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Publications

by alumni of

Northwestern University → Kellogg Graduate School of Management

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 |

Working papers

2026

  1. Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2026, "The drivers and implications of retail margin trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126110, Aug.
  2. Zhiguo He & Zehao Liu & Xinle Pang & Yang Su & Kunru Zou, 2026, "Household Migration and Collateral Constraint: Cash-based Housing Resettlement in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 34982, Mar.
  3. Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2026, "Homemade Foreign Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 35095, Apr.
  4. Zhiguo He & Wenxi Jiang & Wei Xiong, 2026, "Earnings Management and Price Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 35178, May.
  5. Valentin Haddad & Zhiguo He & Paul Huebner & Péter Kondor & Erik Loualiche, 2026, "Causal Inference for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35413, Jul.
  6. Zhiguo He & Peter M. DeMarzo & Qiping Xu, 2026, "More Frequent Than You Think: Revisiting Capital Structure Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 35593, Aug.

2025

  1. Henrique Castro-Pires & Deniz Kattwinkel & Jan Knoepfle, 2025, "Who and How? Adverse Selection and flexible Moral Hazard," Papers, arXiv.org, number 2506.12979, Jun, revised Sep 2025.
  2. Castro-Pires, Henrique & Fischer, Kai & Mello, Marco & Moscelli, Giuseppe, 2025, "Immigration, Workforce Composition, and Organizational Performance: The Effect of Brexit on NHS Hospital Quality," IZA Discussion Papers, IZA Network @ LISER, number 17797, Mar.
  3. Kaul, Rupali & Anderson, Stephen J. & Chintagunta, Pradeep K. & Vilcassim, Naufel, 2025, "Call me maybe: does customer feedback seeking impact nonsolicited customers?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125615, Jan.
  4. Zhiguo He & Péter Kondor & Jessica S. Li, 2025, "Demand Elasticity in Dynamic Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34450, Nov.
  5. Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling, 2025, "The Uncertainty of Machine Learning Predictions in Asset Pricing," Papers, arXiv.org, number 2503.00549, Mar.

2024

  1. Anderson, Stephen J. & Chintagunta, Pradeep & Vilcassim, Naufel J., 2024, "Virtual collaboration technology and international business coaching: examining the impact on marketing strategies and sales," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120474, May.
  2. Germann, Frank & Anderson, Stephen J. & Chintagunta, Pradeep K. & Vilcassim, Naufel J., 2024, "Frontiers: breaking the glass ceiling: empowering female entrepreneurs through female mentors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120477, Mar.
  3. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore Siritto, Cecilia, 2024, "Information-Based Pricing in Specialized Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 18938, Mar.
  4. He, Zhiguo & Jiang, Sheila & Xu, Douglas, 2024, "Tech-Driven Intermediation in the Originate-to-Distribute Model," Research Papers, Stanford University, Graduate School of Business, number 4145, Jan.
  5. Zhiguo He & Jing Huang & Cecilia Parlatore, 2024, "Information Span in Credit Market Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 33141, Nov.

2023

  1. Moscelli, Giuseppe & Sayli, Melisa & Blanden, Jo & Mello, Marco & Castro-Pires, Henrique & Bojke, Chris, 2023, "Non-monetary Interventions, Workforce Retention and Hospital Quality: Evidence from the English NHS," IZA Discussion Papers, IZA Network @ LISER, number 16379, Aug.
  2. Castro-Pires, Henrique & Mello, Marco & Moscelli, Giuseppe, 2023, "Foreign Nurses and Hospital Quality: Evidence from Brexit," IZA Discussion Papers, IZA Network @ LISER, number 16616, Nov.
  3. He, Zhiguo & Jiang, Sheila & Xu, Douglas & Yin, Xiao, 2023, "Investing in Lending Technology: IT Spending in Banking," Research Papers, Stanford University, Graduate School of Business, number 4132, Oct.
  4. He, Zhiguo & Liao, Guanmin & Wang, Baolian, 2023, "What Gets Measured Gets Managed: Investment and the Cost of Capital," Research Papers, Stanford University, Graduate School of Business, number 4135, Aug.
  5. Halaburda, Hanna & He, Zhiguo & Li, Jiasun, 2023, "An Economic Model of Consensus on Distributed Ledgers," Research Papers, Stanford University, Graduate School of Business, number 4137, May.
  6. Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023, "The Stock Connect to China," NBER Working Papers, National Bureau of Economic Research, Inc, number 30893, Jan.
  7. Yuan Liao & Xinjie Ma & Andreas Neuhierl & Zhentao Shi, 2023, "Benign Overfitting in Economic Forecasting via Noise Regularization," Papers, arXiv.org, number 2312.05593, Dec, revised Apr 2026.

2022

  1. Alfredo Burlando & Pradeep Chintagunta & Jessica Goldberg & Melissa Graboyes & Peter Hangoma & Dean Karlan & Mario Macis & Silvia Prina, 2022, "Passing the Message: Peer Outreach about COVID-19 Precautions in Zambia," NBER Working Papers, National Bureau of Economic Research, Inc, number 30414, Sep.
  2. Zhiguo He & Jian Li, 2022, "Intermediation via Credit Chains," NBER Working Papers, National Bureau of Economic Research, Inc, number 29632, Jan.
  3. Zhiguo He & Bibo Liu & Feifei Zhu, 2022, "Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29731, Feb.
  4. Zhiguo He & Zhaogang Song, 2022, "Agency MBS as Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29899, Apr.
  5. Zhiguo He & Wei Wei, 2022, "China's Financial System and Economy: A Review," NBER Working Papers, National Bureau of Economic Research, Inc, number 30324, Aug.
  6. 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, National Bureau of Economic Research, Inc, number 30504, Sep.
  7. Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022, "Missing Data in Asset Pricing Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 30761, Dec.
  8. Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
  9. Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Kostas, 2022, "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111974, Oct.

2021

  1. Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2021, "Margin trading and leverage management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118851, Jul.
  2. Peter M. DeMarzo & Zhiguo He & Fabrice Tourre, 2021, "Sovereign Debt Ratchets and Welfare Destruction," NBER Working Papers, National Bureau of Economic Research, Inc, number 28599, Mar.
  3. Alonso, Ricardo & Zachariadis, Konstantinos, 2021, "Persuading Large Investors," CEPR Discussion Papers, Centre for Economic Policy Research, number 15792, Feb.

2020

  1. Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2020, "Valuation of Long-Term Property Rights under Political Uncertainty," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-105.
  2. Zhiguo He & Jing Huang & Jidong Zhou, 2020, "Open Banking: Credit Market Competition When Borrowers Own the Data," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-168.
  3. Zhiguo He & Stefan Nagel & Zhaogang Song, 2020, "Treasury Inconvenience Yields during the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-79.
  4. Zhiguo He & Maggie Rong Hu & Zhenping Wang & Vincent Yao, 2020, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 27665, Aug.
  5. Andreas Neuhierl & Michael Weber, 2020, "Monetary Momentum," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-39.

2019

  1. J. Goldberg & Macis & P. Chintagunta, 2019, "Incentivized Peer Referrals for Tuberculosis Screening: Evidence from India," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201911.
  2. Marlene Amstad & Zhiguo He, 2019, "Chinese Bond Market and Interbank Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 25549, Feb.
  3. Lin William Cong & Zhiguo He & Jiasun Li, 2019, "Decentralized Mining in Centralized Pools," NBER Working Papers, National Bureau of Economic Research, Inc, number 25592, Feb.
  4. Zhiguo He & Paymon Khorrami & Zhaogang Song, 2019, "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," NBER Working Papers, National Bureau of Economic Research, Inc, number 26494, Nov.
  5. 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, National Bureau of Economic Research, Inc, number 26520, Nov.
  6. Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
  7. Dasgupta, Amil & Cvijanovic, Dragana & Zachariadis, Konstantinos, 2019, "The Wall Street Stampede: Exit as Governance with Interacting Blockholders," CEPR Discussion Papers, Centre for Economic Policy Research, number 13870, Jul.

2018

  1. Goldberg, Jessica & Macis, Mario & Chintagunta, Pradeep, 2018, "Leveraging Patients' Social Networks to Overcome Tuberculosis Underdetection: A Field Experiment in India," IZA Discussion Papers, IZA Network @ LISER, number 11942, Nov.
  2. Lin William Cong & Zhiguo He, 2018, "Blockchain Disruption and Smart Contracts," NBER Working Papers, National Bureau of Economic Research, Inc, number 24399, Mar.
  3. Zhiguo He & Arvind Krishnamurthy, 2018, "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 24415, Mar.
  4. Jiangze Bian & Zhiguo He & Kelly Shue & Hao Zhou, 2018, "Leverage-Induced Fire Sales and Stock Market Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25040, Sep.
  5. Zhuo Chen & Zhiguo He & Chun Liu, 2018, "The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes," ADBI Working Papers, Asian Development Bank Institute, number 800, Jan.
  6. Ormazabal, Gaizka & Badia, Marc & Duro, Miguel & Jorgensen, Bjorn N., 2018, "The Informational Effects of Tightening Oil and Gas Disclosure Rules," CEPR Discussion Papers, Centre for Economic Policy Research, number 12776, Mar.
  7. Chen, Hui & Jorgensen, Bjorn, 2018, "Market exit through divestment: the effect of accounting bias on competition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64217, Jan.

2017

  1. Douglas Hales & Y.T. Chang & Jasmine Siu Lee Lam & Olivier Desplebin & Nikhilesh Dholakia & Adel Al-Wugayan, 2017, "An empirical test of the balanced theory of port competitiveness," Post-Print, HAL, number hal-01656957, May, DOI: 10.1108/IJLM-06-2015-0101.
  2. Zhuo Chen & Zhiguo He & Chun Liu, 2017, "The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 23598, Jul.
  3. Ormazabal, Gaizka & Badia, Marc & Duro, Miguel & Jorgensen, Bjorn N., 2017, "Market-wide Effects of Off-Balance Sheet Disclosures:," CEPR Discussion Papers, Centre for Economic Policy Research, number 12152, Jul.
  4. 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, London School of Economics and Political Science, LSE Library, number 67367, Jun.
  5. 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, London School of Economics and Political Science, LSE Library, number 67900, Mar.
  6. Jorgensen, Bjorn N. & Morley, Julia, 2017, "Discussion of “are related party transactions red flags?”," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 80801, Apr.
  7. Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 6391.

2016

  1. Sahni, Navdeep S. & Wheeler, S. Christian & Chintagunta, Pradeep, 2016, "Personalization in Email Marketing: The Role of Non-informative Advertising Content," Research Papers, Stanford University, Graduate School of Business, number 3409, Jan.
  2. He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2016, "What Makes US Government Bonds Safe Assets?," Research Papers, Stanford University, Graduate School of Business, number 3421, Jan.
  3. Zhiguo, He & Kondor, Peter, 2016, "Inefficient investment waves," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64412, Mar.
  4. Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016, "Optimal Long-Term Contracting with Learning," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-10, Nov.
  5. Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," NBER Working Papers, National Bureau of Economic Research, Inc, number 21919, Jan.
  6. Zhiguo He & Bryan Kelly & Asaf Manela, 2016, "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 21920, Jan.
  7. Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "A Model of Safe Asset Determination," NBER Working Papers, National Bureau of Economic Research, Inc, number 22271, May.
  8. Peter DeMarzo & Zhiguo He, 2016, "Leverage Dynamics without Commitment," NBER Working Papers, National Bureau of Economic Research, Inc, number 22799, Nov.
  9. Andreas Neuhierl & Michael Weber & Michael Weber, 2016, "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series, CESifo, number 6199.
  10. 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, Center for Mathematical Economics, Bielefeld University, number 505, Mar.
  11. 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, Center for Mathematical Economics, Bielefeld University, number 506, Mar.

2015

  1. Sahni, Navdeep & Zou, Dan & Chintagunta, Pradeep, 2015, "Do Targeted Discount Offers Serve as Advertising? Evidence from 70 Field Experiments," Research Papers, Stanford University, Graduate School of Business, number 3331, Nov.
  2. Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
  3. He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2015, "A Model of the Reserve Asset," Research Papers, Stanford University, Graduate School of Business, number 3279, Apr.
  4. 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, London School of Economics and Political Science, LSE Library, number 62325, Sep.
  5. Oyama Daisuke & William H. Sandholm & Olivier Tercieux, 2015, "Sampling best response dynamics and deterministic equilibrium selection," Post-Print, HAL, number halshs-01157537, Jan, DOI: 10.3982/TE1405.

2014

  1. Sahni, Navdeep & Zou, Dan & Chintagunta, Pradeep, 2014, "Effects of Targeted Promotions: Evidence from Field Experiments," Research Papers, Stanford University, Graduate School of Business, number 3243, Nov.
  2. Douglas Hales & Y.T. Chang & Jasmine Siu Lee Lam & Nikhilesh Dholakia & Olivier Desplebin, 2014, "The Balanced Theory of port competitiveness," Post-Print, HAL, number hal-01817006, Jul.
  3. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
  4. 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, Federal Reserve Bank of New York, number 680, Jul.
  5. Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2014, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 20638, Oct.
  6. Cvijanovic, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2014, "Ties that bind: how business connections affect mutual fund activism," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119030, Apr.

2013

  1. Zhiguo He & Arvind Krishnamurthy, 2013, "A Macroeconomic Framework for Quantifying Systemic Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-42, Jan, revised Apr 2015.
  2. Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2013, "Uncertainty, risk, and incentives: theory and evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-18.

2012

  1. Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012, "Liquidity and volatility in the U.S. treasury market," Staff Reports, Federal Reserve Bank of New York, number 590, Dec.
  2. Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012, "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports, Federal Reserve Bank of New York, number 581.
  3. Zhiguo He & Gregor Matvos, 2012, "Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17920, Mar.
  4. Zhiguo He & Wei Xiong, 2012, "Debt Financing in Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17935, Mar.
  5. Douglas W. Diamond & Zhiguo He, 2012, "A Theory of Debt Maturity: The Long and Short of Debt Overhang," NBER Working Papers, National Bureau of Economic Research, Inc, number 18160, Jun.
  6. Zhiguo He & Konstantin Milbradt, 2012, "Endogenous Liquidity and Defaultable Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 18408, Sep.
  7. Zhiguo He & Asaf Manela, 2012, "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18513, Nov.

2011

  1. Ting Zhu & Hongju Liu & Pradeep Chintagunta, 2011, "Wireless Carriers’ Exclusive Handset Arrangements: An Empirical Look at the iPhone," Working Papers, NET Institute, number 11-35, Sep, revised Oct 2011.
  2. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Discount window stigma during the 2007-2008 financial crisis," Staff Reports, Federal Reserve Bank of New York, number 483.
  3. Neville Francis & Eric Ghysels & Michael T. Owyang, 2011, "The low-frequency impact of daily monetary policy shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2011-009, DOI: 10.20955/wp.2011.009.
  4. Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110831, Aug.
  5. Dasgupta, Amil & Zachariadis, Konstantinos, 2011, "Delegated Activism and Disclosure," CEPR Discussion Papers, Centre for Economic Policy Research, number 8587, Oct.
  6. Olaru, Ioan & Zachariadis, Konstantinos, 2011, "Trading and voting in distressed firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119076, Feb.

2010

  1. Chintagunta, Pradeep K. & Nair, Harikesh S., 2010, "Marketing Models of Consumer Demand," Research Papers, Stanford University, Graduate School of Business, number 2072, Nov.
  2. Zhiguo He & Wei Xiong, 2010, "Financing Speculative Booms," Levine's Working Paper Archive, David K. Levine, number 661465000000000327, Nov.
  3. Zhiguo He & Wei Xiong, 2010, "Rollover Risk and Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 15653, Jan.
  4. Zhiguo He & In Gu Khang & Arvind Krishnamurthy, 2010, "Balance Sheet Adjustments in the 2008 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15919, Apr.

2009

  1. 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, National Bureau of Economic Research, Inc, number 15591, Dec.
  2. Zhiguo He & Wei Xiong, 2009, "Dynamic Debt Runs," NBER Working Papers, National Bureau of Economic Research, Inc, number 15482, Nov.

2008

  1. Pradeep Chintadunta & Renna Jiang & Ginger Z. Jin, 2008, "Information, Learning, and Drug Diffusion: the Case of Cox-2 Inhibitors," NBER Working Papers, National Bureau of Economic Research, Inc, number 14252, Aug.
  2. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2008, "Price Momentum In Stocks: Insights From Victorian Age Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 14500, Nov.
  3. Zhiguo He & Arvind Krishnamurthy, 2008, "A Model of Capital and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 14366, Sep.
  4. Zhiguo He & Arvind Krishnamurthy, 2008, "Intermediary Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 14517, Dec.
  5. Zhiguo He & Wei Xiong, 2008, "Delegated Asset Management, Investment Mandates, and Capital Immobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14574, Dec.
  6. Zhiguo He & Neng Wang & Mike Fishman & Peter DeMarzo, 2008, "Dynamic agency and the q theory of investment," 2008 Meeting Papers, Society for Economic Dynamics, number 1070.

2006

  1. Eric Ghysels & Jonathan H. Wright, 2006, "Forecasting professional forecasters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-10.
  2. 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, London School of Economics and Political Science, LSE Library, number 24517, May.

2005

  1. 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, London School of Economics and Political Science, LSE Library, number 24668, Oct.
  2. 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, London School of Economics and Political Science, LSE Library, number 24671, Dec.
  3. William H. Sandholm, 2005, "Population Games and Evolutionary Dynamics," Levine's Bibliography, UCLA Department of Economics, number 784828000000000210, Jul.

2004

  1. Nair, Harikesh S. & Dube, Jean-Pierre & Chintagunta, Pradeep, 2004, "Accounting for Primary and Secondary Demand Effects with Aggregate Data," Research Papers, Stanford University, Graduate School of Business, number 1949, Jul.
  2. Desiraju, Ramarao & Nair, Harikesh S. & Chintagunta, Pradeep, 2004, "Diffusion of New Pharmaceutical Drugs in Developing and Developed Nations," Research Papers, Stanford University, Graduate School of Business, number 1950, May.
  3. René Garcia & Eric Ghysels & Eric Renault, 2004, "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO, number 2004s-04, Jan.
  4. 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, Econometric Society, number 503, Aug.
  5. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers, CIRANO, number 2004s-19, May.
  6. Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004, "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 477, Aug.
  7. Elena Andreou & Eric Ghysels, 2004, "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers, CIRANO, number 2004s-26, May.
  8. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers, CIRANO, number 2004s-20, May.
  9. Elena Andreou & Eric Ghysels, 2004, "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers, CIRANO, number 2004s-25, May.

2003

  1. Nair, Harikesh S. & Chintagunta, Pradeep & Dube, Jean-Pierre, 2003, "Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants," Research Papers, Stanford University, Graduate School of Business, number 1948, Oct.
  2. 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, CIRANO, number 2003s-02, Jan.
  3. Eric Ghysels & João Pereira, 2003, "On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 2003s-27, May.
  4. Elena Andreou & Eric Ghysels, 2003, "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2003, Mar.
  5. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2003s-26, May.
  6. Hofbauer,J. & Sandholm,W.H., 2003, "Evolution in games with randomly disturbed payoffs," Working papers, Wisconsin Madison - Social Systems, number 20.
  7. Sandholm,W.H., 2003, "Evolution in Bayesian games II : stability of purified equilibria," Working papers, Wisconsin Madison - Social Systems, number 21.
  8. Sandholm,W.H., 2003, "Excess payoff dynamics, potential dynamics, and stable games," Working papers, Wisconsin Madison - Social Systems, number 5.

2002

  1. Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.
  2. Kuran,T. & Sandholm,W.H., 2002, "Cultural integration and its discontents," Working papers, Wisconsin Madison - Social Systems, number 20.
  3. Sandholm,W.H., 2002, "Potential dynamics and stable games," Working papers, Wisconsin Madison - Social Systems, number 21.

2001

  1. Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 133, Jun.
  2. Charles Cao & Eric Ghysels & Frank Hatheway, 2001, "Derivatives Do Affect Mutual Funds Returns : How and When?," CIRANO Working Papers, CIRANO, number 2001s-62, Nov.
  3. Elena Andreou & Eric Ghysels, 2001, "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers, CIRANO, number 2001s-65, Nov.
  4. 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, Tinbergen Institute, number 01-069/2, Jul.
  5. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001, "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-094/2, Oct.
  6. Sandholm,W.H., 2001, "Negative externalities and evolutionary implementation," Working papers, Wisconsin Madison - Social Systems, number 15.
  7. Sandholm,W.H., 2001, "Pigouvian pricing and stochastic evolutionary implementation," Working papers, Wisconsin Madison - Social Systems, number 16.
  8. Hofbauer,J. & Sandholm,W.H., 2001, "Evolution and learning in games with randomly disturbed payoffs," Working papers, Wisconsin Madison - Social Systems, number 5.

2000

  1. Eric Ghysels & Junghoon Seon, 2000, "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers, CIRANO, number 2000s-11, Mar.
  2. Elena Andreou & Eric Ghysels, 2000, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers, CIRANO, number 2000s-19, May.
  3. Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000, "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1004, Aug.
  4. Ely,J.C. & Sandholm,W.H., 2000, "Evolution with diverse preferences," Working papers, Wisconsin Madison - Social Systems, number 5.

1999

  1. Mouna Cherkaoui & Eric Ghysels, 1999, "Emerging Markets and Trading Costs," CIRANO Working Papers, CIRANO, number 99s-04, Feb.
  2. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999, "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers, CIRANO, number 99s-05, Feb.
  3. 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, CIRANO, number 99s-48, Nov.
  4. 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, New York University, Leonard N. Stern School of Business-, number 99-057, Sep.
  5. Sandholm,W.H., 1999, "Markov evolution with inexact information," Working papers, Wisconsin Madison - Social Systems, number 15.
  6. Sandholm,W.H., 1999, "Potential games with continuous player sets," Working papers, Wisconsin Madison - Social Systems, number 23.
  7. Sandholm,W.H., 1999, "Almost global convergence to p-dominant equilibrium," Working papers, Wisconsin Madison - Social Systems, number 37.
  8. Sandholm,W.H., 1999, "Evolutionary implementation and congestion pricing," Working papers, Wisconsin Madison - Social Systems, number 38.

1998

  1. 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, Boston College Department of Economics, number 403, Mar.
  2. 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, CIRANO, number 98s-14, May.
  3. Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers, CIRANO, number 98s-19, Jun.
  4. Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
  5. Myles Callan & Eric Ghysels & Norman R. Swanson, 1998, "Monetary Policy Rules with Model and Data Uncertainty," CIRANO Working Papers, CIRANO, number 98s-40, Nov.
  6. 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, New York University, Leonard N. Stern School of Business-, number 98-020, Jan.
  7. Sandholm,W.H., 1998, "The evolution of preferences and rapid social change," Working papers, Wisconsin Madison - Social Systems, number 28.

1997

  1. Eric Ghysels & Joann Jasiak, 1997, "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers, CIRANO, number 97s-06, Feb.
  2. Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997, "Nonparametric Methods and Option Pricing," CIRANO Working Papers, CIRANO, number 97s-19, Apr.
  3. William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997, "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers, CIRANO, number 97s-35, Oct.
  4. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997, "Seasonal Adjustment and Volatility Dynamics," CIRANO Working Papers, CIRANO, number 97s-39, Nov.
  5. William H. Sandholm, 1997, "An Evolutionary Approach to Congestion," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1198, Apr.

1996

  1. Eric Ghysels & Serena Ng, 1996, "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers, CIRANO, number 96s-18, Jul.
  2. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1996, "Kernel Autocorrelogram for Time Deformed Processes," CIRANO Working Papers, CIRANO, number 96s-19, Jul.
  3. Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996, "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers, CIRANO, number 96s-20, Jul.
  4. Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers, CIRANO, number 96s-24, Sep.
  5. Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 96s-26, Oct.
  6. René Garcia & Eric Ghysels, 1996, "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers, CIRANO, number 96s-34, Nov.
  7. William H. Sandholm, 1996, "Simple and Clever Decision Rules in Single Population Evolutionary Models," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1158, Jun.

1995

  1. Kenneth Laird & Nikhilesh Dholakia & Ruby Dholakia, 1995, "L'électronique grand public et l'industrie de l'information : Concurrence et stratégies émergentes," Post-Print, HAL, number halshs-02926610, May, DOI: 10.7193/DM.005.55-61.
  2. Bryan Campbell & Eric Ghysels, 1995, "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers, CIRANO, number 95s-08, Feb.
  3. Eric Ghysels, 1995, "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers, CIRANO, number 95s-16, Mar.
  4. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers, CIRANO, number 95s-19, Mar.
  5. Eric Ghysels & Alain Guay & Alastair Hall, 1995, "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers, CIRANO, number 95s-20, Mar.
  6. Eric Ghysels & Alastair Hall & Hahn Shik Lee, 1995, "On Periodic Structures and Testing for Seasonal Unit Roots," CIRANO Working Papers, CIRANO, number 95s-21, Mar.
  7. Eric Ghysels & Joann Jasiak, 1995, "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers, CIRANO, number 95s-31, Jun.
  8. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers, CIRANO, number 95s-32, Jun.
  9. René Garcia & Eric Ghysels & Maral Kichian, 1995, "On the Dynamic Specification of International Asset Pricing Models," CIRANO Working Papers, CIRANO, number 95s-39, Sep.
  10. Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets," CIRANO Working Papers, CIRANO, number 95s-42, Oct.
  11. Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.

1994

  1. Tim Bollerslev & Eric Ghysels, 1994, "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 94s-03, Sep.
  2. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994, "Simulation Based Inference in Moving Average Models," CIRANO Working Papers, CIRANO, number 94s-11, Oct.
  3. Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994, "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers, CIRANO, number 94s-15, Jan.
  4. Bollerslev, T. & Ghysels, E., 1994, "Periodic Autoregressive Conditional Heteroskedasticity," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9408.
  5. Ghysels, E. & Sarlan, H., 1994, "On the Analysis of Business Cycles Through the Spectrum of Chronologies," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9416.
  6. Perron, P. & Ghysels, E., 1994, "The Effect of Linear Filters on Dynamic Time series with Structural Change," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9425.

1993

  1. Eric Ghysels, 1993, "A time series model with periodic stochastic regime switching," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 84, DOI: 10.21034/dp.84.
  2. Ghysels, E., 1993, "Seasonal Adjustment and Other Data Transformations," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9322.
  3. Ghysels, E. & Hall, A., 1993, "The Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9325.
  4. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9335.

1992

  1. Eric Ghysels, 1992, "On the Periodic Structure of the Business Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1028, Jul.
  2. Campbell, B. & Ghysels, E., 1992, "Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9217.
  3. Dufour, J.M. & Ghysels, E. & Hall, A., 1992, "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9223.
  4. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9237.
  5. Eric Ghysels, 1992, "Christmas, Spring and the Dawning of Economic Recovery," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1027, May.
  6. Canova, F. & Ghysels, E., 1992, "Changes in Seasonal Patters: Are They Cyclical," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9216.

1991

  1. Ghysels, E., 1991, "On Scoring Asymmetric Periodic Probability Models of Turning-Point Forecasts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9130.
  2. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9131.
  3. Ghysels, E., 1991, "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9135.

1990

  1. Ghysels, E. & Perron, P., 1990, "The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root," Papers, Princeton, Department of Economics - Econometric Research Program, number 355.
  2. Ghysels, E., 1990, "On The Economic And Econometrics Of Seasonality," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9028.
  3. Ghysels, E. & Hall, A., 1990, "An Extension Of Quadrature-Based Methods For Solving Euler Conditions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9029.
  4. Ghysels, E., 1990, "The Business Cycle, The Seasonal Cycle Or Just Any Cycle," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9036.

1989

  1. David, J-F. & Ghysels, E., 1989, "Y A-T-Il Des Biais Systematiques Dans Les Annonces Budgetaires Canadiennes?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 8912.
  2. Ghysels, E. & Hall, A., 1989, "On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8933.

1988

  1. 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, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 8837.
  2. Ghysels, E. & Karangwa, E., 1988, "Nominal Versus Real Seasonal Adjustment," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8842.

1987

  1. Ghysels, E., 1987, "Cycles and Seasonais in Inventories: Another Look At Non-Stationarity and Induced Seasonality," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8718.
  2. Ghysels, E., 1987, "The Political Economy of the Budget and Efficient Information Processing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8733.
  3. 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, Universite de Montreal, Departement de sciences economiques, number 8724.
  4. 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, Universite de Montreal, Departement de sciences economiques, number 8723.
  5. Ghysels, E. & Hall, A., 1987, "Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8703.

1986

  1. Ghysels, E., 1986, "A Study Towards a Dynamic Theory of Seasonality for Economic Time Series," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8612.
  2. Ghysels, E., 1986, "Asset Prices in an Economy with Latent Technological Shocks - Econometric Implications of a Discrete Time General Equilibrium Model," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8623.
  3. Ghysels, E., 1986, "Kalman Filter Seasonal Extraction Applied to Monetary Targeting," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8611.
  4. Ghysels, E. & Nerlove, M., 1986, "Seasonality in Surveys a Comparison of Belgian, French and German Business Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8614.
  5. Ghysels, E. & Nerlove, M., 1986, "Seasonality in Surveys Evidence From the Belgian Business Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8613.

1979

  1. Balakrishnan K & Dholakia Nikhilesh, 1979, "Management of Decentralised Sector: A Conceptual Framework," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1979-05-01_00354, May.

1978

  1. Dholakia Nikhilesh, 1978, "A Preliminary Report on Marketing Theory and its Relationships to Social Enterprises," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1978-06-01_00299, Jun.
  2. Dholakia Nikhilesh & Bhandari L C, 1978, "An Approach to the Design of Corporate Identity," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1978-06-01_00300, Jun.
  3. 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, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1978-06-01_00301, Jun.
  4. Sambrani Shreekant & Dholakia Nikhilesh, 1978, "Does Futurology Have a Future in India?," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1978-09-01_00318, Sep.
  5. Dholakia Nikhilesh, 1978, "Development Administration as Social Marketing," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1978-10-01_00323, Oct.

1977

  1. Dholakia Nikhilesh & Dholakia Ruby Roy, 1977, "Positioning Strategy and Multiattribute Information Processing," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1977-12-01_00264, Dec.

1976

  1. Khurana Rakesh & Dholakia Nikhilesh, 1976, "Patterns of MRTP Judgements (Relating To Restrictive Trade Practices) - A Preliminary Analysis," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1976-04-01_00186, Apr.
  2. Dholakia Nikhilesh & Khurana Rakesh, 1976, "Total Performance Measurement System for Public Enterprises: A Framework," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1976-06-01_00198, Jun.
  3. Khurana Rakesh & Dholakia Nikhilesh, 1976, "Options for the Fifth Sector: A Discussion of the Workers Sector Proposal," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1976-07-01_00202, Jul.
  4. Dholakia Nikhilesh, 1976, "Indian Markets and Marketing: The Emerging Perspective," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1976-10-01_00210, Oct.

1975

  1. Dholakia Nikhilesh, 1975, "Consumption Patterns and Macromarketing: A Radical Perspective," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1975-08-01_00155, Aug.
  2. Dholakia Nikhilesh, 1975, "New Marketing in a New Environment: Some Thoughts on a Basic Restructuring," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1975-10-01_00166, Oct.
  3. Dholakia Nikhilesh & Khurana Rakesh, 1975, "A Strategy Model for Export Marketing," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP1975-12-01_00175, Dec.

Journal articles

2026

  1. Henrique Castro-Pires, 2026, "Monitoring, Performance Reviews, and Retaliation," Management Science, INFORMS, volume 72, issue 2, pages 1410-1429, February, DOI: 10.1287/mnsc.2023.01226.

2025

  1. Rupali Kaul & Stephen J. Anderson & Pradeep K. Chintagunta & Naufel Vilcassim, 2025, "Call Me Maybe: Does Customer Feedback Seeking Impact Nonsolicited Customers?," Marketing Science, INFORMS, volume 44, issue 1, pages 129-154, January, DOI: 10.1287/mksc.2023.0324.
  2. Jae Hyen Chung & Pradeep Chintagunta & Sanjog Misra, 2025, "Simulated maximum likelihood estimation of the sequential search model," Quantitative Marketing and Economics (QME), Springer, volume 23, issue 1, pages 105-164, March, DOI: 10.1007/s11129-024-09281-4.
  3. Shirsho Biswas & Pradeep Chintagunta & Sanjay Dhar, 2025, "How do U.S. households change their expenditure patterns in response to income or wealth shocks? Insights from NielsenIQ Data," Quantitative Marketing and Economics (QME), Springer, volume 23, issue 3, pages 419-445, September, DOI: 10.1007/s11129-025-09297-4.
  4. Blickle, Kristian & He, Zhiguo & Huang, Jing & Parlatore, Cecilia, 2025, "Information-based pricing in specialized lending," Journal of Financial Economics, Elsevier, volume 172, issue C, DOI: 10.1016/j.jfineco.2025.104135.
  5. Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.

2024

  1. Henrique Castro-Pires & Hector Chade & Jeroen Swinkels, 2024, "Disentangling Moral Hazard and Adverse Selection," American Economic Review, American Economic Association, volume 114, issue 1, pages 1-37, January, DOI: 10.1257/aer.20220100.
  2. Henrique Castro-Pires, 2024, "Agency in Hierarchies: Middle Managers and Performance Evaluations," Journal of the European Economic Association, European Economic Association, volume 22, issue 5, pages 2414-2465.
  3. Burlando, Alfredo & Chintagunta, Pradeep & Goldberg, Jessica & Graboyes, Melissa & Hangoma, Peter & Karlan, Dean & Macis, Mario & Prina, Silvia, 2024, "Passing the message: Peer outreach about COVID-19 precautions in Zambia," Journal of Development Economics, Elsevier, volume 171, issue C, DOI: 10.1016/j.jdeveco.2024.103318.
  4. O. Cem Ozturk & Cheng He & Pradeep K. Chintagunta, 2024, "Frontiers: Inequalities in Dealers’ Interest Rate Markups? A Gender- and Race-Based Analysis," Marketing Science, INFORMS, volume 43, issue 1, pages 20-32, January, DOI: 10.1287/mksc.2022.0295.
  5. Frank Germann & Stephen J. Anderson & Pradeep K. Chintagunta & Naufel Vilcassim, 2024, "Frontiers: Breaking the Glass Ceiling: Empowering Female Entrepreneurs Through Female Mentors," Marketing Science, INFORMS, volume 43, issue 2, pages 244-253, March, DOI: 10.1287/mksc.2023.0108.
  6. Ali Goli & Simha Mummalaneni & Pradeep K. Chintagunta, 2024, "Making a Smooth Exit? Menthol Bans and Cigarette Sales in Massachusetts," Marketing Science, INFORMS, volume 43, issue 3, pages 564-589, May, DOI: 10.1287/mksc.2022.0361.
  7. Stephen J. Anderson & Pradeep K. Chintagunta & Naufel Vilcassim, 2024, "Virtual Collaboration Technology and International Business Coaching: Examining the Impact on Marketing Strategies and Sales," Marketing Science, INFORMS, volume 43, issue 3, pages 637-672, May, DOI: 10.1287/mksc.2019.0121.
  8. Zhiguo He & Maggie Hu & Zhenping Wang & Vincent Yao, 2024, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," American Economic Review, American Economic Association, volume 114, issue 9, pages 2701-2747, September, DOI: 10.1257/aer.20211242.
  9. Zhuo Chen & Zhiguo He & Wei Wei, 2024, "Margin Rules and Margin Trading: Past, Present, and Implications," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 153-177, November, DOI: 10.1146/annurev-financial-110921-10.
  10. Mertikopoulos, Panayotis & Sandholm, William H., 2024, "Nested replicator dynamics, nested logit choice, and similarity-based learning," Journal of Economic Theory, Elsevier, volume 220, issue C, DOI: 10.1016/j.jet.2024.105881.
  11. Alonso, Ricardo & Zachariadis, Konstantinos E., 2024, "Persuading large investors," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105933.
  12. 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, volume 28, issue 1, pages 151-187, February, DOI: 10.1007/s10058-023-00338-6.

2023

  1. Jessica Goldberg & Mario Macis & Pradeep Chintagunta, 2023, "Incentivized Peer Referrals for Tuberculosis Screening: Evidence from India," American Economic Journal: Applied Economics, American Economic Association, volume 15, issue 1, pages 259-291, January, DOI: 10.1257/app.20200721.
  2. Federico Rossi & Pradeep K. Chintagunta, 2023, "Consumer Loyalty Programs and Retail Prices: Evidence from Gasoline Markets," Marketing Science, INFORMS, volume 42, issue 4, pages 794-818, July, DOI: 10.1287/mksc.2022.1416.
  3. Cheng He & O. Cem Ozturk & Chris Gu & Pradeep K. Chintagunta, 2023, "Consumer Tax Credits for EVs: Some Quasi-Experimental Evidence on Consumer Demand, Product Substitution, and Carbon Emissions," Management Science, INFORMS, volume 69, issue 12, pages 7759-7783, December, DOI: 10.1287/mnsc.2023.4781.
  4. Zhiguo He & Yuehan Wang & Xiaoquan Zhu, 2023, "The Stock Connect to China," AEA Papers and Proceedings, American Economic Association, volume 113, pages 125-130, May, DOI: 10.1257/pandp.20231003.
  5. Zhiguo He & Wei Wei, 2023, "China's Financial System and Economy: A Review," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 451-483, September, DOI: 10.1146/annurev-economics-072622-09.
  6. Hui Chen & Zhuo Chen & Zhiguo He & Jinyu Liu & Rengming Xie, 2023, "Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2563-2620, October, DOI: 10.1111/jofi.13266.
  7. Zhiguo He & Yunzhi Hu, 2023, "Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 3, pages 553-583, July, DOI: 10.1111/sjoe.12535.
  8. He, Zhiguo & Huang, Jing & Zhou, Jidong, 2023, "Open banking: Credit market competition when borrowers own the data," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 449-474, DOI: 10.1016/j.jfineco.2022.12.003.
  9. 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, volume 13, issue 3, pages 405-439.
  10. 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, volume 13, issue 4, pages 615-652.
  11. 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, volume 13, issue 4, pages 734-783.
  12. Peter DeMarzo & Zhiguo He & Fabrice Tourre, 2023, "Sovereign Debt Ratchets and Welfare Destruction," Journal of Political Economy, University of Chicago Press, volume 131, issue 10, pages 2825-2892, DOI: 10.1086/724571.

2022

  1. Bonfrer, André & Chintagunta, Pradeep & Dhar, Sanjay, 2022, "Retail store formats, competition and shopper behavior: A Systematic review," Journal of Retailing, Elsevier, volume 98, issue 1, pages 71-91, DOI: 10.1016/j.jretai.2022.02.006.
  2. Jacquelyn S. Thomas & Pradeep K. Chintagunta, 2022, "Invited Commentary—“How Support for Black Lives Matter Impacts Consumer Responses on Social Media”," Marketing Science, INFORMS, volume 41, issue 6, pages 1045-1052, November, DOI: 10.1287/mksc.2022.1398.
  3. Yewon Kim & Pradeep K. Chintagunta & Bhuvanesh Pareek, 2022, "Government Policy, Strategic Consumer Behavior, and Spillovers to Retailers: The Case of Demonetization in India," Marketing Science, INFORMS, volume 41, issue 6, pages 1118-1144, November, DOI: 10.1287/mksc.2022.1358.
  4. Ali Goli & Simha Mummalaneni & Pradeep K. Chintagunta & Sanjay K. Dhar, 2022, "Show and Sell: Studying the Effects of Branded Cigarette Product Placement in TV Shows on Cigarette Sales," Marketing Science, INFORMS, volume 41, issue 6, pages 1163-1180, November, DOI: 10.1287/mksc.2022.1362.
  5. Junghyun Park & Minki Kim & Pradeep K Chintagunta, 2022, "Mapping Consumers’ Context-Dependent Consumption Preferences: A Multidimensional Unfolding Approach
    [An Empirical Comparison of Logit Choice Models with Discrete versus Continuous Representations of Heterogeneity]    ," Journal of Consumer Research, Journal of Consumer Research Inc., volume 49, issue 2, pages 202-228.
  6. He, Zhiguo & Nagel, Stefan & Song, Zhaogang, 2022, "Treasury inconvenience yields during the COVID-19 crisis," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 57-79, DOI: 10.1016/j.jfineco.2021.05.044.
  7. Zhiguo He & Yongxiang Wang, 2022, "Introduction: Special Issue on China I," Review of Finance, European Finance Association, volume 26, issue 3, pages 445-447.
  8. 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, volume 35, issue 10, pages 4630-4673.
  9. 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, John Wiley & Sons, Ltd., volume 60, issue 2, pages 427-466, May, DOI: 10.1111/1475-679X.12430.
  10. 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, volume 45, issue 1, pages 64-99, November, DOI: 10.1108/JAL-02-2022-0027.
  11. 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, volume 21, issue 5, pages 377-397, September, DOI: 10.1108/RAF-10-2021-0286.
  12. Hui Chen & Bjorn N. Jorgensen, 2022, "Insider Trading, Competition, and Real Activities Manipulation," Management Science, INFORMS, volume 68, issue 2, pages 1497-1511, February, DOI: 10.1287/mnsc.2020.3915.
  13. 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, volume 47, issue 1, pages 72-99, February, DOI: 10.1287/moor.2020.1114.
  14. Satterthwaite, Mark A. & Williams, Steven R. & Zachariadis, Konstantinos E., 2022, "Price discovery using a double auction," Games and Economic Behavior, Elsevier, volume 131, issue C, pages 57-83, DOI: 10.1016/j.geb.2021.11.001.
  15. Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos E., 2022, "The Wall Street stampede: Exit as governance with interacting blockholders," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 433-455, DOI: 10.1016/j.jfineco.2022.02.005.
  16. 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, volume 89, issue 5, pages 2445-2490.

2021

  1. Castro-Pires, Henrique & Moreira, Humberto, 2021, "Limited liability and non-responsiveness in agency models," Games and Economic Behavior, Elsevier, volume 128, issue C, pages 73-103, DOI: 10.1016/j.geb.2021.03.010.
  2. Ali Goli & Pradeep K. Chintagunta, 2021, "What Happens When a Retailer Drops a Product Category? Investigating the Consequences of Ending Tobacco Sales," Marketing Science, INFORMS, volume 40, issue 6, pages 1169-1198, November, DOI: 10.1287/mksc.2021.1299.
  3. Pradeep K. Chintagunta & Junhong Chu, 2021, "Geography as branding: Descriptive evidence from Taobao," Quantitative Marketing and Economics (QME), Springer, volume 19, issue 1, pages 53-92, March, DOI: 10.1007/s11129-020-09232-9.
  4. Pradeep K. Chintagunta, 2021, "Comments on “Counterfactual Inference for Consumer Choice Across Many Product Categories”," Quantitative Marketing and Economics (QME), Springer, volume 19, issue 3, pages 411-415, December, DOI: 10.1007/s11129-021-09243-0.
  5. Peter M. Demarzo & Zhiguo He, 2021, "Leverage Dynamics without Commitment," Journal of Finance, American Finance Association, volume 76, issue 3, pages 1195-1250, June, DOI: 10.1111/jofi.13001.
  6. 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, volume 34, issue 3, pages 1191-1235.
  7. Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021, "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 72-94, DOI: 10.1016/j.ijforecast.2020.03.002.
  8. Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021, "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 101-126, DOI: 10.1016/j.jfineco.2020.12.003.
  9. Neuhierl, Andreas & Varneskov, Rasmus T., 2021, "Frequency dependent risk," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 644-675, DOI: 10.1016/j.jfineco.2021.01.007.
  10. Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021, "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2813-2856.

2020

  1. André Bonfrer & Pradeep K. Chintagunta & John H. Roberts & David Corkindale, 2020, "Assessing the Sales Impact of Plain Packaging Regulation for Cigarettes: Evidence from Australia," Marketing Science, INFORMS, volume 39, issue 1, pages 234-252, January, DOI: 10.1287/mksc.2019.1164.
  2. Pradeep Chintagunta & Aparna A. Labroo, 2020, "It’s About Time: A Call for More Longitudinal Consumer Research Insights," Journal of the Association for Consumer Research, University of Chicago Press, volume 5, issue 3, pages 240-247, DOI: 10.1086/709858.
  3. 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, volume 137, issue 1, pages 42-71, DOI: 10.1016/j.jfineco.2019.07.009.
  4. 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, volume 37, issue 3, pages 1720-1755, September, DOI: 10.1111/1911-3846.12572.
  5. Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020, "Dissecting Characteristics Nonparametrically," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2326-2377.
  6. Sandholm, William H. & Izquierdo, Segismundo S. & Izquierdo, Luis R., 2020, "Stability for best experienced payoff dynamics," Journal of Economic Theory, Elsevier, volume 185, issue C, DOI: 10.1016/j.jet.2019.104957.

2019

  1. O. Cem Ozturk & Pradeep K. Chintagunta & Sriram Venkataraman, 2019, "Consumer Response to Chapter 11 Bankruptcy: Negative Demand Spillover to Competitors," Marketing Science, INFORMS, volume 38, issue 2, pages 296-316, March, DOI: 10.1287/mksc.2018.1138.
  2. Mantian (Mandy) Hu & Chu (Ivy) Dang & Pradeep K. Chintagunta, 2019, "Search and Learning at a Daily Deals Website," Marketing Science, INFORMS, volume 38, issue 4, pages 609-642, July, DOI: 10.1287/mksc.2019.1156.
  3. Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2019, "A Model of Safe Asset Determination," American Economic Review, American Economic Association, volume 109, issue 4, pages 1230-1262, April.
  4. Zhiguo He & Arvind Krishnamurthy, 2019, "A Macroeconomic Framework for Quantifying Systemic Risk," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 4, pages 1-37, October.
  5. Lin William Cong & Zhiguo He, 2019, "Blockchain Disruption and Smart Contracts," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 5, pages 1754-1797.
  6. Neuhierl, Andreas & Weber, Michael, 2019, "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 140-155, DOI: 10.1016/j.jmoneco.2019.08.005.
  7. 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, volume 118, issue C, pages 434-462, DOI: 10.1016/j.geb.2019.09.014.
  8. Sandholm, William H. & Izquierdo, Segismundo S. & Izquierdo, Luis R., 2019, "Best experienced payoff dynamics and cooperation in the Centipede game," Theoretical Economics, Econometric Society, volume 14, issue 4, November.

2018

  1. Navdeep S. Sahni & S. Christian Wheeler & Pradeep Chintagunta, 2018, "Personalization in Email Marketing: The Role of Noninformative Advertising Content," Marketing Science, INFORMS, volume 37, issue 2, pages 236-258, March, DOI: 10.1287/mksc.2017.1066.
  2. Hernán A. Bruno & Javier Cebollada & Pradeep K. Chintagunta, 2018, "Targeting Mr. or Mrs. Smith: Modeling and Leveraging Intrahousehold Heterogeneity in Brand Choice Behavior," Marketing Science, INFORMS, volume 37, issue 4, pages 631-648, August, DOI: 10.1287/mksc.2018.1088.
  3. Federico Rossi & Pradeep K. Chintagunta, 2018, "Price Uncertainty and Market Power in Retail Gasoline: The Case of an Italian Highway," Marketing Science, INFORMS, volume 37, issue 5, pages 753-770, September, DOI: 10.1287/mksc.2018.1105.
  4. Pradeep K. Chintagunta & Marco Shaojun Qin & Maria Ana Vitorino, 2018, "Licensing and Price Competition in Tied-Goods Markets: An Application to the Single-Serve Coffee System Industry," Marketing Science, INFORMS, volume 37, issue 6, pages 883-911, November, DOI: 10.1287/mksc.2018.1114.
  5. 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, volume 86, issue C, pages 406-415, DOI: 10.1016/j.jbusres.2017.09.030.
  6. Mann Zhang & Nikhilesh Dholakia, 2018, "Conceptual framing of virtuality and virtual consumption research," Journal of Global Scholars of Marketing Science, Taylor & Francis Journals, volume 28, issue 4, pages 305-319, October, DOI: 10.1080/21639159.2018.1513338.
  7. Zhiguo He & Arvind Krishnamurthy, 2018, "Intermediary Asset Pricing and the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 173-197, November, DOI: 10.1146/annurev-financial-110217-02.
  8. 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, volume 31, issue 3, pages 852-897.
  9. Hui Chen & Bjorn N. Jorgensen, 2018, "Market Exit Through Divestment—The Effect of Accounting Bias on Competition," Management Science, INFORMS, volume 64, issue 1, pages 164-177, January, DOI: 10.1287/mnsc.2016.2578.
  10. Mertikopoulos, Panayotis & Sandholm, William H., 2018, "Riemannian game dynamics," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 315-364, DOI: 10.1016/j.jet.2018.06.002.
  11. William H. Sandholm & Mathias Staudigl, 2018, "Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics," Mathematics of Operations Research, INFORMS, volume 43, issue 4, pages 1348-1377, November, DOI: 10.1287/moor.2017.0908.
  12. 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, volume 204, issue 2, pages 159-188, DOI: 10.1016/j.jeconom.2018.01.007.

2017

  1. Elisabeth Honka & Pradeep Chintagunta, 2017, "Simultaneous or Sequential? Search Strategies in the U.S. Auto Insurance Industry," Marketing Science, INFORMS, volume 36, issue 1, pages 21-42, January, DOI: 10.1287/mksc.2016.0995.
  2. Hongju Liu & Qiang Liu & Pradeep K. Chintagunta, 2017, "Promotion Spillovers: Drug Detailing in Combination Therapy," Marketing Science, INFORMS, volume 36, issue 3, pages 382-401, May, DOI: 10.1287/mksc.2016.1014.
  3. Ram Bala & Pradeep Bhardwaj & Pradeep K. Chintagunta, 2017, "Pharmaceutical Product Recalls: Category Effects and Competitor Response," Marketing Science, INFORMS, volume 36, issue 6, pages 931-943, November, DOI: 10.1287/mksc.2017.1054.
  4. Aras Özgün & Nikhilesh Dholakia & Deniz Atik, 2017, "Marketization and Foucault," Global Business Review, International Management Institute, volume 18, issue 3_suppl, pages 191-202, June, DOI: 10.1177/0972150917693335.
  5. He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017, "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 1-35, DOI: 10.1016/j.jfineco.2017.08.002.
  6. Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017, "Optimal Long-Term Contracting with Learning," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2006-2065.
  7. 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, volume 22, issue 2, pages 839-872, June, DOI: 10.1007/s11142-017-9387-1.
  8. Bjorn N. Jorgensen & Julia Morley, 2017, "Discussion of “Are Related Party Transactions Red Flags?â€," Contemporary Accounting Research, John Wiley & Sons, volume 34, issue 2, pages 929-939, June, DOI: 10.1111/1911-3846.12304.
  9. Konstantinos E. Zachariadis & Ioan F. Olaru, 2017, "The Impact of Security Trading on Corporate Restructurings," Review of Finance, European Finance Association, volume 21, issue 2, pages 667-718.

2016

  1. A. Yeşim Orhun & Sriram Venkataraman & Pradeep K. Chintagunta, 2016, "Impact of Competition on Product Decisions: Movie Choices of Exhibitors," Marketing Science, INFORMS, volume 35, issue 1, pages 73-92, January, DOI: 10.1287/mksc.2015.0909.
  2. Xiaojing Dong & Pradeep K. Chintagunta, 2016, "Satisfaction Spillovers Across Categories," Marketing Science, INFORMS, volume 35, issue 2, pages 275-283, March, DOI: 10.1287/mksc.2015.0941.
  3. Pradeep Chintagunta & Dominique M. Hanssens & John R. Hauser, 2016, "Editorial—Marketing Science and Big Data," Marketing Science, INFORMS, volume 35, issue 3, pages 341-342, May, DOI: 10.1287/mksc.2016.0996.
  4. O. Cem Ozturk & Sriram Venkataraman & Pradeep K. Chintagunta, 2016, "Price Reactions to Rivals’ Local Channel Exits," Marketing Science, INFORMS, volume 35, issue 4, pages 588-604, July, DOI: 10.1287/mksc.2015.0952.
  5. Pradeep K. Chintagunta, 2016, "Editors’ note," Quantitative Marketing and Economics (QME), Springer, volume 14, issue 3, pages 195-195, September, DOI: 10.1007/s11129-016-9172-7.
  6. Chintagunta Pradeep & Hanssens Dominique M. & Hauser John R., 2016, "Marketing and Data Science: Together the Future is Ours," NIM Marketing Intelligence Review, Paradigm, volume 8, issue 2, pages 18-23, November, DOI: 10.1515/gfkmir-2016-0011.
  7. Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016, "What Makes US Government Bonds Safe Assets?," American Economic Review, American Economic Association, volume 106, issue 5, pages 519-523, May.
  8. Zhiguo He & Asaf Manela, 2016, "Information Acquisition in Rumor‐Based Bank Runs," Journal of Finance, American Finance Association, volume 71, issue 3, pages 1113-1158, June, DOI: 10.1111/jofi.12202.
  9. Zhiguo He & Gregor Matvos, 2016, "Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?," Management Science, INFORMS, volume 62, issue 2, pages 303-325, February, DOI: 10.1287/mnsc.2014.2120.
  10. Zhiguo He & Konstantin Milbradt, 2016, "Dynamic Debt Maturity," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 10, pages 2677-2736.
  11. Zhiguo He & Péter Kondor, 2016, "Inefficient Investment Waves," Econometrica, Econometric Society, volume 84, issue , pages 735-780, March.
  12. Sandholm, William H. & Staudigl, Mathias, 2016, "Large deviations and stochastic stability in the small noise double limit," Theoretical Economics, Econometric Society, volume 11, issue 1, January.
  13. Dragana Cvijanović & Amil Dasgupta & Konstantinos E. Zachariadis, 2016, "Ties That Bind: How Business Connections Affect Mutual Fund Activism," Journal of Finance, American Finance Association, volume 71, issue 6, pages 2933-2966, December, DOI: 10.1111/jofi.12425.

2015

  1. S. Sriram & Pradeep K. Chintagunta & Puneet Manchanda, 2015, "Service Quality Variability and Termination Behavior," Management Science, INFORMS, volume 61, issue 11, pages 2739-2759, November, DOI: 10.1287/mnsc.2014.2105.
  2. Ting Zhu & Hongju Liu & Pradeep Chintagunta, 2015, "Wireless Carriers’ Exclusive Handset Arrangements: an Empirical Look at the iPhone," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), volume 2, issue 2, pages 177-190, June, DOI: 10.1007/s40547-015-0036-1.
  3. 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, volume 14, issue 3, pages 212-249, September, DOI: 10.1111/1911-3838.12051.
  4. Bjorn N. Jorgensen & Michael T. Kirschenheiter, 2015, "Discretionary Disclosures to Risk†Averse Traders: A Research Note," Contemporary Accounting Research, John Wiley & Sons, volume 32, issue 3, pages 1224-1235, September, DOI: 10.1111/1911-3846.12125.
  5. , & , H. & ,, 2015, "Sampling best response dynamics and deterministic equilibrium selection," Theoretical Economics, Econometric Society, volume 10, issue 1, January.

2014

  1. Steve Berry & Ahmed Khwaja & Vineet Kumar & Andres Musalem & Kenneth Wilbur & Greg Allenby & Bharat Anand & Pradeep Chintagunta & W. Hanemann & Przemek Jeziorski & Angelo Mele, 2014, "Structural models of complementary choices," Marketing Letters, Springer, volume 25, issue 3, pages 245-256, September, DOI: 10.1007/s11002-014-9309-y.
  2. Douglas W. Diamond & Zhiguo He, 2014, "A Theory of Debt Maturity: The Long and Short of Debt Overhang," Journal of Finance, American Finance Association, volume 69, issue 2, pages 719-762, April.
  3. Zhiguo He & Si Li & Bin Wei & Jianfeng Yu, 2014, "Uncertainty, Risk, and Incentives: Theory and Evidence," Management Science, INFORMS, volume 60, issue 1, pages 206-226, January, DOI: 10.1287/mnsc.2013.1744.
  4. Zhiguo He & Konstantin Milbradt, 2014, "Endogenous Liquidity and Defaultable Bonds," Econometrica, Econometric Society, volume 82, issue 4, pages 1443-1508, July.
  5. Brad Badertscher & Bjorn Jorgensen & Sharon Katz & William Kinney, 2014, "Public Equity and Audit Pricing in the United States," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 52, issue 2, pages 303-339, May, DOI: 10.1111/1475-679X.12041.
  6. 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, volume 11, issue 1, pages 13-33, June, DOI: 10.1080/17449480.2014.903718.
  7. 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, volume 31, issue 2, pages 498-521, June, DOI: 10.1111/1911-3846.12020.
  8. William Sandholm, 2014, "Probabilistic Interpretations of Integrability for Game Dynamics," Dynamic Games and Applications, Springer, volume 4, issue 1, pages 95-106, March, DOI: 10.1007/s13235-013-0082-y.
  9. 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, volume 86, issue C, pages 248-263, DOI: 10.1016/j.geb.2014.03.014.

2013

  1. Pradeep Chintagunta & Dominique Hanssens & John Hauser & Sinan Aral & Anand Bodapati & Eric Bradlow & Theodoros Evgeniou & David Godes & Dan Goldstein & P.K. Kannan & Peter Lenk & Rob McCulloch & Carl, 2013, "Call for Papers --- Marketing Science Special Issue on Big Data: Integrating Marketing, Statistics, and Computer Science," Marketing Science, INFORMS, volume 32, issue 4, pages 678-678, July, DOI: 10.1287/mksc.2013.0794.
  2. Shyam Gopinath & Pradeep K. Chintagunta & Sriram Venkataraman, 2013, "Blogs, Advertising, and Local-Market Movie Box Office Performance," Management Science, INFORMS, volume 59, issue 12, pages 2635-2654, December, DOI: 10.1287/mnsc.2013.1732.
  3. Zhiguo He & Arvind Krishnamurthy, 2013, "Intermediary Asset Pricing," American Economic Review, American Economic Association, volume 103, issue 2, pages 732-770, April.
  4. He, Zhiguo & Xiong, Wei, 2013, "Delegated asset management, investment mandates, and capital immobility," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 239-258, DOI: 10.1016/j.jfineco.2012.08.010.
  5. Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013, "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 283-291, DOI: 10.1016/j.jeconom.2012.08.011.
  6. Katherine A. Gunny & John Jacob & Bjorn N. Jorgensen, 2013, "Implications of the integral approach and earnings management for alternate annual reporting periods," Review of Accounting Studies, Springer, volume 18, issue 3, pages 868-891, September, DOI: 10.1007/s11142-013-9235-x.
  7. Neuhierl, Andreas & Scherbina, Anna & Schlusche, Bernd, 2013, "Market Reaction to Corporate Press Releases," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 4, pages 1207-1240, August.

2012

  1. Pradeep K. Chintagunta & Junhong Chu & Javier Cebollada, 2012, "Quantifying Transaction Costs in Online/Off-line Grocery Channel Choice," Marketing Science, INFORMS, volume 31, issue 1, pages 96-114, January, DOI: 10.1287/mksc.1110.0678.
  2. Minki Kim & Pradeep Chintagunta, 2012, "Investigating brand preferences across social groups and consumption contexts," Quantitative Marketing and Economics (QME), Springer, volume 10, issue 3, pages 305-333, September, DOI: 10.1007/s11129-011-9117-0.
  3. Zhiguo He & Wei Xiong, 2012, "Debt Financing in Asset Markets," American Economic Review, American Economic Association, volume 102, issue 3, pages 88-94, May.
  4. Zhiguo He & Wei Xiong, 2012, "Rollover Risk and Credit Risk," Journal of Finance, American Finance Association, volume 67, issue 2, pages 391-430, April, DOI: j.1540-6261.2012.01721.x.
  5. 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, volume 67, issue 6, pages 2295-2340, December, DOI: j.1540-6261.2012.01787.x.
  6. Zhiguo He, 2012, "Dynamic Compensation Contracts with Private Savings," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 5, pages 1494-1549.
  7. Zhiguo He & Wei Xiong, 2012, "Dynamic Debt Runs," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1799-1843.
  8. Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012, "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, volume 53, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2011.06.001.
  9. 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, volume 28, issue 1, pages 1-15, January, DOI: 10.1002/asmb.898.
  10. Bjorn N. Jorgensen & Michael T. Kirschenheiter, 2012, "Interactive Discretionary Disclosures," Contemporary Accounting Research, John Wiley & Sons, volume 29, issue 2, pages 382-397, June, DOI: 10.1111/j.1911-3846.2011.01070.x.
  11. G. Bamberg & A. Neuhierl, 2012, "Growth Optimal Investment Strategy: The Impact of Reallocation Frequency and Heavy Tails," German Economic Review, Verein für Socialpolitik, volume 13, issue 2, pages 228-240, May.
  12. Sandholm, William H., 2012, "Stochastic imitative game dynamics with committed agents," Journal of Economic Theory, Elsevier, volume 147, issue 5, pages 2056-2071, DOI: 10.1016/j.jet.2012.05.018.
  13. Ross Cressman & William Sandholm & Christine Taylor, 2012, "Preface: Second DGAA Special Issue on Evolutionary Games," Dynamic Games and Applications, Springer, volume 2, issue 1, pages 1-3, March, DOI: 10.1007/s13235-012-0039-6.
  14. Georgios Skoulakis, 2012, "On the quality of Taylor approximations to expected utility," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 11, pages 863-876, June, DOI: 10.1080/09603107.2011.628294.

2011

  1. V. Kumar & S. Sriram & Anita Luo & Pradeep K. Chintagunta, 2011, "Assessing the Effect of Marketing Investments in a Business Marketing Context," Marketing Science, INFORMS, volume 30, issue 5, pages 924-940, September, DOI: 10.1287/mksc.1110.0661.
  2. Pradeep K. Chintagunta & Harikesh S. Nair, 2011, "Structural Workshop Paper --Discrete-Choice Models of Consumer Demand in Marketing," Marketing Science, INFORMS, volume 30, issue 6, pages 977-996, November, DOI: 10.1287/mksc.1110.0674.
  3. Pradeep K. Chintagunta & Preyas S. Desai, 2011, "Introduction to the Special Issue on Marketing Within the Enterprise and Beyond," Management Science, INFORMS, volume 57, issue 9, pages 1511-1511, DOI: 10.1287/mnsc.1110.1432.
  4. Xiaojing Dong & Pradeep Chintagunta & Puneet Manchanda, 2011, "A new multivariate count data model to study multi-category physician prescription behavior," Quantitative Marketing and Economics (QME), Springer, volume 9, issue 3, pages 301-337, September, DOI: 10.1007/s11129-011-9102-7.
  5. He, Zhiguo, 2011, "A model of dynamic compensation and capital structure," Journal of Financial Economics, Elsevier, volume 100, issue 2, pages 351-366, May.
  6. 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, volume 38, issue 3-4, pages 446-471, April, DOI: j.1468-5957.2011.02241.x.
  7. Clayton, Matthew J. & Jorgensen, Bjorn N., 2011, "Corporate equity ownership, investment, and product market relationships," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1377-1388, DOI: 10.1016/j.jcorpfin.2011.08.001.
  8. Andreas Neuhierl & Bernd Schlusche, 2011, "Data Snooping and Market-Timing Rule Performance," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 550-587, Summer.
  9. Dokumacı, Emin & Sandholm, William H., 2011, "Large deviations and multinomial probit choice," Journal of Economic Theory, Elsevier, volume 146, issue 5, pages 2151-2158, DOI: 10.1016/j.jet.2011.06.013.
  10. , & , H., 2011, "Survival of dominated strategies under evolutionary dynamics," Theoretical Economics, Econometric Society, volume 6, issue 3, September.
  11. 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, volume 100, issue 3, pages 475-495, June.

2010

  1. Briesch, Richard A. & Chintagunta, Pradeep K. & Matzkin, Rosa L., 2010, "Nonparametric Discrete Choice Models With Unobserved Heterogeneity," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 2, pages 291-307.
  2. Chu, Junhong & Arce-Urriza, Marta & Cebollada-Calvo, José-Javier & Chintagunta, Pradeep K., 2010, "An Empirical Analysis of Shopping Behavior Across Online and Offline Channels for Grocery Products: The Moderating Effects of Household and Product Characteristics," Journal of Interactive Marketing, Elsevier, volume 24, issue 4, pages 251-268, DOI: 10.1016/j.intmar.2010.07.004.
  3. Jean-Pierre H. Dubé & Günter J. Hitsch & Pradeep K. Chintagunta, 2010, "Tipping and Concentration in Markets with Indirect Network Effects," Marketing Science, INFORMS, volume 29, issue 2, pages 216-249, 03-04, DOI: 10.1287/mksc.1090.0541.
  4. S. Sriram & Pradeep K. Chintagunta & Manoj K. Agarwal, 2010, "Investigating Consumer Purchase Behavior in Related Technology Product Categories," Marketing Science, INFORMS, volume 29, issue 2, pages 291-314, 03-04, DOI: 10.1287/mksc.1090.0506.
  5. Sungjoon Nam & Puneet Manchanda & Pradeep K. Chintagunta, 2010, "The Effect of Signal Quality and Contiguous Word of Mouth on Customer Acquisition for a Video-on-Demand Service," Marketing Science, INFORMS, volume 29, issue 4, pages 690-700, 07-08, DOI: 10.1287/mksc.1090.0550.
  6. Hongju Liu & Pradeep K. Chintagunta & Ting Zhu, 2010, "Complementarities and the Demand for Home Broadband Internet Services," Marketing Science, INFORMS, volume 29, issue 4, pages 701-720, 07-08, DOI: 10.1287/mksc.1090.0551.
  7. Pradeep K. Chintagunta & Shyam Gopinath & Sriram Venkataraman, 2010, "The Effects of Online User Reviews on Movie Box Office Performance: Accounting for Sequential Rollout and Aggregation Across Local Markets," Marketing Science, INFORMS, volume 29, issue 5, pages 944-957, 09-10, DOI: 10.1287/mksc.1100.0572.
  8. 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, volume 30, issue 6, pages 475-480, DOI: 10.1016/j.ijinfomgt.2010.03.003.
  9. Zhiguo He & In Gu Khang & Arvind Krishnamurthy, 2010, "Balance Sheet Adjustments during the 2008 Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 58, issue 1, pages 118-156, August.
  10. Sandholm, William H., 2010, "Decompositions and potentials for normal form games," Games and Economic Behavior, Elsevier, volume 70, issue 2, pages 446-456, November.
  11. , H., 2010, "Local stability under evolutionary game dynamics," Theoretical Economics, Econometric Society, volume 5, issue 1, January.
  12. , H., 2010, "Orders of limits for stationary distributions, stochastic dominance, and stochastic stability," Theoretical Economics, Econometric Society, volume 5, issue 1, January.
  13. Bakshi, Gurdip & Skoulakis, Georgios, 2010, "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 462-477, December.
  14. 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, volume 23, issue 9, pages 3346-3400.
  15. 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, volume 29, issue 5-6, pages 642-687, DOI: 10.1080/07474938.2010.481987.

2009

  1. Sigué, Simon Pierre & Chintagunta, Pradeep, 2009, "Advertising strategies in a franchise system," European Journal of Operational Research, Elsevier, volume 198, issue 2, pages 655-665, October.
  2. Kopalle, Praveen & Biswas, Dipayan & Chintagunta, Pradeep K. & Fan, Jia & Pauwels, Koen & Ratchford, Brian T. & Sills, James A., 2009, "Retailer Pricing and Competitive Effects," Journal of Retailing, Elsevier, volume 85, issue 1, pages 56-70, DOI: 10.1016/j.jretai.2008.11.005.
  3. Junhong Chu & Pradeep K. Chintagunta, 2009, "Quantifying the Economic Value of Warranties in the U.S. Server Market," Marketing Science, INFORMS, volume 28, issue 1, pages 99-121, 01-02, DOI: 10.1287/mksc.1080.0380.
  4. Pradeep Chintagunta (Editor) & Preyas Desai (Editor), 2009, "Call for Papers--Special Issue of Management Science: Marketing Within the Enterprise and Beyond," Management Science, INFORMS, volume 55, issue 10, pages 1753-1753, October, DOI: 10.1287/mnsc.1090.1092.
  5. Pradeep Chintagunta & Philip Hans Franses & Richard Paap, 2009, "Introduction to the special issue on new econometric models in marketing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 375-376, April.
  6. Pradeep K. Chintagunta & Harikesh S. Nair & R. Sukumar, 2009, "Measuring marketing‐mix effects in the 32/64 bit video‐game console market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 421-445, April.
  7. Pradeep Chintagunta & Renna Jiang & Ginger Jin, 2009, "Information, learning, and drug diffusion: The case of Cox-2 inhibitors," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 4, pages 399-443, December, DOI: 10.1007/s11129-009-9072-1.
  8. 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, volume 15, issue 2, pages 225-239, June.
  9. Zhiguo He, 2009, "The Sale of Multiple Assets with Private Information," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4787-4820, November.
  10. Zhiguo He, 2009, "Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 2, pages 859-892, February.
  11. Hofbauer, Josef & Sandholm, William H., 2009, "Stable games and their dynamics," Journal of Economic Theory, Elsevier, volume 144, issue 4, pages 1665-1693.4, July.
  12. Sandholm, William H., 2009, "Large population potential games," Journal of Economic Theory, Elsevier, volume 144, issue 4, pages 1710-1725, July.
  13. William H. Sandholm, 2009, "Pairwise Comparison Dynamics and Evolutionary Foundations for Nash Equilibrium," Games, MDPI, volume 1, issue 1, pages 1-15, December.
  14. 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, volume 33, issue 2, pages 193-207, March, DOI: 10.1007/s10614-008-9156-0.

2008

  1. Junhong Chu & Pradeep Chintagunta & Javier Cebollada, 2008, "Research Note—A Comparison of Within-Household Price Sensitivity Across Online and Offline Channels," Marketing Science, INFORMS, volume 27, issue 2, pages 283-299, 03-04, DOI: 10.1287/mksc.1070.0288.
  2. 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, volume 4, issue 3, pages 345-367, July, DOI: 10.1007/s10436-007-0081-3.
  3. Sandholm, William H., 2008, "H. Peyton Young, Strategic Learning and Its Limits , Oxford Univ. Press (2004) 165 pages," Games and Economic Behavior, Elsevier, volume 63, issue 1, pages 417-420, May.
  4. Lahkar, Ratul & Sandholm, William H., 2008, "The projection dynamic and the geometry of population games," Games and Economic Behavior, Elsevier, volume 64, issue 2, pages 565-590, November.
  5. Sandholm, William H. & DokumacI, Emin & Lahkar, Ratul, 2008, "The projection dynamic and the replicator dynamic," Games and Economic Behavior, Elsevier, volume 64, issue 2, pages 666-683, November.
  6. Timur Kuran & William H. Sandholm, 2008, "Cultural Integration and Its Discontents," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 1, pages 201-228.
  7. Skoulakis, Georgios, 2008, "A Recursive Formula for Computing Central Moments of a Multivariate Lognormal Distribution," The American Statistician, American Statistical Association, volume 62, pages 147-150, May.

2007

  1. Sridhar Narayanan & Pradeep Chintagunta & Eugenio Miravete, 2007, "The role of self selection, usage uncertainty and learning in the demand for local telephone service," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 1, pages 1-34, March, DOI: 10.1007/s11129-006-9015-z.
  2. Jacob, John & Jorgensen, Bjorn N., 2007, "Earnings management and accounting income aggregation," Journal of Accounting and Economics, Elsevier, volume 43, issue 2-3, pages 369-390, July.
  3. Sandholm, William H., 2007, "Simple formulas for stationary distributions and stochastically stable states," Games and Economic Behavior, Elsevier, volume 59, issue 1, pages 154-162, April.
  4. Sandholm, William H., 2007, "Pigouvian pricing and stochastic evolutionary implementation," Journal of Economic Theory, Elsevier, volume 132, issue 1, pages 367-382, January.
  5. Hofbauer, Josef & Sandholm, William H., 2007, "Evolution in games with randomly disturbed payoffs," Journal of Economic Theory, Elsevier, volume 132, issue 1, pages 47-69, January.
  6. Sandholm, William H., 2007, "Evolution in Bayesian games II: Stability of purified equilibria," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 641-667, September.

2006

  1. Karsten Hansen & Vishal Singh & Pradeep Chintagunta, 2006, "Understanding Store-Brand Purchase Behavior Across Categories," Marketing Science, INFORMS, volume 25, issue 1, pages 75-90, 01-02, DOI: 10.1287/mksc.1050.0151.
  2. S. Sriram & Pradeep K. Chintagunta & Ramya Neelamegham, 2006, "Effects of Brand Preference, Product Attributes, and Marketing Mix Variables in Technology Product Markets," Marketing Science, INFORMS, volume 25, issue 5, pages 440-456, September, DOI: 10.1287/mksc.1050.0188.
  3. Pradeep Chintagunta & Tülin Erdem & Peter E. Rossi & Michel Wedel, 2006, "Structural Modeling in Marketing: Review and Assessment," Marketing Science, INFORMS, volume 25, issue 6, pages 604-616, 11-12, DOI: 10.1287/mksc.1050.0161.
  4. Inseong Song & Pradeep K. Chintagunta, 2006, "Measuring Cross-Category Price Effects with Aggregate Store Data," Management Science, INFORMS, volume 52, issue 10, pages 1594-1609, October, DOI: 10.1287/mnsc.1060.0563.
  5. R. Venkatesh & Pradeep Chintagunta & Vijay Mahajan, 2006, "Research Note--Sole Entrant, Co-optor, or Component Supplier: Optimal End-Product Strategies for Manufacturers of Proprietary Component Brands," Management Science, INFORMS, volume 52, issue 4, pages 613-622, April, DOI: 10.1287/mnsc.1050.0457.
  6. Pradeep K. Chintagunta & Vrinda Kadiyali & Naufel J. Vilcassim, 2006, "Endogeneity and Simultaneity in Competitive Pricing and Advertising: A Logit Demand Analysis," The Journal of Business, University of Chicago Press, volume 79, issue 6, pages 2761-2788, November, DOI: 10.1086/507998.
  7. Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006, "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, volume 92, issue 2, pages 202-208, August.
  8. 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, volume 9, issue 1, pages 27-48, February.
  9. Sandholm, William H., 2006, "Ross Cressman, Evolutionary Dynamics and Extensive Form Games, MIT Press, Cambridge, MA (2003)," International Review of Economics & Finance, Elsevier, volume 15, issue 1, pages 136-140.

2005

  1. Pradeep K. Chintagunta & Ramarao Desiraju, 2005, "Strategic Pricing and Detailing Behavior in International Markets," Marketing Science, INFORMS, volume 24, issue 1, pages 67-80, June, DOI: 10.1287/mksc.1030.0029.
  2. K. Sudhir & Pradeep K. Chintagunta & Vrinda Kadiyali, 2005, "Time-Varying Competition," Marketing Science, INFORMS, volume 24, issue 1, pages 96-109, September, DOI: 10.1287/mksc.1040.0074.
  3. Harikesh Nair & Jean-Pierre Dubé & Pradeep Chintagunta, 2005, "Accounting for Primary and Secondary Demand Effects with Aggregate Data," Marketing Science, INFORMS, volume 24, issue 3, pages 444-460, November, DOI: 10.1287/mksc.1040.0101.
  4. Pradeep Chintagunta & Jean-Pierre Dubé & Khim Yong Goh, 2005, "Beyond the Endogeneity Bias: The Effect of Unmeasured Brand Characteristics on Household-Level Brand Choice Models," Management Science, INFORMS, volume 51, issue 5, pages 832-849, May, DOI: 10.1287/mnsc.1040.0323.
  5. Anil Pandya & Nikhilesh Dholakia, 2005, "Conceptualizing B2C Businesses as a New Category of Services," Journal of Electronic Commerce in Organizations (JECO), IGI Global Scientific Publishing, volume 3, issue 1, pages 1-12, January.
  6. Anil M. Pandya & Nikhilesh Dholakia, 2005, "B2C Failures: Toward an Innovation Theory Framework," Journal of Electronic Commerce in Organizations (JECO), IGI Global Scientific Publishing, volume 3, issue 2, pages 68-81, April.
  7. Beatty, Anne & Gron, Anne & Jorgensen, Bjorn, 2005, "Corporate risk management: evidence from product liability," Journal of Financial Intermediation, Elsevier, volume 14, issue 2, pages 152-178, April.
  8. Matthew J. Clayton & Bjorn N. Jorgensen, 2005, "Optimal Cross Holding with Externalities and Strategic Interactions," The Journal of Business, University of Chicago Press, volume 78, issue 4, pages 1505-1522, July, DOI: 10.1086/430867.
  9. Ely, Jeffrey C. & Sandholm, William H., 2005, "Evolution in Bayesian games I: Theory," Games and Economic Behavior, Elsevier, volume 53, issue 1, pages 83-109, October.
  10. Sandholm, William H., 2005, "Excess payoff dynamics and other well-behaved evolutionary dynamics," Journal of Economic Theory, Elsevier, volume 124, issue 2, pages 149-170, October.
  11. William H. Sandholm, 2005, "Negative Externalities and Evolutionary Implementation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 72, issue 3, pages 885-915.
  12. Carvalho, Alexandre & Skoulakis, Georgios, 2005, "Ergodicity and existence of moments for local mixtures of linear autoregressions," Statistics & Probability Letters, Elsevier, volume 71, issue 4, pages 313-322, March.

2004

  1. Puneet Manchanda & Pradeep K. Chintagunta, 2004, "Responsiveness of Physician Prescription Behavior to Salesforce Effort: An Individual Level Analysis," Marketing Letters, Springer, volume 15, issue 2_3, pages 129-145, July.
  2. Harikesh Nair & Pradeep Chintagunta & Jean-Pierre Dubé, 2004, "Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants," Quantitative Marketing and Economics (QME), Springer, volume 2, issue 1, pages 23-58, March.
  3. Ramya Neelamegham & Pradeep K. Chintagunta, 2004, "Modeling and Forecasting the Sales of Technology Products," Quantitative Marketing and Economics (QME), Springer, volume 2, issue 3, pages 195-232, September.
  4. André Bonfrer & Pradeep K. Chintagunta, 2004, "Store Brands: Who Buys Them and What Happens to Retail Prices When They Are Introduced?," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 24, issue 2, pages 195-218, March.
  5. Dholakia, Ruby Roy & Dholakia, Nikhilesh, 2004, "Mobility and markets: emerging outlines of m-commerce," Journal of Business Research, Elsevier, volume 57, issue 12, pages 1391-1396, December.
  6. Ghysels, Eric & Gourieroux, Christian & Jasiak, Joann, 2004, "Stochastic volatility duration models," Journal of Econometrics, Elsevier, volume 119, issue 2, pages 413-433, April.
  7. 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, volume 34, issue 4, pages 323-344, DOI: 10.1080/00014788.2004.9729975.

2003

  1. Seetharaman, P B & Chintagunta, Pradeep K, 2003, "The Proportional Hazard Model for Purchase Timing: A Comparison of Alternative Specifications," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 3, pages 368-382, July.
  2. Bayus Barry & Chintagunta Pradeep, 2003, "Competitive Entry and Pricing Responses to Product Innovation," Review of Marketing Science, De Gruyter, volume 1, issue 1, pages 1-26, August, DOI: 10.2202/1546-5616.1001.
  3. Pradeep Chintagunta & Jean-Pierre Dubé & Vishal Singh, 2003, "Balancing Profitability and Customer Welfare in a Supermarket Chain," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 1, pages 111-147, March, DOI: 10.1023/A:1023534028314.
  4. Jean-Pierre Dubé & Pradeep Chintagunta, 2003, "Comment," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 3, pages 293-298, September, DOI: 10.1023/B:QMEC.0000003330.48325.e1.
  5. Inseong Song & Pradeep Chintagunta, 2003, "A Micromodel of New Product Adoption with Heterogeneous and Forward-Looking Consumers: Application to the Digital Camera Category," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 4, pages 371-407, December, DOI: 10.1023/B:QMEC.0000004843.41279.f3.
  6. Ghysels, Eric & Cherkaoui, Mouna, 2003, "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, volume 10, issue 1-2, pages 169-198, February.
  7. Sandholm, William H., 2003, "Evolution and equilibrium under inexact information," Games and Economic Behavior, Elsevier, volume 44, issue 2, pages 343-378, August.

2002

  1. Briesch R.A. & Chintagunta P.K. & Matzkin R.L., 2002, "Semiparametric Estimation of Brand Choice Behavior," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 973-982, December.
  2. Pradeep K. Chintagunta & André Bonfrer & Inseong Song, 2002, "Investigating the Effects of Store-Brand Introduction on Retailer Demand and Pricing Behavior," Management Science, INFORMS, volume 48, issue 10, pages 1242-1267, October, DOI: 10.1287/mnsc.48.10.1242.274.
  3. Fortin, David R. & Dholakia, Ruby Roy & Dholakia, Nikhilesh, 2002, "Emerging issues in electronic marketing: thinking outside the square," Journal of Business Research, Elsevier, volume 55, issue 8, pages 623-627, August.
  4. Ghysels, Eric & Hall, Alastair, 2002, "Interview with Lars Peter Hansen," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 442-447, October.
  5. Andreou, Elena & Ghysels, Eric, 2002, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 363-376, July.
  6. Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002, "Let's get "real" about using economic data," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 343-360, August.
  7. Ghysels, Eric & Hall, Alastair, 2002, "Interview with Christopher A. Sims," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 448-449, October.
  8. Elena Andreou & Eric Ghysels, 2002, "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 579-600, DOI: 10.1002/jae.684.
  9. Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002, "Incentives for effective risk management," Journal of Banking & Finance, Elsevier, volume 26, issue 7, pages 1407-1425, July.
  10. 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, volume 6, issue 3-4, pages 131-166, September.
  11. Josef Hofbauer & William H. Sandholm, 2002, "On the Global Convergence of Stochastic Fictitious Play," Econometrica, Econometric Society, volume 70, issue 6, pages 2265-2294, November.
  12. William H. Sandholm, 2002, "Evolutionary Implementation and Congestion Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 3, pages 667-689.
  13. Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002, "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 4, pages 470-481, October.

2001

  1. Chintagunta, Pradeep & Kyriazidou, Ekaterini & Perktold, Josef, 2001, "Panel data analysis of household brand choices," Journal of Econometrics, Elsevier, volume 103, issue 1-2, pages 111-153, July.
  2. Pradeep K. Chintagunta, 2001, "Endogeneity and Heterogeneity in a Probit Demand Model: Estimation Using Aggregate Data," Marketing Science, INFORMS, volume 20, issue 4, pages 442-456, December, DOI: 10.1287/mksc.20.4.442.9751.
  3. Sandholm, William H., 2001, "Potential Games with Continuous Player Sets," Journal of Economic Theory, Elsevier, volume 97, issue 1, pages 81-108, March.
  4. William H. Sandholm, 2001, "Preference Evolution, Two-Speed Dynamics, and Rapid Social Change," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 3, pages 637-679, July, DOI: 10.1006/redy.2001.0128.
  5. William H. Sandholm, 2001, "Almost global convergence to p-dominant equilibrium," International Journal of Game Theory, Springer;Game Theory Society, volume 30, issue 1, pages 107-116.

2000

  1. Vrinda Kadiyali & Pradeep Chintagunta & Naufel Vilcassim, 2000, "Manufacturer-Retailer Channel Interactions and Implications for Channel Power: An Empirical Investigation of Pricing in a Local Market," Marketing Science, INFORMS, volume 19, issue 2, pages 127-148, September, DOI: 10.1287/mksc.19.2.127.11805.
  2. Ghysels, Eric, 2000, "Some Econometric Recipes for High-Frequency Data Cooking," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 2, pages 154-163, April.
  3. 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, volume 56, issue 3, pages 407-458, June.
  4. Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 53-92.
  5. 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, volume 24, issue 11-12, pages 1829-1857, October.
  6. Garcia, R. & Ghysels, E. & Renault, E., 2000, "Econometric methods for derivative securities and risk management," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 1-7.

1999

  1. Chintagunta, Pradeep K., 1999, "Measuring the effects of new brand introduction on inter-brand strategic interaction," European Journal of Operational Research, Elsevier, volume 118, issue 2, pages 315-331, October.
  2. Ramya Neelamegham & Pradeep Chintagunta, 1999, "A Bayesian Model to Forecast New Product Performance in Domestic and International Markets," Marketing Science, INFORMS, volume 18, issue 2, pages 115-136, DOI: 10.1287/mksc.18.2.115.
  3. Pradeep K. Chintagunta, 1999, "Variety Seeking, Purchase Timing, and the "Lightning Bolt" Brand Choice Model," Management Science, INFORMS, volume 45, issue 4, pages 486-498, April, DOI: 10.1287/mnsc.45.4.486.
  4. Naufel J. Vilcassim & Vrinda Kadiyali & Pradeep K. Chintagunta, 1999, "Investigating Dynamic Multifirm Market Interactions in Price and Advertising," Management Science, INFORMS, volume 45, issue 4, pages 499-518, April, DOI: 10.1287/mnsc.45.4.499.

1998

  1. Chintagunta, Pradeep K & Prasad, Alok R, 1998, "An Empirical Investigation of the "Dynamic McFadden" Model of Purchase Timing and Brand Choice: Implications for Market Structure," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 1, pages 2-12, January.
  2. Kadiyali, Vrinda & Vilcassim, Naufel & Chintagunta, Pradeep, 1998, "Product line extensions and competitive market interactions: An empirical analysis," Journal of Econometrics, Elsevier, volume 89, issue 1-2, pages 339-363, November.
  3. Pradeep K. Chintagunta, 1998, "Inertia and Variety Seeking in a Model of Brand-Purchase Timing," Marketing Science, INFORMS, volume 17, issue 3, pages 253-270, DOI: 10.1287/mksc.17.3.253.
  4. Ghysels, Eric, 1998, "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 2, pages 165-167, April.
  5. Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.
  6. Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998, "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, volume 82, issue 2, pages 209-233, February.
  7. Garcia, Rene & Ghysels, Eric, 1998, "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 455-473, June.
  8. 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, volume 80, issue 4, pages 535-548, November.
  9. 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, volume 4, issue Oct, pages 107-108.
  10. Sandholm, William H., 1998, "Simple and clever decision rules for a model of evolution," Economics Letters, Elsevier, volume 61, issue 2, pages 165-170, November.
  11. Sandholm, William H. & Pauzner, Ady, 1998, "Evolution, Population Growth, and History Dependence," Games and Economic Behavior, Elsevier, volume 22, issue 1, pages 84-120, January.
  12. William H. Sandholm, 1998, "History-Independent Prediction In Evolutionary Game Theory," Rationality and Society, , volume 10, issue 3, pages 303-326, August, DOI: 10.1177/104346398010003002.

1997

  1. Ghysels, Eric, 1997, "Seasonal Adjustment and Other Data Transformations," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 4, pages 410-418, October.
  2. Ghysels, Eric, 1997, "On seasonality and business cycle durations: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 79, issue 2, pages 269-290, August.
  3. Bryan Campbell & Eric Ghysels, 1997, "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, volume 30, issue 3, pages 553-576, August.

1996

  1. Rishin Roy & Pradeep K. Chintagunta & Sudeep Haldar, 1996, "A Framework for Investigating Habits, “The Hand of the Past,” and Heterogeneity in Dynamic Brand Choice," Marketing Science, INFORMS, volume 15, issue 3, pages 280-299, DOI: 10.1287/mksc.15.3.280.
  2. Pradeep K. Chintagunta & Vithala R. Rao, 1996, "Pricing Strategies in a Dynamic Duopoly: A Differential Game Model," Management Science, INFORMS, volume 42, issue 11, pages 1501-1514, November, DOI: 10.1287/mnsc.42.11.1501.
  3. Kadiyali, Vrinda & Vilcassim, Naufel J & Chintagunta, Pradeep K, 1996, "Empirical Analysis of Competitive Product Line Pricing Decisions: Lead, Follow, or Move Together?," The Journal of Business, University of Chicago Press, volume 69, issue 4, pages 459-487, October, DOI: 10.1086/209701.
  4. Bollerslev, Tim & Ghysels, Eric, 1996, "Periodic Autoregressive Conditional Heteroscedasticity," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 2, pages 139-151, April.
  5. 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, volume 14, issue 3, pages 374-386, July.
  6. 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, volume 14, issue 3, pages 396-397, July.
  7. Dufour, Jean-Marie & Ghysels, Eric, 1996, "Editors' introduction recent developments in the econometrics of structural change," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 1-8, January.
  8. Ghysels, Eric & Perron, Pierre, 1996, "The effect of linear filters on dynamic time series with structural change," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 69-97, January.
  9. Jorgensen, Bjorn N. & Mikkelsen, Hans Ole ae, 1996, "An arbitrage free trilateral target zone model," Journal of International Money and Finance, Elsevier, volume 15, issue 1, pages 117-134, February.

1995

  1. Pradeep K. Chintagunta & Dipak C. Jain, 1995, "Empirical Analysis of a Dynamic Duopoly Model of Competition," Journal of Economics & Management Strategy, Wiley Blackwell, volume 4, issue 1, pages 109-131, March, DOI: 10.1111/j.1430-9134.1995.00109.x.
  2. Campbell, Bryan & Ghysels, Eric, 1995, "Federal Budget Projections: A Nonparametric Assessment of Bias and Efficiency," The Review of Economics and Statistics, MIT Press, volume 77, issue 1, pages 17-31, February.

1994

  1. Jain, Dipak C & Vilcassim, Naufel J & Chintagunta, Pradeep K, 1994, "A Random-Coefficients Logit Brand-Choice Model Applied to Panel Data," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 317-328, July.
  2. Ghysels, Eric, 1994, "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 3, pages 289-298, July.
  3. Ghysels, Eric & Jasiak, Joanna, 1994, "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 399-401, October.
  4. Canova, Fabio & Ghysels, Eric, 1994, "Changes in seasonal patterns : Are they cyclical?," Journal of Economic Dynamics and Control, Elsevier, volume 18, issue 6, pages 1143-1171, November.
  5. 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, volume 35, issue 1, pages 199-229, February.
  6. 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, volume 62, issue 2, pages 415-442, June.

1993

  1. Pradeep K. Chintagunta, 1993, "Investigating Purchase Incidence, Brand Choice and Purchase Quantity Decisions of Households," Marketing Science, INFORMS, volume 12, issue 2, pages 184-208, DOI: 10.1287/mksc.12.2.184.
  2. Pradeep K. Chintagunta, 1993, "Investigating the Sensitivity of Equilibrium Profits to Advertising Dynamics and Competitive Effects," Management Science, INFORMS, volume 39, issue 9, pages 1146-1162, September, DOI: 10.1287/mnsc.39.9.1146.
  3. 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, volume 18, issue 4, pages 747-760.
  4. Ghysels, Eric & Perron, Pierre, 1993, "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, volume 55, issue 1-2, pages 57-98.
  5. Ghysels, Eric, 1993, "Editor's introduction : Seasonality and econometric models," Journal of Econometrics, Elsevier, volume 55, issue 1-2, pages 1-8.

1992

  1. Pradeep K. Chintagunta & Dipak Jain, 1992, "A Dynamic Model of Channel Member Strategies for Marketing Expenditures," Marketing Science, INFORMS, volume 11, issue 2, pages 168-188, DOI: 10.1287/mksc.11.2.168.
  2. Pradeep K. Chintagunta, 1992, "Estimating a Multinomial Probit Model of Brand Choice Using the Method of Simulated Moments," Marketing Science, INFORMS, volume 11, issue 4, pages 386-407, DOI: 10.1287/mksc.11.4.386.
  3. Pradeep K. Chintagunta & Naufel J. Vilcassim, 1992, "An Empirical Investigation of Advertising Strategies in a Dynamic Duopoly," Management Science, INFORMS, volume 38, issue 9, pages 1230-1244, September, DOI: 10.1287/mnsc.38.9.1230.

1990

  1. 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, volume 8, issue 2, pages 145-152, April.
  2. 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, volume 31, issue 2, pages 355-364, May.
  3. Ghysels, Eric & Hall, Alastair, 1990, "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, volume 45, issue 1-2, pages 121-139.
  4. Ghysels, Eric & Hall, Alastair, 1990, "Testing nonnested Euler conditions with quadrature-based methods of approximation," Journal of Econometrics, Elsevier, volume 46, issue 3, pages 273-308, December.

1989

  1. 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, volume 15, issue 3, pages 313-321, September.

1987

  1. Ghysels, Eric, 1987, "Seasonal Extraction in the Presence of Feedback," Journal of Business & Economic Statistics, American Statistical Association, volume 5, issue 2, pages 191-194, April.

1983

  1. 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, volume 3, issue 3-4, pages 231-247, September.

1979

  1. Dholakia, N & Khurana, R & Bhandari, L & Vora, M. N., 1979, "On normative policy models in developing countries," Omega, Elsevier, volume 7, issue 4, pages 359-360.

Undated

  1. Dholakia, Ruby Roy & Dholakia, Nikhilesh, 0, "Deregulating markets and fast-changing technology: Public policy towards telecommunications in a turbulent setting," Telecommunications Policy, Elsevier, volume 18, issue 1, pages 21-31, January.

Books

2021

  1. 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, ISBN: ARRAY(0x78401f88).

2014

  1. 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, ISBN: ARRAY(0xa4450c30), April, DOI: 10.1057/9781137361790.

Chapters

2025

  1. Andre Bonfrér & Bhoomija Ranjan & Sanjay K. Dhar & Pradeep K. Chintagunta, 2025, "A Study of Retailer Advertising," Springer Proceedings in Business and Economics, Springer, in: Raj Sethuraman & Juan Carlos Gázquez-Abad & José Luis Ruiz-Real, "Advances in National Brand and Private Label Marketing", DOI: 10.1007/978-3-031-97133-4_7.

2023

  1. Nikhilesh Dholakia & Norbert Mundorf & Ruby Roy Dholakia, 2023, "Digital Utopia vs. Disinformation Dystopia: Digital Media at a Crossroads," Springer Books, Springer, in: Dietrich von der Oelsnitz & Udo Wagner, "Marketing – Eine Bilanz", DOI: 10.1007/978-3-658-39035-8_11.

2021

  1. Qin Chen & Zhiguo He & Chang-Tai Hsieh & Zheng (Michael) Song, 2021, "Economic Effects of Lockdown in China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sumit Agarwal & Zhiguo He & Bernard Yeung, "Impact of COVID-19 on Asian Economies and Policy Responses".
  2. Zhiguo He & Bibo Liu, 2021, "Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Sumit Agarwal & Zhiguo He & Bernard Yeung, "Impact of COVID-19 on Asian Economies and Policy Responses".

2018

  1. Roland Eisenhuth & Dermot Murphy & Andreas Neuhierl, 2018, "Casino game markets," Chapters, Edward Elgar Publishing, chapter 10, in: Victor J. Tremblay & Elizabeth Schroeder & Carol Horton Tremblay, "Handbook of Behavioral Industrial Organization".

2017

  1. Pradeep Chintagunta, 2017, "Structural Models in Marketing: Consumer Demand and Search," International Series in Operations Research & Management Science, Springer, chapter 0, in: Berend Wierenga & Ralf van der Lans, "Handbook of Marketing Decision Models", DOI: 10.1007/978-3-319-56941-3_6.

2015

  1. Sandholm, William H., 2015, "Population Games and Deterministic Evolutionary Dynamics," Handbook of Game Theory with Economic Applications, Elsevier, chapter 0, DOI: 10.1016/B978-0-444-53766-9.00013-6.

2014

  1. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Bubble Troubles," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_1.
  2. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Core Building Blocks," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_2.
  3. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Temporal and Contextual Boundarie," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_3.
  4. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Hype, Hope, and Bubbles," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_4.
  5. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Typology of Bubbles," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_5.
  6. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Bubble Emergence: Toward a Model," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_6.
  7. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Toward a Grand Theory of Bubbles," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_7.
  8. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Bubbles: Trouble or Tamable?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_8.
  9. Nikhilesh Dholakia & Romeo V. Turcan, 2014, "Epilogue," Palgrave Macmillan Books, Palgrave Macmillan, "Toward a Metatheory of Economic Bubbles: Socio-Political and Cultural Perspectives", DOI: 10.1057/9781137361790_9.

2008

  1. Nikhilesh Dholakia, 2008, "Adversarial Allies: The Evolving China–India Nexus," Chapters, Edward Elgar Publishing, chapter 7, in: Gabriele Suder, "International Business under Adversity".

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