-2992, August.
- Lizzeri, Alessandro & Frechette, Guilaume & Salz, Tobias, 2016. "Frictions in a Competitive, Regulated Market Evidence from Taxis," CEPR Discussion Papers 11626, C.E.P.R. Discussion Papers.
- Guillaume R. Fréchette & Alessandro Lizzeri & Tobias Salz, 2018. "Frictions in a Competitive, Regulated Market: Evidence from Taxis," NBER Working Papers 24921, National Bureau of Economic Research, Inc.
- Ruiqing Zhong & Weifeng Zhong, 2019.
"Political Institutions and the Governmental Burden on Businesses,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 175(2), pages 332-371.
- Weifeng Zhong & Ruiqing Zhong, 2016. "Political institutions and the governmental burden on businesses," AEI Economics Working Papers 905027, American Enterprise Institute.
2018
- Mertikopoulos, Panayotis & Sandholm, William H., 2018. "Riemannian game dynamics," Journal of Economic Theory, Elsevier, vol. 177(C), pages 315-364.
- William H. Sandholm & Mathias Staudigl, 2018. "Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1348-1377, November.
- Kim, Soohun & Skoulakis, Georgios, 2018. "Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach," Journal of Econometrics, Elsevier, vol. 204(2), pages 159-188.
- Dholakia, Ruby R. & Dholakia, Nikhilesh & Chattopadhyay, Atish, 2018. "Indigenous marketing practices and theories in emerging economies: Consumer behavior and retail transformations in India," Journal of Business Research, Elsevier, vol. 86(C), pages 406-415.
- Mann Zhang & Nikhilesh Dholakia, 2018. "Conceptual framing of virtuality and virtual consumption research," Journal of Global Scholars of Marketing Science, Taylor & Francis Journals, vol. 28(4), pages 305-319, October.
- Zhiguo He & Arvind Krishnamurthy, 2018.
"Intermediary Asset Pricing and the Financial Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
- Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018.
"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 852-897.
- Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2014. "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," NBER Working Papers 20638, National Bureau of Economic Research, Inc.
- Hui Chen & Bjorn N. Jorgensen, 2018.
"Market Exit Through Divestment—The Effect of Accounting Bias on Competition,"
Management Science, INFORMS, vol. 64(1), pages 164-177, January.
- Chen, Hui & Jorgensen, Bjorn, 2018. "Market exit through divestment: the effect of accounting bias on competition," LSE Research Online Documents on Economics 64217, London School of Economics and Political Science, LSE Library.
- Thakor, Anjan V., 2018. "Post-crisis regulatory reform in banking: Address insolvency risk, not illiquidity!," Journal of Financial Stability, Elsevier, vol. 37(C), pages 107-111.
- Donaldson, Jason Roderick & Piacentino, Giorgia & Thakor, Anjan, 2018.
"Warehouse banking,"
Journal of Financial Economics, Elsevier, vol. 129(2), pages 250-267.
- Giorgia Piacentino & Anjan Thakor & Jason Donaldson, 2016. "Warehouse Banking," 2016 Meeting Papers 588, Society for Economic Dynamics.
- Jimmy Chan & Alessandro Lizzeri & Wing Suen & Leeat Yariv, 2018.
"Deliberating Collective Decisions,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 929-963.
- Lizzeri, Alessandro & Yariv, Leeat & Chan, Jimmy & Suen, Wing, 2015. "Deliberating Collective Decisions," CEPR Discussion Papers 10466, C.E.P.R. Discussion Papers.
- Andrew F Daughety & Jennifer F Reinganum, 2018. "Evidence Suppression by Prosecutors: Violations of the Brady Rule," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 34(3), pages 475-510.
2017
- Aras Özgün & Nikhilesh Dholakia & Deniz Atik, 2017. "Marketization and Foucault," Global Business Review, International Management Institute, vol. 18(3_suppl), pages 191-202, June.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017.
"Intermediary asset pricing: New evidence from many asset classes,"
Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
- Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017.
"Optimal Long-Term Contracting with Learning,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2006-2065.
- Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016. "Optimal Long-Term Contracting with Learning," FRB Atlanta Working Paper 2016-10, Federal Reserve Bank of Atlanta.
- Jianfeng Yu & Bin Wei & Zhiguo He, 2012. "Optimal Long-term Contracting with Learning," 2012 Meeting Papers 221, Society for Economic Dynamics.
- Elizabeth A. Gordon & Elaine Henry & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2017.
"Flexibility in cash-flow classification under IFRS: determinants and consequences,"
Review of Accounting Studies, Springer, vol. 22(2), pages 839-872, June.
- Gordon, Elizabeth A. & Henry, Elaine & Jorgensen, Bjorn N. & Linthicum, Cheryl L., 2017. "Flexibility in cash-flow classification under IFRS: determinants and consequences," LSE Research Online Documents on Economics 67367, London School of Economics and Political Science, LSE Library.
- Bjorn N. Jorgensen & Julia Morley, 2017. "Discussion of “Are Related Party Transactions Red Flags?â€," Contemporary Accounting Research, John Wiley & Sons, vol. 34(2), pages 929-939, June.
- Konstantinos E. Zachariadis & Ioan F. Olaru, 2017. "The Impact of Security Trading on Corporate Restructurings," Review of Finance, European Finance Association, vol. 21(2), pages 667-718.
- Alessandro Lizzeri & Leeat Yariv, 2017.
"Collective Self-Control,"
American Economic Journal: Microeconomics, American Economic Association, vol. 9(3), pages 213-244, August.
- Lizzeri, Alessandro & Yariv, Leeat, 2015. "Collective Self Control," CEPR Discussion Papers 10458, C.E.P.R. Discussion Papers.
2016
- Sandholm, William H. & Staudigl, Mathias, 2016. "Large deviations and stochastic stability in the small noise double limit," Theoretical Economics, Econometric Society, vol. 11(1), January.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016.
"What Makes US Government Bonds Safe Assets?,"
American Economic Review, American Economic Association, vol. 106(5), pages 519-523, May.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "What Makes US Government Bonds Safe Assets?," NBER Working Papers 22017, National Bureau of Economic Research, Inc.
- He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2016. "What Makes US Government Bonds Safe Assets?," Research Papers 3421, Stanford University, Graduate School of Business.
- Zhiguo He & Asaf Manela, 2016.
"Information Acquisition in Rumor‐Based Bank Runs,"
Journal of Finance, American Finance Association, vol. 71(3), pages 1113-1158, June.
- Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
- Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers 170, Society for Economic Dynamics.
- Zhiguo He & Gregor Matvos, 2016.
"Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?,"
Management Science, INFORMS, vol. 62(2), pages 303-325, February.
- Zhiguo He & Gregor Matvos, 2012. "Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?," NBER Working Papers 17920, National Bureau of Economic Research, Inc.
- Zhiguo He & Konstantin Milbradt, 2016.
"Dynamic Debt Maturity,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
- Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," NBER Working Papers 21919, National Bureau of Economic Research, Inc.
- Zhiguo He & Péter Kondor, 2016.
"Inefficient Investment Waves,"
Econometrica, Econometric Society, vol. 84, pages 735-780, March.
- Peter Kondor, 2012. "Inefficient Investment Waves," 2012 Meeting Papers 1187, Society for Economic Dynamics.
- Zhiguo, He & Kondor, Peter, 2016. "Inefficient investment waves," LSE Research Online Documents on Economics 64412, London School of Economics and Political Science, LSE Library.
- Zhiguo He & Péter Kondor, 2012. "Inefficient Investment Waves," NBER Working Papers 18217, National Bureau of Economic Research, Inc.
- Dragana Cvijanović & Amil Dasgupta & Konstantinos E. Zachariadis, 2016.
"Ties That Bind: How Business Connections Affect Mutual Fund Activism,"
Journal of Finance, American Finance Association, vol. 71(6), pages 2933-2966, December.
- Dragana Cvijanovic & Amil Dasgupta & Konstantinos Zachariadis, 2014. "Ties that Bind:How business connections affect mutual fund activism," FMG Discussion Papers dp731, Financial Markets Group.
- Cvijanovic, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2014. "Ties that bind: how business connections affect mutual fund activism," LSE Research Online Documents on Economics 119030, London School of Economics and Political Science, LSE Library.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2016. "Ties that bind: how business connections affect mutual fund activism," LSE Research Online Documents on Economics 65929, London School of Economics and Political Science, LSE Library.
- Anjan V. Thakor, 2016. "Corporate culture in banking," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 5-16.
- Thakor, Anjan V., 2016. "The highs and the lows: A theory of credit risk assessment and pricing through the business cycle," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 1-29.
- Acharya, Viral V. & Thakor, Anjan V., 2016. "The dark side of liquidity creation: Leverage and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 4-21.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2016.
"Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 36-75.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid, 2012. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting," CEPR Discussion Papers 8822, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Working Papers (Old Series) 1024, Federal Reserve Bank of Cleveland.
- Viral V. Acharya & Hamid Mehran & Anjan V. Thakor, 2010. "Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting," Staff Reports 469, Federal Reserve Bank of New York.
- Aimone, Jason A. & Ball, Sheryl & King-Casas, Brooks, 2016. "‘Nudging’ risky decision-making: The causal influence of information order," Economics Letters, Elsevier, vol. 149(C), pages 161-163.
- Atal, Vidya & Bar, Talia & Gordon, Sidartha, 2016.
"Project selection: Commitment and competition,"
Games and Economic Behavior, Elsevier, vol. 96(C), pages 30-48.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2014. "Project Selection: Commitment and Competition," Working papers 2014-28, University of Connecticut, Department of Economics.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2016. "Project selection: Commitment and competition," Post-Print hal-01408902, HAL.
- Andrew F. Daughety & Jennifer F. Reinganum, 2016. "Informal Sanctions on Prosecutors and Defendants and the Disposition of Criminal Cases," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 32(2), pages 359-394.
- Andrew F. Daughety & Jennifer F. Reinganum, 2016. "Platform-Intermediated Trade with Uncertain Quality," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 172(1), pages 35-39, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2016.
"Selecting among Acquitted Defendants: Procedural Choice versus Selective Compensation,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 172(1), pages 113-133, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2016. "Selecting among Acquitted Defendants: Procedural Choice versus Selective Compensation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 172(1), pages 113-133.
- Weifeng Zhong, 2016. "The candidates in their own words: A textual analysis of 2016 president primary debates," AEI Economic Perspectives, American Enterprise Institute, April.
2015
- , & , H. & ,, 2015.
"Sampling best response dynamics and deterministic equilibrium selection,"
Theoretical Economics, Econometric Society, vol. 10(1), January.
- Oyama Daisuke & William H. Sandholm & Olivier Tercieux, 2015. "Sampling best response dynamics and deterministic equilibrium selection," PSE-Ecole d'économie de Paris (Postprint) halshs-01157537, HAL.
- Oyama Daisuke & William H. Sandholm & Olivier Tercieux, 2015. "Sampling best response dynamics and deterministic equilibrium selection," Post-Print halshs-01157537, HAL.
- Brian M. Burnett & Elizabeth A. Gordon & Bjorn N. Jorgensen & Cheryl L. Linthicum, 2015.
"Earnings Quality: Evidence from Canadian Firms' Choice between IFRS and U.S. GAAP,"
Accounting Perspectives, John Wiley & Sons, vol. 14(3), pages 212-249, September.
- Burnett, Brian M. & Gordon, Elizabeth A. & Jorgensen, Bjorn N. & Linthicum, Cheryl L., 2015. "Earnings quality: evidence from Canadian firms’ choice between IFRS and U.S. GAAP," LSE Research Online Documents on Economics 62325, London School of Economics and Political Science, LSE Library.
- Bjorn N. Jorgensen & Michael T. Kirschenheiter, 2015. "Discretionary Disclosures to Risk†Averse Traders: A Research Note," Contemporary Accounting Research, John Wiley & Sons, vol. 32(3), pages 1224-1235, September.
- Thakor, Anjan V., 2015. "Strategic information disclosure when there is fundamental disagreement," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 131-153.
- Goel, Anand M. & Thakor, Anjan V., 2015. "Information reliability and welfare: A theory of coarse credit ratings," Journal of Financial Economics, Elsevier, vol. 115(3), pages 541-557.
- Anjan Thakor, 2015. "Lending Booms, Smart Bankers, and Financial Crises," American Economic Review, American Economic Association, vol. 105(5), pages 305-309, May.
- Anjan V. Thakor, 2015. "The Financial Crisis of 2007–2009: Why Did It Happen and What Did We Learn?," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 4(2), pages 155-205.
- Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015. "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, vol. 116(3), pages 526-547.
- Alberto Bisin & Alessandro Lizzeri & Leeat Yariv, 2015.
"Government Policy with Time Inconsistent Voters,"
American Economic Review, American Economic Association, vol. 105(6), pages 1711-1737, June.
- Leeat Yariv & Alessandro Lizzeri & Alberto Bisin, 2012. "Government Policy with Time Inconsistent Voters," 2012 Meeting Papers 92, Society for Economic Dynamics.
- Jason Aimone & Sheryl Ball & Brooks King-Casas, 2015. "The Betrayal Aversion Elicitation Task: An Individual Level Betrayal Aversion Measure," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-12, September.
- Sidartha Gordon, 2015.
"Unanimity in attribute-based preference domains,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(1), pages 13-29, January.
- Sidartha Gordon, 2014. "Unanimity in Attribute-Based Preference Domains," Working Papers hal-01061994, HAL.
- Ying Chen & Sidartha Gordon, 2015.
"Information transmission in nested sender–receiver games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(3), pages 543-569, April.
- Ying Chen & Sidartha Gordon, 2014. "Information Transmission in Nested Sender-Receiver Games," Working Papers hal-00973071, HAL.
- Sidartha Gordon & Alessandro Riboni, 2015.
"Doubts and Dogmatism in Conflict Behaviour,"
Economic Journal, Royal Economic Society, vol. 125(589), pages 1790-1817, December.
- Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," SciencePo Working papers hal-01073538, HAL.
- Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," SciencePo Working papers Main hal-01073538, HAL.
- Sidartha Gordon & Alessandro Riboni, 2015. "Doubts and Dogmatism in Conflict Behaviour," Post-Print hal-01408877, HAL.
- Sidartha Gordon & Alessandro Riboni, 2014. "Doubts and Dogmatism in Conflict Behavior," Working Papers hal-01073538, HAL.
- Alessandro Riboni, 2010. "Doubts and Dogmatism in Conflict Behavior," 2010 Meeting Papers 296, Society for Economic Dynamics.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2015.
"Mobility and Conflict,"
American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 281-319, February.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2012. "Mobility and Conflict," CESifo Working Paper Series 3699, CESifo.
- Sourav Bhattacharya & Joyee Deb & Tapas Kundu, 2011. "Mobility and Conflict," Working Papers 11-20, New York University, Leonard N. Stern School of Business, Department of Economics.
2014
- William Sandholm, 2014. "Probabilistic Interpretations of Integrability for Game Dynamics," Dynamic Games and Applications, Springer, vol. 4(1), pages 95-106, March.
- Douglas W. Diamond & Zhiguo He, 2014.
"A Theory of Debt Maturity: The Long and Short of Debt Overhang,"
Journal of Finance, American Finance Association, vol. 69(2), pages 719-762, April.
- Douglas W. Diamond & Zhiguo He, 2012. "A Theory of Debt Maturity: The Long and Short of Debt Overhang," NBER Working Papers 18160, National Bureau of Economic Research, Inc.
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014.
"Uncertainty, Risk, and Incentives: Theory and Evidence,"
Management Science, INFORMS, vol. 60(1), pages 206-226, January.
- Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2013. "Uncertainty, risk, and incentives: theory and evidence," Finance and Economics Discussion Series 2013-18, Board of Governors of the Federal Reserve System (U.S.).
- Zhiguo He & Konstantin Milbradt, 2014.
"Endogenous Liquidity and Defaultable Bonds,"
Econometrica, Econometric Society, vol. 82(4), pages 1443-1508, July.
- Konstantin Milbradt & Zhiguo He, 2012. "Endogenous liquidity and defaultable bonds," 2012 Meeting Papers 86, Society for Economic Dynamics.
- Zhiguo He & Konstantin Milbradt, 2012. "Endogenous Liquidity and Defaultable Bonds," NBER Working Papers 18408, National Bureau of Economic Research, Inc.
- Brad Badertscher & Bjorn Jorgensen & Sharon Katz & William Kinney, 2014. "Public Equity and Audit Pricing in the United States," Journal of Accounting Research, Wiley Blackwell, vol. 52(2), pages 303-339, May.
- Yuri Biondi & Eiko Tsujiyama & Jonathan Glover & Nicole T. Jenkins & Bjorn Jorgensen & John Lacey & Richard Macve, 2014. "'Old Hens Make the Best Soup': Accounting for the Earning Process and the IASB/FASB Attempts to Reform Revenue Recognition Accounting Standards," Accounting in Europe, Taylor & Francis Journals, vol. 11(1), pages 13-33, June.
- Bjorn N. Jorgensen & Yong Gyu Lee & Steve Rock, 2014. "The Shapes of Scaled Earnings Histograms Are Not Due to Scaling and Sample Selection: Evidence from Distributions of Reported Earnings per Share," Contemporary Accounting Research, John Wiley & Sons, vol. 31(2), pages 498-521, June.
- Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2014. "Optimality versus practicality in market design: A comparison of two double auctions," Games and Economic Behavior, Elsevier, vol. 86(C), pages 248-263.
- Anjan V. Thakor, 2014. "Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 185-223, December.
- Goel, Anand M. & Song, Fenghua & Thakor, Anjan V., 2014. "Correlated leverage and its ramifications," Journal of Financial Intermediation, Elsevier, vol. 23(4), pages 471-503.
- Radhakrishnan Gopalan & Todd Milbourn & Fenghua Song & Anjan V. Thakor, 2014. "Duration of Executive Compensation," Journal of Finance, American Finance Association, vol. 69(6), pages 2777-2817, December.
- Rampini, Adriano A. & Sufi, Amir & Viswanathan, S., 2014. "Dynamic risk management," Journal of Financial Economics, Elsevier, vol. 111(2), pages 271-296.
- Alessandro Gavazza & Alessandro Lizzeri & Nikita Roketskiy, 2014.
"A Quantitative Analysis of the Used-Car Market,"
American Economic Review, American Economic Association, vol. 104(11), pages 3668-3700, November.
- Nikita Roketskiy & Alessandro Lizzeri & Alessandro Gavazza, 2012. "A Quantitative Analysis of the Used Car Market," 2012 Meeting Papers 173, Society for Economic Dynamics.
- Gavazza, Alessandro & Lizzeri, Alessandro & Rokestkiy, Nikita, 2012. "A quantitative analysis of the used-car market," MPRA Paper 38414, University Library of Munich, Germany.
- Gavazza, Alessandro & Lizzeri, Alessandro & Roketskiy, Nikita, 2014. "A quantitative analysis of the used-car market," LSE Research Online Documents on Economics 55720, London School of Economics and Political Science, LSE Library.
- Igal Hendel & Alessandro Lizzeri & Nikita Roketskiy, 2014. "Nonlinear Pricing of Storable Goods," American Economic Journal: Microeconomics, American Economic Association, vol. 6(3), pages 1-34, August.
- Talia Bar & Sidartha Gordon, 2014.
"Optimal Project Selection Mechanisms,"
American Economic Journal: Microeconomics, American Economic Association, vol. 6(3), pages 227-255, August.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," SciencePo Working papers hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," Working Papers hal-00972867, HAL.
- Talia Bar & Sidartha Gordon, 2013. "Optimal Project Selection Mechanisms," SciencePo Working papers Main hal-00972867, HAL.
- Andrew F. Daughety & Jennifer F. Reinganum, 2014.
"Cumulative Harm and Resilient Liability Rules for Product Markets,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 30(2), pages 371-400.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011. "Cumulative Harm and Resilient Liability Rules for Product Markets," Vanderbilt University Department of Economics Working Papers 1125, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2014.
"The Effect of Third-Party Funding of Plaintiffs on Settlement,"
American Economic Review, American Economic Association, vol. 104(8), pages 2552-2566, August.
- Andrew Daughety & Jennifer Reinganum, 2014. "The Effect of Third-Party Funding of Plaintiffs on Settlement," Vanderbilt University Department of Economics Working Papers 14-00002, Vanderbilt University Department of Economics.
- Andrew Daughety & Jennifer Reinganum, 2013. "The effect of third-party funding of plaintiffs on settlement," Vanderbilt University Department of Economics Working Papers 13-00001, Vanderbilt University Department of Economics.
- Bhattacharya, Sourav & Kundu, Tapas, 2014. "Resistance, redistribution and investor-friendliness," Journal of Development Economics, Elsevier, vol. 109(C), pages 124-142.
2013
- Neuhierl, Andreas & Scherbina, Anna & Schlusche, Bernd, 2013. "Market Reaction to Corporate Press Releases," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(4), pages 1207-1240, August.
- Zhiguo He & Arvind Krishnamurthy, 2013.
"Intermediary Asset Pricing,"
American Economic Review, American Economic Association, vol. 103(2), pages 732-770, April.
- Zhiguo He & Arvind Krishnamurthy, 2008. "Intermediary Asset Pricing," NBER Working Papers 14517, National Bureau of Economic Research, Inc.
- Arvind Krishnamurhty & Zhiguo He, 2010. "Intermediary Asset Pricing," 2010 Meeting Papers 1327, Society for Economic Dynamics.
- He, Zhiguo & Xiong, Wei, 2013.
"Delegated asset management, investment mandates, and capital immobility,"
Journal of Financial Economics, Elsevier, vol. 107(2), pages 239-258.
- Zhiguo He & Wei Xiong, 2008. "Delegated Asset Management, Investment Mandates, and Capital Immobility," NBER Working Papers 14574, National Bureau of Economic Research, Inc.
- Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
- Fenghua Song & Anjan Thakor, 2013. "Notes on Financial System Development and Political Intervention-super-," The World Bank Economic Review, World Bank, vol. 27(3), pages 491-513.
- Sheng Huang & Anjan V. Thakor, 2013. "Investor Heterogeneity, Investor-Management Disagreement and Share Repurchases," The Review of Financial Studies, Society for Financial Studies, vol. 26(10), pages 2453-2491.
- Rampini, Adriano A. & Viswanathan, S., 2013.
"Collateral and capital structure,"
Journal of Financial Economics, Elsevier, vol. 109(2), pages 466-492.
- S. Viswanathan & Adriano Rampini, 2009. "Collateral and Capital Structure," 2009 Meeting Papers 525, Society for Economic Dynamics.
- Bochet, Olivier & Gordon, Sidartha & Saran, Rene, 2013. "Weighted majoritarian rules for the location of multiple public facilities," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 454-459.
- Andrew F. Daughety & Jennifer F. Reinganum, 2013. "Search, bargaining, and signalling in the market for legal services," RAND Journal of Economics, RAND Corporation, vol. 44(1), pages 82-103, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2013.
"Cumulative Harm, Products Liability, and Bilateral Care,"
American Law and Economics Review, American Law and Economics Association, vol. 15(2), pages 409-442.
- Daughety, Andrew F. & Reinganum, Jennifer F., 2013. "Cumulative Harm, Products Liability, and Bilateral Care," IAST Working Papers 13-06, Institute for Advanced Study in Toulouse (IAST).
2012
- Sandholm, William H., 2012. "Stochastic imitative game dynamics with committed agents," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2056-2071.
- Ross Cressman & William Sandholm & Christine Taylor, 2012. "Preface: Second DGAA Special Issue on Evolutionary Games," Dynamic Games and Applications, Springer, vol. 2(1), pages 1-3, March.
- G. Bamberg & A. Neuhierl, 2012.
"Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 228-240, May.
- Bamberg G. & Neuhierl A., 2012. "Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails," German Economic Review, De Gruyter, vol. 13(2), pages 228-240, May.
- Zhiguo He & Wei Xiong, 2012.
"Debt Financing in Asset Markets,"
American Economic Review, American Economic Association, vol. 102(3), pages 88-94, May.
- Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," NBER Working Papers 17935, National Bureau of Economic Research, Inc.
- Zhiguo He & Wei Xiong, 2012.
"Rollover Risk and Credit Risk,"
Journal of Finance, American Finance Association, vol. 67(2), pages 391-430, April.
- Wei Xiong & Zhiguo He, 2010. "Rollover Risk and Credit Risk," 2010 Meeting Papers 98, Society for Economic Dynamics.
- Zhiguo He & Wei Xiong, 2010. "Rollover Risk and Credit Risk," NBER Working Papers 15653, National Bureau of Economic Research, Inc.
- Peter M. Demarzo & Michael J. Fishman & Zhiguo He & Neng Wang, 2012.
"Dynamic Agency and the q Theory of Investment,"
Journal of Finance, American Finance Association, vol. 67(6), pages 2295-2340, December.
- Zhiguo He & Neng Wang & Mike Fishman & Peter DeMarzo, 2008. "Dynamic agency and the q theory of investment," 2008 Meeting Papers 1070, Society for Economic Dynamics.
- Zhiguo He, 2012. "Dynamic Compensation Contracts with Private Savings," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1494-1549.
- Zhiguo He & Wei Xiong, 2012.
"Dynamic Debt Runs,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1799-1843.
- Wei Xiong & Zhiguo He, 2011. "Dynamic Debt Runs," 2011 Meeting Papers 902, Society for Economic Dynamics.
- Zhiguo He & Wei Xiong, 2009. "Dynamic Debt Runs," NBER Working Papers 15482, National Bureau of Economic Research, Inc.
- Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012. "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 1-20.
- Anne Gron & Bjørn N. Jørgensen & Nicholas G. Polson, 2012. "Optimal portfolio choice and stochastic volatility," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 28(1), pages 1-15, January.
- Bjorn N. Jorgensen & Michael T. Kirschenheiter, 2012. "Interactive Discretionary Disclosures," Contemporary Accounting Research, John Wiley & Sons, vol. 29(2), pages 382-397, June.
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2012.
"Robust capital regulation,"
Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(May).
- Viral V. Acharya & Hamid Mehran & Til Schuermann & Anjan V. Thakor, 2011. "Robust capital regulation," Staff Reports 490, Federal Reserve Bank of New York.
- Thakor, Anjan & Acharya, Viral & Mehran, Hamid & Schuermann, Til, 2012. "Robust Capital Regulation," CEPR Discussion Papers 8792, C.E.P.R. Discussion Papers.
- Thakor, Anjan V., 2012. "Incentives to innovate and financial crises," Journal of Financial Economics, Elsevier, vol. 103(1), pages 130-148.
- Bris, Arturo & Cantale, Salvatore & Hrnjić, Emir & Nishiotis, George P., 2012. "The value of information in cross-listing," Journal of Corporate Finance, Elsevier, vol. 18(2), pages 207-220.
- Bochet, Olivier & Gordon, Sidartha, 2012.
"Priorities in the location of multiple public facilities,"
Games and Economic Behavior, Elsevier, vol. 74(1), pages 52-67.
- BOCHET, Olivier & GORDON, Sidartha, 2008. "Priorities in the Location of Multiple Public Facilities," Cahiers de recherche 2008-07, Universite de Montreal, Departement de sciences economiques.
- Olivier Bochet & Sidartha Gordon, 2008. "Priorities in the Location of Multiple Public Facilities," Diskussionsschriften dp0902, Universitaet Bern, Departement Volkswirtschaft.
- BOCHET, Olivier & GORDON, Sidartha, 2008. "Priorities in the Location of Multiple Public Facilities," Cahiers de recherche 07-2008, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
2011
- Dokumacı, Emin & Sandholm, William H., 2011. "Large deviations and multinomial probit choice," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2151-2158.
- , & , H., 2011. "Survival of dominated strategies under evolutionary dynamics," Theoretical Economics, Econometric Society, vol. 6(3), September.
- Andreas Neuhierl & Bernd Schlusche, 2011. "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 550-587, Summer.
- Bakshi, Gurdip & Panayotov, George & Skoulakis, Georgios, 2011. "Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios," Journal of Financial Economics, Elsevier, vol. 100(3), pages 475-495, June.
- He, Zhiguo, 2011. "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, vol. 100(2), pages 351-366, May.
- Bjorn N. Jorgensen & Yong Gyu Lee & Yong Keun Yoo, 2011. "The Valuation Accuracy of Equity Value Estimates Inferred from Conventional Empirical Implementations of the Abnormal Earnings Growth Model: US Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(3-4), pages 446-471, April.
- Clayton, Matthew J. & Jorgensen, Bjorn N., 2011. "Corporate equity ownership, investment, and product market relationships," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1377-1388.
- Arnoud W. A. Boot & Anjan V. Thakor, 2011. "Managerial Autonomy, Allocation of Control Rights, and Optimal Capital Structure," The Review of Financial Studies, Society for Financial Studies, vol. 24(10), pages 3434-3485.
- Viral V. Acharya & S. Viswanathan, 2011.
"Leverage, Moral Hazard, and Liquidity,"
Journal of Finance, American Finance Association, vol. 66(1), pages 99-138, February.
- Viral V. Acharya & S. Viswanathan, 2010. "Leverage, Moral Hazard and Liquidity," NBER Working Papers 15837, National Bureau of Economic Research, Inc.
- Alessandro Gavazza & Alessandro Lizzeri, 2011. "Transparency and Manipulation of Public Accounts," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 13(3), pages 327-349, June.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011.
"A dynamic model of lawsuit joinder and settlement,"
RAND Journal of Economics, RAND Corporation, vol. 42(3), pages 471-494, September.
- Andrew F. Daughety & Jennifer F. Reinganum, 2009. "A Dynamic Model of Lawsuit Joinder and Settlement," Vanderbilt University Department of Economics Working Papers 0911, Vanderbilt University Department of Economics.
2010
- Sandholm, William H., 2010. "Decompositions and potentials for normal form games," Games and Economic Behavior, Elsevier, vol. 70(2), pages 446-456, November.
- , H., 2010. "Local stability under evolutionary game dynamics," Theoretical Economics, Econometric Society, vol. 5(1), January.
- , H., 2010. "Orders of limits for stationary distributions, stochastic dominance, and stochastic stability," Theoretical Economics, Econometric Society, vol. 5(1), January.
- Bakshi, Gurdip & Skoulakis, Georgios, 2010. "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 462-477, December.
- Lorenzo Garlappi & Georgios Skoulakis, 2010. "Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3346-3400.
- Alexandre Carvalho & Georgios Skoulakis, 2010. "Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 642-687.
- Arruda-Filho, Emílio J.M. & Cabusas, Julianne A. & Dholakia, Nikhilesh, 2010. "Social behavior and brand devotion among iPhone innovators," International Journal of Information Management, Elsevier, vol. 30(6), pages 475-480.
- Zhiguo He & In Gu Khang & Arvind Krishnamurthy, 2010. "Balance Sheet Adjustments during the 2008 Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 58(1), pages 118-156, August.
- Fenghua Song & AnjanV. Thakor, 2010. "Financial System Architecture and the Co-evolution of Banks and Capital Markets," Economic Journal, Royal Economic Society, vol. 120(547), pages 1021-1055, September.
- Anand M. Goel & Anjan V. Thakor, 2010. "Do Envious CEOs Cause Merger Waves?," The Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 487-517, February.
- Anjan V. Thakor & Toni M. Whited, 2010. "Shareholder-Manager Disagreement and Corporate Investment," Review of Finance, European Finance Association, vol. 15(2), pages 277-300.
- Allaudeen Hameed & Wenjin Kang & S. Viswanathan, 2010. "Stock Market Declines and Liquidity," Journal of Finance, American Finance Association, vol. 65(1), pages 257-293, February.
- Adriano A. Rampini & S. Viswanathan, 2010. "Collateral, Risk Management, and the Distribution of Debt Capacity," Journal of Finance, American Finance Association, vol. 65(6), pages 2293-2322, December.
- Sheryl Ball & Catherine Eckel & Maria Heracleous, 2010. "Risk aversion and physical prowess: Prediction, choice and bias," Journal of Risk and Uncertainty, Springer, vol. 41(3), pages 167-193, December.
- Richard Ashley & Sheryl Ball & Catherine Eckel, 2010. "Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments," Southern Economic Journal, John Wiley & Sons, vol. 77(1), pages 15-26, July.
- Andrew F. Daughety & Jennifer F. Reinganum, 2010. "Public Goods, Social Pressure, and the Choice between Privacy and Publicity," American Economic Journal: Microeconomics, American Economic Association, vol. 2(2), pages 191-221, May.
- Jennifer F. Reinganum, 2010. "Population-Based Liability Determination, Mass Torts, and the Incentives for Suit, Settlement, and Trial," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 26(3), pages 460-492.
- Klibanoff Peter & Kundu Tapas, 2010. "Monopoly Pricing under a Medicaid-Style Most-Favored-Customer Clause and Its Welfare Implication," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-43, August.
2009
- Hofbauer, Josef & Sandholm, William H., 2009. "Stable games and their dynamics," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1665-1693.4, July.
- Sandholm, William H., 2009. "Large population potential games," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1710-1725, July.
- William H. Sandholm, 2009. "Pairwise Comparison Dynamics and Evolutionary Foundations for Nash Equilibrium," Games, MDPI, vol. 1(1), pages 1-15, December.
- Lorenzo Garlappi & Georgios Skoulakis, 2009. "Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation," Computational Economics, Springer;Society for Computational Economics, vol. 33(2), pages 193-207, March.
- Kshetri, Nir & Dholakia, Nikhilesh, 2009. "Professional and trade associations in a nascent and formative sector of a developing economy: A case study of the NASSCOM effect on the Indian offshoring industry," Journal of International Management, Elsevier, vol. 15(2), pages 225-239, June.
- Zhiguo He, 2009. "The Sale of Multiple Assets with Private Information," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4787-4820, November.
- Zhiguo He, 2009. "Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion," The Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 859-892, February.
- Carlin, Bruce Ian & Dorobantu, Florin & Viswanathan, S., 2009. "Public trust, the law, and financial investment," Journal of Financial Economics, Elsevier, vol. 92(3), pages 321-341, June.
- Irene Karamanou & George P. Nishiotis, 2009. "Disclosure and the Cost of Capital: Evidence from the Market's Reaction to Firm Voluntary Adoption of IAS," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(7‐8), pages 793-821, September.
- Alessandro Gavazza & Alessandro Lizzeri, 2009. "Transparency and Economic Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 1023-1048.
- Andrew F. Daughety & Jennifer F. Reinganum, 2009.
"Hidden Talents: Entrepreneurship and Pareto‐Improving Private Information,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(3), pages 901-934, September.
- Andrew F. Daughety & Jennifer F. Reinganum, 2007. "Hidden Talents: Entrepreneurship and Pareto-Improving Private Information," NBER Chapters, in: Entrepreneurship: Strategy and Structure, National Bureau of Economic Research, Inc.
- Weifeng Zhong & Jiuqi Zhao, 2009. "An Economics of Earthquake Prediction," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 16(2), pages 388-403, June.
2008
- Sandholm, William H., 2008. "H. Peyton Young, Strategic Learning and Its Limits , Oxford Univ. Press (2004) 165 pages," Games and Economic Behavior, Elsevier, vol. 63(1), pages 417-420, May.
- Lahkar, Ratul & Sandholm, William H., 2008. "The projection dynamic and the geometry of population games," Games and Economic Behavior, Elsevier, vol. 64(2), pages 565-590, November.
- Sandholm, William H. & DokumacI, Emin & Lahkar, Ratul, 2008. "The projection dynamic and the replicator dynamic," Games and Economic Behavior, Elsevier, vol. 64(2), pages 666-683, November.
- Timur Kuran & William H. Sandholm, 2008.
"Cultural Integration and Its Discontents,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(1), pages 201-228.
- Kuran,T. & Sandholm,W.H., 2002. "Cultural integration and its discontents," Working papers 20, Wisconsin Madison - Social Systems.
- Skoulakis, Georgios, 2008. "A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution," The American Statistician, American Statistical Association, vol. 62, pages 147-150, May.
- Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008. "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, vol. 4(3), pages 345-367, July.
- Thakor, Anjan V., 2008. "Issues in financial contracting and financial system architecture," Journal of Financial Intermediation, Elsevier, vol. 17(1), pages 1-5, January.
- Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008.
"Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?,"
Journal of Finance, American Finance Association, vol. 63(4), pages 2013-2059, August.
- Thakor, Anjan & Boot, Arnoud & Gopalan, Radhakrishnan, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?," CEPR Discussion Papers 5510, C.E.P.R. Discussion Papers.
- Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor, 2006. "Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?," Tinbergen Institute Discussion Papers 06-011/2, Tinbergen Institute.
- Anand M. Goel & Anjan V. Thakor, 2008. "Overconfidence, CEO Selection, and Corporate Governance," Journal of Finance, American Finance Association, vol. 63(6), pages 2737-2784, December.
- S. Viswanathan & Bin Wei, 2008. "Endogenous Events and Long-Run Returns," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 855-888, April.
- Albert S. Kyle & S. Viswanathan, 2008. "How to Define Illegal Price Manipulation," American Economic Review, American Economic Association, vol. 98(2), pages 274-279, May.
- Glenn Daily & Igal Hendel & Alessandro Lizzeri, 2008. "Does the Secondary Life Insurance Market Threaten Dynamic Insurance?," American Economic Review, American Economic Association, vol. 98(2), pages 151-156, May.
- Alessandro Lizzeri & Marciano Siniscalchi, 2008.
"Parental Guidance and Supervised Learning,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(3), pages 1161-1195.
- Alessandro Lizzeri & Marciano Siniscalchi, 2006. "Parental Guidance and Supervised Learning," Levine's Bibliography 321307000000000395, UCLA Department of Economics.
- Alessandro Lizzeri & Marciano Siniscalchi, 2007. "Parental Guidance and Supervised Learning," NajEcon Working Paper Reviews 843644000000000090, www.najecon.org.
- Alessandro Lizzeri & Marciano Siniscalchi, 2006. "Parental Guidance and Supervised Learning," Discussion Papers 1432, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Jennifer F. Reinganum, 2008. "Exploiting Plaintiffs through Settlement: Divide and Conquer. Comment," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(1), pages 24-26, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008.
"Products Liability, Signaling and Disclosure,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(1), pages 106-126, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2006. "Products Liability, Signaling and Disclosure," Vanderbilt University Department of Economics Working Papers 0625, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008.
"Imperfect competition and quality signalling,"
RAND Journal of Economics, RAND Corporation, vol. 39(1), pages 163-183, March.
- Andrew F. Daughety & Jennifer F. Reinganum, 2005. "Imperfect Competition and Quality Signaling," Vanderbilt University Department of Economics Working Papers 0520, Vanderbilt University Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008.
"Communicating quality: a unified model of disclosure and signalling,"
RAND Journal of Economics, RAND Corporation, vol. 39(4), pages 973-989, December.
- Andrew F. Daughety & Jennifer F. Reinganum, 2007. "Communicating Quality: A Unified Model of Disclosure and Signaling," Vanderbilt University Department of Economics Working Papers 0703, Vanderbilt University Department of Economics.
- Nabil Al‐Najjar & Sandeep Baliga & David Besanko, 2008. "Market forces meet behavioral biases: cost misallocation and irrational pricing," RAND Journal of Economics, RAND Corporation, vol. 39(1), pages 214-237, March.
- Xavier Vilà, 2008. "A Model-To-Model Analysis of Bertrand Competition," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 11(2), pages 1-11.
2007
- Sandholm, William H., 2007. "Simple formulas for stationary distributions and stochastically stable states," Games and Economic Behavior, Elsevier, vol. 59(1), pages 154-162, April.
- Sandholm, William H., 2007.
"Pigouvian pricing and stochastic evolutionary implementation,"
Journal of Economic Theory, Elsevier, vol. 132(1), pages 367-382, January.
- Sandholm,W.H., 2001. "Pigouvian pricing and stochastic evolutionary implementation," Working papers 16, Wisconsin Madison - Social Systems.
- Hofbauer, Josef & Sandholm, William H., 2007.
"Evolution in games with randomly disturbed payoffs,"
Journal of Economic Theory, Elsevier, vol. 132(1), pages 47-69, January.
- Hofbauer,J. & Sandholm,W.H., 2003. "Evolution in games with randomly disturbed payoffs," Working papers 20, Wisconsin Madison - Social Systems.
- Sandholm, William H., 2007.
"Evolution in Bayesian games II: Stability of purified equilibria,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 641-667, September.
- Sandholm,W.H., 2003. "Evolution in Bayesian games II : stability of purified equilibria," Working papers 21, Wisconsin Madison - Social Systems.
- Jacob, John & Jorgensen, Bjorn N., 2007. "Earnings management and accounting income aggregation," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 369-390, July.
- Amy Dittmar & Anjan Thakor, 2007. "Why Do Firms Issue Equity?," Journal of Finance, American Finance Association, vol. 62(1), pages 1-54, February.
- Fenghua Song & Anjan V. Thakor, 2007. "Relationship Banking, Fragility, and the Asset-Liability Matching Problem," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 2129-2177, November.
- Sandro Brusco & Giuseppe Lopomo & David T. Robinson & S. Viswanathan, 2007. "Efficient Mechanisms For Mergers And Acquisitions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(3), pages 995-1035, August.
- Bruce Ian Carlin & Miguel Sousa Lobo & S. Viswanathan, 2007. "Episodic Liquidity Crises: Cooperative and Predatory Trading," Journal of Finance, American Finance Association, vol. 62(5), pages 2235-2274, October.
- Arturo Bris & Salvatore Cantale & George P. Nishiotis, 2007.
"A Breakdown of the Valuation Effects of International Cross‐listing,"
European Financial Management, European Financial Management Association, vol. 13(3), pages 498-530, June.
- Arturo Bris & Salvatore Cantale & George Nishiotis, 2006. "A Breakdown of the Valuation Effects of International Cross-Listing," Yale School of Management Working Papers amz2602, Yale School of Management, revised 01 Aug 2006.
- Alessandro Gavazza & Alessandro Lizzeri, 2007. "The Perils of Transparency in Bureaucracies," American Economic Review, American Economic Association, vol. 97(2), pages 300-305, May.
- Sidartha Gordon, 2007.
"Solidarity in choosing a location on a cycle,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 29(1), pages 125-147, July.
- GORDON, Sidartha, 2006. "Solidarity in Choosing a Location on a Cycle," Cahiers de recherche 17-2006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- GORDON, Sidartha, 2006. "Solidarity in Choosing a Location on a Cycle," Cahiers de recherche 2006-06, Universite de Montreal, Departement de sciences economiques.
- Gordon, Sidartha, 2007.
"Public decisions: Solidarity and the status quo,"
Games and Economic Behavior, Elsevier, vol. 61(2), pages 225-241, November.
- GORDON, Sidartha, 2006. "Public Decisions: Solidarity and the Status Quo," Cahiers de recherche 2006-05, Universite de Montreal, Departement de sciences economiques.
- GORDON, Sidartha, 2006. "Public Decisions: Solidarity and the Status Quo," Cahiers de recherche 16-2006, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Daughety, Andrew F. & Reinganum, Jennifer F., 2007.
"Competition and confidentiality: Signaling quality in a duopoly when there is universal private information,"
Games and Economic Behavior, Elsevier, vol. 58(1), pages 94-120, January.
- Andrew F. Daughety & Jennifer F. Reinganum, 2004. "Competition and Confidentiality: Signaling Quality in a Duopoly when there is Universal Private Information," Vanderbilt University Department of Economics Working Papers 0417, Vanderbilt University Department of Economics.
2006
- Sandholm, William H., 2006. "Ross Cressman, Evolutionary Dynamics and Extensive Form Games, MIT Press, Cambridge, MA (2003)," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 136-140.
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006.
"Comparing downside risk measures for heavy tailed distributions,"
Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
- Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005. "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics 24671, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
- Clayton, Matthew J. & Jorgensen, Bjorn N. & Kavajecz, Kenneth A., 2006. "On the presence and market-structure of exchanges around the world," Journal of Financial Markets, Elsevier, vol. 9(1), pages 27-48, February.
- Fenghua Song & Anjan V. Thakor, 2006. "Information Control, Career Concerns, and Corporate Governance," Journal of Finance, American Finance Association, vol. 61(4), pages 1845-1896, August.
- Flannery, Mark & Thakor, Anjan V., 2006. "Accounting, Transparency and Bank Stability," Journal of Financial Intermediation, Elsevier, vol. 15(3), pages 281-284, July.
- Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2006. "The Entrepreneur's Choice between Private and Public Ownership," Journal of Finance, American Finance Association, vol. 61(2), pages 803-836, April.
- Anjan V. Thakor, 2006. "Commentary on \\"Is the United States bankrupt? \\"," Review, Federal Reserve Bank of St. Louis, vol. 88(Jul), pages 251-258.
- Andreas Charitou & Andreas Makris & George P. Nishiotis, 2006. "Closed-End Country Funds and International Diversification," Multinational Finance Journal, Multinational Finance Journal, vol. 10(3-4), pages 251-276, September.
- George P. Nishiotis, 2006. "Further Evidence on Closed-End Country Fund Prices and International Capital Flows," The Journal of Business, University of Chicago Press, vol. 79(4), pages 1727-1754, July.
- Igal Hendel & Paolo Dudine & Alessandro Lizzeri, 2006. "Storable Good Monopoly: The Role of Commitment," American Economic Review, American Economic Association, vol. 96(5), pages 1706-1719, December.
- Sheryl B. Ball & Catherine Eckel & Christian Rojas, 2006. "Technology Improves Learning in Large Principles of Economics Classes: Using Our WITS," American Economic Review, American Economic Association, vol. 96(2), pages 442-446, May.
- Andrew F. Daughety & Jennifer F. Reinganum, 2006.
"Markets, torts, and social inefficiency,"
RAND Journal of Economics, RAND Corporation, vol. 37(2), pages 300-323, June.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003. "Markets, Torts and Social Inefficiency," Vanderbilt University Department of Economics Working Papers 0308, Vanderbilt University Department of Economics.
2005
- Ely, Jeffrey C. & Sandholm, William H., 2005. "Evolution in Bayesian games I: Theory," Games and Economic Behavior, Elsevier, vol. 53(1), pages 83-109, October.
- Sandholm, William H., 2005. "Excess payoff dynamics and other well-behaved evolutionary dynamics," Journal of Economic Theory, Elsevier, vol. 124(2), pages 149-170, October.
- William H. Sandholm, 2005.
"Negative Externalities and Evolutionary Implementation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 885-915.
- Sandholm,W.H., 2001. "Negative externalities and evolutionary implementation," Working papers 15, Wisconsin Madison - Social Systems.
- Carvalho, Alexandre & Skoulakis, Georgios, 2005. "Ergodicity and existence of moments for local mixtures of linear autoregressions," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 313-322, March.
- Anil Pandya & Nikhilesh Dholakia, 2005. "Conceptualizing B2C Businesses as a New Category of Services," Journal of Electronic Commerce in Organizations (JECO), IGI Global, vol. 3(1), pages 1-12, January.
- Anil M. Pandya & Nikhilesh Dholakia, 2005. "B2C Failures: Toward an Innovation Theory Framework," Journal of Electronic Commerce in Organizations (JECO), IGI Global, vol. 3(2), pages 68-81, April.
- Beatty, Anne & Gron, Anne & Jorgensen, Bjorn, 2005. "Corporate risk management: evidence from product liability," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 152-178, April.
- Matthew J. Clayton & Bjorn N. Jorgensen, 2005. "Optimal Cross Holding with Externalities and Strategic Interactions," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1505-1522, July.
- Coval, Joshua D. & Thakor, Anjan V., 2005. "Financial intermediation as a beliefs-bridge between optimists and pessimists," Journal of Financial Economics, Elsevier, vol. 75(3), pages 535-569, March.
- Arnoud W. A. Boot & Todd T. Milbourn & Anjan V. Thakor, 2005.
"Sunflower Management and Capital Budgeting,"
The Journal of Business, University of Chicago Press, vol. 78(2), pages 501-528, March.
- Arnoud W.A. Boot & Todd T. Milbourn & Anjan V. Thakor, 2002. "Sunflower Management and Capital Budgeting," Tinbergen Institute Discussion Papers 02-059/2, Tinbergen Institute.
- Anand M. Goel & Anjan V. Thakor, 2005. "Green with Envy: Implications for Corporate Investment Distortions," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2255-2288, November.
- Rhodes-Kropf, Matthew & Robinson, David T. & Viswanathan, S., 2005. "Valuation waves and merger activity: The empirical evidence," Journal of Financial Economics, Elsevier, vol. 77(3), pages 561-603, September.
- Matthew Rhodes-Kropf & S. Viswanathan, 2005. "Financing Auction Bids," RAND Journal of Economics, The RAND Corporation, vol. 36(4), pages 789-815, Winter.
- Igal Hendel & Alessandro Lizzeri & Marciano Siniscalchi, 2005.
"Efficient Sorting in a Dynamic Adverse-Selection Model,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(2), pages 467-497.
- Alessandro Lizzeri, 2003. "Efficient Sorting in a Dynamic Adverse Selection Model," Theory workshop papers 505798000000000098, UCLA Department of Economics.
- I. Hendel & A. Lizzeri & M. Siniscalchi, 2002. "Efficient Sorting in a Dynamic Adverse-Selection Model," Princeton Economic Theory Working Papers 9879581e6de5e61fcfb0cd82b, David K. Levine.
- Alessandro Lizzeri & Nicola Persico, 2005.
"A Drawback Of Electoral Competition,"
Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1318-1348, December.
- Allesandro Lizzeri & Nicola Persico, "undated". "The Drawbacks of Electoral Competition," CARESS Working Papres 00-02, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- A. Lizzeri & N. Persico, 2000. "The Drawbacks of Electoral Competition," Princeton Economic Theory Papers 00s14, Economics Department, Princeton University.
- Aless & ro Lizzeri & Nicola Persico, "undated". "The Drawbacks of Electoral Competition," Penn CARESS Working Papers db8edf1dce2468924aca9e501, Penn Economics Department.
- Alessandro Lizzeri, 2000. "The Drawbacks of Electoral Competition," Econometric Society World Congress 2000 Contributed Papers 0898, Econometric Society.
- Andrew F. Daughety & Jennifer F. Reinganum, 2005.
"Secrecy and Safety,"
American Economic Review, American Economic Association, vol. 95(4), pages 1074-1091, September.
- Andrew Daughety & Jennifer Reinganum, "undated". "Secrecy and Safety," American Law & Economics Association Annual Meetings 1039, American Law & Economics Association.
- Jennifer F. Reinganum & Andrew F. Daughety, 2004. "Secrecy and Safety," Econometric Society 2004 North American Summer Meetings 53, Econometric Society.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003. "Secrecy and Safety," Vanderbilt University Department of Economics Working Papers 0317, Vanderbilt University Department of Economics, revised Sep 2003.
- David Besanko & Pierre Régibeau & Katharine E. Rockett, 2005.
"A Multi‐Task Principal‐Agent Approach To Organizational Form,"
Journal of Industrial Economics, Wiley Blackwell, vol. 53(4), pages 437-467, December.
- Régibeau, Pierre & Rockett, Kate & Besanko, David, 2000. "A Multi-Task Principal-Agent Approach to Organizational Form," CEPR Discussion Papers 2443, C.E.P.R. Discussion Papers.
2004
- Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004.
"Stochastic volatility duration models,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 413-433, April.
- Eric Ghysels & Christian Gourieroux & Joanna Jasiak, 1997. "Stochastic Volatility Duration Models," Working Papers 97-46, Center for Research in Economics and Statistics.
- Dholakia, Ruby Roy & Dholakia, Nikhilesh, 2004. "Mobility and markets: emerging outlines of m-commerce," Journal of Business Research, Elsevier, vol. 57(12), pages 1391-1396, December.
- Feng Chen & Bjorn Jorgensen & Yong Yoo, 2004. "Implied cost of equity capital in earnings-based valuation: international evidence," Accounting and Business Research, Taylor & Francis Journals, vol. 34(4), pages 323-344.
- Thakor, Anjan Managing Editor, 2004. "Special issue on bank capital adequacy regulation under the new Basel Accord," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 89-89, April.
- Thakor, Anjan V., 2004. "JFI special issue: Financial Structure and Monetary Policy Channels," Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 410-410, October.
- Thakor, Anjan V, 2004. "Comment on "Crises in Competitive versus Monopolistic Banking Systems" by John H. Boyd, Gianni De Nicolo, and Bruce D. Smith," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 507-509, June.
- S. Viswanathan & James J. D. Wang, 2004. "Inter-Dealer Trading in Financial Markets," The Journal of Business, University of Chicago Press, vol. 77(4), pages 987-1040, October.
- Nishiotis, George P., 2004. "Do Indirect Investment Barriers Contribute to Capital Market Segmentation?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(3), pages 613-630, September.
- Alessandro Lizzeri & Nicola Persico, 2004. "Why did the Elites Extend the Suffrage? Democracy and the Scope of Government, with an Application to Britain's "Age of Reform"," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(2), pages 707-765.
- Orlando I. Balboa & Andrew F. Daughety & Jennifer F. Reinganum, 2004.
"Market Structure and the Demand for Free Trade,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 13(1), pages 125-150, March.
- Orlando I. Balboa & Andrew F. Daughety & Jennifer F. Reinganum, 2001. "Market Structure and the Demand for Free Trade," Vanderbilt University Department of Economics Working Papers 0112, Vanderbilt University Department of Economics, revised Dec 2002.
- Andrew F. Daughety & Jennifer F. Reinganum, 2004.
"Exploiting Future Settlements: A Signalling Model of Most-Favored-Nation Clauses in Settlement Bargaining,"
RAND Journal of Economics, The RAND Corporation, vol. 35(3), pages 467-485, Autumn.
- Andrew F. Daughety & Jennifer F. Reinganum, 2002. "Exploiting Future Settlements: A Signalling Model of Most-Favored-Nation Clauses In Settlement Bargaining," Vanderbilt University Department of Economics Working Papers 0221, Vanderbilt University Department of Economics, revised Oct 2002.
- David Besanko & Ulrich Doraszelski, 2004.
"Capacity Dynamics and Endogenous Asymmetries in Firm Size,"
RAND Journal of Economics, The RAND Corporation, vol. 35(1), pages 23-49, Spring.
- David Besanko & Ulrich Doraszelski, 2002. "Capacity Dynamics and Endogenous Asymmetries in Firm Size," Computing in Economics and Finance 2002 196, Society for Computational Economics.
2003
- Ghysels, Eric & Cherkaoui, Mouna, 2003. "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 169-198, February.
- Sandholm, William H., 2003. "Evolution and equilibrium under inexact information," Games and Economic Behavior, Elsevier, vol. 44(2), pages 343-378, August.
- Thakor, Anjan V., 2003. "Announcement," Journal of Financial Intermediation, Elsevier, vol. 12(4), pages 1-1, October.
- Thakor, Anjan V., 2003. "Editorial Foreword," Journal of Financial Intermediation, Elsevier, vol. 12(2), pages 149-149, April.
- Igal Hendel & Alessandro Lizzeri, 2003.
"The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(1), pages 299-328.
- Igal Hendel & Alessandro Lizzeri, 2000. "The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance," NBER Working Papers 7470, National Bureau of Economic Research, Inc.
- Andrew F. Daughety & Jennifer F. Reinganum, 2003.
"Found Money? Split-Award Statutes and Settlement of Punitive Damages Cases,"
American Law and Economics Review, American Law and Economics Association, vol. 5(1), pages 134-164.
- Andrew F. Daughety & Jennifer F. Reinganum, 2000. "Found Money? Split-Award Statutes and Settlement of Punitive Damages Cases," Vanderbilt University Department of Economics Working Papers 0001, Vanderbilt University Department of Economics, revised Mar 2001.
2002
- Ghysels, Eric & Hall, Alastair, 2002. "Interview with Lars Peter Hansen," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 442-447, October.
- Andreou, Elena & Ghysels, Eric, 2002.
"Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 363-376, July.
- Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
"Let's get "real" about using economic data,"
Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
- Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
- Ghysels, Eric & Hall, Alastair, 2002. "Interview with Christopher A. Sims," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 448-449, October.
- Elena Andreou & Eric Ghysels, 2002.
"Detecting multiple breaks in financial market volatility dynamics,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
- Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
- Josef Hofbauer & William H. Sandholm, 2002. "On the Global Convergence of Stochastic Fictitious Play," Econometrica, Econometric Society, vol. 70(6), pages 2265-2294, November.
- William H. Sandholm, 2002.
"Evolutionary Implementation and Congestion Pricing,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(3), pages 667-689.
- Sandholm,W.H., 1999. "Evolutionary implementation and congestion pricing," Working papers 38, Wisconsin Madison - Social Systems.
- Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002. "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 470-481, October.
- Fortin, David R. & Dholakia, Ruby Roy & Dholakia, Nikhilesh, 2002. "Emerging issues in electronic marketing: thinking outside the square," Journal of Business Research, Elsevier, vol. 55(8), pages 623-627, August.
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002.
"Incentives for effective risk management,"
Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
- Larry R. Gorman & Bjorn N. Jorgensen, 2002. "Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias," Multinational Finance Journal, Multinational Finance Journal, vol. 6(3-4), pages 131-166, September.
- Anjan V. Thakor, 2002. "Banking stability, reputational rents, and the stock market: should bank regulators care about stock prices?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Viswanathan, S. & Wang, James J. D., 2002. "Market architecture: limit-order books versus dealership markets," Journal of Financial Markets, Elsevier, vol. 5(2), pages 127-167, April.
- Igal Hendel & Alessandro Lizzeri, 2002.
"The Role of Leasing under Adverse Selection,"
Journal of Political Economy, University of Chicago Press, vol. 110(1), pages 113-143, February.
- Igal Hendel & Alessandro Lizzeri, 1998. "The Role of Leasing under Adverse Selection," NBER Working Papers 6577, National Bureau of Economic Research, Inc.
- I. Hendel & A. Lizzeri, 1999. "The Role of Leasing under Adverse Selection," Princeton Economic Theory Papers 99f7, Economics Department, Princeton University.
- Andrew F. Daughety & Jennifer F. Reinganum, 2002. "Informational Externalities in Settlement Bargaining: Confidentiality and Correlated Culpability," RAND Journal of Economics, The RAND Corporation, vol. 33(4), pages 587-604, Winter.
2001
- Sandholm, William H., 2001.
"Potential Games with Continuous Player Sets,"
Journal of Economic Theory, Elsevier, vol. 97(1), pages 81-108, March.
- Sandholm,W.H., 1999. "Potential games with continuous player sets," Working papers 23, Wisconsin Madison - Social Systems.
- William H. Sandholm, 2001. "Preference Evolution, Two-Speed Dynamics, and Rapid Social Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 637-679, July.
- William H. Sandholm, 2001.
"Almost global convergence to p-dominant equilibrium,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 30(1), pages 107-116.
- Sandholm,W.H., 1999. "Almost global convergence to p-dominant equilibrium," Working papers 37, Wisconsin Madison - Social Systems.
- Milbourn, Todd T & Shockley, Richard L & Thakor, Anjan V, 2001. "Managerial Career Concerns and Investments in Information," RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 334-351, Summer.
- Boot, Arnoud W A & Thakor, Anjan V, 2001.
"The Many Faces of Information Disclosure,"
The Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 1021-1057.
- Arnoud W. A. Boot & Anjan V. Thakor, 1998. "The Many Faces of Information Disclosure," William Davidson Institute Working Papers Series 80, William Davidson Institute at the University of Michigan.
- Thakor, Professor Anjan V., 2001. "Corporate Governance in the Banking and Financial Services Industries," Journal of Financial Intermediation, Elsevier, vol. 10(1), pages 105-106, January.
- Mark Bagnoli & S. Viswanathan & Craig Holden, 2001. "On the Existence of Linear Equilibria in Models of Market Making," Mathematical Finance, Wiley Blackwell, vol. 11(1), pages 1-31, January.
- Nicola Persico & Alessandro Lizzeri, 2001.
"The Provision of Public Goods under Alternative Electoral Incentives,"
American Economic Review, American Economic Association, vol. 91(1), pages 225-239, March.
- Alessandro Lizzeri & Nicola Persico, "undated". ""The Provision of Public Goods Under Alternative Electoral Incentives''," CARESS Working Papres 98-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Alessro Lizzeri & Nicola Persico, "undated". "The Provision of Public Goods Under Alternative Electoral Incentives," Penn CARESS Working Papers b96440ba0bfa06ca550ac40aa, Penn Economics Department.
- A. Lizzeri & Persico N., 1999. "Provision of Public Goods Under Alternative Electral Incentives," Princeton Economic Theory Papers 99f4, Economics Department, Princeton University.
- Albano, Gian Luigi & Lizzeri, Alessandro, 2001. "Strategic Certification and Provision of Quality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 267-283, February.
- Ball, Sheryl & Feltenstein, Andrew, 2001.
"Bank failures and fiscal austerity: policy prescriptions for a developing country,"
Journal of Public Economics, Elsevier, vol. 82(2), pages 247-270, November.
- Mr. Andrew Feltenstein, 2000. "Bank Failures and Fiscal Austerity: Policy Presecriptions for a Developing Country," IMF Working Papers 2000/090, International Monetary Fund.
- Sheryl Ball & Catherine Eckel & Philip J. Grossman & William Zame, 2001. "Status in Markets," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(1), pages 161-188.
- Besanko, David & D'Souza, Julia & Thiagarajan, S Ramu, 2001. "The Effect of Wholesale Market Deregulation on Shareholder Wealth in the Electric Power Industry," Journal of Law and Economics, University of Chicago Press, vol. 44(1), pages 65-88, April.
- Baron, David P & Besanko, David, 2001. "Strategy, Organization and Incentives: Global Corporate Banking at Citibank," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 10(1), pages 1-36, March.
2000
- Ghysels, Eric, 2000. "Some Econometric Recipes for High-Frequency Data Cooking," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(2), pages 154-163, April.
- Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, vol. 56(3), pages 407-458, June.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000.
"American options with stochastic dividends and volatility: A nonparametric investigation,"
Journal of Econometrics, Elsevier, vol. 94(1-2), pages 53-92.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996. "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers 96s-26, CIRANO.
- Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000.
"Nonparametric estimation of American options' exercise boundaries and call prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1829-1857, October.
- Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996. "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers 96s-24, CIRANO.
- Garcia, R. & Ghysels, E. & Renault, E., 2000. "Econometric methods for derivative securities and risk management," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 1-7.
- Thakor, Anjan V., 2000. "JFI Most Significant Paper Prize for Volume 8," Journal of Financial Intermediation, Elsevier, vol. 9(4), pages 321-321, October.
- Thakor, Anjan V., 2000. "Relationship Banking," Journal of Financial Intermediation, Elsevier, vol. 9(1), pages 3-5, January.
- Arnoud W. A. Boot & Anjan V. Thakor, 2000.
"Can Relationship Banking Survive Competition?,"
Journal of Finance, American Finance Association, vol. 55(2), pages 679-713, April.
- Boot, Arnoud W A & Thakor, Anjan, 1997. "Can Relationship Banking Survive Competition?," CEPR Discussion Papers 1592, C.E.P.R. Discussion Papers.
- Lizzeri, Alessandro & Persico, Nicola, 2000. "Uniqueness and Existence of Equilibrium in Auctions with a Reserve Price," Games and Economic Behavior, Elsevier, vol. 30(1), pages 83-114, January.
- Daughety, Andrew F & Reinganum, Jennifer F, 2000. "On the Economics of Trials: Adversarial Process, Evidence, and Equilibrium Bias," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 16(2), pages 365-394, October.
- Andrew F. Daughety & Jennifer F. Reinganum, 2000. "Appealing Judgments," RAND Journal of Economics, The RAND Corporation, vol. 31(3), pages 502-526, Autumn.
- Jennifer Reinganum, 2000. "Sentencing Guidelines, Judicial Discretion, and Plea Bargaining," RAND Journal of Economics, The RAND Corporation, vol. 31(1), pages 62-81, Spring.
1999
- Thakor, Anjan V., 1999. "JFI Most Significant Paper Prize for Volume 7," Journal of Financial Intermediation, Elsevier, vol. 8(3), pages 121-121, July.
- Milbourn, Todd T. & Boot, Arnoud W. A. & Thakor, Anjan V., 1999. "Megamergers and expanded scope: Theories of bank size and activity diversity," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 195-214, February.
- Thakor, Anjan V., 1999. "Information technology and financial services consolidation," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 697-700, February.
- Naik, Narayan Y & Neuberger, Anthony & Viswanathan, S, 1999. "Trade Disclosure Regulations in Markets with Negotiated Trades," The Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 873-900.
- Oliver Hansch & Narayan Y. Naik & S. Viswanathan, 1999. "Preferencing, Internalization, Best Execution, and Dealer Profits," Journal of Finance, American Finance Association, vol. 54(5), pages 1799-1828, October.
- Alessandro Lizzeri & Igal Hendel, 1999.
"Adverse Selection in Durable Goods Markets,"
American Economic Review, American Economic Association, vol. 89(5), pages 1097-1115, December.
- Igal Hendel & Alessandro Lizzeri, 1997. "Adverse Selection in Durable Goods Markets," NBER Working Papers 6194, National Bureau of Economic Research, Inc.
- Alessandro Lizzeri, 1999. "Budget Deficits and Redistributive Politics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(4), pages 909-928.
- Igal Hendel & Alessandro Lizzeri, 1999. "Interfering with Secondary Markets," RAND Journal of Economics, The RAND Corporation, vol. 30(1), pages 1-21, Spring.
- Alessandro Lizzeri, 1999. "Information Revelation and Certification Intermediaries," RAND Journal of Economics, The RAND Corporation, vol. 30(2), pages 214-231, Summer.
- Daughety, Andrew F & Reinganum, Jennifer F, 1999. "Stampede to Judgment: Persuasive Influence and Herding Behavior by Courts," American Law and Economics Review, American Law and Economics Association, vol. 1(1-2), pages 158-189, Fall.
- Andrew F. Daughety & Jennifer F. Reinganum, 1999. "Hush Money," RAND Journal of Economics, The RAND Corporation, vol. 30(4), pages 661-678, Winter.
1998
- Ghysels, Eric, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 165-167, April.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998.
"Bayesian inference for periodic regime-switching models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 129-143.
- Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994. "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers 94s-15, CIRANO.
- Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998.
"Predictive tests for structural change with unknown breakpoint,"
Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
- Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
- Garcia, Rene & Ghysels, Eric, 1998.
"Structural change and asset pricing in emerging markets,"
Journal of International Money and Finance, Elsevier, vol. 17(3), pages 455-473, June.
- René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers 96s-34, CIRANO.
- Eric Ghysels & Serena Ng, 1998.
"A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure,"
The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 535-548, November.
- Eric Ghysels & Serena Ng, 1997. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers 97s-33, CIRANO.
- Eric Ghysels & Serena Ng, 1998. "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics 403, Boston College Department of Economics.
- Sandholm, William H., 1998. "Simple and clever decision rules for a model of evolution," Economics Letters, Elsevier, vol. 61(2), pages 165-170, November.
- Sandholm, William H. & Pauzner, Ady, 1998. "Evolution, Population Growth, and History Dependence," Games and Economic Behavior, Elsevier, vol. 22(1), pages 84-120, January.
- William H. Sandholm, 1998. "History-Independent Prediction In Evolutionary Game Theory," Rationality and Society, , vol. 10(3), pages 303-326, August.
- Jón Daníelsson & Casper G. De Vries & Bjorn N. Jorgensen, 1998. "The value of value at risk: statistical, financial, and regulatory considerations (summary)," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 107-108.
- David Hirshleifer & Anjan V. Thakor, 1998. "Corporate Control Through Board Dismissals and Takeovers," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 7(4), pages 489-520, December.
- Thakor, Anjan V., 1998. "A Brief Retrospective and Prospective Look atThe Journal of Financial Intermediation: 1990-1998," Journal of Financial Intermediation, Elsevier, vol. 7(4), pages 331-337, October.
- Thakor, Anjan V., 1998. "Bank efficiency and financial system evolution: an analysis of complementary problems in transitional and state-dominated economies," Research in Economics, Elsevier, vol. 52(3), pages 271-284, September.
- Thakor, Anjan V., 1998. "JFIMost Significant Paper Prize for Volume 6," Journal of Financial Intermediation, Elsevier, vol. 7(3), pages 219-219, July.
- Bhattacharya, Sudipto & Boot, Arnoud W A & Thakor, Anjan V, 1998.
"The Economics of Bank Regulation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(4), pages 745-770, November.
- Bhattacharya, S. & Boot, A.W.A. & Thakor, A.V., 1995. "The Economics of Bank Regulation," Papers 9516, Centro de Estudios Monetarios Y Financieros-.
- Bhattacharya, Sudipto & Boot, Arnoud W.A. & Thakor, Anjan V., 1995. "The economics of bank regulation," DEE - Working Papers. Business Economics. WB 7082, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Sudipto Bhattacharya & W. Arnoud & A. Boot & Anjan V. Thakor, 1995. "The Economics of Bank Regulation," Working Papers wp1995_9516, CEMFI.
- Thakor, Anjan V., 1998. "Comment on Trester," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 700-701, August.
- Sheryl B. Ball & Charles A. Holt, 1998. "Classroom Games: Speculation and Bubbles in an Asset Market," Journal of Economic Perspectives, American Economic Association, vol. 12(1), pages 207-218, Winter.
- Ball, Sheryl B., 1998. "The Bangladesh economy in transition : edited by M. G. Quibria, Oxford: Oxford University Press, 1997 Reviewed by Sheryl B. Ball," Journal of Asian Economics, Elsevier, vol. 9(1), pages 159-162.
- Ball, Sheryl & Feltenstein, Andrew, 1998. "Basic macroeconomic options for Bangladesh: A numerical analysis," Journal of Asian Economics, Elsevier, vol. 9(2), pages 281-305.
- Ball, Sheryl & Eckel, Catherine C., 1998.
"The Economic Value of Status,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 24(4), pages 495-514.
- Ball, Sheryl & Eckel, Catherine C., 1998. "The economic value of status," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 27(4), pages 495-514.
- Sheryl B. Ball, 1998. "Research, Teaching, and Practice in Experimental Economics: A Progress Report and Review," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 772-779, January.
- Daughety, Andrew F & Reinganum, Jennifer F, 1998. "A Note on Multiple Equilibria and Punitive Damages Rules in "Everybody Out of the Pool."," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 14(2), pages 379-387, October.
- Vila, Xavier, 1998. "On the Intransitivity of Preferences Consistent with Similarity Relations," Journal of Economic Theory, Elsevier, vol. 79(2), pages 281-287, April.
1997
- Ghysels, Eric, 1997.
"Seasonal Adjustment and Other Data Transformations,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 410-418, October.
- Ghysels, E., 1993. "Seasonal Adjustment and Other Data Transformations," Cahiers de recherche 9322, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric, 1997. "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, vol. 79(2), pages 269-290, August.
- Bryan Campbell & Eric Ghysels, 1997.
"An Empirical Analysis of the Canadian Budget Process,"
Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bryan Campbell & Eric Ghysels, 1995. "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers 95s-08, CIRANO.
- Shockley, Richard L & Thakor, Anjan V, 1997. "Bank Loan Commitment Contracts: Data, Theory, and Tests," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 517-534, November.
- Boot, Arnoud W A & Thakor, Anjan V, 1997. "Banking Scope and Financial Innovation," The Review of Financial Studies, Society for Financial Studies, vol. 10(4), pages 1099-1131.
- Boot, Arnoud W A & Thakor, Anjan V, 1997.
"Financial System Architecture,"
The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 693-733.
- Boot, Arnoud W A & Thakor, Anjan, 1995. "Financial System Architecture," CEPR Discussion Papers 1197, C.E.P.R. Discussion Papers.
- Jeffrey M. Bacidore & John A. Boquist & Todd T. Milbourn & Anjan V. Thakor, 1997. "Eva And Total Quality Management," Journal of Applied Corporate Finance, Morgan Stanley, vol. 10(2), pages 81-89, June.
- Doughety, Andrew F & Reinganum, Jennifer F, 1997. "Everybody Out of the Pool: Products Liability, Punitive Damages, and Competition," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 13(2), pages 410-432, October.
1996
- Bollerslev, Tim & Ghysels, Eric, 1996.
"Periodic Autoregressive Conditional Heteroscedasticity,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 139-151, April.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Universite de Montreal, Departement de sciences economiques.
- Bollerslev, T. & Ghysels, E., 1994. "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche 9408, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996.
"Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-386, July.
- Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 396-397, July.
- Dufour, Jean-Marie & Ghysels, Eric, 1996. "Editors' introduction recent developments in the econometrics of structural change," Journal of Econometrics, Elsevier, vol. 70(1), pages 1-8, January.
- Ghysels, Eric & Perron, Pierre, 1996.
"The effect of linear filters on dynamic time series with structural change,"
Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Ghysels, E., 1994. "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche 9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae, 1996. "An arbitrage free trilateral target zone model," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 117-134, February.
- Thakor, Anjan V., 1996.
"Foreword,"
Journal of Financial Intermediation, Elsevier, vol. 5(3), pages 224-224, July.
- Thakor, Anjan V., 1999. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 8(1-2), pages 1-1, January.
- Thakor, Anjan V., 1996. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 339-339, October.
- Thakor, Anjan V., 1997. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 6(1), pages 1-1, January.
- Thakor, Anjan V., 1997. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 6(2), pages 91-91, April.
- Thakor, Anjan V., 2002. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 11(1), pages 1-1, January.
- Thakor, Anjan V., 2002. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 11(4), pages 353-353, October.
- Thakor, Anjan V., 2000. "Foreword," Journal of Financial Intermediation, Elsevier, vol. 9(2), pages 111-111, April.
- Thakor, Anjan V., 1996. "The design of financial systems: An overview," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 917-948, June.
- Thakor, Anjan V., 1996. "Financial conglomeration: Issues and questions," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 135-145.
- Thakor, Anjan V, 1996. "Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 51(1), pages 279-324, March.
- Foster, F Douglas & Viswanathan, S, 1996. "Strategic Trading When Agents Forecast the Forecasts of Others," Journal of Finance, American Finance Association, vol. 51(4), pages 1437-1478, September.
- Besanko, David & Kanatas, George, 1996. "The Regulation of Bank Capital: Do Capital Standards Promote Bank Safety?," Journal of Financial Intermediation, Elsevier, vol. 5(2), pages 160-183, April.
1995
- Campbell, Bryan & Ghysels, Eric, 1995. "Federal Budget Projections: A Nonparametric Assessment of Bias and Efficiency," The Review of Economics and Statistics, MIT Press, vol. 77(1), pages 17-31, February.
- Thakor, Anjan V. & Furlong Wilson, Patricia, 1995. "Capital requirements, loan renegotiation and the borrower's choice of financing source," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 693-711, June.
- Foster, F Douglas & Viswanathan, S, 1995. "Can Speculative Trading Explain the Volume-Volatility Relation?," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 379-396, October.
- Daughety, Andrew F & Reinganum, Jennifer F, 1995.
"Product Safety: Liability, R&D, and Signaling,"
American Economic Review, American Economic Association, vol. 85(5), pages 1187-1206, December.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994. "Product Safety: Liability, R&D and Signaling," Game Theory and Information 9403007, University Library of Munich, Germany, revised 30 Mar 1994.
- Daughety, Andrew & Reinganum, Jennifer, 1992. "Product Safety: Liability, R & D and Signaling," Working Papers 94-17, University of Iowa, Department of Economics, revised 1994.
- Andrew F. Daughety & Jennifer F. Reinganum, 1995.
"Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations as Evidence in Court,"
RAND Journal of Economics, The RAND Corporation, vol. 26(2), pages 203-221, Summer.
- Daughety, Andrew & Reinganum, Jennifer, 1994. "Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations as Evidence in Court," Working Papers 94-06, University of Iowa, Department of Economics.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994. "Keeping Society in the Dark: On the Admissibility of Pretrial Negotiations As Evidence in Court," Game Theory and Information 9403008, University Library of Munich, Germany.
- Daughety, A. & Reinganum, J., 1991. "Keeping Society in the Dark : On the Admissibility of Pretrial Nogotiations as Evidence in Court," Working Papers 91-24, University of Iowa, Department of Economics.
1994
- Ghysels, Eric, 1994.
"On the Periodic Structure of the Business Cycle,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-298, July.
- Eric Ghysels, 1992. "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers 1028, Cowles Foundation for Research in Economics, Yale University.
- Ghysels, Eric & Jasiak, Joanna, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 399-401, October.
- Canova, Fabio & Ghysels, Eric, 1994.
"Changes in seasonal patterns : Are they cyclical?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1143-1171, November.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Universite de Montreal, Departement de sciences economiques.
- Canova, F. & Ghysels, E., 1992. "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche 9216, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair, 1994.
"Generalized Predictive Tests and Structural Change Analysis in Econometrics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 199-229, February.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Lee, Hahn S. & Noh, Jaesum, 1994. "Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation," Journal of Econometrics, Elsevier, vol. 62(2), pages 415-442, June.
- Boot, Arnoud W A & Thakor, Anjan V, 1994. "Moral Hazard and Secured Lending in an Infinitely Repeated Credit Market Game," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(4), pages 899-920, November.
- Jess C. Beltz & Anjan V. Thakor, 1994. "A \\"barter\\" theory of bank regulation and credit allocation," Proceedings, Federal Reserve Bank of Cleveland, pages 679-709.
- Jaggia, Priscilla Butt & Thakor, Anjan V, 1994. "Firm-Specific Human Capital and Optimal Capital Structure," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 283-308, May.
- Thakor, Anjan V & Beltz, Jess, 1994. "A "Barter" Theory of Bank Regulation and Credit Allocation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 679-705, August.
- Hirshleifer, David & Thakor, Anjan V., 1994. "Managerial performance, boards of directors and takeover bidding," Journal of Corporate Finance, Elsevier, vol. 1(1), pages 63-90, March.
- McCardle, Kevin F & Viswanathan, S, 1994. "The Direct Entry versus Takeover Decision and Stock Price Performance around Takeovers," The Journal of Business, University of Chicago Press, vol. 67(1), pages 1-43, January.
- Foster, F. Douglas & Viswanathan, S., 1994. "Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(4), pages 499-518, December.
- Daughety, Andrew F & Reinganum, Jennifer F, 1994. "Asymmetric Information Acquisition and Behavior in Role Choice Models: An Endogenously Generated Signaling Game," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(4), pages 795-819, November.
- Daughety, Andrew F. & Reinganum, Jennifer F., 1994.
"Settlement negotiations with two-sided asymmetric information: Model duality, information distribution, and efficiency,"
International Review of Law and Economics, Elsevier, vol. 14(3), pages 283-298, September.
- Andrew F. Daughety & Jennifer F. Reinganum, 1994. "Settlement Negotiations with Two-Sided Asymmetric Information: Model Duality, Information Distribution and Efficiency," Game Theory and Information 9403009, University Library of Munich, Germany.
- Besanko, David & Perry, Martin K., 1994. "Exclusive dealing in a spatial model of retail competition," International Journal of Industrial Organization, Elsevier, vol. 12(3), pages 297-329, September.
1993
- Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993.
"On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data,"
Empirical Economics, Springer, vol. 18(4), pages 747-760.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data," Cahiers de recherche 9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
- Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric & Perron, Pierre, 1993.
"The effect of seasonal adjustment filters on tests for a unit root,"
Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Test For Unit Root," Cahiers de recherche 9037, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E. & Perron, P., 1990. "The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root," Papers 355, Princeton, Department of Economics - Econometric Research Program.
- Ghysels, E. & Perron, P., 1990. "The Effect of Seasonal Adjustment Filters on Test for Unit Root," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.
- Ghysels, Eric, 1993. "Editor's introduction : Seasonality and econometric models," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 1-8.
- Boot, Arnoud W A & Thakor, Anjan V, 1993. "Self-Interested Bank Regulation," American Economic Review, American Economic Association, vol. 83(2), pages 206-212, May.
- Besanko, David & Thakor, Anjan, 1993. "Response to "A Note on the Nonexistence of a Rationing Equilibrium in the Besanko-Thakor Model."," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(3), pages 739-740, August.
- Boot, Arnoud W A & Greenbaum, Stuart I & Thakor, Anjan V, 1993. "Reputation and Discretion in Financial Contracting," American Economic Review, American Economic Association, vol. 83(5), pages 1165-1183, December.
- Bhattacharya Sudipto & Thakor Anjan V., 1993. "Contemporary Banking Theory," Journal of Financial Intermediation, Elsevier, vol. 3(1), pages 2-50, October.
- Boot, Arnoud W A & Thakor, Anjan V, 1993.
"Security Design,"
Journal of Finance, American Finance Association, vol. 48(4), pages 1349-1378, September.
- Arnoud W A Boot & Anjan V Thakor, 1992. "Security Design," CEPR Financial Markets Paper 0020, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
- Anjan V. Thakor, 1993. "Corporate Investments and Finance," Financial Management, Financial Management Association, vol. 22(2), Summer.
- Thakor, Anjan V., 1993.
"Information, Investment Horizon, and Price Reactions,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(4), pages 459-482, December.
- Anjan V. Thakor, 2004. "Information, Investment Horizon, and Price Reactions," Finance 0411029, University Library of Munich, Germany.
- Foster, F Douglas & Viswanathan, S, 1993. "Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models," Journal of Finance, American Finance Association, vol. 48(1), pages 187-211, March.
- Bansal, Ravi & Viswanathan, S, 1993. "No Arbitrage and Arbitrage Pricing: A New Approach," Journal of Finance, American Finance Association, vol. 48(4), pages 1231-1262, September.
- Foster, F Douglas & Viswanathan, S, 1993. "The Effect of Public Information and Competition on Trading Volume and Price Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 23-56.
- Bansal, Ravi & Hsieh, David A & Viswanathan, S, 1993. "A New Approach to International Arbitrage Pricing," Journal of Finance, American Finance Association, vol. 48(5), pages 1719-1747, December.
- Daughety, Adnrew F & Reinganum, Jennifer F, 1993.
"Endogenous Sequencing in Models of Settlement and Litigation,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 9(2), pages 314-348, October.
- Daughety, A. & Reinganum, J., 1991. "Endogenous Sequencing in Models of Settlement and Litigation," Working Papers 91-23, University of Iowa, Department of Economics.
- David Besanko & Martin K. Perry, 1993. "Equilibrium Incentives for Exclusive Dealing in a Differentiated Products Oligopoly," RAND Journal of Economics, The RAND Corporation, vol. 24(4), pages 646-668, Winter.
- Besanko, David & Lyon, Thomas P., 1993. "Equilibrium incentives for most-favored customer clauses in an oligopolistic industry," International Journal of Industrial Organization, Elsevier, vol. 11(3), pages 347-367, September.
- Besanko, David & Kanatas, George, 1993. "Credit Market Equilibrium with Bank Monitoring and Moral Hazard," The Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 213-232.
- Besanko, David & Spulber, Daniel F, 1993. "Contested Mergers and Equilibrium Antitrust Policy," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 9(1), pages 1-29, April.
1992
- Besanko, David & Thakor, Anjan V., 1992. "Banking deregulation: Allocational consequences of relaxing entry barriers," Journal of Banking & Finance, Elsevier, vol. 16(5), pages 909-932, September.
- Hirshleifer, David & Thakor, Anjan V, 1992. "Managerial Conservatism, Project Choice, and Debt," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 437-470.
- Hughes, Patricia J & Thakor, Anjan V, 1992. "Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings," The Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 709-742.
- Chan, Yuk-Shee & Greenbaum, Stuart I & Thakor, Anjan V, 1992.
"Is Fairly Priced Deposit Insurance Possible?,"
Journal of Finance, American Finance Association, vol. 47(1), pages 227-245, March.
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004. "Is Fairly Priced Deposit Insurance Possible?," Finance 0411018, University Library of Munich, Germany.
- Andrew F. Daughety & Jennifer F. Reinganum, 1992. "Search Equilibrium with Endogenous Recall," RAND Journal of Economics, The RAND Corporation, vol. 23(2), pages 184-202, Summer.
- David Besanko & Daniel F. Spulber, 1992. "Sequential-Equilibrium Investment by Regulated Firms," RAND Journal of Economics, The RAND Corporation, vol. 23(2), pages 153-170, Summer.
- Baron, David P & Besanko, David, 1992. "Information, Control, and Organizational Structure," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 1(2), pages 237-275, Summer.
- Spulber, Daniel F & Besanko, David, 1992. "Delegation, Commitment, and the Regulatory Mandate," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 8(1), pages 126-154, March.
1991
- Boot, Arnoud W. A. & Thakor, Anjan V. & Udell, Gregory F., 1991.
"Credible commitments, contract enforcement problems and banks: Intermediation as credibility assurance,"
Journal of Banking & Finance, Elsevier, vol. 15(3), pages 605-632, June.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Credible commitments, contract enforcement problems and banks : Intermediation as credibility assurance," Other publications TiSEM 6168c386-7508-4320-afbb-1, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Credible commitments, contract enforcement problems and banks : Intermediation as credibility assurance," Research Memorandum FEW 282, Tilburg University, School of Economics and Management.
- Boot, Arnoud W. A. & Thakor, Anjan V., 1991. "Off-balance sheet liabilities, deposit insurance and capital regulation," Journal of Banking & Finance, Elsevier, vol. 15(4-5), pages 825-846, September.
- Boot, Arnoud W A & Thakor, Anjan V & Udell, Gregory F, 1991. "Secured Lending and Default Risk: Equilibrium Analysis, Policy Implications and Empirical Results," Economic Journal, Royal Economic Society, vol. 101(406), pages 458-472, May.
- Ramakrishnan, Ram T S & Thakor, Anjan V, 1991. "Cooperation versus Competition in Agency," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 7(2), pages 248-283, Fall.
- Anjan V. Thakor, 1991. "Game Theory in Finance," Financial Management, Financial Management Association, vol. 20(1), Spring.
- Ball, Sheryl B. & Bazerman, Max H. & Carroll, John S., 1991. "An evaluation of learning in the bilateral winner's curse," Organizational Behavior and Human Decision Processes, Elsevier, vol. 48(1), pages 1-22, February.
- Reinganum, Jennifer F & Wilde, Louis L, 1991.
"Equilibrium Enforcement and Compliance in the Presence of Tax Practitioners,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 7(1), pages 163-181, Spring.
- Reinganum, Jennifer F. & Wilde, Louis L., 1990. "Equilibrium Enforcement and Compliance in the Presence of Tax Practitioners," Working Papers 744, California Institute of Technology, Division of the Humanities and Social Sciences.
- Andrew F. Daughety & Jennifer F. Reinganum, 1991. "Endogenous Availability in Search Equilibrium," RAND Journal of Economics, The RAND Corporation, vol. 22(2), pages 287-306, Summer.
- Besanko, David & Winston, Wayne L., 1991. "Optimal pricing of a product with periodic enhancements," European Journal of Operational Research, Elsevier, vol. 55(2), pages 268-278, November.
- Perry, Martin K & Besanko, David, 1991. "Resale Price Maintenance and Manufacturer Competition for Exclusive Dealerships," Journal of Industrial Economics, Wiley Blackwell, vol. 39(5), pages 517-544, September.
- Besanko, David & Sibley, David S, 1991. "Compensation and Transfer Pricing in a Principal-Agent Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(1), pages 55-68, February.
1990
- Ghysels, Eric, 1990. "Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 145-152, April.
- Ghysels, Eric & Hall, Alastair, 1990.
"A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-364, May.
- Ghysels, E & Hall, A., 1988. "A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators," Cahiers de recherche 8837, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, Eric & Hall, Alastair, 1990. "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 121-139.
- Ghysels, Eric & Hall, Alastair, 1990.
"Testing nonnested Euler conditions with quadrature-based methods of approximation,"
Journal of Econometrics, Elsevier, vol. 46(3), pages 273-308, December.
- Ghysels, E. & Hall, A., 1987. "Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation," Cahiers de recherche 8703, Universite de Montreal, Departement de sciences economiques.
- Chan, Yuk-Shee & Siegel, Daniel R & Thakor, Anjan V, 1990. "Learning, Corporate Control and Performance Requirements in Venture Capital Contracts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 365-381, May.
- Thakor, Anjan V, 1990. "Investment "Myopia" and the Internal Organization of Capital Allocation Decisions," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 6(1), pages 129-154, Spring.
- Brennan, Michael J & Thakor, Anjan V, 1990.
"Shareholder Preferences and Dividend Policy,"
Journal of Finance, American Finance Association, vol. 45(4), pages 993-1018, September.
- Michael J. Brennan & Anjan V. Thakor, 2004. "Shareholder Preferences and Dividend Policy," Finance 0411017, University Library of Munich, Germany.
- Foster, F Douglas & Viswanathan, S, 1990. "A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets," The Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 593-624.
- Besanko, David & Perry, Martin K & Spady, Richard H, 1990. "The Logit Model of Monopolistic Competition: Brand Diversity," Journal of Industrial Economics, Wiley Blackwell, vol. 38(4), pages 397-415, June.
- Besanko, David & Spulber, Daniel F, 1990. "Are Treble Damages Neutral? Sequential Equilibrium and Private Antitrust Enforcement," American Economic Review, American Economic Association, vol. 80(4), pages 870-887, September.
1989
- Jean Francois David & Eric Ghysels, 1989. "Y a-t-il des biais systematiques dans les annonces budgetaires canadiennes? (With English summary.)," Canadian Public Policy, University of Toronto Press, vol. 15(3), pages 313-321, September.
- Thakor, Anjan V, 1989. "Competitive Equilibrium with Type Convergence in an Asymmetrically Informed Market," The Review of Financial Studies, Society for Financial Studies, vol. 2(1), pages 49-71.
- Greenbaum, Stuart I & Thakor, Anjan V, 1989. "Bank Reserve Requirements as an Impediment to Signaling," Economic Inquiry, Western Economic Association International, vol. 27(1), pages 75-91, January.
- Besanko, David & Spulber, Daniel F, 1989. "Antitrust Enforcement under Asymmetric Information," Economic Journal, Royal Economic Society, vol. 99(396), pages 408-425, June.
- Besanko, David & Spulber, Daniel F, 1989.
"Delegated Law Enforcement and Noncooperative Behavior,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 5(1), pages 25-52, Spring.
- Besanko, D. & Spulber, D.F., 1988. "Delegated Law Enforcement And Noncooperative Behavior," Papers m8820, Southern California - Department of Economics.
- Xavier Vila, 1989. "Decisión bajo riesgo y relaciones de similitud: Observaciones sobre la conjetura de Rubinstein," Investigaciones Economicas, Fundación SEPI, vol. 13(3), pages 439-451, September.
1988
- Liu, Pu & Thakor, Anjan V, 1988. "Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: Reply," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(4), pages 696-697, November.
- Reinganum, Jennifer F, 1988.
"Plea Bargaining and Prosecutorial Discretion,"
American Economic Review, American Economic Association, vol. 78(4), pages 713-728, September.
- Reinganum, Jennifer F., 1986. "Plea Bargaining and Prosecutorial Discretion," Working Papers 616, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum & Louis L. Wilde, 1988. "A Note on Enforcement Uncertainty and Taxpayer Compliance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 103(4), pages 793-798.
- Besanko, David & Donnenfeld, Shabtai & White, Lawrence J, 1988. "The Multiproduct Firm, Quality Choice, and Regulation," Journal of Industrial Economics, Wiley Blackwell, vol. 36(4), pages 411-429, June.
- Besanko, David & Donnenfeld, Shabtai, 1988. "The impact of buyers' expectations on entry deterrence," Economics Letters, Elsevier, vol. 26(4), pages 375-380.
- Besanko, David & Donnenfeld, Shabtai, 1988. "Rate of return regulation and product variety," Journal of Public Economics, Elsevier, vol. 36(3), pages 293-304, August.
1987
- Ghysels, Eric, 1987. "Seasonal Extraction in the Presence of Feedback," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 191-194, April.
- Besanko, David & Thakor, Anjan V, 1987. "Collateral and Rationing: Sorting Equilibria in Monopolistic and Competitive Credit Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 671-689, October.
- Chan, Yuk-Shee & Thakor, Anjan V, 1987.
"Collateral and Competitive Equilibria with Moral Hazard and Private Information,"
Journal of Finance, American Finance Association, vol. 42(2), pages 345-363, June.
- Yuk-Shee Chan & Anjan V. Thakor, 2004. "Collateral and Competitive Equilibria with Moral Hazard and Private Information," Finance 0411019, University Library of Munich, Germany.
- Ofer, Aharon R & Thakor, Anjan V, 1987.
"A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends,"
Journal of Finance, American Finance Association, vol. 42(2), pages 365-394, June.
- Ahron R. Ofer & Anjan V. Thakor, 2004. "A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchase and Dividends," Finance 0411031, University Library of Munich, Germany.
- Thakor, Anjan V, 1987. "Asset Writedowns: Managerial Incentives and Security Returns: Discussion," Journal of Finance, American Finance Association, vol. 42(3), pages 661-663, July.
- Shah, Salman & Thakor, Anjan V., 1987.
"Optimal capital structure and project financing,"
Journal of Economic Theory, Elsevier, vol. 42(2), pages 209-243, August.
- Salman Shah & Anjan V. Thakor, 2004. "Optimal Capital Structure and Project Financing," Finance 0411041, University Library of Munich, Germany.
- Thakor, Anjan V. & Udell, Gregory F., 1987.
"An economic rationale for the pricing structure of bank loan commitments,"
Journal of Banking & Finance, Elsevier, vol. 11(2), pages 271-289, June.
- Anjan V. Thakor & Gregory F. Udell, 2004. "An Economic Rationale for the Pricing Structure of Bank Loan Commitments," Finance 0411053, University Library of Munich, Germany.
- Besanko, David & Thakor, Anjan V., 1987.
"Competitive equilibrium in the credit market under asymmetric information,"
Journal of Economic Theory, Elsevier, vol. 42(1), pages 167-182, June.
- David Besanko & Anjan V. Thakor, 2004. "Competitive Equilibrium in the Credit Market under Asymmetric Information," Finance 0411045, University Library of Munich, Germany.
- Greenbaum, Stuart I. & Thakor, Anjan V., 1987. "Bank funding modes : Securitization versus deposits," Journal of Banking & Finance, Elsevier, vol. 11(3), pages 379-401, September.
- Boot, Arnoud & Thakor, Anjan V. & Udell, Gregory F., 1987.
"Competition, risk neutrality and loan commitments,"
Journal of Banking & Finance, Elsevier, vol. 11(3), pages 449-471, September.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Competition, risk neutrality and loan commitments," Research Memorandum FEW 260, Tilburg University, School of Economics and Management.
- Boot, A.W.A. & Thakor, A.V. & Udell, G.F., 1987. "Competition, risk neutrality and loan commitments," Other publications TiSEM afd7b491-7ac6-41c8-8cae-0, Tilburg University, School of Economics and Management.
- Arnoud Boot & Anjan V. Thakor & Gregory F. Udell, 2004. "Competition, Risk Neutrality and Loan Commitments," Finance 0411051, University Library of Munich, Germany.
- David P. Baron & David Besanko, 1987. "Monitoring, Moral Hazard, Asymmetric Information, and Risk Sharing in Procurement Contracting," RAND Journal of Economics, The RAND Corporation, vol. 18(4), pages 509-532, Winter.
- Besanko, David, 1987. "Performance versus design standards in the regulation of pollution," Journal of Public Economics, Elsevier, vol. 34(1), pages 19-44, October.
1986
- Chan, Yuk-Shee & Greenbaum, Stuart I. & Thakor, Anjan V., 1986.
"Information reusability, competition and bank asset quality,"
Journal of Banking & Finance, Elsevier, vol. 10(2), pages 243-253, June.
- Yuk-Shee Chan & Stuart I. Greenbaum & Anjan V. Thakor, 2004. "Information Reusability, Competition and Bank Asset Quality," Finance 0411049, University Library of Munich, Germany.
- Reinganum, Jennifer F & Wilde, Louis L, 1986. "Equilibrium Verification and Reporting Policies in a Model of Tax Compliance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(3), pages 739-760, October.
- Graetz, Michael J & Reinganum, Jennifer F & Wilde, Louis L, 1986.
"The Tax Compliance Game: Toward an Interactive Theory of Law Enforcement,"
The Journal of Law, Economics, and Organization, Oxford University Press, vol. 2(1), pages 1-32, Spring.
- Graetz, Michael J. & Reinganum, Jennifer F. & Wilde, Louis L., "undated". "The Tax Compliance Game: Toward an Interactive Theory of Law Enforcement," Working Papers 589, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum & Louise L. Wilde, 1986. "Settlement, Litigation, and the Allocation of Litigation Costs," RAND Journal of Economics, The RAND Corporation, vol. 17(4), pages 557-566, Winter.
1985
- Millon, Marcia H & Thakor, Anjan V, 1985.
"Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies,"
Journal of Finance, American Finance Association, vol. 40(5), pages 1403-1422, December.
- Marcia H. Millon & Anjan V. Thakor, 2004. "Moral Hazard and Information Sharing: A Model of Financial Information Gathering Agencies," Finance 0411024, University Library of Munich, Germany.
- Chaney, Paul K. & Thakor, Anjan V., 1985.
"Incentive effects of benevolent intervention : The case of government loan guarantees,"
Journal of Public Economics, Elsevier, vol. 26(2), pages 169-189, March.
- Paul K. Chaney & Anjan V. Thakor, 2004. "Incentive Effects of Benevolent Intervention - The case of government loan guarantees," Finance 0411047, University Library of Munich, Germany.
- Reinganum, Jennifer F & Stokey, Nancy L, 1985. "Oligopoly Extraction of a Common Property Natural Resource: The Importance of the Period of Commitment in Dynamic Games," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 161-173, February.
- Reinganum, Jennifer F., 1985.
"A two-stage model of research and development with endogenous second-mover advantages,"
International Journal of Industrial Organization, Elsevier, vol. 3(3), pages 275-292, September.
- Reinganum, Jennifer F., 1983. "A Two-Stage Model of Research and Development With Endogenous Second Mover Advantages," Working Papers 479, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F. & Wilde, Louis L., 1985. "Income tax compliance in a principal-agent framework," Journal of Public Economics, Elsevier, vol. 26(1), pages 1-18, February.
- Jennifer F. Reinganum, 1985.
"Innovation and Industry Evolution,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(1), pages 81-99.
- Reinganum, Jennifer R., "undated". "Innovation and Industry Evolution," Working Papers 426, California Institute of Technology, Division of the Humanities and Social Sciences.
- Besanko, David, 1985. "Multi-period contracts between principal and agent with adverse selection," Economics Letters, Elsevier, vol. 17(1-2), pages 33-37.
1984
- Liu, Pu & Thakor, Anjan V, 1984. "Interest Yields, Credit Ratings, and Economic Characteristics of State Bonds: An Empirical Analysis: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(3), pages 344-351, August.
- Ramakrishnan, Ram T S & Thakor, Anjan V, 1984.
"The Valuation of Assets under Moral Hazard,"
Journal of Finance, American Finance Association, vol. 39(1), pages 229-238, March.
- Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004. "The Valuation of Assets under Moral Hazard," Finance 0411032, University Library of Munich, Germany.
- Ram T. S. Ramakrishnan & Anjan V. Thakor, 1984. "Information Reliability and a Theory of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 415-432.
- Reinganum, Jennifer F, 1984. "Uncertain Innovation and the Persistence of Monopoly: Reply," American Economic Review, American Economic Association, vol. 74(1), pages 243-246, March.
- Reinganum, Jennifer F, 1984. "Practical Implications of Game Theoretic Models of R&D," American Economic Review, American Economic Association, vol. 74(2), pages 61-66, May.
- David P. Baron & David Besanko, 1984. "Regulation, Asymmetric Information, and Auditing," RAND Journal of Economics, The RAND Corporation, vol. 15(4), pages 447-470, Winter.
- Baron, David P. & Besanko, David, 1984. "Regulation and information in a continuing relationship," Information Economics and Policy, Elsevier, vol. 1(3), pages 267-302.
1983
- Dholakia, Ruby Roy & Dholakia, Nikhilesh & Firat, A. Fuat, 1983. "From social psychology to political economy: A model of energy use behavior," Journal of Economic Psychology, Elsevier, vol. 3(3-4), pages 231-247, September.
- Lee, Wayne L & Thakor, Anjan V & Vora, Gautam, 1983.
"Screening, Market Signalling, and Capital Structure Theory,"
Journal of Finance, American Finance Association, vol. 38(5), pages 1507-1518, December.
- Wayne L. Lee & Anjan V. Thakor & Gautam Vora, 2004. "Screening, Market Signalling, and Capital Structure Theory," Finance 0411023, University Library of Munich, Germany.
- Thakor, Anjan V. & Callaway, Richard, 1983.
"Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(2), pages 229-256, June.
- Anjan V. Thakor & Richard Callaway, 2004. "Costly Information Production Equilibria in the Bank Credit Market with Applications to Credit Rationing," Finance 0411030, University Library of Munich, Germany.
- Reinganum, Jennifer F, 1983.
"Uncertain Innovation and the Persistence of Monopoly,"
American Economic Review, American Economic Association, vol. 73(4), pages 741-748, September.
- Reinganum, Jennifer R., 1982. "Uncertain Innovation and the Persistence of Monopoly," Working Papers 431, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1983.
"Technology Adoption Under Imperfect Information,"
Bell Journal of Economics, The RAND Corporation, vol. 14(1), pages 57-69, Spring.
- Reinganum, Jennifer F., 1981. "Technology Adoption Under Imperfect Information," Working Papers 407, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1983.
"Nash equilibrium search for the best alternative,"
Journal of Economic Theory, Elsevier, vol. 30(1), pages 139-152, June.
- Reinganum, Jennifer F., "undated". "Nash Equilibrium Search for the Best Alternative," Working Papers 413, California Institute of Technology, Division of the Humanities and Social Sciences.
1982
- Thakor, Anjan V, 1982.
"An Exploration of Competitive Signalling Equilibria with "Third Party" Information Production: The Case of Debt Insurance,"
Journal of Finance, American Finance Association, vol. 37(3), pages 717-739, June.
- Anjan V. Thakor, 2004. "An Exploration of Competitive Signalling Equilibria with 'Third Party' Information Production: The Case of Debt Insurance," Finance 0411028, University Library of Munich, Germany.
- Thakor, Anjan V., 1982.
"Toward a theory of bank loan commitments,"
Journal of Banking & Finance, Elsevier, vol. 6(1), pages 55-83, March.
- Anjan V. Thakor, 2004. "Toward a Theory of Bank Loan Commitments," Finance 0411048, University Library of Munich, Germany.
- Ramakrishnan, Ram T. S. & Thakor, Anjan V., 1982.
"Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(4), pages 503-532, November.
- Ram T. S. Ramakrishnan & Anjan V. Thakor, 2004. "Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium," Finance 0411033, University Library of Munich, Germany.
- Deshmukh, Sudhakar D. & Greenbaum, Stuart I. & Thakor, Anjan V., 1982.
"Capital Accumulation and Deposit Pricing in Mutual Financial Institutions,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(5), pages 705-725, December.
- Sudhakar D. Deshmukh & Stuart I. Greenbaum & Anjan V. Thakor, 2004. "Capital Accumulation and Deposit Pricing in Mutual Financial Institutions," Finance 0411020, University Library of Munich, Germany.
- Reinganum, Jennifer F, 1982. "A Dynamic Game of R and D: Patent Protection and Competitive Behavior," Econometrica, Econometric Society, vol. 50(3), pages 671-688, May.
- Reinganum, Jennifer F, 1982.
"Strategic Search Theory,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(1), pages 1-17, February.
- Reinganum, Jennifer., "undated". "Strategic Search Theory," Working Papers 353, California Institute of Technology, Division of the Humanities and Social Sciences.
1981
- Jennifer F. Reinganum, 1981.
"Market Structure and the Diffusion of New Technology,"
Bell Journal of Economics, The RAND Corporation, vol. 12(2), pages 618-624, Autumn.
- Reinganum, Jennifer F., "undated". "Market Structure and the Diffusion of New Technology," Working Papers 360, California Institute of Technology, Division of the Humanities and Social Sciences.
- Reinganum, Jennifer F., 1981.
"Dynamic games of innovation,"
Journal of Economic Theory, Elsevier, vol. 25(1), pages 21-41, August.
- Reinganum, Jennifer F., "undated". "Dynamic Games of Innovation," Working Papers 287, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jennifer F. Reinganum, 1981.
"On the Diffusion of New Technology: A Game Theoretic Approach,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(3), pages 395-405.
- Reinganum, Jennifer F., "undated". "On the Diffusion of New Technology: A Game Theoretic Approach," Working Papers 312, California Institute of Technology, Division of the Humanities and Social Sciences.
1979
- Dholakia, N & Khurana, R & Bhandari, L & Vora, M. N., 1979. "On normative policy models in developing countries," Omega, Elsevier, vol. 7(4), pages 359-360.
- Reinganum, Jennifer F, 1979.
"A Simple Model of Equilibrium Price Dispersion,"
Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 851-858, August.
- Jennifer F. Reinganum, 1978. "A Simple Model of Equilibrium Price Dispersion," Discussion Papers 335, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
Undated
- Dholakia, Ruby Roy & Dholakia, Nikhilesh, 0. "Deregulating markets and fast-changing technology: Public policy towards telecommunications in a turbulent setting," Telecommunications Policy, Elsevier, vol. 18(1), pages 21-31, January.
Books
2021
- Sumit Agarwal & Zhiguo He & Bernard Yeung (ed.), 2021. "Impact of COVID-19 on Asian Economies and Policy Responses," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12072, September.
2015
- Greenbaum, Stuart I. & Thakor, Anjan V. & Boot, Arnoud (ed.), 2015. "Contemporary Financial Intermediation," Elsevier Monographs, Elsevier, edition 3, number 9780124051966.
2014
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-36179-0, December.
2013
- Anjan Thakor (ed.), 2013. "Innovation and Growth:What Do We Know?," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8115, September.
2011
- Thakor, Anjan V., 2011. "The Four Colors of Business Growth," Elsevier Monographs, Elsevier, edition 1, number 9780123852397.
2008
- Thakor, Anjan V. & Boot, Arnoud (ed.), 2008. "Handbook of Financial Intermediation and Banking," Elsevier Monographs, Elsevier, edition 1, number 9780444515582.
2004
- Bhattacharya, Sudipto & Boot, Arnoud & Thakor, Anjan (ed.), 2004. "Credit, Intermediation, and the Macroeconomy: Readings and Perspectives in Modern Financial Theory," OUP Catalogue, Oxford University Press, number 9780199243068.
2002
- Anna Meyendorff & Anjan V. Thakor (ed.), 2002. "Designing Financial Systems in Transition Economies: Strategies for Reform in Central and Eastern Europe," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262133911, April.
Chapters
2023
- Nikhilesh Dholakia & Norbert Mundorf & Ruby Roy Dholakia, 2023. "Digital Utopia vs. Disinformation Dystopia: Digital Media at a Crossroads," Springer Books, in: Dietrich von der Oelsnitz & Udo Wagner (ed.), Marketing – Eine Bilanz, pages 201-212, Springer.
2021
- Qin Chen & Zhiguo He & Chang-Tai Hsieh & Zheng (Michael) Song, 2021. "Economic Effects of Lockdown in China," World Scientific Book Chapters, in: Sumit Agarwal & Zhiguo He & Bernard Yeung (ed.), Impact of COVID-19 on Asian Economies and Policy Responses, chapter 1, pages 3-10, World Scientific Publishing Co. Pte. Ltd..
- Zhiguo He & Bibo Liu, 2021. "Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak," World Scientific Book Chapters, in: Sumit Agarwal & Zhiguo He & Bernard Yeung (ed.), Impact of COVID-19 on Asian Economies and Policy Responses, chapter 9, pages 55-63, World Scientific Publishing Co. Pte. Ltd..
2018
- Roland Eisenhuth & Dermot Murphy & Andreas Neuhierl, 2018. "Casino game markets," Chapters, in: Victor J. Tremblay & Elizabeth Schroeder & Carol Horton Tremblay (ed.), Handbook of Behavioral Industrial Organization, chapter 10, pages 257-290, Edward Elgar Publishing.
- Andrew F. Daughety & Jennifer F. Reinganum, 2018. "Market structure, liability, and product safety," Chapters, in: Luis C. Corchón & Marco A. Marini (ed.), Handbook of Game Theory and Industrial Organization, Volume II, chapter 9, pages 225-247, Edward Elgar Publishing.
2015
- Sandholm, William H., 2015. "Population Games and Deterministic Evolutionary Dynamics," Handbook of Game Theory with Economic Applications,, Elsevier.
2014
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Bubble Troubles," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 1, pages 1-8, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Core Building Blocks," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 2, pages 9-21, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Temporal and Contextual Boundarie," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 3, pages 22-31, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Hype, Hope, and Bubbles," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 4, pages 32-42, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Typology of Bubbles," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 5, pages 43-59, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Bubble Emergence: Toward a Model," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 6, pages 60-72, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Toward a Grand Theory of Bubbles," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 7, pages 73-85, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Bubbles: Trouble or Tamable?," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, chapter 8, pages 86-97, Palgrave Macmillan.
- Nikhilesh Dholakia & Romeo V. Turcan, 2014. "Epilogue," Palgrave Macmillan Books, in: Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives, pages 98-100, Palgrave Macmillan.
- Anjan V. Thakor, 2014. "Leverage, System Risk and Financial System Health: How Do We Develop a Healthy Financial System?," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Ted Lindblom & Stefan Sjögren & Magnus Willesson (ed.), Governance, Regulation and Bank Stability, chapter 2, pages 9-19, Palgrave Macmillan.
2013
- Anjan V. Thakor, 2013. "Innovation and Finance: A Survey," World Scientific Book Chapters, in: Anjan Thakor (ed.), Innovation and Growth What Do We Know?, chapter 4, pages 87-110, World Scientific Publishing Co. Pte. Ltd..
- Samuel Chun & Anjan V. Thakor, 2013. "Unblocking Innovation: Breaking the Shackle of Assumptions," World Scientific Book Chapters, in: Anjan Thakor (ed.), Innovation and Growth What Do We Know?, chapter 6, pages 141-157, World Scientific Publishing Co. Pte. Ltd..
- Anjan Thakor, 2013. "Innovation: An Overview," World Scientific Book Chapters, in: Anjan Thakor (ed.), Innovation and Growth What Do We Know?, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
- Andrew F. Daughety & Jennifer F. Reinganum, 2013.
"Economic analysis of products liability: Theory,"
Chapters, in: Jennifer H. Arlen (ed.), Research Handbook on the Economics of Torts, chapter 3, pages 69-96,
Edward Elgar Publishing.
- Andrew F. Daughety & Jennifer F. Reinganum, 2011. "Economic Analysis of Products Liability: Theory," Vanderbilt University Department of Economics Working Papers 1107, Vanderbilt University Department of Economics.
2012
- Andrew F. Daughety & Jennifer F. Reinganum, 2012.
"Settlement,"
Chapters, in: Chris William Sanchirico (ed.), Procedural Law and Economics, chapter 15,
Edward Elgar Publishing.
- Andrew F. Daughety & Jennifer F. Reinganum, 2008. "Settlement," Vanderbilt University Department of Economics Working Papers 0808, Vanderbilt University Department of Economics.
2009
- Xavier Vilà, 2009.
"A Model-to-Model Analysis of the Repeated Prisoners’ Dilemma: Genetic Algorithms vs. Evolutionary Dynamics,"
Lecture Notes in Economics and Mathematical Systems, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes (ed.), Artificial Economics, chapter 0, pages 237-244,
Springer.
- Xavier Vilà, 2008. "A Model-to-Model Analysis of The Repeated Prisoners' Dilemma: Genetic Algorithms vs. Evolutionary Dynamics," UFAE and IAE Working Papers 747.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
2008
- Nikhilesh Dholakia, 2008. "Adversarial Allies: The Evolving China–India Nexus," Chapters, in: Gabriele Suder (ed.), International Business under Adversity, chapter 7, Edward Elgar Publishing.
2007
- Andrew F. Daughety & Jennifer F. Reinganum, 2007.
"Hidden Talents: Entrepreneurship and Pareto-Improving Private Information,"
NBER Chapters, in: Entrepreneurship: Strategy and Structure,
National Bureau of Economic Research, Inc.
- Andrew F. Daughety & Jennifer F. Reinganum, 2009. "Hidden Talents: Entrepreneurship and Pareto‐Improving Private Information," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(3), pages 901-934, September.
1989
- Reinganum, Jennifer F., 1989. "The timing of innovation: Research, development, and diffusion," Handbook of Industrial Organization, in: R. Schmalensee & R. Willig (ed.), Handbook of Industrial Organization, edition 1, volume 1, chapter 14, pages 849-908, Elsevier.
Software components
2005
- Xavier Vila, 2005. "DOVE: Evolution of Finite Automata in Repeated 2x2 Games," Grecs Computer Code 001.05, Research Group in Computation and Simulations (GRECS).