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Publications

by members of

Leeds School of Business
University of Colorado
Boulder, Colorado (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Andrew Bibler & Stephen B. Billings & Stephen L. Ross, 2023. "Does School Choice Leave Behind Future Criminals?," Working papers 2023-02, University of Connecticut, Department of Economics.

2020

  1. Stephen B. Billings & Eric Chyn & Kareem Haggag, 2020. "The Long-Run Effects of School Racial Diversity on Political Identity," NBER Working Papers 27302, National Bureau of Economic Research, Inc.
  2. Asaf Bernstein & Stephen B. Billings & Matthew Gustafson & Ryan Lewis, 2020. "Partisan Residential Sorting on Climate Change Risk," NBER Working Papers 27989, National Bureau of Economic Research, Inc.

2019

  1. Stephen B. Billings & Mark Hoekstra, 2019. "Schools, Neighborhoods, and the Long-Run Effect of Crime-Prone Peers," NBER Working Papers 25730, National Bureau of Economic Research, Inc.
  2. Andrew Bacher-Hicks & Stephen B. Billings & David J. Deming, 2019. "The School to Prison Pipeline: Long-Run Impacts of School Suspensions on Adult Crime," NBER Working Papers 26257, National Bureau of Economic Research, Inc.

2017

  1. James R. Brown & J Anthony Cookson & Rawley Heimer, 2017. "Growing Up without Finance," Working Papers (Old Series) 1704, Federal Reserve Bank of Cleveland.
  2. Billings, Stephen B. & Schnepel, Kevin T., 2017. "Life After Lead: Effects of Early Interventions for Children Exposed to Lead," IZA Discussion Papers 10872, Institute of Labor Economics (IZA).
  3. Billings, Stephen B. & Schnepel, Kevin T., 2017. "The Value of a Healthy Home: Lead Paint Remediation and Housing Values," IZA Discussion Papers 10873, Institute of Labor Economics (IZA).

2016

  1. Stephen Billings & David Deming & Stephen L. Ross, 2016. "Partners in Crime: Schools, Neighborhoods and the Formation of Criminal Networks," Working Papers 2016-006, Human Capital and Economic Opportunity Working Group.

2014

  1. James R. Brown & J Anthony Cookson & Rawley Heimer, 2014. "Legal Institutions, Credit Markets, and Economic Activity," Working Papers (Old Series) 1434, Federal Reserve Bank of Cleveland.
  2. Stephen Billings & Eric Brunner & Stephen Ross, 2014. "The Housing and Educational Consequences of the School Choice Provisions of NCLB: Evidence from Charlotte, NC," Working Papers 2014-017, Human Capital and Economic Opportunity Working Group.

2013

  1. Kent Smetters & Xingtan Zhang, 2013. "A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks," NBER Working Papers 19500, National Bureau of Economic Research, Inc.

2012

  1. Stephen B. Billings & David J. Deming & Jonah E. Rockoff, 2012. "School Segregation, Educational Attainment and Crime: Evidence from the end of busing in Charlotte-Mecklenburg," NBER Working Papers 18487, National Bureau of Economic Research, Inc.
  2. Stephen Billings & Erik Johnson, 2012. "Localization and Co-Localization within an Urban Area," ERSA conference papers ersa12p569, European Regional Science Association.

2010

  1. Stephen B. Billings & Erik B. Johnson, 2010. "A nonparametric test for industrial specialization," Working Papers 2010/40, Institut d'Economia de Barcelona (IEB).

2009

  1. William N. Goetzmann & Liang Peng & Jacqueline Yen, 2009. "The Subprime Crisis and House Price Appreciation," NBER Working Papers 15334, National Bureau of Economic Research, Inc.

2008

  1. Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.

2004

  1. William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management.

2003

  1. William Goetzmann & Liang Peng, 2003. "Estimating Indices in the Presence of Seller Reservation Prices," Yale School of Management Working Papers ysm352, Yale School of Management, revised 01 May 2003.
  2. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.

2001

  1. Liang Peng, 2001. "Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation," Yale School of Management Working Papers ysm179, Yale School of Management.
  2. Liang Peng, 2001. "Trading Takes Time," Yale School of Management Working Papers ysm234, Yale School of Management.
  3. William N. Goetzmann & Liang Peng, 2001. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," NBER Technical Working Papers 0270, National Bureau of Economic Research, Inc.
  4. Liang Peng, 2001. "Building A Venture Capital Index," Yale School of Management Working Papers ysm221, Yale School of Management, revised 01 Oct 2001.
  5. Liang Peng, 2001. "A New Approach of Valuing Illiquid Asset Portfolios," Yale School of Management Working Papers ysm175, Yale School of Management, revised 01 Aug 2001.

1995

  1. Paul S. Calem & Michael J. Stutzer, 1995. "The simple analytics of observed discrimination in credit markets," Working Papers 95-7, Federal Reserve Bank of Philadelphia.

1989

  1. Michael J. Stutzer, 1989. "Duality and arbitrage with transactions costs: theory and applications," Staff Report 128, Federal Reserve Bank of Minneapolis.

1988

  1. Smith, B.D. & Stutzer, M.J., 1988. "Adverse Selection, Aggregate Uncertainty, And The Role For Mutual Insurance Companies," RCER Working Papers 118, University of Rochester - Center for Economic Research (RCER).

1984

  1. Michael J. Stutzer, 1984. "Correspondence principles for concave orthogonal games," Staff Report 90, Federal Reserve Bank of Minneapolis.
  2. Michael J. Stutzer, 1984. "Time consistency of optimal plans: an elementary primer," Staff Report 91, Federal Reserve Bank of Minneapolis.

1983

  1. Michael J. Stutzer, 1983. "Variable rate subsidies: the inefficiency of in-kind transfers revisited," Staff Report 76, Federal Reserve Bank of Minneapolis.

1981

  1. Michael J. Stutzer, 1981. "Parametric properties of tax effort revenue sharing," Staff Report 66, Federal Reserve Bank of Minneapolis.
  2. Michael J. Stutzer, 1981. "Another note on deadweight loss," Staff Report 63, Federal Reserve Bank of Minneapolis.

1980

  1. Michael J. Stutzer, 1980. "Chaotic dynamics and bifurcation in a macro model," Staff Report 55, Federal Reserve Bank of Minneapolis.

Journal articles

2021

  1. Stephen B. Billings & Eric Chyn & Kareem Haggag, 2021. "The Long-Run Effects of School Racial Diversity on Political Identity," American Economic Review: Insights, American Economic Association, vol. 3(3), pages 267-284, September.

2020

  1. Andrew Bibler & Stephen B. Billings, 2020. "Win or Lose: Residential Sorting After a School Choice Lottery," The Review of Economics and Statistics, MIT Press, vol. 102(3), pages 457-472, July.

2019

  1. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2019. "On the efficiency of long intermediation chains," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 11-18.
  2. Stephen B. Billings & David J. Deming & Stephen L. Ross, 2019. "Partners in Crime," American Economic Journal: Applied Economics, American Economic Association, vol. 11(1), pages 126-150, January.

2018

  1. Stutzer, Michael, 2018. "The bankruptcy problem in financial networks," Economics Letters, Elsevier, vol. 170(C), pages 31-34.
  2. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.
  3. Stephen B. Billings & Kevin T. Schnepel, 2018. "Life after Lead: Effects of Early Interventions for Children Exposed to Lead," American Economic Journal: Applied Economics, American Economic Association, vol. 10(3), pages 315-344, July.
  4. Stephen B. Billings & Eric J. Brunner & Stephen L. Ross, 2018. "Gentrification and Failing Schools: The Unintended Consequences of School Choice under NCLB," The Review of Economics and Statistics, MIT Press, vol. 100(1), pages 65-77, March.

2017

  1. Billings, Stephen B. & Schnepel, Kevin T., 2017. "The value of a healthy home: Lead paint remediation and housing values," Journal of Public Economics, Elsevier, vol. 153(C), pages 69-81.
  2. Billings, Stephen B. & Phillips, David C., 2017. "Why do kids get into trouble on school days?," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 16-24.

2016

  1. Billings, Stephen B. & Johnson, Erik B., 2016. "Agglomeration within an urban area," Journal of Urban Economics, Elsevier, vol. 91(C), pages 13-25.

2015

  1. Stephen B. Billings, 2015. "Hedonic Amenity Valuation and Housing Renovations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(3), pages 652-682, September.

2014

  1. Billings Stephen B., 2014. "Local Option, Alcohol and Crime," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 14(3), pages 1-26, July.
  2. Stephen B. Billings & Jonah Rockoff, 2014. "School Segregation, Educational Attainment, and Crime: Evidence from the End of Busing in Charlotte-Mecklenburg," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(1), pages 435-476.

2013

  1. Liang Peng & Rainer Schulz, 2013. "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 310-340, August.
  2. Marcel Arsenault & Jim Clayton & Liang Peng, 2013. "Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 243-265, August.
  3. Liang Peng & Thomas Thibodeau, 2013. "Risk Segmentation of American Homes: Evidence from Denver," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(3), pages 569-599, September.
  4. Stutzer, Michael, 2013. "Optimal hedging via large deviation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3177-3182.
  5. Stephen B. Billings & Thomas G. Thibodeau, 2013. "Financing Residential Development with Special Districts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(1), pages 131-163, March.

2012

  1. William Goetzmann & Liang Peng & Jacqueline Yen, 2012. "The Subprime Crisis and House Price Appreciation," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 36-66, January.
  2. Liang Peng, 2012. "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 804-827, October.
  3. Liang Peng & Thomas Thibodeau, 2012. "Government Interference and the Efficiency of the Land Market in China," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 919-938, November.
  4. Stephen B. Billings & J. Scott Holladay, 2012. "Should Cities Go For The Gold? The Long-Term Impacts Of Hosting The Olympics," Economic Inquiry, Western Economic Association International, vol. 50(3), pages 754-772, July.
  5. Stephen B. Billings & Deborah A. Carroll, 2012. "“Debrucing” the Link between Tax and Expenditure Limits and Special District Governments," Growth and Change, Wiley Blackwell, vol. 43(2), pages 273-303, June.
  6. Billings, Stephen B. & Johnson, Erik B., 2012. "A non-parametric test for industrial specialization," Journal of Urban Economics, Elsevier, vol. 71(3), pages 312-331.
  7. Billings, Stephen B. & Johnson, Erik B., 2012. "The location quotient as an estimator of industrial concentration," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 642-647.

2011

  1. Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 522-541, May.
  2. Norman G. Miller & Liang Peng & Michael A. Sklarz, 2011. "The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 345-378, June.
  3. Stephen B. Billings, 2011. "The Property Tax and Local Autonomy edited by Michael E. Bell, David Brunori, and Joan Youngman," Journal of Regional Science, Wiley Blackwell, vol. 51(2), pages 413-415, May.
  4. Billings, Stephen B., 2011. "Estimating the value of a new transit option," Regional Science and Urban Economics, Elsevier, vol. 41(6), pages 525-536.
  5. Stephen Billings & Thomas Thibodeau, 2011. "Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values?," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 416-450, May.

2010

  1. J. Anthony Cookson, 2010. "Institutions and Casinos on American Indian Reservations: An Empirical Analysis of the Location of Indian Casinos," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 651-687.
  2. Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 14-40, January.

2009

  1. Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  2. Stephen Billings, 2009. "Do Enterprise Zones Work?," Public Finance Review, , vol. 37(1), pages 68-93, January.

2008

  1. Jim Clayton & Greg MacKinnon & Liang Peng, 2008. "Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 125-160.

2006

  1. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
  2. William Goetzmann & Liang Peng, 2006. "Estimating House Price Indexes in the Presence of Seller Reservation Prices," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 100-112, February.

2003

  1. Stutzer, Michael, 2003. "Portfolio choice with endogenous utility: a large deviations approach," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 365-386.

2002

  1. Liang Peng, 2002. "GMM Repeat Sales Price Indices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(2), pages 239-261.
  2. William N. Goetzmann & Liang Peng, 2002. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(1), pages 13-39.
  3. Kitamura, Yuichi & Stutzer, Michael, 2002. "Connections between entropic and linear projections in asset pricing estimation," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 159-174, March.

2001

  1. Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang, 2001. "A new historical database for the NYSE 1815 to 1925: Performance and predictability," Journal of Financial Markets, Elsevier, vol. 4(1), pages 1-32, January.

1997

  1. Yuichi Kitamura & Michael Stutzer, 1997. "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 65(4), pages 861-874, July.

1996

  1. Gordon J. Alexander & Michael Stutzer, 1996. "A graphical note on European put thetas," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(2), pages 201-209, April.
  2. Stutzer, Michael, 1996. "A Simple Nonparametric Approach to Derivative Security Valuation," Journal of Finance, American Finance Association, vol. 51(5), pages 1633-1652, December.

1995

  1. Calem Paul & Stutzer Michael, 1995. "The Simple Analytics of Observed Discrimination in Credit Markets," Journal of Financial Intermediation, Elsevier, vol. 4(3), pages 189-212, July.
  2. Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
  3. Smith, Bruce D & Stutzer, Michael, 1995. "A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 545-577.

1990

  1. Smith, Bruce D. & Stutzer, Michael J., 1990. "Adverse selection and mutuality: The case of the farm credit system," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 125-149, June.
  2. Smith, Bruce D & Stutzer, Michael J, 1990. "Adverse Selection, Aggregate Uncertainty, and the Role for Mutual Insurance Contracts," The Journal of Business, University of Chicago Press, vol. 63(4), pages 493-510, October.

1989

  1. Bruce D. Smith & Michael J. Stutzer, 1989. "Credit Rationing and Government Loan Programs: A Welfare Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(2), pages 177-193, June.

1988

  1. Stutzer, Michael J. & Roberds, William, 1988. "Variable rate loans and financed activities: The case of adjustable rate mortgages," Journal of Urban Economics, Elsevier, vol. 24(1), pages 27-37, July.

1987

  1. Michael J. Stutzer, 1987. "Improving intergovernmental finance: a message from the northland," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 11(Spr), pages 2-13.
  2. Stutzer, Michael J., 1987. "Comparative statics for integrable Nash equilibria," Economics Letters, Elsevier, vol. 23(1), pages 19-21.

1985

  1. William Roberds & Michael J. Stutzer, 1985. "Adjustable rate mortgages: increasing efficiency more than housing activity," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 9(Sum).
  2. Michael J. Stutzer, 1985. "The statewide economic impact of small-issue industrial revenue bonds," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 9(Spr).

1984

  1. Michael J. Stutzer, 1984. "Probable future competition in banking antitrust determination: research findings," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Sum).
  2. Michael J. Stutzer, 1984. "Varible Rate Subsidies : The Ineficiency of In-Kind Transfers Revisited," Public Finance Review, , vol. 12(1), pages 77-95, January.

1982

  1. Stutzer, Michael J., 1982. "Another note on deadweight loss," Journal of Public Economics, Elsevier, vol. 18(2), pages 277-284, July.

1980

  1. Stutzer, Michael J., 1980. "Chaotic dynamics and bifurcation in a macro model," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 353-376, May.

Chapters

2011

  1. Michael Stutzer, 2011. "Portfolio choice with endogenous utility: a large deviations approach," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 43, pages 619-640, World Scientific Publishing Co. Pte. Ltd..
  2. Michael Stutzer, 2011. "On Growth-Optimality vs. Security Against Underperformance," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 44, pages 641-653, World Scientific Publishing Co. Pte. Ltd..
  3. Stephen B. Billings & Craig A. Depken, 2011. "Sport Events and Criminal Activity: A Spatial Analysis," Sports Economics, Management, and Policy, in: R. Todd Jewell (ed.), Violence and Aggression in Sporting Contests, edition 1, chapter 0, pages 175-187, Springer.

2005

  1. Michael Stutzer, 2005. "Fund Managers May Cause Their Benchmarks To Be Priced “Risks”," World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Risk Management, chapter 10, pages 203-218, World Scientific Publishing Co. Pte. Ltd..

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