Publications
by members of
Rady School of Management
University of California-San Diego (UCSD)
La Jolla, California (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. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
Undated material is listed at the end2023
- Simon Smith & Allan Timmermann & Jonathan H. Wright, 2023. "Breaks in the Phillips Curve: Evidence from Panel Data," NBER Working Papers 31153, National Bureau of Economic Research, Inc.
- Marta Serra-Garcia & Uri Gneezy, 2023. "Improving Human Deception Detection Using Algorithmic Feedback," CESifo Working Paper Series 10518, CESifo.
- Anthony A. DeFusco & Charles G. Nathanson & Michael Reher, 2023. "Real Effects of Rollover Risk: Evidence from Hotels in Crisis," NBER Working Papers 31764, National Bureau of Economic Research, Inc.
2022
- Aldo Barrios & Rob Franolic & Davide Giovanardi & Michael Melvin, 2022. "Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market," CESifo Working Paper Series 9921, CESifo.
- Uri Gneezy & Moshe Hoffman & Mark A. Lane & John List & Jeffrey Livingston & Michael J. Seiler, 2022.
"Can Wishful Thinking Explain Evidence for Overconfidence? An Experiment on Belief Updating,"
Artefactual Field Experiments
00753, The Field Experiments Website.
- Uri Gneezy & Moshe Hoffman & Mark A Lane & John A List & Jeffrey A Livingston & Michael J Seiler, 2023. "Can wishful thinking explain evidence for overconfidence? An experiment on belief updating," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 35-54.
2021
- Marta Serra-Garcia & Nora Szech, 2021.
"Incentives and Defaults Can Increase Covid-19 Vaccine Intentions and Test Demand,"
CESifo Working Paper Series
9003, CESifo.
- Marta Serra-Garcia & Nora Szech, 2023. "Incentives and Defaults Can Increase COVID-19 Vaccine Intentions and Test Demand," Management Science, INFORMS, vol. 69(2), pages 1037-1049, February.
- Marta Serra-Garcia & Nora Szech, 2021.
"Choice Architecture and Incentives Increase COVID-19 Vaccine Intentions and Test Demand,"
Working Papers
2021-020, Human Capital and Economic Opportunity Working Group.
- Serra-Garcia, Marta & Szech, Nora, 2021. "Choice architecture and incentives increase COVID-19 vaccine intentions and test demand," Working Paper Series in Economics 150, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Serra-Garcia, Marta & Szech, Nora, 2021. "Choice architecture and incentives increase COVID-19 vaccine intentions and test demand," Discussion Papers, Research Unit: Economics of Change SP II 2021-302, WZB Berlin Social Science Center.
- Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
2020
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020.
"Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns,"
CESifo Working Paper Series
8143, CESifo.
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020. "Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns," Journal of Financial Markets, Elsevier, vol. 51(C).
- Michael Melvin & Frank Westermann, 2020.
"Chinese Exchange Rate Policy: Lessons for Global Investors,"
CESifo Working Paper Series
8493, CESifo.
- Michael Melvin & Frank Westermann, 2022. "Chinese Exchange Rate Policy: Lessons for Global Investors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 145-168, February.
- Uri Gneezy & Silvia Saccardo & Marta Serra-Garcia & Roel van Veldhuizen, 2020.
"Bribing the Self,"
CESifo Working Paper Series
8065, CESifo.
- Gneezy, Uri & Saccardo, Silvia & Serra-Garcia, Marta & van Veldhuizen, Roel, 2020. "Bribing the Self," Games and Economic Behavior, Elsevier, vol. 120(C), pages 311-324.
- Gneezy, Uri & Saccardo, Silvia & Serra-Garcia, Marta & van Veldhuizen, Roel, 2020. "Bribing the Self," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 120, pages 311-324.
- Marta Serra-Garcia & Nora Szech, 2020.
"Demand for Covid-19 Antibody Testing, and Why It Should Be Free,"
CESifo Working Paper Series
8340, CESifo.
- Marta Serra-Garcia & Nora Szech, 2020. "Demand for COVID-19 Antibody Testing and Why It Should Be Free," Working Papers 2020-036, Human Capital and Economic Opportunity Working Group.
- Silvia Saccardo & Marta Serra-Garcia, 2020. "Cognitive Flexibility or Moral Commitment? Evidence of Anticipated Belief Distortion," CESifo Working Paper Series 8529, CESifo.
- Serra Garcia, Marta & Szech, Nora, 2020.
"Understanding demand for COVID-19 antibody testing,"
Working Paper Series in Economics
140, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Serra-Garcia, Marta & Szech, Nora, 2021. "Understanding Demand for COVID-19 Antibody Testing," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242410, Verein für Socialpolitik / German Economic Association.
- Benjamin Enke & Uri Gneezy & Brian Hall & David Martin & Vadim Nelidov & Theo Offerman & Jeroen van de Ven, 2020.
"Cognitive Biases: Mistakes or Missing Stakes?,"
CESifo Working Paper Series
8168, CESifo.
- Benjamin Enke & Uri Gneezy & Brian Hall & David C. Martin & Vadim Nelidov & Theo Offerman & Jeroen van de Ven, 2021. "Cognitive Biases: Mistakes or Missing Stakes?," NBER Working Papers 28650, National Bureau of Economic Research, Inc.
- Buser, Thomas & Cappelen, Alexander & Gneezy, Uri & Hoffman, Moshe & Tungodden, Bertil, 2020. "Competitiveness, gender and handedness: a large- sample intercultural study," Discussion Paper Series in Economics 2/2020, Norwegian School of Economics, Department of Economics.
2019
- Marta Serra-Garcia & Nora Szech, 2019.
"The (In)Elasticity of Moral Ignorance,"
CESifo Working Paper Series
7555, CESifo.
- Marta Serra-Garcia & Nora Szech, 2022. "The (In)Elasticity of Moral Ignorance," Management Science, INFORMS, vol. 68(7), pages 4815-4834, July.
- Serra-Garcia, Marta & Szech, Nora, 2019. "The (in)elasticity of moral ignorance," Working Paper Series in Economics 134, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Serra-Garcia, Marta & Szech, Nora, 2019. "The (in)elasticity of moral ignorance," Discussion Papers, Research Unit: Economics of Change SP II 2019-302, WZB Berlin Social Science Center.
- Serra-Garcia, Marta & Szech, Nora, 2018. "The (in)elasticity of moral ignorance," Working Paper Series in Economics 120, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Marta Serra-Garcia & Nora Szech, 2019. "The (In)Elasticity of Moral Ignorance," Working Papers 2019-017, Human Capital and Economic Opportunity Working Group.
- James Andreoni & Marta Serra-Garcia, 2019.
"The Pledging Puzzle: How Can Revocable Promises Increase Charitable Giving,"
CESifo Working Paper Series
7965, CESifo.
- James Andreoni & Marta Serra-Garcia, 2021. "The Pledging Puzzle: How Can Revocable Promises Increase Charitable Giving?," Management Science, INFORMS, vol. 67(10), pages 6198-6210, October.
- Bharat Chandar & Uri Gneezy & John List & Ian Muir, 2019.
"The Drivers of Social Preferences: Evidence from a Nationwide Tipping Field Experiment,"
Natural Field Experiments
00680, The Field Experiments Website.
- Bharat Chandar & Uri Gneezy & John A. List & Ian Muir, 2019. "The Drivers of Social Preferences: Evidence from a Nationwide Tipping Field Experiment," NBER Working Papers 26380, National Bureau of Economic Research, Inc.
2018
- Andreoni, James & Koessler, Ann-Kathrin & Serra-Garcia, Marta, 2018. "Who gives? - The Roles of Empathy and Impulsiveness," EconStor Preprints 183140, ZBW - Leibniz Information Centre for Economics.
- S. Yanki Kalfa & Jaime Marquez, 2018.
"Forecasting FOMC Forecasts,"
Working Papers
2018-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- S. Yanki Kalfa & Jaime Marquez, 2021. "Forecasting FOMC Forecasts," Econometrics, MDPI, vol. 9(3), pages 1-21, September.
2017
- Andreoni, James & Koessler, Ann-Kathrin & Serra-Garcia, Marta, 2017. "Who Gives? On Empathy and Impulsiveness," EconStor Preprints 194100, ZBW - Leibniz Information Centre for Economics.
- Gneezy, Uri & Kajackaite, Agne & Sobel, Joel, 2017.
"Lying Aversion and the Size of the Lie,"
University of California at San Diego, Economics Working Paper Series
qt28n3d40j, Department of Economics, UC San Diego.
- Uri Gneezy & Agne Kajackaite & Joel Sobel, 2018. "Lying Aversion and the Size of the Lie," American Economic Review, American Economic Association, vol. 108(2), pages 419-453, February.
- Lorenzo Coviello & Uri Gneezy & Lorenz Götte, 2017.
"A Large-Scale Field Experiment to Evaluate the Effectiveness of Paid Search Advertising,"
CESifo Working Paper Series
6684, CESifo.
- Goette, Lorenz & Coviello, Lorenzo & Gneezy, Uri, 2017. "A Large-Scale Field Experiment to Evaluate the Effectiveness of Paid Search Advertising," CEPR Discussion Papers 12333, C.E.P.R. Discussion Papers.
- Jeffrey Flory & Uri Gneezy & Kenneth Leonard & John List, 2017.
"Gender, Age, and Competition: a Disappearing Gap?,"
Artefactual Field Experiments
00611, The Field Experiments Website.
- Flory, Jeffrey A. & Gneezy, Uri & Leonard, Kenneth L. & List, John A., 2018. "Gender, age, and competition: A disappearing gap?," Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 256-276.
- Uri Gneezy & John List & Jeffrey Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2017.
"Measuring success in education: the role of effort on the test itself,"
Framed Field Experiments
00614, The Field Experiments Website.
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2019. "Measuring Success in Education: The Role of Effort on the Test Itself," American Economic Review: Insights, American Economic Association, vol. 1(3), pages 291-308, December.
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Sally Sadoff & Xiangdong Qin & Yang Xu, 2017. "Measuring Success in Education: The Role of Effort on the Test Itself," NBER Working Papers 24004, National Bureau of Economic Research, Inc.
- Cappelen, Alexander W & Charness, Gary & Ekström, Mathias & Gneezy, Uri & Tungodden, Bertil, 2017. "Exercise Improves Academic Performance," Working Paper Series 1180, Research Institute of Industrial Economics.
- Gneezy, Uri & Rau, Holger & Samek, Anya & Zhurakhovska, Lilia, 2017. "Do I care if you are paid? A field experiment on charitable donations," University of Göttingen Working Papers in Economics 307, University of Goettingen, Department of Economics.
- Gete, Pedro & reher, Michael, 2017.
"Mortgage Supply and Housing Rents,"
MPRA Paper
82856, University Library of Munich, Germany.
- Pedro Gete & Michael Reher, 2018. "Mortgage Supply and Housing Rents," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4884-4911.
2016
- Michael Melvin & Duncan Shand, 2016. "When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds," CESifo Working Paper Series 6210, CESifo.
- Martin Brown & Marta Serra-Garcia, 2016.
"The Threat of Exclusion and Implicit Contracting,"
CESifo Working Paper Series
6092, CESifo.
- Brown, Martin & Serra-García, Marta, 2014. "The Threat of Exclusion and Implicit Contracting," Working Papers on Finance 1407, University of St. Gallen, School of Finance, revised Jun 2016.
- James Andreoni & Marta Serra-Garcia, 2016.
"Time-Inconsistent Charitable Giving,"
NBER Working Papers
22824, National Bureau of Economic Research, Inc.
- Andreoni, James & Serra-Garcia, Marta, 2021. "Time inconsistent charitable giving," Journal of Public Economics, Elsevier, vol. 198(C).
- Ayelet Gneezy & Uri Gneezy & Joan Llull & Pedro Rey-Biel, 2016. "Expectations, Satisfaction, and Utility from Experience Goods: A Field Experiment in Theaters," Working Papers 944, Barcelona School of Economics.
- Uri Gneezy & Alex Imas, 2016. "Lab in the Field: Measuring Preferences in the Wild," CESifo Working Paper Series 5953, CESifo.
- Uri Gneezy & Andreas Leibbrandt & John List, 2016. "THE RISE AND FALL OF COMPETITIVENESS: Experimental Evidence from Individualistic and Collectivistic Societies," Natural Field Experiments 00579, The Field Experiments Website.
- David Smerdon & Theo Offerman & Uri Gneezy, 2016. "Everybody's doing it: On the Emergence and Persistence of Bad Social Norms," Tinbergen Institute Discussion Papers 16-023/I, Tinbergen Institute.
- Gneezy, Uri & Saccardo, Silvia & van Veldhuizen, Roel, 2016. "Bribery: Greed versus reciprocity," Discussion Papers, Research Unit: Market Behavior SP II 2016-203, WZB Berlin Social Science Center.
- James Andreoni & Michael Callen & Karrar Hussain & Muhammad Khan & Charles Sprenger, 2016.
"Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan,"
Natural Field Experiments
00570, The Field Experiments Website.
- James Andreoni & Michael Callen & Karrar Hussain & Muhammad Yasir Khan & Charles Sprenger, 2023. "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan," Journal of the European Economic Association, European Economic Association, vol. 21(4), pages 1428-1477.
- Andreoni, James & Callen, Mike & Hussain, Karrar & Khan, Muhammad Yasir & Sprenger, Charles, 2022. "Using preference estimates to customize incentives: an application to Polio vaccination drives in Pakistan," LSE Research Online Documents on Economics 117302, London School of Economics and Political Science, LSE Library.
- James Andreoni & Michael Callen & Muhammad Yasir Khan & Karrar Jaffar & Charles Sprenger, 2016. "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan," NBER Working Papers 22019, National Bureau of Economic Research, Inc.
- Sprenger, Charles & Andreoni, James & Chaudhry, Zain & Khan, Muhammad Yasir, 2016. "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan," CEPR Discussion Papers 11137, C.E.P.R. Discussion Papers.
2015
- Uri Gneezy & Alex Imas & John A. List, 2015.
"Estimating Individual Ambiguity Aversion: A Simple Approach,"
CESifo Working Paper Series
5220, CESifo.
- Uri Gneezy & Alex Imas & John List, 2015. "Estimating Individual Ambiguity Aversion: A Simple Approach," NBER Working Papers 20982, National Bureau of Economic Research, Inc.
- Uri Gneezy & Alex Imas & John List, 2015. "Estimating Individual Ambiguity Aversion: A Simple Approach," Artefactual Field Experiments 00588, The Field Experiments Website.
- Sally Sadoff & Anya Samek & Charles Sprenger, 2015. "Dynamic Inconsistency in Food Choice: Experimental Evidence from a Food Desert," Natural Field Experiments 00417, The Field Experiments Website.
2014
- Melanie Lührmann & Marta Serra-Garcia & Joachim Winter, 2014.
"The Impact of Financial Education on Adolescents' Intertemporal Choices,"
CESifo Working Paper Series
4925, CESifo.
- Melanie Lührmann & Marta Serra-Garcia & Joachim Winter, 2018. "The Impact of Financial Education on Adolescents' Intertemporal Choices," American Economic Journal: Economic Policy, American Economic Association, vol. 10(3), pages 309-332, August.
- Luhrmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2018. "The Impact of Financial Education on Adolescents' Intertemporal Choices," Munich Reprints in Economics 62840, University of Munich, Department of Economics.
- Melanie Lührmann & Marta Serra-Garcia & Joachim K. Winter, 2014. "The impact of financial education on adolescents' intertemporal choices," IFS Working Papers W14/18, Institute for Fiscal Studies.
- Steffen Andersen & Alec Brandon & Uri Gneezy & John List, 2014.
"Toward an Understanding of Reference-Dependent Labor Supply: Theory and Evidence from a Field Experiment,"
Framed Field Experiments
00392, The Field Experiments Website.
- Steffen Andersen & Alec Brandon & Uri Gneezy & John A. List, 2014. "Toward an Understanding of Reference-Dependent Labor Supply: Theory and Evidence from a Field Experiment," NBER Working Papers 20695, National Bureau of Economic Research, Inc.
- Uri Gneezy & Andreas Leibbrandt & John List, 2014.
"Ode to the Sea: Workplace organizations and norms of cooperation,"
Natural Field Experiments
00446, The Field Experiments Website.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2016. "Ode to the Sea: Workplace Organizations and Norms of Cooperation," Economic Journal, Royal Economic Society, vol. 126(595), pages 1856-1883, September.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2013. "Ode To The Sea: Workplace Organizations And Norms Of Cooperation," Monash Economics Working Papers 59-13, Monash University, Department of Economics.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2014. "Ode to the sea: Workplace Organizations and Norms of Cooperation," NBER Working Papers 20234, National Bureau of Economic Research, Inc.
- Götte, Lorenz & Cerulli-Harms, Annette & Sprenger, Charles, 2014. "Randomizing Endowments: An Experimental Study of Rational Expectations and Reference-Dependent Preferences," IZA Discussion Papers 8639, Institute of Labor Economics (IZA).
2013
- Michael Melvin & John Prins & Duncan Shand, 2013.
"Forecasting Exchange Rates: An Investor Perspective,"
CESifo Working Paper Series
4238, CESifo.
- Melvin, Michael & Prins, John & Shand, Duncan, 2013. "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750, Elsevier.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2013.
"Lying about what you know or about what you do?,"
Other publications TiSEM
da16de2e-0e5f-4eeb-ad4b-5, Tilburg University, School of Economics and Management.
- Marta Serra-Garcia & Eric van Damme & Jan Potters, 2013. "Lying About What You Know Or About What You Do?," Journal of the European Economic Association, European Economic Association, vol. 11(5), pages 1204-1229, October.
- Steffen Andersen & Seda Ertac & Uri Gneezy & John List & Sandra Maximiano, 2013.
"Gender, Competitiveness, and Socialization at a Young Age: Evidence From a Matrilineal and a Patriarchal Society,"
Natural Field Experiments
00603, The Field Experiments Website.
- Steffen Andersen & Seda Ertac & Uri Gneezy & John A. List & Sandra Maximiano, 2013. "Gender, Competitiveness, and Socialization at a Young Age: Evidence From a Matrilineal and a Patriarchal Society," The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1438-1443, October.
- Ned Augenblick & Muriel Niederle & Charles Sprenger, 2013. "Working Over Time: Dynamic Inconsistency in Real Effort Tasks," NBER Working Papers 18734, National Bureau of Economic Research, Inc.
- James Andreoni & Michael A. Kuhn & Charles Sprenger, 2013. "On Measuring Time Preferences," NBER Working Papers 19392, National Bureau of Economic Research, Inc.
2012
- Peter Reinhard HANSEN & Allan TIMMERMANN, 2012.
"Choice of Sample Split in Out-of-Sample Forecast Evaluation,"
Economics Working Papers
ECO2012/10, European University Institute.
- Peter Reinhard Hansen & Allan Timmermann, 2012. "Choice of Sample Split in Out-of-Sample Forecast Evaluation," CREATES Research Papers 2012-43, Department of Economics and Business Economics, Aarhus University.
- Martin Brown & Marta Serra García, 2012. "Debt Enforcement and Relational Contracting," Working Papers 1201, Departament Empresa, Universitat Autònoma de Barcelona, revised Jan 2012.
- Kalaycı, Kenan & Serra-Garcia, Marta, 2012.
"Complexity and Biases,"
Discussion Papers in Economics
13035, University of Munich, Department of Economics.
- Kenan Kalaycı & Marta Serra-Garcia, 2016. "Complexity and biases," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 31-50, March.
- Kenan Kalaycı & Marta Serra-Garcia, 2016. "Complexity and biases," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 31-50, March.
- Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2012.
"Teaching teenagers in finance: does it work?,"
Discussion Papers in Economics
14101, University of Munich, Department of Economics.
- Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2015. "Teaching teenagers in finance: Does it work?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 160-174.
- Uri Gneezy & Alex Imas & Kristóf Madarász, 2012.
"Conscience Accounting: Emotional Dynamics and Social Behavior,"
STICERD - Theoretical Economics Paper Series
563, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Uri Gneezy & Alex Imas & Kristóf Madarász, 2014. "Conscience Accounting: Emotion Dynamics and Social Behavior," Management Science, INFORMS, vol. 60(11), pages 2645-2658, November.
- Madarász, Kristóf & Gneezy, Uri & Imas, Alex, 2012. "Conscience accounting: emotional dynamics and social behaviour," LSE Research Online Documents on Economics 47994, London School of Economics and Political Science, LSE Library.
- Jeffrey Flory & Uri Gneezy & Kenneth Leonard & John List, 2012. "Sex, competitiveness, and investment in offspring: On the origin of preferences," Artefactual Field Experiments 00072, The Field Experiments Website.
- Omar Al-Ubaydli & Steffen Andersen & Uri Gneezy & John List, 2012.
"Carrots That Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes,"
Natural Field Experiments
00455, The Field Experiments Website.
- Omar Al‐Ubaydli & Steffen Andersen & Uri Gneezy & John A. List, 2015. "Carrots That Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes," Southern Economic Journal, John Wiley & Sons, vol. 81(3), pages 538-561, January.
- Omar Al-Ubaydli & Steffen Andersen & Uri Gneezy & John A. List, 2012. "Carrots that Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes," NBER Working Papers 18453, National Bureau of Economic Research, Inc.
- Uri Gneezy & Moshe Hoffman & John List, 2012. "Reply to Bailey et al. and Daly: Indigenous societies enable identification of nurture but require nonstandard measures," Natural Field Experiments 00471, The Field Experiments Website.
- Uri Gneezy & John List & Michael Price, 2012.
"Toward an Understanding of Why People Discriminate: Evidence from a Series of Natural Field Experiments,"
Natural Field Experiments
00592, The Field Experiments Website.
- Uri Gneezy & John List & Michael K. Price, 2012. "Toward an Understanding of Why People Discriminate: Evidence from a Series of Natural Field Experiments," NBER Working Papers 17855, National Bureau of Economic Research, Inc.
- Anat Bracha & Uri Gneezy, 2012.
"Relative pay and labor supply,"
Working Papers
12-6, Federal Reserve Bank of Boston.
- Anat Bracha & Uri Gneezy & George Loewenstein, 2015. "Relative Pay and Labor Supply," Journal of Labor Economics, University of Chicago Press, vol. 33(2), pages 297-315.
2011
- Timmermann, Allan & Patton, Andrew, 2011.
"Forecast Rationality Tests Based on Multi-Horizon Bounds,"
CEPR Discussion Papers
8194, C.E.P.R. Discussion Papers.
- Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
- Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
- Timmermann, Allan & Ang, Andrew, 2011.
"Regime Changes and Financial Markets,"
CEPR Discussion Papers
8480, C.E.P.R. Discussion Papers.
- Andrew Ang & Allan Timmermann, 2012. "Regime Changes and Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 313-337, October.
- Andrew Ang & Allan Timmermann, 2011. "Regime Changes and Financial Markets," NBER Working Papers 17182, National Bureau of Economic Research, Inc.
- Sylvain Champonnois, 2011. "The limits of market discipline: proprietary trading and aggregate risk," 2011 Meeting Papers 1013, Society for Economic Dynamics.
- Brown, Martin & Serra-Garcia, Marta, 2011. "The Threat of Exclusion and Relational Contracting," Discussion Papers in Economics 12287, University of Munich, Department of Economics.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2011.
"Lying About What you Know or About What you do? (replaces TILEC DP 2010-016),"
Discussion Paper
2011-055, Tilburg University, Tilburg Law and Economic Center.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2011. "Lying About What you Know or About What you do? (replaces TILEC DP 2010-016)," Other publications TiSEM 09940b68-7bfa-44a7-bc4e-b, Tilburg University, School of Economics and Management.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2011.
"Lying About What you Know or About What you Do? (replaces CentER DP 2010-033),"
Other publications TiSEM
3eb04228-ba39-44fd-873a-6, Tilburg University, School of Economics and Management.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2011. "Lying About What you Know or About What you Do? (replaces CentER DP 2010-033)," Discussion Paper 2011-139, Tilburg University, Center for Economic Research.
- Steffen Andersen & Seda Ertac & Uri Gneezy & Moshe Hoffman & John List, 2011.
"Stakes matter in ultimatum games,"
Framed Field Experiments
00118, The Field Experiments Website.
- Steffen Andersen & Seda Ertac & Uri Gneezy & Moshe Hoffman & John A. List, 2011. "Stakes Matter in Ultimatum Games," American Economic Review, American Economic Association, vol. 101(7), pages 3427-3439, December.
- Andersen, Steffen & Ertaç, Seda & Gneezy, Uri & Hoffman , Moshe & List, John A., 2011. "Stakes Matter in Ultimatum Games," Working Papers 01-2011, Copenhagen Business School, Department of Economics.
- Uri Gneezy & Moshe Hoffman & John List, 2011. "Nurture affects gender differences in spatial abilities," Framed Field Experiments 00158, The Field Experiments Website.
- James Andreoni & Charles Sprenger, 2011. "Uncertainty Equivalents: Testing the Limits of the Independence Axiom," NBER Working Papers 17342, National Bureau of Economic Research, Inc.
2010
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010.
"Forecast Combinations,"
CREATES Research Papers
2010-21, Department of Economics and Business Economics, Aarhus University.
- Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196, Elsevier.
- Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
- Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
- Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010.
"Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability,"
CEPR Discussion Papers
7656, C.E.P.R. Discussion Papers.
- Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
- Timmermann, Allan & Aiolfi, Marco & Catão, LuÃs, 2010.
"Common Factors in Latin America?s Business Cycles,"
CEPR Discussion Papers
7671, C.E.P.R. Discussion Papers.
- Aiolfi, Marco & Catão, Luis A.V. & Timmermann, Allan, 2011. "Common factors in Latin America's business cycles," Journal of Development Economics, Elsevier, vol. 95(2), pages 212-228, July.
- Mr. Allan Timmermann & Mr. Luis Catão & Mr. Marco Aiolfi, 2006. "Common Factors in Latin America's Business Cycles," IMF Working Papers 2006/049, International Monetary Fund.
- Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010.
"Decentralized Investment Management: Evidence from the Pension Fund Industry,"
CEPR Discussion Papers
7679, C.E.P.R. Discussion Papers.
- David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, June.
- Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010. "Decentralized investment management: evidence from the pension fund industry," MPRA Paper 35767, University Library of Munich, Germany.
- Kenny, Geoff & Genre, Véronique & Meyler, Aidan & Timmermann, Allan, 2010. "Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?," Working Paper Series 1277, European Central Bank.
- Ailawadi, K.H. & Bradlow, E.T. & Draganska, M. & Nijs, V. & Rooderkerk, R.P. & Sudhir, K. & Wilbur, K.C. & Zhang, J., 2010.
"Empirical models of manufacturer-retailer interaction : A review and agenda for future research,"
Other publications TiSEM
8cf81b4a-f2e9-485b-a5f5-9, Tilburg University, School of Economics and Management.
- Kusum Ailawadi & Eric Bradlow & Michaela Draganska & Vincent Nijs & Robert Rooderkerk & K. Sudhir & Kenneth Wilbur & Jie Zhang, 2010. "Empirical models of manufacturer-retailer interaction: A review and agenda for future research," Marketing Letters, Springer, vol. 21(3), pages 273-285, September.
- Michael Melvin & Duncan Shand, 2010. "Active Currency Investing and Performance Benchmarks," CESifo Working Paper Series 3052, CESifo.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010.
"Hiding an Inconvenient Truth : Lies and Vagueness,"
Discussion Paper
2010-029, Tilburg University, Tilburg Law and Economic Center.
- Serra-Garcia, Marta & van Damme, Eric & Potters, Jan, 2011. "Hiding an inconvenient truth: Lies and vagueness," Games and Economic Behavior, Elsevier, vol. 73(1), pages 244-261, September.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Hiding an Inconvenient Truth : Lies and Vagueness," Other publications TiSEM 4b2421f3-f39c-4012-afef-d, Tilburg University, School of Economics and Management.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010.
"Which Words Bond? An Experiment on Signaling in a Public Good Game (replaced by TILEC DP 2011-055),"
Discussion Paper
2010-016, Tilburg University, Tilburg Law and Economic Center.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Which Words Bond? An Experiment on Signaling in a Public Good Game (replaced by TILEC DP 2011-055)," Other publications TiSEM 5ed24dc3-e6cf-4fa4-bace-2, Tilburg University, School of Economics and Management.
- Brown, M. & Serra Garcia, M., 2010.
"Relational Contracting Under the Threat of Expropriation – Experimental Evidence,"
Other publications TiSEM
2a3179b3-7300-4aee-a62f-7, Tilburg University, School of Economics and Management.
- Brown, M. & Serra Garcia, M., 2010. "Relational Contracting Under the Threat of Expropriation – Experimental Evidence," Other publications TiSEM 4c7c42f3-b44d-4327-9556-5, Tilburg University, School of Economics and Management.
- Brown, M. & Serra Garcia, M., 2010. "Relational Contracting Under the Threat of Expropriation – Experimental Evidence," Discussion Paper 2010-85, Tilburg University, Center for Economic Research.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010.
"Which Words Bond? An Experiment on Signaling in a Public Good Game (replaced by CentER DP 2011-139),"
Other publications TiSEM
b0e6e06d-c2e1-4a79-b477-f, Tilburg University, School of Economics and Management.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Which Words Bond? An Experiment on Signaling in a Public Good Game (replaced by CentER DP 2011-139)," Discussion Paper 2010-33, Tilburg University, Center for Economic Research.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010.
"Hiding an Inconvenient Truth : Lies and Vagueness (Revision of DP 2008-107),"
Other publications TiSEM
f7a81eeb-d575-4640-8a76-6, Tilburg University, School of Economics and Management.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Hiding an Inconvenient Truth : Lies and Vagueness (Revision of DP 2008-107)," Discussion Paper 2010-80, Tilburg University, Center for Economic Research.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010.
"Toward an understanding of the relative strengths of positive and negative reciprocity,"
Artefactual Field Experiments
00475, The Field Experiments Website.
- Al-Ubaydli, Omar & Gneezy, Uri & Lee, Min Sok & List, John A., 2010. "Towards an understanding of the relative strengths of positive and negative reciprocity," Judgment and Decision Making, Cambridge University Press, vol. 5(7), pages 524-539, December.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- James Andreoni & Charles Sprenger, 2010. "Risk Preferences Are Not Time Preferences: Discounted Expected Utility with a Disproportionate Preference for Certainty," NBER Working Papers 16348, National Bureau of Economic Research, Inc.
- James Andreoni & Charles Sprenger, 2010.
"Risk Preferences Are Not Time Preferences,"
Levine's Working Paper Archive
814577000000000452, David K. Levine.
- James Andreoni & Charles Sprenger, 2012. "Risk Preferences Are Not Time Preferences," American Economic Review, American Economic Association, vol. 102(7), pages 3357-3376, December.
- Meier, Stephan & Sprenger, Charles, 2010. "Stability of Time Preferences," IZA Discussion Papers 4756, Institute of Labor Economics (IZA).
- James Andreoni & Charles Sprenger, 2010.
"Estimating Time Preferences from Convex Budgets,"
Levine's Working Paper Archive
814577000000000457, David K. Levine.
- James Andreoni & Charles Sprenger, 2012. "Estimating Time Preferences from Convex Budgets," American Economic Review, American Economic Association, vol. 102(7), pages 3333-3356, December.
- James Andreoni & Charles Sprenger, 2010. "Estimating Time Preferences from Convex Budgets," NBER Working Papers 16347, National Bureau of Economic Research, Inc.
- James Andreoni & Charles Sprenger, 2010. "Certain and Uncertain Utility: The Allais Paradox and Five Decision Theory Phenomena," Levine's Working Paper Archive 814577000000000447, David K. Levine.
2009
- Pesaran, M.H. & Pick, A. & Timmermann, A., 2009.
"Variable Selection and Inference for Multi-period Forecasting Problems,"
Cambridge Working Papers in Economics
0901, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers.
- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series 2543, CESifo.
- Timmermann, Allan & Liu, Jun, 2009. "Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications," CEPR Discussion Papers 7188, C.E.P.R. Discussion Papers.
- Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2009. "The performance of European equity mutual funds," CFR Working Papers 09-03, University of Cologne, Centre for Financial Research (CFR).
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009.
"Bank of England Interest Rate Announcements and the Foreign Exchange Market,"
CESifo Working Paper Series
2613, CESifo.
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009.
"Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book,"
CESifo Working Paper Series
2656, CESifo.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009. "Exchange rate management in emerging markets: Intervention via an electronic limit order book," Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Mark P. Taylor, 2009.
"The Crisis in the Foreign Exchange Market,"
CESifo Working Paper Series
2707, CESifo.
- Melvin, Michael & Taylor, Mark P., 2009. "The crisis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1317-1330, December.
- Taylor, Mark & Melvin, Michael, 2009. "The Crisis in the Foreign Exchange Market," CEPR Discussion Papers 7472, C.E.P.R. Discussion Papers.
- Sylvain Champonnois, 2009. "Bank Competition and Economic Stability: The Role of Monetary Policy," 2009 Meeting Papers 1118, Society for Economic Dynamics.
- Uri Gneezy & Kenneth Leonard & John List, 2009.
"Gender differences in competition: Evidence from a matrilineal and a patriarchal society,"
Artefactual Field Experiments
00049, The Field Experiments Website.
- Uri Gneezy & Kenneth L. Leonard & John A. List, 2009. "Gender Differences in Competition: Evidence From a Matrilineal and a Patriarchal Society," Econometrica, Econometric Society, vol. 77(5), pages 1637-1664, September.
- Uri Gneezy & Kenneth L. Leonard & John A. List, 2008. "Gender Differences in Competition: Evidence from a Matrilineal and a Patriarchal Society," NBER Working Papers 13727, National Bureau of Economic Research, Inc.
- Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A., 2009. "Do Women Supply more Public Goods than Men?," Working Papers 01-2008, Copenhagen Business School, Department of Economics.
- Meier, Stephan & Sprenger, Charles, 2009.
"Present-Biased Preferences and Credit Card Borrowing,"
IZA Discussion Papers
4198, Institute of Labor Economics (IZA).
- Stephan Meier & Charles Sprenger, 2010. "Present-Biased Preferences and Credit Card Borrowing," American Economic Journal: Applied Economics, American Economic Association, vol. 2(1), pages 193-210, January.
2008
- Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.
- Carlos Capistrán & Allan Timmermann, 2008.
"Forecast Combination With Entry and Exit of Experts,"
CREATES Research Papers
2008-55, Department of Economics and Business Economics, Aarhus University.
- Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008.
"Disagreement and Biases in Inflation Expectations,"
CREATES Research Papers
2008-56, Department of Economics and Business Economics, Aarhus University.
- Carlos Capistr¡N & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008. "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers 37, Brandeis University, Department of Economics and International Business School.
- Yi Zhu & Kenneth C. Wilbur, 2008. "Strategic Bidding in Hybrid CPC/CPM Auctions," Working Papers 08-25, NET Institute, revised Oct 2008.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo.
- Charness, Gary B & Gneezy, Uri, 2008.
"Incentives to Exercise,"
University of California at Santa Barbara, Economics Working Paper Series
qt3tc3j5x7, Department of Economics, UC Santa Barbara.
- Gary Charness & Uri Gneezy, 2009. "Incentives to Exercise," Econometrica, Econometric Society, vol. 77(3), pages 909-931, May.
- Fershtman, Chaim & Gneezy, Uri & List, John, 2008. "Equity Aversion," CEPR Discussion Papers 6853, C.E.P.R. Discussion Papers.
- Fershtman, Chaim & Gneezy, Uri & Hoffman, Moshe, 2008. "Taboos: Considering the Unthinkable," CEPR Discussion Papers 6854, C.E.P.R. Discussion Papers.
- Steffen Andersen & Erwin Bulte & Uri Gneezy & John List, 2008.
"Do women supply more public goods than men? Preliminary experimental evidence from matrilineal and patriarchal societies,"
Artefactual Field Experiments
00108, The Field Experiments Website.
- Steffen Andersen & Erwin Bulte & Uri Gneezy & John A. List, 2008. "Do Women Supply More Public Goods Than Men? Preliminary Experimental Evidence from Matrilineal and Patriarchal Societies," American Economic Review, American Economic Association, vol. 98(2), pages 376-381, May.
- Uri Gneezy & Kenneth Leonard & John List, 2008. "Rise and Fall of Competitiveness in Individualistic and Collectivistic Societies," Natural Field Experiments 00465, The Field Experiments Website.
- Charles Sprenger & Joanna Stavins, 2008.
"Credit card debt and payment use,"
Working Papers
08-2, Federal Reserve Bank of Boston.
- Charles Sprenger & Joanna Stavins, 2012. "Credit Card Debt and Payment Use," NFI Working Papers 2012-WP-06, Indiana State University, Scott College of Business, Networks Financial Institute.
- Meier, Stephan & Sprenger, Charles, 2008.
"Discounting Financial Literacy: Time Preferences and Participation in Financial Education Programs,"
IZA Discussion Papers
3507, Institute of Labor Economics (IZA).
- Meier, Stephan & Sprenger, Charles D., 2013. "Discounting financial literacy: Time preferences and participation in financial education programs," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 159-174.
2007
- Timmermann, Allan & Elliott, Graham, 2007.
"Economic Forecasting,"
CEPR Discussion Papers
6158, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
- Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Timmermann, Allan & Guidolin, Massimo, 2007.
"Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach,"
CEPR Discussion Papers
6188, C.E.P.R. Discussion Papers.
- Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
- Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
- Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
- Allan Timmermann & Bruce N. Lehmann, 2007. "Performance Measurement and Evaluation," FMG Discussion Papers dp604, Financial Markets Group.
- Michael Melvin & Magali Valero, 2007.
"The Dark Side of International Cross-Listing: Effects on Rival Firms at Home,"
CESifo Working Paper Series
2174, CESifo.
- Michael Melvin & Magali Valero, 2009. "The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home," European Financial Management, European Financial Management Association, vol. 15(1), pages 66-91, January.
- Charness, Gary B & Gneezy, Uri, 2007. "Strong Evidence for Gender Differences in Investment," University of California at Santa Barbara, Economics Working Paper Series qt428481s8, Department of Economics, UC Santa Barbara.
- Andrew Ang & Jun Liu, 2007.
"Risk, Return and Dividends,"
NBER Working Papers
12843, National Bureau of Economic Research, Inc.
- Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July.
- Ang, Andrew & Liu, Jun, 2005. "Risk, Return and Dividends," University of California at Los Angeles, Anderson Graduate School of Management qt1s25177n, Anderson Graduate School of Management, UCLA.
- Marques Benton & Stephan Meier & Charles Sprenger, 2007. "Overborrowing and undersaving: lessons and policy implications from research in behavioral economics," Public and Community Affairs Discussion Papers 2007-4, Federal Reserve Bank of Boston.
- Stephan Meier & Charles Sprenger, 2007. "Impatience and credit behavior: evidence from a field experiment," Working Papers 07-3, Federal Reserve Bank of Boston.
- Stephan Meier & Charles Sprenger, 2007. "Selection into financial literacy programs: evidence from a field study," Public Policy Discussion Paper 07-5, Federal Reserve Bank of Boston.
2006
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006.
"Learning, Structural Instability and Present Value Calculations,"
Cambridge Working Papers in Economics
0602, Faculty of Economics, University of Cambridge.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series 1650, CESifo.
- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank.
- Pesaran, M.H. & Timmermann, A., 2006.
"Testing Dependence Among Serially Correlated Multi-category Variables,"
Cambridge Working Papers in Economics
0648, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
- Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
- Sylvain Champonnois, 2006.
"Comparing Financial Systems: A structural Analysis,"
2006 Meeting Papers
520, Society for Economic Dynamics.
- Champonnois, Sylvain, 2006. "Comparing financial systems: a structural analysis," Working Paper Series 702, European Central Bank.
- Uri Gneezy & John List & George Wu, 2006.
"The uncertainty effect: When a risky prospect is valued less than its worst possible outcome,"
Framed Field Experiments
00152, The Field Experiments Website.
- Uri Gneezy & John A. List & George Wu, 2006. "The Uncertainty Effect: When a Risky Prospect is Valued Less than its Worst Possible Outcome," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(4), pages 1283-1309.
- Uri Gneezy & John List, 2006.
"Putting behavioral economics to work: Testing for gift exchange in labor markets using field experiments,"
Natural Field Experiments
00259, The Field Experiments Website.
- Uri Gneezy & John A List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," Econometrica, Econometric Society, vol. 74(5), pages 1365-1384, September.
- Uri Gneezy & John A. List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," NBER Working Papers 12063, National Bureau of Economic Research, Inc.
2005
- Sandeep Kapur & Allan Timmermann, 2005.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium,"
Birkbeck Working Papers in Economics and Finance
0503, Birkbeck, Department of Economics, Mathematics & Statistics.
- Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408001, University Library of Munich, Germany.
- Timmermann, Allan & Kapur, Sandeep, 2003. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers 4038, C.E.P.R. Discussion Papers.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, University Library of Munich, Germany.
- Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.
- Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005.
"Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis,"
CFR Working Papers
05-14, University of Cologne, Centre for Financial Research (CFR).
- Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006. "Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis," Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December.
- Dan Ariely & Uri Gneezy & George Loewenstein & Nina Mazar, 2005.
"Large stakes and big mistakes,"
Working Papers
05-11, Federal Reserve Bank of Boston.
- Dan Ariely & Uri Gneezy & George Loewenstein & Nina Mazar, 2009. "Large Stakes and Big Mistakes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 451-469.
- Hughes, John S & Liu, Jing & Liu, Jun, 2005. "Information, Diversification, and Cost of Capital," University of California at Los Angeles, Anderson Graduate School of Management qt82j2d59r, Anderson Graduate School of Management, UCLA.
- Garmaise, Mark J & Liu, Jun, 2005. "Corruption, Firm Governance, and the Cost of Capital," University of California at Los Angeles, Anderson Graduate School of Management qt29403706, Anderson Graduate School of Management, UCLA.
2004
- Pesaran, M.H. & Timmermann, A., 2004.
"‘Real Time Econometrics’,"
Cambridge Working Papers in Economics
0432, Faculty of Economics, University of Cambridge.
- Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004.
"‘Forecasting Time Series Subject to Multiple Structural Breaks’,"
Cambridge Working Papers in Economics
0433, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
- Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
- Timmermann, Allan & Catão, LuÃs, 2004.
"Country and Industry Dynamics in Stock Returns,"
CEPR Discussion Papers
4368, C.E.P.R. Discussion Papers.
- Mr. Luis Catão & Mr. Allan Timmermann, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 2003/052, International Monetary Fund.
- Timmermann, Allan & Guidolin, Massimo, 2004.
"Term Structure of Risk Under Alternative Econometric Specifications,"
CEPR Discussion Papers
4645, C.E.P.R. Discussion Papers.
- Guidolin, Massimo & Timmermann, Allan, 2006. "Term structure of risk under alternative econometric specifications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
- Massimo Guidolin & Allan Timmerman, 2005. "Term structure of risk under alternative econometric specifications," Working Papers 2005-001, Federal Reserve Bank of St. Louis.
- Timmermann, Allan & Elliott, Graham, 2004.
"Optimal Forecast Combination Under Regime Switching,"
CEPR Discussion Papers
4649, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2005. "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November.
- Massimo Guidolin, University of Virginia & Allan Timmermann, 2004. "Strategic Asset Allocation and Consumption Decisions under Multivariate Regime Switching," Econometric Society 2004 Australasian Meetings 349, Econometric Society.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Econometric Society 2004 North American Summer Meetings
601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael Melvin & Manuel Gomez, 2004. "Explaining the dollar/euro exchange rate: the role of policy uncertainty, asymmetric information, and hedging opportunities," Econometric Society 2004 North American Winter Meetings 72, Econometric Society.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"There is a Risk-Return Tradeoff After All,"
NBER Working Papers
10913, National Bureau of Economic Research, Inc.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2003s-26, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies,"
NBER Working Papers
10914, National Bureau of Economic Research, Inc.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006. "Predicting volatility: getting the most out of return data sampled at different frequencies," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 59-95.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers 2004s-19, CIRANO.
- Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004.
"Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns,"
NBER Working Papers
10996, National Bureau of Economic Research, Inc.
- Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2009. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3411-3447, September.
- Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," University of California at Los Angeles, Anderson Graduate School of Management qt4ft420b6, Anderson Graduate School of Management, UCLA.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004.
"The MIDAS Touch: Mixed Data Sampling Regression Models,"
CIRANO Working Papers
2004s-20, CIRANO.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," University of California at Los Angeles, Anderson Graduate School of Management qt9mf223rs, Anderson Graduate School of Management, UCLA.
- John A. List & Uri Gneezy, 2004. "Are the Disabled Discriminated Against in Product Markets? Evidence from Sportscards to Sportscars," Econometric Society 2004 North American Summer Meetings 651, Econometric Society.
- Muriel Niederle & Guillaume Frechette & Uri Gneezy, 2004. "An Experimental Study of Information in Bargaining," Econometric Society 2004 North American Summer Meetings 655, Econometric Society.
- Uri Gneezy & Aldo Rustichini, 2004.
"Gender and competition at a young age,"
Framed Field Experiments
00151, The Field Experiments Website.
- Uri Gneezy & Aldo Rustichini, 2004. "Gender and Competition at a Young Age," American Economic Review, American Economic Association, vol. 94(2), pages 377-381, May.
- Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2004.
"The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks,"
University of California at Los Angeles, Anderson Graduate School of Management
qt5z42g22g, Anderson Graduate School of Management, UCLA.
- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006. "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2337-2360, September.
- Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2004. "The Value of Private Information," University of California at Los Angeles, Anderson Graduate School of Management qt71t9z3w3, Anderson Graduate School of Management, UCLA.
2003
- Pesaran, H.M. & Timmermann, A., 2003.
"How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?,"
Cambridge Working Papers in Economics
0306, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
- Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series 875, CESifo.
- Pesaran, M.H. & Timmermann, A., 2003.
"Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks,"
Cambridge Working Papers in Economics
0331, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
- Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
- Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
- Timmermann, Allan & Patton, Andrew, 2003.
"Properties of Optimal Forecasts,"
CEPR Discussion Papers
4037, C.E.P.R. Discussion Papers.
- Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
- Timmermann, Allan & Lunde, Asger, 2003.
"Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets,"
CEPR Discussion Papers
4104, C.E.P.R. Discussion Papers.
- Lunde A. & Timmermann A., 2004. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 253-273, July.
- Asger Lunde & Allan Timmermann, 2000. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Econometric Society World Congress 2000 Contributed Papers 1216, Econometric Society.
- Guidolin, Massimo & Allan Timmermann, 2003. "Economic Implications of Bull and Bear Regimes in UK Stock Returns," Royal Economic Society Annual Conference 2003 95, Royal Economic Society.
- Charness, Gary & Gneezy, Uri, 2003.
"Portfolio Choice and Risk Attitudes: An Experiment,"
University of California at Santa Barbara, Economics Working Paper Series
qt7vz7w609, Department of Economics, UC Santa Barbara.
- Gary Charness & Uri Gneezy, 2010. "Portfolio Choice And Risk Attitudes: An Experiment," Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, January.
- Uri Gneezy, 2003. "The W effect of incentives," Levine's Bibliography 666156000000000315, UCLA Department of Economics.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2003. "Evaluation periods and asset prices in a market experience," Other publications TiSEM 55910884-79d7-483c-abbb-1, Tilburg University, School of Economics and Management.
- Andrew Ang & Jun Liu, 2003. "How to Discount Cashflows with Time-Varying Expected Returns," NBER Working Papers 10042, National Bureau of Economic Research, Inc.
- Liu, Jun & Pan, Jun, 2003.
"Dynamic Derivative Strategies,"
Working papers
4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Liu, Jun & Pan, Jun, 2003. "Dynamic derivative strategies," Journal of Financial Economics, Elsevier, vol. 69(3), pages 401-430, September.
2002
- Elliott, Graham & Timmermann, Allan, 2002.
"Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions,"
University of California at San Diego, Economics Working Paper Series
qt15r9t2q2, Department of Economics, UC San Diego.
- Elliott, Graham & Timmermann, Allan, 2004. "Optimal forecast combinations under general loss functions and forecast error distributions," Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
- Paye, Bradley S. & Timmermann, Allan, 2002. "How Stable are Financial Prediction Models? Evidence from US and International Stock Market Data," University of California at San Diego, Economics Working Paper Series qt74v515fr, Department of Economics, UC San Diego.
- Blake, David & Timmermann, Allan, 2002.
"International Asset Allocation with Time-Varying Investment Opportunities,"
CEPR Discussion Papers
3464, C.E.P.R. Discussion Papers.
- Allan Timmermann & David Blake, 2005. "International Asset Allocation with Time-Varying Investment Opportunities," The Journal of Business, University of Chicago Press, vol. 78(1), pages 71-98, January.
- Blake, David & Timmermann, Allan, 2002. "International asset allocation with time-varying investment opportunities," LSE Research Online Documents on Economics 24944, London School of Economics and Political Science, LSE Library.
- Timmermann, Allan & Granger, Clive, 2002.
"Efficient Market Hypothesis and Forecasting,"
CEPR Discussion Papers
3593, C.E.P.R. Discussion Papers.
- Timmermann, Allan & Granger, Clive W. J., 2004. "Efficient market hypothesis and forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 15-27.
- Allan Timmermann & M. Hashem Pesaran, 2002.
"Market Timing and Return Prediction under Model Instability,"
FMG Discussion Papers
dp412, Financial Markets Group.
- Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December.
- Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library.
- Allan Timmermann, 2002. "(UBS Pensions Series 2) International Asset Allocation with Time-Varying Investment Opportunities," FMG Discussion Papers dp424, Financial Markets Group.
- Bruce N. Lehmann & Allan Timmermann, 2002. "(UBS Pensions Series 3) Performance Clustering and Incentives in the UK Pension Fund Industry," FMG Discussion Papers dp425, Financial Markets Group.
- Allan Timmermann, 2002. "(UBS Pensions Series 4) Returns from Active Management in International Equity Markets; Evidence from a Panel of UK Pension Funds," FMG Discussion Papers dp426, Financial Markets Group.
- Fershtman, Chaim & Verboven, Frank & Gneezy, Uri, 2002.
"Discrimination and Nepotism: The Efficiency of the Anonymity Rule,"
CEPR Discussion Papers
3175, C.E.P.R. Discussion Papers.
- Chaim Fershtman & Uri Gneezy & Frank Verboven, 2005. "Discrimination and Nepotism: The Efficiency of the Anonymity Rule," The Journal of Legal Studies, University of Chicago Press, vol. 34(2), pages 371-396, June.
- Dufwenberg, Martin & Gneezy, Uri & Goeree, Jacob K. & Nagel, Rosemarie, 2002.
"Price Floors and Competition,"
Research Papers in Economics
2002:13, Stockholm University, Department of Economics.
- Martin Dufwenberg & Uri Gneezy & Jacob Goeree & Rosemarie Nagel, 2007. "Price floors and competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(1), pages 211-224, October.
- Uri Gneezy & Arie Kapteyn & Jan Potters, 2002.
"Evaluation Periods and Asset Prices in a Market Experiment,"
Working Papers
DRU-2801, RAND Corporation.
- Uri Gneezy & Arie Kapteyn & Jan Potters, 2003. "Evaluation Periods and Asset Prices in a Market Experiment," Journal of Finance, American Finance Association, vol. 58(2), pages 821-837, April.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Other publications TiSEM 37824ad9-b4f0-472f-bde6-3, Tilburg University, School of Economics and Management.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Discussion Paper 2002-8, Tilburg University, Center for Economic Research.
- Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002.
"Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?,"
NBER Working Papers
8969, National Bureau of Economic Research, Inc.
- Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
- Kahl, Matthias & Liu, Jun & Longstaff, Francis A, 2001. "Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?," University of California at Los Angeles, Anderson Graduate School of Management qt8b3853z9, Anderson Graduate School of Management, UCLA.
- Liu, Jun & Pan, Jun & Wang, Tan, 2002. "An Equilibrium Model of Rare Event Premia," Working papers 4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Grinblatt, Mark & Liu, Jun, 2002.
"Debt Policy, Corporate Taxes, and Discount Rates,"
University of California at Los Angeles, Anderson Graduate School of Management
qt7dx622kj, Anderson Graduate School of Management, UCLA.
- Grinblatt, Mark & Liu, Jun, 2008. "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July.
- Mark Grinblatt & Jun Liu, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," NBER Working Papers 9353, National Bureau of Economic Research, Inc.
2001
- Allan Timmerman & Massimo Guidolin, 2001. "Option prices and implied volatility dynamics under Bayesian learning," CeNDEF Workshop Papers, January 2001 P3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Timmermann, Allan, 2001.
"Structural Breaks, Incomplete Information and Stock Prices,"
University of California at San Diego, Economics Working Paper Series
qt1sn269d7, Department of Economics, UC San Diego.
- Timmermann, Allan, 2001. "Structural Breaks, Incomplete Information, and Stock Prices," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 299-314, July.
- Allan Timmermann, 1998. "Structural Breaks, Incomplete Information and Stock Prices," FMG Discussion Papers dp311, Financial Markets Group.
- Timmermann, Allan & Guidolin, Massimo, 2001.
"Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities,"
CEPR Discussion Papers
3005, C.E.P.R. Discussion Papers.
- Guidolin, Massimo & Timmermann, Allan, 2003. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
- Guidolin, Massimo & Timmermann, Allan, 2001. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," LSE Research Online Documents on Economics 119091, London School of Economics and Political Science, LSE Library.
- Allan Timmermann & Massimo Guidolin, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," FMG Discussion Papers dp397, Financial Markets Group.
- White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001.
"Forecast Evaluation with Shared Data Sets,"
CEPR Discussion Papers
3060, C.E.P.R. Discussion Papers.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003. "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227.
- Jose Tavares & Rossen Valkanov, 2001. "The neglected effect of fiscal policy on stock and bond returns," Nova SBE Working Paper Series wp413, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Dufwenberg, M. & Gneezy, U. & Güth, W. & van Damme, E.E.C., 2001.
"Direct versus indirect reciprocity : An experiment,"
Other publications TiSEM
2a75bfed-5330-4042-87be-3, Tilburg University, School of Economics and Management.
- Martin Dufenberg & Uri Gneezy & Werner G³th & Eric Van Demme, 2001. "Direct versus Indirect Reciprocity: An Experiment," Homo Oeconomicus, Institute of SocioEconomics, vol. 18, pages 19-30.
- Liu, Jun & Longstaff, Francis & Pan, Jun, 2001.
"Dynamic Asset Allocation with Event Risk,"
University of California at Los Angeles, Anderson Graduate School of Management
qt9fm6t5nb, Anderson Graduate School of Management, UCLA.
- Jun Liu & Francis A. Longstaff & Jun Pan, 2003. "Dynamic Asset Allocation with Event Risk," Journal of Finance, American Finance Association, vol. 58(1), pages 231-259, February.
- Jun Liu & Francis A. Longstaff & Jun Pan, 2002. "Dynamic Asset Allocation With Event Risk," NBER Working Papers 9103, National Bureau of Economic Research, Inc.
- Liu, Jun, 2001. "Dynamic Choice and Risk Aversion," University of California at Los Angeles, Anderson Graduate School of Management qt36v1d9zg, Anderson Graduate School of Management, UCLA.
- Bekaert, Geert & Liu, Jun, 2001. "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management qt9m7392rq, Anderson Graduate School of Management, UCLA.
2000
- Massimo Guidolin & Allan Timmermann, 2000. "Implied Learning Paths from Option Prices," Econometric Society World Congress 2000 Contributed Papers 0447, Econometric Society.
- Allan Timmermann & Gabriel Perez-Quiros, 2000.
"Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities,"
FMG Discussion Papers
dp360, Financial Markets Group.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
- Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
- Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
- Charness, Gary & Gneezy, Uri, 2000.
"What’s in a Name? Anonymity and Social Distance in Dictator and Ultimatum Games,"
University of California at Santa Barbara, Economics Working Paper Series
qt57q360q6, Department of Economics, UC Santa Barbara.
- Charness, Gary & Gneezy, Uri, 2008. "What's in a name? Anonymity and social distance in dictator and ultimatum games," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 29-35, October.
- Uri Gneezy & Aldo Rustichini, 2000.
"A fine is a price,"
Natural Field Experiments
00258, The Field Experiments Website.
- Gneezy, Uri & Rustichini, Aldo, 2000. "A Fine is a Price," The Journal of Legal Studies, University of Chicago Press, vol. 29(1), pages 1-17, January.
- Fershtman, C. & Gneezy, U., 2000.
"Discrimination in a Segmented Society: an Experimental Approach,"
Papers
2000-9, Tel Aviv.
- Chaim Fershtman & Uri Gneezy, 2001. "Discrimination in a Segmented Society: An Experimental Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(1), pages 351-377.
- van Damme, E.E.C. & Dufwenberg, M. & Gneezy, U. & Güth, W., 2000.
"An Experimental Test of Direct and Indirect Reciprocity in Case of Complete and Incomplete Information,"
Other publications TiSEM
dd58eedd-ce16-44e7-8f5a-1, Tilburg University, School of Economics and Management.
- van Damme, E.E.C. & Dufwenberg, M. & Gneezy, U. & Guth, W., 2001. "An experimental test of direct and indirect reciprocity in case of complete and incomplete information," Other publications TiSEM e9b108e8-6196-4403-a064-7, Tilburg University, School of Economics and Management.
- Dufwenberg, Martin & Gneezy, Uri & Güth, Werner & van Damme, Eric E. C., 2000. "An experimental test of direct and indirect reciprocity in case of complete and incomplete information," SFB 373 Discussion Papers 2000,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2000.
"The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads,"
University of California at Los Angeles, Anderson Graduate School of Management
qt0zw4f9w6, Anderson Graduate School of Management, UCLA.
- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers 8990, National Bureau of Economic Research, Inc.
- Liu, Jun & Longstaff, Francis A, 2000.
"Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities,"
University of California at Los Angeles, Anderson Graduate School of Management
qt48k8f97f, Anderson Graduate School of Management, UCLA.
- Jun Liu, 2004. "Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 611-641.
- Andrew Ang & Geert Bekaert & Jun Liu, 2000.
"Why Stocks May Disappoint,"
NBER Working Papers
7783, National Bureau of Economic Research, Inc.
- Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June.
1999
- Pesaran, Hashem & Timmermann, Allan, 1999. "Model Instability and Choice of Observation Window," University of California at San Diego, Economics Working Paper Series qt8zx626k6, Department of Economics, UC San Diego.
- Allan Timmermann, 1999.
"Moments of Markov Switching Models,"
FMG Discussion Papers
dp323, Financial Markets Group.
- Timmermann, Allan, 2000. "Moments of Markov switching models," Journal of Econometrics, Elsevier, vol. 96(1), pages 75-111, May.
- Allan Timmermann & Gabriel Perez-Quiros, 1999.
"Firm Size and Cyclical Variations in Stock Returns,"
FMG Discussion Papers
dp335, Financial Markets Group.
- Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
- Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
- Takatoshi Ito & Michael Melvin, 1999. "Japan's Big Bang and the Transformation of Financial Markets," NBER Working Papers 7247, National Bureau of Economic Research, Inc.
- Dufwenberg, Martin & Gneezy, Uri, 1999. "Procurement and Information Feedback," Research Papers in Economics 2000:2, Stockholm University, Department of Economics.
- Gary Bornstein & Uri Gneezy & Rosemarie Nagel, 1999.
"The effect of intergroup competition on group coordination: An experimental study,"
Economics Working Papers
393, Department of Economics and Business, Universitat Pompeu Fabra.
- Bornstein, Gary & Gneezy, Uri & Nagel, Rosmarie, 2002. "The effect of intergroup competition on group coordination: an experimental study," Games and Economic Behavior, Elsevier, vol. 41(1), pages 1-25, October.
- Anderhub, Vital & Gneezy, Uri & Güth, Werner & Sonsino, Doron, 1999.
"On the interaction of risk and time preferences: An experimental study,"
SFB 373 Discussion Papers
1999,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Vital Anderhub & Werner Güth & Uri Gneezy & Doron Sonsino, 2001. "On the Interaction of Risk and Time Preferences: An Experimental Study," German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 239-253, August.
- Geert Bekaert & Jun Liu, 1999.
"Conditioning Information and Variance Bounds on Pricing Kernels,"
NBER Working Papers
6880, National Bureau of Economic Research, Inc.
- Geert Bekaert, 2004. "Conditioning Information and Variance Bounds on Pricing Kernels," The Review of Financial Studies, Society for Financial Studies, vol. 17(2), pages 339-378.
1998
- Lunde, Asger & Timmermann, Allan & Blake, David, 1998.
"The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis,"
University of California at San Diego, Economics Working Paper Series
qt1pd3z1hm, Department of Economics, UC San Diego.
- Lunde, Asger & Timmermann, Allan & Blake, David, 1999. "The hazards of mutual fund underperformance: A Cox regression analysis," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 121-152, April.
- Allan Timmermann & Asger Lunde, 1998. "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," FMG Discussion Papers dp302, Financial Markets Group.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998.
"Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns,"
University of California at San Diego, Economics Working Paper Series
qt2z02z6d9, Department of Economics, UC San Diego.
- Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," FMG Discussion Papers dp304, Financial Markets Group.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "The dangers of data-driven inference: the case of calender effects in stock returns," LSE Research Online Documents on Economics 119142, London School of Economics and Political Science, LSE Library.
- Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998.
"Data-Snooping, Technical Trading Rule Performance and the Bootstrap,"
CEPR Discussion Papers
1976, C.E.P.R. Discussion Papers.
- Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
- Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
- Fershtman, C. & Gneezy, U., 1998.
"Trust and Discrimination in a Segmented Society: an Experimental Approach,"
Papers
25-98, Tel Aviv.
- Fershtman, C. & Gneezy, U., 1999. "Trust and discrimination in a segmented society : An experimental approach," Other publications TiSEM 9211eed3-cf40-4efd-8e39-c, Tilburg University, School of Economics and Management.
- Fershtman, C. & Gneezy, U., 1999. "Trust and discrimination in a segmented society : An experimental approach," Discussion Paper 1999-55, Tilburg University, Center for Economic Research.
- Dufwenberg, M. & Gneezy, U., 1998.
"Price Competition and Market COncentration: An Experimental Study,"
Papers
1998-08, Uppsala - Working Paper Series.
- Dufwenberg, Martin & Gneezy, Uri, 2000. "Price competition and market concentration: an experimental study," International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 7-22, January.
- Dufwenberg, Martin & Gneezy, Uri, 1999. "Price Competition and Market Concentration: An experimental Study," Research Papers in Economics 1999:4, Stockholm University, Department of Economics.
- Dufwenberg, M. & Gneezy, U., 1998. "Price competition and market concentration : An experimental study," Discussion Paper 1998-27, Tilburg University, Center for Economic Research.
- Dufwenberg, Martin & Gneezy, Uri, 1998. "Price Competition and Market Concentration: An Experimental Study," Working Paper Series 1998:8, Uppsala University, Department of Economics.
- Dufwenberg, M. & Gneezy, U., 1998. "Price competition and market concentration : An experimental study," Other publications TiSEM deaedded-143d-4998-8a6e-7, Tilburg University, School of Economics and Management.
- Gneezy, U. & Güth, W. & Verboven, F.L., 1998.
"Presents or investments? An experimental analysis,"
Discussion Paper
1998-44, Tilburg University, Center for Economic Research.
- Gneezy, Uri & Guth, Werner & Verboven, Frank, 2000. "Presents or investments? An experimental analysis," Journal of Economic Psychology, Elsevier, vol. 21(5), pages 481-493, October.
- Gneezy, U. & Güth, W. & Verboven, F.L., 1998. "Presents or investments? An experimental analysis," Other publications TiSEM 633ccc97-4379-4003-b9d3-a, Tilburg University, School of Economics and Management.
- Gneezy, Uri & Güth, Werner & Verboven, Frank, 1998. "Presents or investments? An experimental analysis," SFB 373 Discussion Papers 1998,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Gneezy, U. & Rustichini, A., 1998.
"Pay Enough - Or Don't Pay at All,"
Discussion Paper
1998-57, Tilburg University, Center for Economic Research.
- Uri Gneezy & Aldo Rustichini, 2000. "Pay Enough or Don't Pay at All," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(3), pages 791-810.
- Gneezy, U. & Rustichini, A., 1998. "Pay Enough - Or Don't Pay at All," Other publications TiSEM 641eb9a4-f245-483b-8c01-6, Tilburg University, School of Economics and Management.
- Gneezy, U. & Güth, W., 1998.
"On competing rewards standards : An experimental study of ultimatum bargaining,"
Discussion Paper
1998-26, Tilburg University, Center for Economic Research.
- Gneezy, Uri & Guth, Werner, 2003. "On competing rewards standards--an experimental study of ultimatum bargaining," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 31(6), pages 599-607.
- Gneezy, U. & Güth, W., 1998. "On competing rewards standards : An experimental study of ultimatum bargaining," Other publications TiSEM f680cc9f-9661-4b8c-9b28-a, Tilburg University, School of Economics and Management.
- Gneezy, U. & Güth, W., 1997. "On Competing Rewards Standards -An Experimental Study of Ultimatum Bargaining-," SFB 373 Discussion Papers 1997,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Blume, Andreas & Gneezy, Uri, 1998.
"An Experimental Investigation of Optimal Learning in Coordination Games,"
Working Papers
98-10, University of Iowa, Department of Economics.
- Blume, Andreas & Gneezy, Uri, 2000. "An Experimental Investigation of Optimal Learning in Coordination Games," Journal of Economic Theory, Elsevier, vol. 90(1), pages 161-172, January.
- Andreas Blume & Uri Gneezy, 1998. "An Experimental Investigation of Optimal Learning in Coordination Games," CIG Working Papers FS IV 98-12, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
1997
- Blake, David & Lehmann, Bruce N & Timmermann, Allan G, 1997. "Performance Measurement using Multiple Asset Class Portfolio Data," CEPR Discussion Papers 1618, C.E.P.R. Discussion Papers.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1997.
"Is There Private Information in the FX Market? The Tokyo Experiment,"
NBER Working Papers
5936, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Richard K. Lyons & Michael Melvin, 1997. "Is there private information in the FX market? the Tokyo experiment," Pacific Basin Working Paper Series 97-04, Federal Reserve Bank of San Francisco.
- Ito, T. & Lyons, R. & Melvin, M.T., 1997. "Is There Private Information on the FX Market? The Tokyo Experiment," Papers 97-04, Economisch Institut voor het Midden en Kleinbedrijf-.
- Takatoshi Ito Richard K. Lyons and Michael T. Melvin., 1997. "Is There Private Information in the FX Market? The Tokyo Experiment," Research Program in Finance Working Papers RPF-270, University of California at Berkeley.
- Takatoshi Ito & Richard K. Lyons & Michael T. Melvin, 1996. "Is There Private Information in the FX Market? The Tokyo Experiment," Working Papers _005, University of California at Berkeley, Haas School of Business.
- Gneezy, U., 1997. "Essays in behavioural economics," Other publications TiSEM 57052b10-02cc-41f6-a2f2-e, Tilburg University, School of Economics and Management.
1996
- Pesaran, M. H. & Timmermann, A., 1996.
"A Recursive Modelling Approach to Predicting UK Stock Returns',"
Cambridge Working Papers in Economics
9625, Faculty of Economics, University of Cambridge.
- Pesaran, M Hashem & Timmermann, Allan, 2000. "A Recursive Modelling Approach to Predicting UK Stock Returns," Economic Journal, Royal Economic Society, vol. 110(460), pages 159-191, January.
- Allan Timmermann & M. Hashem Pesaran, 1999. "A Recursive Modelling Approach to Predicting UK Stock Returns," FMG Discussion Papers dp322, Financial Markets Group.
- Fershtman, C & Gneezy, U, 1996.
"Strategic Delegation : An Experiment,"
Papers
43-96, Tel Aviv.
- Fershtman, Chaim & Gneezy, Uri, 2001. "Strategic Delegation: An Experiment," RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 352-368, Summer.
- Fershtman, C. & Gneezy, U., 1997. "Strategic delegation : An experiment," Other publications TiSEM 38b9eba1-16cc-439b-85f7-c, Tilburg University, School of Economics and Management.
- Fershtman, C. & Gneezy, U., 1997. "Strategic delegation : An experiment," Discussion Paper 1997-26, Tilburg University, Center for Economic Research.
- Gneezy, U. & Das, J.W.M., 1996.
"Experimental Investigation of Percieved Risk in Random Walk Processes,"
Discussion Paper
1996-85, Tilburg University, Center for Economic Research.
- Gneezy, U. & Das, J.W.M., 1996. "Experimental Investigation of Percieved Risk in Random Walk Processes," Other publications TiSEM 25f8ce3c-1c1b-43ef-8f97-3, Tilburg University, School of Economics and Management.
- Dufwenberg, M. & Gneezy, U., 1996.
"Efficiency, Reciprocity and Expectations in an Experimental Game,"
Discussion Paper
1996-79, Tilburg University, Center for Economic Research.
- Dufwenberg, M. & Gneezy, U., 1996. "Efficiency, Reciprocity and Expectations in an Experimental Game," Other publications TiSEM 96e64bdc-6dc3-4d49-9d1c-b, Tilburg University, School of Economics and Management.
- Gneezy, U., 1996.
"Probability Judgements in Multi-Stage Problems : Experimental Evidence of Systematic Biases,"
Discussion Paper
1996-01, Tilburg University, Center for Economic Research.
- Gneezy, U., 1996. "Probability Judgements in Multi-Stage Problems : Experimental Evidence of Systematic Biases," Other publications TiSEM e4424aaf-139b-44a5-8561-4, Tilburg University, School of Economics and Management.
- Gneezy, U. & Potters, J.J.M., 1996.
"An experiment on risk taking and evaluation periods,"
Discussion Paper
1996-61, Tilburg University, Center for Economic Research.
- Uri Gneezy & Jan Potters, 1997. "An Experiment on Risk Taking and Evaluation Periods," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(2), pages 631-645.
- Gneezy, U. & Potters, J.J.M., 1997. "An experiment on risk taking and evaluation periods," Other publications TiSEM da6ba1bf-e15c-41b2-ae95-c, Tilburg University, School of Economics and Management.
- Gneezy, U. & Potters, J.J.M., 1996. "An experiment on risk taking and evaluation periods," Other publications TiSEM e48d1f57-1bac-4a83-8772-c, Tilburg University, School of Economics and Management.
1995
- Pesaran, H. & Timmermann, A., 1995. "The Use of Recursive Model Selection Strategies in Forecasting Stock Returns," Cambridge Working Papers in Economics 9406, Faculty of Economics, University of Cambridge.
1992
- Pesaran, M.H. & Timmermann, A., 1992. "Forecasting Stock Returns," Cambridge Working Papers in Economics 9216, Faculty of Economics, University of Cambridge.
- Pesaran, M.H. & Timmermann, A.G., 1992.
"A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing,"
Cambridge Working Papers in Economics
9218, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan G., 1994. "A generalization of the non-parametric Henriksson-Merton test of market timing," Economics Letters, Elsevier, vol. 44(1-2), pages 1-7.
1990
- Pesaran, M.H. & Timmermann, A., 1990.
"A Simple, Non-Parametric Test Of Predictive Performance,"
Cambridge Working Papers in Economics
9021, Faculty of Economics, University of Cambridge.
- Pesaran, M Hashem & Timmermann, Allan, 1992. "A Simple Nonparametric Test of Predictive Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-565, October.
- Pesaran, M.H. & Timmermann, A., 1990. "A Simple Non-Parametric Test Of Predictive Performance," Papers 29, California Los Angeles - Applied Econometrics.
- Pesaran, M.H. & Timmermann, G., 1990.
"The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks,"
Cambridge Working Papers in Economics
9022, Faculty of Economics, University of Cambridge.
- Pesaran, M.H. & Timmermann, A.G., 1990. "The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks," Papers 26, California Los Angeles - Applied Econometrics.
Undated
- Takatoshi Ito & Michael Melvin, "undated". "The Political Economy of Japan's Big Bang," Working Papers 2132866, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Michael Melvin & Vincentiu Covrig & Buen Low, "undated".
"A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium',"
Working Papers
2133360, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael, 2004. "A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(1), pages 193-208, March.
- Michael Melvin, "undated".
"A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina,"
Working Papers
2133524, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Melvin, Michael, 2003. "A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina," Economics Letters, Elsevier, vol. 81(1), pages 129-136, October.
- Michael Melvin & Xixi Yin, "undated".
"Public Information Arrival, Exchange Rate Volatility, and Quote Frequency,"
Working Papers
96/1, Arizona State University, Department of Economics.
- Melvin, Michael & Yin, Xixi, 2000. "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Economic Journal, Royal Economic Society, vol. 110(465), pages 644-661, July.
- Uri Gneezy & Pedro Rey-Biel, "undated". "On the Relative Efficiency of Performance Pay and Social Incentives," Working Papers 585, Barcelona School of Economics.
Journal articles
2023
- Silvia Saccardo & Marta Serra-Garcia, 2023. "Enabling or Limiting Cognitive Flexibility? Evidence of Demand for Moral Commitment," American Economic Review, American Economic Association, vol. 113(2), pages 396-429, February.
- Marta Serra-Garcia & Nora Szech, 2023.
"Incentives and Defaults Can Increase COVID-19 Vaccine Intentions and Test Demand,"
Management Science, INFORMS, vol. 69(2), pages 1037-1049, February.
- Marta Serra-Garcia & Nora Szech, 2021. "Incentives and Defaults Can Increase Covid-19 Vaccine Intentions and Test Demand," CESifo Working Paper Series 9003, CESifo.
2022
- Michael Melvin & Frank Westermann, 2022.
"Chinese Exchange Rate Policy: Lessons for Global Investors,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 145-168, February.
- Michael Melvin & Frank Westermann, 2020. "Chinese Exchange Rate Policy: Lessons for Global Investors," CESifo Working Paper Series 8493, CESifo.
- Marta Serra-Garcia & Nora Szech, 2022.
"The (In)Elasticity of Moral Ignorance,"
Management Science, INFORMS, vol. 68(7), pages 4815-4834, July.
- Serra-Garcia, Marta & Szech, Nora, 2019. "The (in)elasticity of moral ignorance," Working Paper Series in Economics 134, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Marta Serra-Garcia & Nora Szech, 2019. "The (In)Elasticity of Moral Ignorance," CESifo Working Paper Series 7555, CESifo.
- Serra-Garcia, Marta & Szech, Nora, 2019. "The (in)elasticity of moral ignorance," Discussion Papers, Research Unit: Economics of Change SP II 2019-302, WZB Berlin Social Science Center.
- Serra-Garcia, Marta & Szech, Nora, 2018. "The (in)elasticity of moral ignorance," Working Paper Series in Economics 120, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Marta Serra-Garcia & Nora Szech, 2019. "The (In)Elasticity of Moral Ignorance," Working Papers 2019-017, Human Capital and Economic Opportunity Working Group.
- Marta Serra-Garcia, 2022. "Risk Attitudes and Conflict in the Household," The Economic Journal, Royal Economic Society, vol. 132(642), pages 767-795.
- Uri Gneezy & Katharina Laske & Marina Schröder, 2022.
"Teams do not outperform individuals in a simple creative task,"
Applied Economics Letters, Taylor & Francis Journals, vol. 29(15), pages 1393-1398, September.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2021
- Marta Serra-Garcia & Uri Gneezy, 2021. "Mistakes, Overconfidence, and the Effect of Sharing on Detecting Lies," American Economic Review, American Economic Association, vol. 111(10), pages 3160-3183, October.
- Andreoni, James & Serra-Garcia, Marta, 2021.
"Time inconsistent charitable giving,"
Journal of Public Economics, Elsevier, vol. 198(C).
- James Andreoni & Marta Serra-Garcia, 2016. "Time-Inconsistent Charitable Giving," NBER Working Papers 22824, National Bureau of Economic Research, Inc.
- James Andreoni & Marta Serra-Garcia, 2021.
"The Pledging Puzzle: How Can Revocable Promises Increase Charitable Giving?,"
Management Science, INFORMS, vol. 67(10), pages 6198-6210, October.
- James Andreoni & Marta Serra-Garcia, 2019. "The Pledging Puzzle: How Can Revocable Promises Increase Charitable Giving," CESifo Working Paper Series 7965, CESifo.
- Uri Gneezy & Katharina Laske & Marina Schröder, 2021. "Creative solutions: Expertise versus Crowd Sourcing," Economics Bulletin, AccessEcon, vol. 41(4), pages 2580-2586.
- Buser, Thomas & Cappelen, Alexander & Gneezy, Uri & Hoffman, Moshe & Tungodden, Bertil, 2021. "Competitiveness, gender and handedness," Economics & Human Biology, Elsevier, vol. 43(C).
- Fries, Tilman & Gneezy, Uri & Kajackaite, Agne & Parra, Daniel, 2021. "Observability and lying," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 132-149.
- Charness, Gary & Gneezy, Uri & Rasocha, Vlastimil, 2021. "Experimental methods: Eliciting beliefs," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 234-256.
- Gal Smitizsky & Wendy Liu & Uri Gneezy, 2021.
"On the value(s) of time: Workers’ value of their time depends on mode of valuation,"
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(34), pages 2105710118-, August.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- S. Yanki Kalfa & Jaime Marquez, 2021.
"Forecasting FOMC Forecasts,"
Econometrics, MDPI, vol. 9(3), pages 1-21, September.
- S. Yanki Kalfa & Jaime Marquez, 2018. "Forecasting FOMC Forecasts," Working Papers 2018-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
2020
- Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra, 2020.
"Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns,"
Journal of Financial Markets, Elsevier, vol. 51(C).
- Michael Melvin & Wenqiang Pan & Petra Wikstrom, 2020. "Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns," CESifo Working Paper Series 8143, CESifo.
- Gneezy, Uri & Saccardo, Silvia & Serra-Garcia, Marta & van Veldhuizen, Roel, 2020.
"Bribing the Self,"
Games and Economic Behavior, Elsevier, vol. 120(C), pages 311-324.
- Gneezy, Uri & Saccardo, Silvia & Serra-Garcia, Marta & van Veldhuizen, Roel, 2020. "Bribing the Self," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 120, pages 311-324.
- Uri Gneezy & Silvia Saccardo & Marta Serra-Garcia & Roel van Veldhuizen, 2020. "Bribing the Self," CESifo Working Paper Series 8065, CESifo.
- Gneezy, Uri & Kajackaite, Agne, 2020. "Externalities, stakes, and lying," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 629-643.
- David Smerdon & Theo Offerman & Uri Gneezy, 2020.
"‘Everybody’s doing it’: on the persistence of bad social norms,"
Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 392-420, June.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Gneezy, Uri & Kajackaite, Agne & Meier, Stephan, 2020.
"Incentive-Based Interventions,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 523-536.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2019
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2019.
"Measuring Success in Education: The Role of Effort on the Test Itself,"
American Economic Review: Insights, American Economic Association, vol. 1(3), pages 291-308, December.
- Uri Gneezy & John List & Jeffrey Livingston & Xiangdong Qin & Sally Sadoff & Yang Xu, 2017. "Measuring success in education: the role of effort on the test itself," Framed Field Experiments 00614, The Field Experiments Website.
- Uri Gneezy & John A. List & Jeffrey A. Livingston & Sally Sadoff & Xiangdong Qin & Yang Xu, 2017. "Measuring Success in Education: The Role of Effort on the Test Itself," NBER Working Papers 24004, National Bureau of Economic Research, Inc.
- Fishman, Arthur & Fishman, Ram & Gneezy, Uri, 2019. "A tale of two food stands: Observational learning in the field," Journal of Economic Behavior & Organization, Elsevier, vol. 159(C), pages 101-108.
- Uri Gneezy & Silvia Saccardo & Roel van Veldhuizen, 2019.
"Bribery: Behavioral Drivers of Distorted Decisions,"
Journal of the European Economic Association, European Economic Association, vol. 17(3), pages 917-946.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- S. Yanki Kalfa & Jaime Marquez, 2019. "FOMC Forecasts: Are They Useful for Understanding Monetary Policy?," JRFM, MDPI, vol. 12(3), pages 1-17, August.
2018
- Melanie Lührmann & Marta Serra-Garcia & Joachim Winter, 2018.
"The Impact of Financial Education on Adolescents' Intertemporal Choices,"
American Economic Journal: Economic Policy, American Economic Association, vol. 10(3), pages 309-332, August.
- Luhrmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2018. "The Impact of Financial Education on Adolescents' Intertemporal Choices," Munich Reprints in Economics 62840, University of Munich, Department of Economics.
- Melanie Lührmann & Marta Serra-Garcia & Joachim K. Winter, 2014. "The impact of financial education on adolescents' intertemporal choices," IFS Working Papers W14/18, Institute for Fiscal Studies.
- Melanie Lührmann & Marta Serra-Garcia & Joachim Winter, 2014. "The Impact of Financial Education on Adolescents' Intertemporal Choices," CESifo Working Paper Series 4925, CESifo.
- Uri Gneezy & Agne Kajackaite & Joel Sobel, 2018.
"Lying Aversion and the Size of the Lie,"
American Economic Review, American Economic Association, vol. 108(2), pages 419-453, February.
- Gneezy, Uri & Kajackaite, Agne & Sobel, Joel, 2017. "Lying Aversion and the Size of the Lie," University of California at San Diego, Economics Working Paper Series qt28n3d40j, Department of Economics, UC San Diego.
- Andersen, Steffen & Gneezy, Uri & Kajackaite, Agne & Marx, Julie, 2018. "Allowing for reflection time does not change behavior in dictator and cheating games," Journal of Economic Behavior & Organization, Elsevier, vol. 145(C), pages 24-33.
- Charness, Gary & Gneezy, Uri & Henderson, Austin, 2018. "Experimental methods: Measuring effort in economics experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 74-87.
- Flory, Jeffrey A. & Gneezy, Uri & Leonard, Kenneth L. & List, John A., 2018.
"Gender, age, and competition: A disappearing gap?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 256-276.
- Jeffrey Flory & Uri Gneezy & Kenneth Leonard & John List, 2017. "Gender, Age, and Competition: a Disappearing Gap?," Artefactual Field Experiments 00611, The Field Experiments Website.
- Steffen Andersen & Seda Ertac & Uri Gneezy & John A. List & Sandra Maximiano, 2018.
"On the cultural basis of gender differences in negotiation,"
Experimental Economics, Springer;Economic Science Association, vol. 21(4), pages 757-778, December.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Gary Charness & Catherine Eckel & Uri Gneezy & Agne Kajackaite, 2018.
"Complexity in risk elicitation may affect the conclusions: A demonstration using gender differences,"
Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 1-17, February.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Pedro Gete & Michael Reher, 2018.
"Mortgage Supply and Housing Rents,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4884-4911.
- Gete, Pedro & reher, Michael, 2017. "Mortgage Supply and Housing Rents," MPRA Paper 82856, University Library of Munich, Germany.
2017
- Kajackaite, Agne & Gneezy, Uri, 2017. "Incentives and cheating," Games and Economic Behavior, Elsevier, vol. 102(C), pages 433-444.
- Gneezy, Uri & Gravert, Christina & Saccardo, Silvia & Tausch, Franziska, 2017. "A must lie situation – avoiding giving negative feedback," Games and Economic Behavior, Elsevier, vol. 102(C), pages 445-454.
- Alekseev, Aleksandr & Charness, Gary & Gneezy, Uri, 2017. "Experimental methods: When and why contextual instructions are important," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 48-59.
- Minah H. Jung & Leif D. Nelson & Uri Gneezy & Ayelet Gneezy, 2017. "Signaling Virtue: Charitable Behavior Under Consumer Elective Pricing," Marketing Science, INFORMS, vol. 36(2), pages 187-194, March.
- Uri Gneezy & Lorenz Goette & Charles Sprenger & Florian Zimmermann, 2017.
"The Limits of Expectations-Based Reference Dependence,"
Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 861-876.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2016
- Kenneth C. Wilbur, 2016. "Advertising Content and Television Advertising Avoidance," Journal of Media Economics, Taylor & Francis Journals, vol. 29(2), pages 51-72, April.
- Joo, Mingyu & Wilbur, Kenneth C. & Zhu, Yi, 2016. "Effects of TV advertising on keyword search," International Journal of Research in Marketing, Elsevier, vol. 33(3), pages 508-523.
- Michael Melvin, 2016. "Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal," Pacific Economic Review, Wiley Blackwell, vol. 21(3), pages 255-275, August.
- Kenan Kalaycı & Marta Serra-Garcia, 2016.
"Complexity and biases,"
Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 31-50, March.
- Kenan Kalaycı & Marta Serra-Garcia, 2016. "Complexity and biases," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 31-50, March.
- Kalaycı, Kenan & Serra-Garcia, Marta, 2012. "Complexity and Biases," Discussion Papers in Economics 13035, University of Munich, Department of Economics.
- Charness, Gary & Gneezy, Uri & Halladay, Brianna, 2016. "Experimental methods: Pay one or pay all," Journal of Economic Behavior & Organization, Elsevier, vol. 131(PA), pages 141-150.
- Sanjiv Erat & Uri Gneezy, 2016.
"Incentives for creativity,"
Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 269-280, June.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2016.
"Ode to the Sea: Workplace Organizations and Norms of Cooperation,"
Economic Journal, Royal Economic Society, vol. 126(595), pages 1856-1883, September.
- Uri Gneezy & Andreas Leibbrandt & John List, 2014. "Ode to the Sea: Workplace organizations and norms of cooperation," Natural Field Experiments 00446, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2013. "Ode To The Sea: Workplace Organizations And Norms Of Cooperation," Monash Economics Working Papers 59-13, Monash University, Department of Economics.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Uri Gneezy & Andreas Leibbrandt & John A. List, 2014. "Ode to the sea: Workplace Organizations and Norms of Cooperation," NBER Working Papers 20234, National Bureau of Economic Research, Inc.
- Pedro Gete & Michael Reher, 2016. "Two Extensive Margins of Credit and Loan‐to‐Value Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1397-1438, October.
2015
- Jura Liaukonyte & Thales Teixeira & Kenneth C. Wilbur, 2015. "Television Advertising and Online Shopping," Marketing Science, INFORMS, vol. 34(3), pages 311-330, May.
- Melvin, Michael & Prins, John, 2015. "Equity hedging and exchange rates at the London 4p.m. fix," Journal of Financial Markets, Elsevier, vol. 22(C), pages 50-72.
- Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2015.
"Teaching teenagers in finance: Does it work?,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 160-174.
- Lührmann, Melanie & Serra-Garcia, Marta & Winter, Joachim, 2012. "Teaching teenagers in finance: does it work?," Discussion Papers in Economics 14101, University of Munich, Department of Economics.
- Lahno, Amrei M. & Serra-Garcia, Marta & D’Exelle, Ben & Verschoor, Arjan, 2015. "Conflicting risk attitudes," Journal of Economic Behavior & Organization, Elsevier, vol. 118(C), pages 136-149.
- Amrei Lahno & Marta Serra-Garcia, 2015. "Peer effects in risk taking: Envy or conformity?," Journal of Risk and Uncertainty, Springer, vol. 50(1), pages 73-95, February.
- Sanjiv Erat & Uri Gneezy, 2015.
"Erratum to: Incentives for creativity,"
Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 760-761, December.
- Sanjiv Erat & Uri Gneezy, 2017. "Erratum to: Incentives for creativity," Experimental Economics, Springer;Economic Science Association, vol. 20(1), pages 274-275, March.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Anat Bracha & Uri Gneezy & George Loewenstein, 2015.
"Relative Pay and Labor Supply,"
Journal of Labor Economics, University of Chicago Press, vol. 33(2), pages 297-315.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Anat Bracha & Uri Gneezy, 2012. "Relative pay and labor supply," Working Papers 12-6, Federal Reserve Bank of Boston.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Omar Al‐Ubaydli & Steffen Andersen & Uri Gneezy & John A. List, 2015.
"Carrots That Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes,"
Southern Economic Journal, John Wiley & Sons, vol. 81(3), pages 538-561, January.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Steffen Andersen & Uri Gneezy & John List, 2012. "Carrots That Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes," Natural Field Experiments 00455, The Field Experiments Website.
- Omar Al-Ubaydli & Steffen Andersen & Uri Gneezy & John A. List, 2012. "Carrots that Look Like Sticks: Toward an Understanding of Multitasking Incentive Schemes," NBER Working Papers 18453, National Bureau of Economic Research, Inc.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- James Andreoni & Charles Sprenger, 2015. "Risk Preferences Are Not Time Preferences: Reply," American Economic Review, American Economic Association, vol. 105(7), pages 2287-2293, July.
- Ned Augenblick & Muriel Niederle & Charles Sprenger, 2015. "Editor's Choice Working over Time: Dynamic Inconsistency in Real Effort Tasks," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 130(3), pages 1067-1115.
- Andreoni, James & Kuhn, Michael A. & Sprenger, Charles, 2015. "Measuring time preferences: A comparison of experimental methods," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 451-464.
- Stephan Meier & Charles D. Sprenger, 2015. "Temporal Stability of Time Preferences," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 273-286, May.
- Charles Sprenger, 2015. "Judging Experimental Evidence on Dynamic Inconsistency," American Economic Review, American Economic Association, vol. 105(5), pages 280-285, May.
- Charles Sprenger, 2015. "An Endowment Effect for Risk: Experimental Tests of Stochastic Reference Points," Journal of Political Economy, University of Chicago Press, vol. 123(6), pages 1456-1499.
2014
- Rennhoff, Adam D. & Wilbur, Kenneth C., 2014. "Market-based measures of viewpoint diversity," Information Economics and Policy, Elsevier, vol. 26(C), pages 1-11.
- 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, vol. 25(3), pages 245-256, September.
- Wilbur, Kenneth C. & Farris, Paul W., 2014. "Distribution and Market Share," Journal of Retailing, Elsevier, vol. 90(2), pages 154-167.
- Linli Xu & Kenneth C. Wilbur & S. Siddarth & Jorge M. Silva-Risso, 2014. "Price Advertising by Manufacturers and Dealers," Management Science, INFORMS, vol. 60(11), pages 2816-2834, November.
- Mingyu Joo & Kenneth C. Wilbur & Bo Cowgill & Yi Zhu, 2014. "Television Advertising and Online Search," Management Science, INFORMS, vol. 60(1), pages 56-73, January.
- Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014. "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 163-181.
- Uri Gneezy & Pedro Rey-Biel, 2014. "On The Relative Efficiency Of Performance Pay And Noncontingent Incentives," Journal of the European Economic Association, European Economic Association, vol. 12(1), pages 62-72, February.
- van Damme, Eric & Binmore, Kenneth G. & Roth, Alvin E. & Samuelson, Larry & Winter, Eyal & Bolton, Gary E. & Ockenfels, Axel & Dufwenberg, Martin & Kirchsteiger, Georg & Gneezy, Uri & Kocher, Martin G, 2014. "How Werner Güth's ultimatum game shaped our understanding of social behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 108(C), pages 292-318.
- Uri Gneezy & Alex Imas & Kristóf Madarász, 2014.
"Conscience Accounting: Emotion Dynamics and Social Behavior,"
Management Science, INFORMS, vol. 60(11), pages 2645-2658, November.
- Uri Gneezy & Alex Imas & Kristóf Madarász, 2012. "Conscience Accounting: Emotional Dynamics and Social Behavior," STICERD - Theoretical Economics Paper Series 563, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Michael Callen & Mohammad Isaqzadeh & James D. Long & Charles Sprenger, 2014. "Violence and Risk Preference: Experimental Evidence from Afghanistan," American Economic Review, American Economic Association, vol. 104(1), pages 123-148, January.
2013
- Kenneth C. Wilbur & Linli Xu & David Kempe, 2013. "Correcting Audience Externalities in Television Advertising," Marketing Science, INFORMS, vol. 32(6), pages 892-912, November.
- Michael Melvin & Lin Wen, 2013. "The choice of direct dealing or electronic brokerage in foreign exchange trading," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 13(3), pages 10-21, September.
- Marta Serra-Garcia & Eric van Damme & Jan Potters, 2013.
"Lying About What You Know Or About What You Do?,"
Journal of the European Economic Association, European Economic Association, vol. 11(5), pages 1204-1229, October.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2013. "Lying about what you know or about what you do?," Other publications TiSEM da16de2e-0e5f-4eeb-ad4b-5, Tilburg University, School of Economics and Management.
- Gneezy, Uri & Rockenbach, Bettina & Serra-Garcia, Marta, 2013. "Measuring lying aversion," Journal of Economic Behavior & Organization, Elsevier, vol. 93(C), pages 293-300.
- Charness, Gary & Gneezy, Uri & Imas, Alex, 2013. "Experimental methods: Eliciting risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 87(C), pages 43-51.
- Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2013. "Experimental methods: Extra-laboratory experiments-extending the reach of experimental economics," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 93-100.
- Steffen Andersen & Seda Ertac & Uri Gneezy & John A. List & Sandra Maximiano, 2013.
"Gender, Competitiveness, and Socialization at a Young Age: Evidence From a Matrilineal and a Patriarchal Society,"
The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1438-1443, October.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Steffen Andersen & Seda Ertac & Uri Gneezy & John List & Sandra Maximiano, 2013. "Gender, Competitiveness, and Socialization at a Young Age: Evidence From a Matrilineal and a Patriarchal Society," Natural Field Experiments 00603, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Jun Liu & Allan Timmermann, 2013. "Optimal Convergence Trade Strategies," The Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 1048-1086.
- Meier, Stephan & Sprenger, Charles D., 2013.
"Discounting financial literacy: Time preferences and participation in financial education programs,"
Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 159-174.
- Meier, Stephan & Sprenger, Charles, 2008. "Discounting Financial Literacy: Time Preferences and Participation in Financial Education Programs," IZA Discussion Papers 3507, Institute of Labor Economics (IZA).
2012
- Rennhoff, Adam D. & Wilbur, Kenneth C., 2012. "Local media ownership and media quality," Information Economics and Policy, Elsevier, vol. 24(3), pages 231-242.
- Chaim Fershtman & Uri Gneezy & John A. List, 2012. "Equity Aversion: Social Norms and the Desire to Be Ahead," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 131-144, November.
- Charness, Gary & Gneezy, Uri & Kuhn, Michael A., 2012. "Experimental methods: Between-subject and within-subject design," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 1-8.
- Charness, Gary & Gneezy, Uri, 2012. "Strong Evidence for Gender Differences in Risk Taking," Journal of Economic Behavior & Organization, Elsevier, vol. 83(1), pages 50-58.
- Sanjiv Erat & Uri Gneezy, 2012. "White Lies," Management Science, INFORMS, vol. 58(4), pages 723-733, April.
- James Andreoni & Charles Sprenger, 2012.
"Risk Preferences Are Not Time Preferences,"
American Economic Review, American Economic Association, vol. 102(7), pages 3357-3376, December.
- James Andreoni & Charles Sprenger, 2010. "Risk Preferences Are Not Time Preferences," Levine's Working Paper Archive 814577000000000452, David K. Levine.
- James Andreoni & Charles Sprenger, 2012.
"Estimating Time Preferences from Convex Budgets,"
American Economic Review, American Economic Association, vol. 102(7), pages 3333-3356, December.
- James Andreoni & Charles Sprenger, 2010. "Estimating Time Preferences from Convex Budgets," NBER Working Papers 16347, National Bureau of Economic Research, Inc.
- James Andreoni & Charles Sprenger, 2010. "Estimating Time Preferences from Convex Budgets," Levine's Working Paper Archive 814577000000000457, David K. Levine.
2011
- Patton, Andrew J. & Timmermann, Allan, 2011.
"Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 397-410.
- Andrew J. Patton & Allan Timmermann, 2011. "Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 397-410, July.
- Aiolfi, Marco & Catão, Luis A.V. & Timmermann, Allan, 2011.
"Common factors in Latin America's business cycles,"
Journal of Development Economics, Elsevier, vol. 95(2), pages 212-228, July.
- Mr. Allan Timmermann & Mr. Luis Catão & Mr. Marco Aiolfi, 2006. "Common Factors in Latin America's Business Cycles," IMF Working Papers 2006/049, International Monetary Fund.
- Timmermann, Allan & Aiolfi, Marco & Catão, LuÃs, 2010. "Common Factors in Latin America?s Business Cycles," CEPR Discussion Papers 7671, C.E.P.R. Discussion Papers.
- Issler, João Victor & Linton, Oliver & Timmermann, Allan, 2011. "Annals issue on forecasting--Guest editors' introduction," Journal of Econometrics, Elsevier, vol. 164(1), pages 1-3, September.
- Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
- Pettenuzzo, Davide & Timmermann, Allan, 2011. "Predictability of stock returns and asset allocation under structural breaks," Journal of Econometrics, Elsevier, vol. 164(1), pages 60-78, September.
- Yi Zhu & Kenneth C. Wilbur, 2011. "Hybrid Advertising Auctions," Marketing Science, INFORMS, vol. 30(2), pages 249-273, 03-04.
- Serra-Garcia, Marta & van Damme, Eric & Potters, Jan, 2011.
"Hiding an inconvenient truth: Lies and vagueness,"
Games and Economic Behavior, Elsevier, vol. 73(1), pages 244-261, September.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Hiding an Inconvenient Truth : Lies and Vagueness," Discussion Paper 2010-029, Tilburg University, Tilburg Law and Economic Center.
- Serra Garcia, M. & van Damme, E.E.C. & Potters, J.J.M., 2010. "Hiding an Inconvenient Truth : Lies and Vagueness," Other publications TiSEM 4b2421f3-f39c-4012-afef-d, Tilburg University, School of Economics and Management.
- Steffen Andersen & Seda Ertac & Uri Gneezy & Moshe Hoffman & John A. List, 2011.
"Stakes Matter in Ultimatum Games,"
American Economic Review, American Economic Association, vol. 101(7), pages 3427-3439, December.
- Steffen Andersen & Seda Ertac & Uri Gneezy & Moshe Hoffman & John List, 2011. "Stakes matter in ultimatum games," Framed Field Experiments 00118, The Field Experiments Website.
- Andersen, Steffen & Ertaç, Seda & Gneezy, Uri & Hoffman , Moshe & List, John A., 2011. "Stakes Matter in Ultimatum Games," Working Papers 01-2011, Copenhagen Business School, Department of Economics.
- Chaim Fershtman & Uri Gneezy & Moshe Hoffman, 2011. "Taboos and Identity: Considering the Unthinkable," American Economic Journal: Microeconomics, American Economic Association, vol. 3(2), pages 139-164, May.
- Uri Gneezy & Stephan Meier & Pedro Rey-Biel, 2011. "When and Why Incentives (Don't) Work to Modify Behavior," Journal of Economic Perspectives, American Economic Association, vol. 25(4), pages 191-210, Fall.
- Chaim Fershtman & Uri Gneezy, 2011. "The Tradeoff Between Performance And Quitting In High Power Tournaments," Journal of the European Economic Association, European Economic Association, vol. 9(2), pages 318-336, April.
- Uri Gneezy & Teck-Hua Ho & John List, 2011. "Editorial Statement: Behavioral Economics," Management Science, INFORMS, vol. 57(7), pages 1-1, July.
2010
- Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
- Patton, Andrew J. & Timmermann, Allan, 2010. "Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 803-820, October.
- Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010.
"Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability,"
Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
- Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.
- Kusum Ailawadi & Eric Bradlow & Michaela Draganska & Vincent Nijs & Robert Rooderkerk & K. Sudhir & Kenneth Wilbur & Jie Zhang, 2010.
"Empirical models of manufacturer-retailer interaction: A review and agenda for future research,"
Marketing Letters, Springer, vol. 21(3), pages 273-285, September.
- Ailawadi, K.H. & Bradlow, E.T. & Draganska, M. & Nijs, V. & Rooderkerk, R.P. & Sudhir, K. & Wilbur, K.C. & Zhang, J., 2010. "Empirical models of manufacturer-retailer interaction : A review and agenda for future research," Other publications TiSEM 8cf81b4a-f2e9-485b-a5f5-9, Tilburg University, School of Economics and Management.
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010.
"Bank of England Interest Rate Announcements and the Foreign Exchange Market,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
- Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series 2613, CESifo.
- Alberto Plazzi & Walter Torous & Rossen Valkanov, 2010. "Expected Returns and Expected Growth in Rents of Commercial Real Estate," The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3469-3519.
- Gary Charness & Uri Gneezy, 2010.
"Portfolio Choice And Risk Attitudes: An Experiment,"
Economic Inquiry, Western Economic Association International, vol. 48(1), pages 133-146, January.
- Charness, Gary & Gneezy, Uri, 2003. "Portfolio Choice and Risk Attitudes: An Experiment," University of California at Santa Barbara, Economics Working Paper Series qt7vz7w609, Department of Economics, UC Santa Barbara.
- Al-Ubaydli, Omar & Gneezy, Uri & Lee, Min Sok & List, John A., 2010.
"Towards an understanding of the relative strengths of positive and negative reciprocity,"
Judgment and Decision Making, Cambridge University Press, vol. 5(7), pages 524-539, December.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Blume, Andreas & Gneezy, Uri, 2010. "Cognitive forward induction and coordination without common knowledge: An experimental study," Games and Economic Behavior, Elsevier, vol. 68(2), pages 488-511, March.
- Gneezy, Uri & Rustichini, Aldo & Vostroknutov, Alexander, 2010. "Experience and insight in the Race game," Journal of Economic Behavior & Organization, Elsevier, vol. 75(2), pages 144-155, August.
- Al-Ubaydli, Omar & Gneezy, Uri & Lee, Min Sok & List, John A., 2010.
"Towards an understanding of the relative strengths of positive and negative reciprocity,"
Judgment and Decision Making, Cambridge University Press, vol. 5(7), pages 524-539, December.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Liu, Jun & Peleg, Ehud & Subrahmanyam, Avanidhar, 2010. "Information, Expected Utility, and Portfolio Choice," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(5), pages 1221-1251, October.
- Stephan Meier & Charles Sprenger, 2010.
"Present-Biased Preferences and Credit Card Borrowing,"
American Economic Journal: Applied Economics, American Economic Association, vol. 2(1), pages 193-210, January.
- Meier, Stephan & Sprenger, Charles, 2009. "Present-Biased Preferences and Credit Card Borrowing," IZA Discussion Papers 4198, Institute of Labor Economics (IZA).
2009
- Pesaran, M. Hashem & Timmermann, Allan, 2009.
"Testing Dependence Among Serially Correlated Multicategory Variables,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
- Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
- Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
- Capistrán, Carlos & Timmermann, Allan, 2009.
"Forecast Combination With Entry and Exit of Experts,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
- Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2008. "Forecast Combination With Entry and Exit of Experts," CREATES Research Papers 2008-55, Department of Economics and Business Economics, Aarhus University.
- Guidolin, Massimo & Timmermann, Allan, 2009.
"Forecasts of US short-term interest rates: A flexible forecast combination approach,"
Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June.
- Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
- Timmermann, Allan & Guidolin, Massimo, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
- Carlos Capistr¡N & Allan Timmermann, 2009.
"Disagreement and Biases in Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Kenneth C. Wilbur & Yi Zhu, 2009. "Click Fraud," Marketing Science, INFORMS, vol. 28(2), pages 293-308, 03-04.
- Michael Melvin & Magali Valero, 2009.
"The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home,"
European Financial Management, European Financial Management Association, vol. 15(1), pages 66-91, January.
- Michael Melvin & Magali Valero, 2007. "The Dark Side of International Cross-Listing: Effects on Rival Firms at Home," CESifo Working Paper Series 2174, CESifo.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009.
"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo.
- Melvin, Michael & Taylor, Mark P., 2009. "The global financial crisis: Causes, threats and opportunities. Introduction and overview," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1243-1245, December.
- Melvin, Michael & Taylor, Mark P., 2009.
"The crisis in the foreign exchange market,"
Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1317-1330, December.
- Michael Melvin & Mark P. Taylor, 2009. "The Crisis in the Foreign Exchange Market," CESifo Working Paper Series 2707, CESifo.
- Taylor, Mark & Melvin, Michael, 2009. "The Crisis in the Foreign Exchange Market," CEPR Discussion Papers 7472, C.E.P.R. Discussion Papers.
- Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2009.
"Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3411-3447, September.
- Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," NBER Working Papers 10996, National Bureau of Economic Research, Inc.
- Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," University of California at Los Angeles, Anderson Graduate School of Management qt4ft420b6, Anderson Graduate School of Management, UCLA.
- Rachel Croson & Uri Gneezy, 2009. "Gender Differences in Preferences," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 448-474, June.
- Gary Charness & Uri Gneezy, 2009.
"Incentives to Exercise,"
Econometrica, Econometric Society, vol. 77(3), pages 909-931, May.
- Charness, Gary B & Gneezy, Uri, 2008. "Incentives to Exercise," University of California at Santa Barbara, Economics Working Paper Series qt3tc3j5x7, Department of Economics, UC Santa Barbara.
- Uri Gneezy & Kenneth L. Leonard & John A. List, 2009.
"Gender Differences in Competition: Evidence From a Matrilineal and a Patriarchal Society,"
Econometrica, Econometric Society, vol. 77(5), pages 1637-1664, September.
- Uri Gneezy & Kenneth Leonard & John List, 2009. "Gender differences in competition: Evidence from a matrilineal and a patriarchal society," Artefactual Field Experiments 00049, The Field Experiments Website.
- Uri Gneezy & Kenneth L. Leonard & John A. List, 2008. "Gender Differences in Competition: Evidence from a Matrilineal and a Patriarchal Society," NBER Working Papers 13727, National Bureau of Economic Research, Inc.
- Dan Ariely & Uri Gneezy & George Loewenstein & Nina Mazar, 2009.
"Large Stakes and Big Mistakes,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 451-469.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Dan Ariely & Uri Gneezy & George Loewenstein & Nina Mazar, 2005. "Large stakes and big mistakes," Working Papers 05-11, Federal Reserve Bank of Boston.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2008
- Graham Elliott & Allan Timmermann, 2008.
"Economic Forecasting,"
Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Graham Elliott & Allan Timmermann, 2016. "Economic Forecasting," Economics Books, Princeton University Press, edition 1, number 10740.
- Timmermann, Allan & Elliott, Graham, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
- Timmermann, Allan, 2008. "Elusive return predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 1-18.
- Timmermann, Allan, 2008. "Reply to the discussion of Elusive Return Predictability," International Journal of Forecasting, Elsevier, vol. 24(1), pages 29-30.
- Massimo Guidolin & Allan Timmermann, 2008.
"Size and Value Anomalies under Regime Shifts,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(1), pages 1-48, Winter.
- Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Allan Timmermann, 2008.
"International asset allocation under regime switching, skew, and kurtosis preferences,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 889-935, April.
- Massimo Guidolin & Allan Timmerman, 2006. "International asset allocation under regime switching, skew and kurtosis preferences," Working Papers 2005-034, Federal Reserve Bank of St. Louis.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, March.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kenneth C. Wilbur, 2008. "A Two-Sided, Empirical Model of Television Advertising and Viewing Markets," Marketing Science, INFORMS, vol. 27(3), pages 356-378, 05-06.
- Eaves, James & Melvin, Michael & Mohapatra, Sandeep, 2008. "Excess demand and price formation during a Walrasian auction," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 533-548, June.
- Simonsohn, Uri & Karlsson, Niklas & Loewenstein, George & Ariely, Dan, 2008. "The tree of experience in the forest of information: Overweighing experienced relative to observed information," Games and Economic Behavior, Elsevier, vol. 62(1), pages 263-286, January.
- Alberto Plazzi & Walter Torous & Rossen Valkanov, 2008. "The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 403-439, September.
- Steffen Andersen & Erwin Bulte & Uri Gneezy & John A. List, 2008.
"Do Women Supply More Public Goods Than Men? Preliminary Experimental Evidence from Matrilineal and Patriarchal Societies,"
American Economic Review, American Economic Association, vol. 98(2), pages 376-381, May.
- Steffen Andersen & Erwin Bulte & Uri Gneezy & John List, 2008. "Do women supply more public goods than men? Preliminary experimental evidence from matrilineal and patriarchal societies," Artefactual Field Experiments 00108, The Field Experiments Website.
- Vincent P. Crawford & Uri Gneezy & Yuval Rottenstreich, 2008. "The Power of Focal Points Is Limited: Even Minute Payoff Asymmetry May Yield Large Coordination Failures," American Economic Review, American Economic Association, vol. 98(4), pages 1443-1458, September.
- Charness, Gary & Gneezy, Uri, 2008.
"What's in a name? Anonymity and social distance in dictator and ultimatum games,"
Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 29-35, October.
- Charness, Gary & Gneezy, Uri, 2000. "What’s in a Name? Anonymity and Social Distance in Dictator and Ultimatum Games," University of California at Santa Barbara, Economics Working Paper Series qt57q360q6, Department of Economics, UC Santa Barbara.
- Grinblatt, Mark & Liu, Jun, 2008.
"Debt policy, corporate taxes, and discount rates,"
Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July.
- Mark Grinblatt & Jun Liu, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," NBER Working Papers 9353, National Bureau of Economic Research, Inc.
- Grinblatt, Mark & Liu, Jun, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," University of California at Los Angeles, Anderson Graduate School of Management qt7dx622kj, Anderson Graduate School of Management, UCLA.
2007
- Patton, Andrew J. & Timmermann, Allan, 2007. "Testing Forecast Optimality Under Unknown Loss," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1172-1184, December.
- Guidolin, Massimo & Timmermann, Allan, 2007.
"Asset allocation under multivariate regime switching,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3503-3544, November.
- Massimo Guidolin & Allan Timmerman, 2006. "Asset allocation under multivariate regime switching," Working Papers 2005-002, Federal Reserve Bank of St. Louis.
- Guidolin, Massimo & Timmermann, Allan, 2007.
"Properties of equilibrium asset prices under alternative learning schemes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
- Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
- Pesaran, M. Hashem & Timmermann, Allan, 2007. "Selection of estimation window in the presence of breaks," Journal of Econometrics, Elsevier, vol. 137(1), pages 134-161, March.
- Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
- Allan Timmermann, 2007. "An Evaluation of the World Economic Outlook Forecasts," IMF Staff Papers, Palgrave Macmillan, vol. 54(1), pages 1-33, May.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"Learning, Structural Instability, and Present Value Calculations,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series 1650, CESifo.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge.
- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank.
- Gomez, Manuel & Melvin, Michael & Nardari, Federico, 2007.
"Explaining the early years of the euro exchange rate: An episode of learning about a new central bank,"
European Economic Review, Elsevier, vol. 51(3), pages 505-520, April.
- Manuel Gomez & Michael Melvin, "undated". "Explaining the Early Years of the Euro Exchange Rate: an episode of learning about a new central bank," Working Papers 2179608, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Seung Chan Ahn & Michael Melvin, 2007.
"Exchange Rates and FOMC Days,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1245-1266, August.
- Seung Chan Ahn & Michael Melvin, 2007. "Exchange Rates and FOMC Days," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1245-1266, August.
- Eric Ghysels & Alberto Plazzi & Rossen Valkanov, 2007. "Valuation in US Commercial Real Estate," European Financial Management, European Financial Management Association, vol. 13(3), pages 472-497, June.
- Eric Ghysels & Arthur Sinko & Rossen Valkanov, 2007. "MIDAS Regressions: Further Results and New Directions," Econometric Reviews, Taylor & Francis Journals, vol. 26(1), pages 53-90.
- Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2007. "Do industries lead stock markets?," Journal of Financial Economics, Elsevier, vol. 83(2), pages 367-396, February.
- Martin Dufwenberg & Uri Gneezy & Jacob Goeree & Rosemarie Nagel, 2007.
"Price floors and competition,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(1), pages 211-224, October.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Dufwenberg, Martin & Gneezy, Uri & Goeree, Jacob K. & Nagel, Rosemarie, 2002. "Price Floors and Competition," Research Papers in Economics 2002:13, Stockholm University, Department of Economics.
- Jun Liu, 2007. "Portfolio Selection in Stochastic Environments," The Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 1-39, January.
- Ang, Andrew & Liu, Jun, 2007.
"Risk, return, and dividends,"
Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July.
- Ang, Andrew & Liu, Jun, 2005. "Risk, Return and Dividends," University of California at Los Angeles, Anderson Graduate School of Management qt1s25177n, Anderson Graduate School of Management, UCLA.
- Andrew Ang & Jun Liu, 2007. "Risk, Return and Dividends," NBER Working Papers 12843, National Bureau of Economic Research, Inc.
- Tyler Desmond & Charles Sprenger, 2007. "Estimating the cost of being unbanked," Communities and Banking, Federal Reserve Bank of Boston, issue Spr, pages 24-26.
2006
- Robert Kosowski & Allan Timmermann & Russ Wermers & Hal White, 2006.
"Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis,"
Journal of Finance, American Finance Association, vol. 61(6), pages 2551-2595, December.
- Kosowski, Robert & Timmermann, Allan & Wermers, Russ & White, Hal, 2005. "Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis," CFR Working Papers 05-14, University of Cologne, Centre for Financial Research (CFR).
- Guidolin, Massimo & Timmermann, Allan, 2006.
"Term structure of risk under alternative econometric specifications,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 285-308.
- Timmermann, Allan & Guidolin, Massimo, 2004. "Term Structure of Risk Under Alternative Econometric Specifications," CEPR Discussion Papers 4645, C.E.P.R. Discussion Papers.
- Massimo Guidolin & Allan Timmerman, 2005. "Term structure of risk under alternative econometric specifications," Working Papers 2005-001, Federal Reserve Bank of St. Louis.
- Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
- Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 274-315, June.
- Allan Timmermann & Massimo Guidolin, 2006.
"An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22.
- Massimo Guidolin & Allan Timmermann, 2006. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22, January.
- Massimo Guidolin & Allan Timmerman, 2005. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Working Papers 2005-003, Federal Reserve Bank of St. Louis.
- Janusz Brzeszczynski & Michael Melvin, 2006. "Explaining trading volume in the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 25-34.
- Uri Simonsohn & George Loewenstein, 2006. "Mistake #37: The Effect of Previously Encountered Prices on Current Housing Demand," Economic Journal, Royal Economic Society, vol. 116(508), pages 175-199, January.
- Uri Simonsohn, 2006. "New Yorkers Commute More Everywhere: Contrast Effects in the Field," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 1-9, February.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2006.
"Predicting volatility: getting the most out of return data sampled at different frequencies,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 59-95.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers 2004s-19, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," NBER Working Papers 10914, National Bureau of Economic Research, Inc.
- Uri Gneezy & John A List, 2006.
"Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments,"
Econometrica, Econometric Society, vol. 74(5), pages 1365-1384, September.
- Uri Gneezy & John A. List, 2006. "Putting Behavioral Economics to Work: Testing for Gift Exchange in Labor Markets Using Field Experiments," NBER Working Papers 12063, National Bureau of Economic Research, Inc.
- Uri Gneezy & John List, 2006. "Putting behavioral economics to work: Testing for gift exchange in labor markets using field experiments," Natural Field Experiments 00259, The Field Experiments Website.
- Gneezy, Uri & Smorodinsky, Rann, 2006. "All-pay auctions--an experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 61(2), pages 255-275, October.
- Antonides, Gerrit & Read, Daniel & Chapman, Gretchen & Gneezy, Uri & Hardman, David & Hogarth, Robin & Humphrey, Steve & Kirchler, Erich & Leiser, David & Lunt, Peter & Ortmann, Andreas, 2006. "Editorial," Journal of Economic Psychology, Elsevier, vol. 27(3), pages 321-323, June.
- Uri Gneezy & John A. List & George Wu, 2006.
"The Uncertainty Effect: When a Risky Prospect is Valued Less than its Worst Possible Outcome,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(4), pages 1283-1309.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Uri Gneezy & John List & George Wu, 2006. "The uncertainty effect: When a risky prospect is valued less than its worst possible outcome," Framed Field Experiments 00152, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006.
"The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks,"
The Journal of Business, University of Chicago Press, vol. 79(5), pages 2337-2360, September.
- Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2004. "The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks," University of California at Los Angeles, Anderson Graduate School of Management qt5z42g22g, Anderson Graduate School of Management, UCLA.
2005
- Pesaran, Hashem & Timmermann, Allan, 2005.
"Real-Time Econometrics,"
Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
- Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
- Massimo Guidolin & Allan Timmermann, 2005. "Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns," Economic Journal, Royal Economic Society, vol. 115(500), pages 111-143, January.
- Sandeep Kapur & Allan Timmermann, 2005.
"Relative Performance Evaluation Contracts and Asset Market Equilibrium,"
Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408001, University Library of Munich, Germany.
- Timmermann, Allan & Kapur, Sandeep, 2003. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers 4038, C.E.P.R. Discussion Papers.
- Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, University Library of Munich, Germany.
- Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, Department of Economics, Mathematics & Statistics.
- Pesaran, M. Hashem & Timmermann, Allan, 2005.
"Small sample properties of forecasts from autoregressive models under structural breaks,"
Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers.
- Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge.
- Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series 990, CESifo.
- Graham Elliott & Allan Timmermann, 2005.
"Optimal Forecast Combination Under Regime Switching ,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November.
- Timmermann, Allan & Elliott, Graham, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers.
- Asger Lunde & Allan Timmermann, 2005. "Completion time structures of stock price movements," Annals of Finance, Springer, vol. 1(3), pages 293-326, August.
- Allan Timmermann & David Blake, 2005.
"International Asset Allocation with Time-Varying Investment Opportunities,"
The Journal of Business, University of Chicago Press, vol. 78(1), pages 71-98, January.
- Blake, David & Timmermann, Allan, 2002. "International Asset Allocation with Time-Varying Investment Opportunities," CEPR Discussion Papers 3464, C.E.P.R. Discussion Papers.
- Blake, David & Timmermann, Allan, 2002. "International asset allocation with time-varying investment opportunities," LSE Research Online Documents on Economics 24944, London School of Economics and Political Science, LSE Library.
- Grammig, Joachim & Melvin, Michael & Schlag, Christian, 2005.
"Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects,"
Journal of Empirical Finance, Elsevier, vol. 12(1), pages 139-164, January.
- Joachim Grammig & Michael Melvin & Christian Schlag, 2005. "Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects," Working Paper Series: Finance and Accounting 78, Department of Finance, Goethe University Frankfurt am Main.
- Vicentiu Covrig & Michael Melvin, 2005. "Tokyo insiders and the informational efficiency of the yen|dollar exchange rate," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 185-193.
- Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005.
"There is a risk-return trade-off after all,"
Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2003s-26, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," NBER Working Papers 10913, National Bureau of Economic Research, Inc.
- Valkanov, Rossen, 2005. "Functional Central Limit Theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data," Economics Letters, Elsevier, vol. 86(3), pages 427-433, March.
- Uri Gneezy, 2005. "Deception: The Role of Consequences," American Economic Review, American Economic Association, vol. 95(1), pages 384-394, March.
- Uri Gneezy, 2005. "Step-Level Reasoning and Bidding in Auctions," Management Science, INFORMS, vol. 51(11), pages 1633-1642, November.
- On Amir & Dan Ariely & Alan Cooke & David Dunning & Nicholas Epley & Uri Gneezy & Botond Koszegi & Donald Lichtenstein & Nina Mazar & Sendhil Mullainathan & Drazen Prelec & Eldar Shafir & Jose Silva, 2005.
"Psychology, Behavioral Economics, and Public Policy,"
Marketing Letters, Springer, vol. 16(3), pages 443-454, December.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Chaim Fershtman & Uri Gneezy & Frank Verboven, 2005.
"Discrimination and Nepotism: The Efficiency of the Anonymity Rule,"
The Journal of Legal Studies, University of Chicago Press, vol. 34(2), pages 371-396, June.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Fershtman, Chaim & Verboven, Frank & Gneezy, Uri, 2002. "Discrimination and Nepotism: The Efficiency of the Anonymity Rule," CEPR Discussion Papers 3175, C.E.P.R. Discussion Papers.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005.
"Why stocks may disappoint,"
Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June.
- Andrew Ang & Geert Bekaert & Jun Liu, 2000. "Why Stocks May Disappoint," NBER Working Papers 7783, National Bureau of Economic Research, Inc.
- Jun Liu, 2005. "An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks," The Review of Financial Studies, Society for Financial Studies, vol. 18(1), pages 131-164.
2004
- Lunde A. & Timmermann A., 2004.
"Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 253-273, July.
- Asger Lunde & Allan Timmermann, 2000. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Econometric Society World Congress 2000 Contributed Papers 1216, Econometric Society.
- Timmermann, Allan & Lunde, Asger, 2003. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," CEPR Discussion Papers 4104, C.E.P.R. Discussion Papers.
- Elliott, Graham & Timmermann, Allan, 2004.
"Optimal forecast combinations under general loss functions and forecast error distributions,"
Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September.
- Elliott, Graham & Timmermann, Allan, 2002. "Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions," University of California at San Diego, Economics Working Paper Series qt15r9t2q2, Department of Economics, UC San Diego.
- Timmermann, Allan & Granger, Clive W. J., 2004.
"Efficient market hypothesis and forecasting,"
International Journal of Forecasting, Elsevier, vol. 20(1), pages 15-27.
- Timmermann, Allan & Granger, Clive, 2002. "Efficient Market Hypothesis and Forecasting," CEPR Discussion Papers 3593, C.E.P.R. Discussion Papers.
- Pesaran, M. Hashem & Timmermann, Allan, 2004.
"How costly is it to ignore breaks when forecasting the direction of a time series?,"
International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425.
- Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series 875, CESifo.
- Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge.
- Gabriele Galati & Michael Melvin, 2004. "Why has FX trading surged?," BIS Quarterly Review, Bank for International Settlements, December.
- Covrig, Vicentiu & Low, Buen Sin & Melvin, Michael, 2004.
"A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(1), pages 193-208, March.
- Michael Melvin & Vincentiu Covrig & Buen Low, "undated". "A Yen is not a Yen: TIBOR/LIBOR and the determinants of the 'Japan Premium'," Working Papers 2133360, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Walter Torous & Rossen Valkanov & Shu Yan, 2004. "On Predicting Stock Returns with Nearly Integrated Explanatory Variables," The Journal of Business, University of Chicago Press, vol. 77(4), pages 937-966, October.
- Uri Gneezy & Aldo Rustichini, 2004.
"Gender and Competition at a Young Age,"
American Economic Review, American Economic Association, vol. 94(2), pages 377-381, May.
- Uri Gneezy & Aldo Rustichini, 2004. "Gender and competition at a young age," Framed Field Experiments 00151, The Field Experiments Website.
- Uri Gneezy & Ernan Haruvy & Hadas Yafe, 2004. "The inefficiency of splitting the bill," Economic Journal, Royal Economic Society, vol. 114(495), pages 265-280, April.
- Jun Liu, 2004.
"Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities,"
The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 611-641.
- Liu, Jun & Longstaff, Francis A, 2000. "Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," University of California at Los Angeles, Anderson Graduate School of Management qt48k8f97f, Anderson Graduate School of Management, UCLA.
2003
- Massimo Guidolin & Allan Timmermann, 2003. "Recursive Modeling of Nonlinear Dynamics in UK Stock Returns," Manchester School, University of Manchester, vol. 71(4), pages 381-395, July.
- Guidolin, Massimo & Timmermann, Allan, 2003.
"Option prices under Bayesian learning: implied volatility dynamics and predictive densities,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 717-769, March.
- Guidolin, Massimo & Timmermann, Allan, 2001. "Option prices under Bayesian learning: implied volatility dynamics and predictive densities," LSE Research Online Documents on Economics 119091, London School of Economics and Political Science, LSE Library.
- Timmermann, Allan & Guidolin, Massimo, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," CEPR Discussion Papers 3005, C.E.P.R. Discussion Papers.
- Allan Timmermann & Massimo Guidolin, 2001. "Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities," FMG Discussion Papers dp397, Financial Markets Group.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003.
"Forecast evaluation with shared data sets,"
International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227.
- White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001. "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers 3060, C.E.P.R. Discussion Papers.
- Melvin, Michael, 2003.
"A stock market boom during a financial crisis?: ADRs and capital outflows in Argentina,"
Economics Letters, Elsevier, vol. 81(1), pages 129-136, October.
- Michael Melvin, "undated". "A Stock Market Boom During a Financial Crisis? ADRs and capital outflows in Argentina," Working Papers 2133524, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Michael Melvin & Bettina Peiers Melvin, 2003. "The Global Transmission of Volatility in the Foreign Exchange Market," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 670-679, August.
- Pedro Santa‐Clara & Rossen Valkanov, 2003. "The Presidential Puzzle: Political Cycles and the Stock Market," Journal of Finance, American Finance Association, vol. 58(5), pages 1841-1872, October.
- Valkanov, Rossen, 2003. "Long-horizon regressions: theoretical results and applications," Journal of Financial Economics, Elsevier, vol. 68(2), pages 201-232, May.
- Uri Gneezy & Arie Kapteyn & Jan Potters, 2003.
"Evaluation Periods and Asset Prices in a Market Experiment,"
Journal of Finance, American Finance Association, vol. 58(2), pages 821-837, April.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Other publications TiSEM 37824ad9-b4f0-472f-bde6-3, Tilburg University, School of Economics and Management.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Discussion Paper 2002-8, Tilburg University, Center for Economic Research.
- Uri Gneezy & Arie Kapteyn & Jan Potters, 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Working Papers DRU-2801, RAND Corporation.
- Gneezy, Uri & Haruvy, Ernan & Roth, Alvin E., 2003. "Bargaining under a deadline: evidence from the reverse ultimatum game," Games and Economic Behavior, Elsevier, vol. 45(2), pages 347-368, November.
- Gneezy, Uri & Guth, Werner, 2003.
"On competing rewards standards--an experimental study of ultimatum bargaining,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 31(6), pages 599-607.
- Gneezy, U. & Güth, W., 1998. "On competing rewards standards : An experimental study of ultimatum bargaining," Other publications TiSEM f680cc9f-9661-4b8c-9b28-a, Tilburg University, School of Economics and Management.
- Gneezy, U. & Güth, W., 1997. "On Competing Rewards Standards -An Experimental Study of Ultimatum Bargaining-," SFB 373 Discussion Papers 1997,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Gneezy, U. & Güth, W., 1998. "On competing rewards standards : An experimental study of ultimatum bargaining," Discussion Paper 1998-26, Tilburg University, Center for Economic Research.
- Uri Gneezy & Muriel Niederle & Aldo Rustichini, 2003.
"Performance in Competitive Environments: Gender Differences,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(3), pages 1049-1074.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003.
"Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?,"
Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
- Kahl, Matthias & Liu, Jun & Longstaff, Francis A, 2001. "Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?," University of California at Los Angeles, Anderson Graduate School of Management qt8b3853z9, Anderson Graduate School of Management, UCLA.
- Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002. "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers 8969, National Bureau of Economic Research, Inc.
- Liu, Jun & Pan, Jun, 2003.
"Dynamic derivative strategies,"
Journal of Financial Economics, Elsevier, vol. 69(3), pages 401-430, September.
- Liu, Jun & Pan, Jun, 2003. "Dynamic Derivative Strategies," Working papers 4334-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
2002
- Pesaran, M. Hashem & Timmermann, Allan, 2002.
"Market timing and return prediction under model instability,"
Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December.
- Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," LSE Research Online Documents on Economics 24932, London School of Economics and Political Science, LSE Library.
- Allan Timmermann & M. Hashem Pesaran, 2002. "Market Timing and Return Prediction under Model Instability," FMG Discussion Papers dp412, Financial Markets Group.
- Covrig, Vicentiu & Melvin, Michael, 2002. "Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 271-285, August.
- Lowengrub, Paul & Melvin, Michael, 2002. "Before and after international cross-listing: an intraday examination of volume and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 139-155, April.
- Bornstein, Gary & Gneezy, Uri & Nagel, Rosmarie, 2002.
"The effect of intergroup competition on group coordination: an experimental study,"
Games and Economic Behavior, Elsevier, vol. 41(1), pages 1-25, October.
- Gary Bornstein & Uri Gneezy & Rosemarie Nagel, 1999. "The effect of intergroup competition on group coordination: An experimental study," Economics Working Papers 393, Department of Economics and Business, Universitat Pompeu Fabra.
- Dufwenberg, Martin & Gneezy, Uri, 2002. "Information disclosure in auctions: an experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 48(4), pages 431-444, August.
- Gary Bornstein & Uri Gneezy, 2002.
"Price Competition Between Teams,"
Experimental Economics, Springer;Economic Science Association, vol. 5(1), pages 29-38, June.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2001
- Timmermann, Allan, 2001.
"Structural Breaks, Incomplete Information, and Stock Prices,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 299-314, July.
- Timmermann, Allan, 2001. "Structural Breaks, Incomplete Information and Stock Prices," University of California at San Diego, Economics Working Paper Series qt1sn269d7, Department of Economics, UC San Diego.
- Allan Timmermann, 1998. "Structural Breaks, Incomplete Information and Stock Prices," FMG Discussion Papers dp311, Financial Markets Group.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2001.
"Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities,"
Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
- Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
- Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
- Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
- Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2001. "Dangers of data mining: The case of calendar effects in stock returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 249-286, November.
- Cai, Jun & Cheung, Yan-Leung & Lee, Raymond S. K. & Melvin, Michael, 2001. "'Once-in-a-generation' yen volatility in 1998: fundamentals, intervention, and order flow," Journal of International Money and Finance, Elsevier, vol. 20(3), pages 327-347, June.
- Vital Anderhub & Werner Güth & Uri Gneezy & Doron Sonsino, 2001.
"On the Interaction of Risk and Time Preferences: An Experimental Study,"
German Economic Review, Verein für Socialpolitik, vol. 2(3), pages 239-253, August.
- Anderhub, Vital & Gneezy, Uri & Güth, Werner & Sonsino, Doron, 1999. "On the interaction of risk and time preferences: An experimental study," SFB 373 Discussion Papers 1999,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Martin Dufenberg & Uri Gneezy & Werner G³th & Eric Van Demme, 2001.
"Direct versus Indirect Reciprocity: An Experiment,"
Homo Oeconomicus, Institute of SocioEconomics, vol. 18, pages 19-30.
- Dufwenberg, M. & Gneezy, U. & Güth, W. & van Damme, E.E.C., 2001. "Direct versus indirect reciprocity : An experiment," Other publications TiSEM 2a75bfed-5330-4042-87be-3, Tilburg University, School of Economics and Management.
- Chaim Fershtman & Uri Gneezy, 2001.
"Discrimination in a Segmented Society: An Experimental Approach,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(1), pages 351-377.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Fershtman, C. & Gneezy, U., 2000. "Discrimination in a Segmented Society: an Experimental Approach," Papers 2000-9, Tel Aviv.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Fershtman, Chaim & Gneezy, Uri, 2001.
"Strategic Delegation: An Experiment,"
RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 352-368, Summer.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Fershtman, C. & Gneezy, U., 1997. "Strategic delegation : An experiment," Other publications TiSEM 38b9eba1-16cc-439b-85f7-c, Tilburg University, School of Economics and Management.
- Fershtman, C. & Gneezy, U., 1997. "Strategic delegation : An experiment," Discussion Paper 1997-26, Tilburg University, Center for Economic Research.
- Fershtman, C & Gneezy, U, 1996. "Strategic Delegation : An Experiment," Papers 43-96, Tel Aviv.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2000
- Pesaran, M Hashem & Timmermann, Allan, 2000.
"A Recursive Modelling Approach to Predicting UK Stock Returns,"
Economic Journal, Royal Economic Society, vol. 110(460), pages 159-191, January.
- Pesaran, M. H. & Timmermann, A., 1996. "A Recursive Modelling Approach to Predicting UK Stock Returns'," Cambridge Working Papers in Economics 9625, Faculty of Economics, University of Cambridge.
- Allan Timmermann & M. Hashem Pesaran, 1999. "A Recursive Modelling Approach to Predicting UK Stock Returns," FMG Discussion Papers dp322, Financial Markets Group.
- Timmermann, Allan, 2000.
"Moments of Markov switching models,"
Journal of Econometrics, Elsevier, vol. 96(1), pages 75-111, May.
- Allan Timmermann, 1999. "Moments of Markov Switching Models," FMG Discussion Papers dp323, Financial Markets Group.
- Melvin, Michael & Yin, Xixi, 2000.
"Public Information Arrival, Exchange Rate Volatility, and Quote Frequency,"
Economic Journal, Royal Economic Society, vol. 110(465), pages 644-661, July.
- Michael Melvin & Xixi Yin, "undated". "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Working Papers 96/1, Arizona State University, Department of Economics.
- Michael Hertzel & Paul Lowengrub & Michael Melvin, 2000. "Information, Announcement, and Listing Effects of ADR Programs and German-U.S. Stock Market Integration," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 181-200, September.
- Dufwenberg, Martin & Gneezy, Uri, 2000. "Measuring Beliefs in an Experimental Lost Wallet Game," Games and Economic Behavior, Elsevier, vol. 30(2), pages 163-182, February.
- Dufwenberg, Martin & Gneezy, Uri, 2000.
"Price competition and market concentration: an experimental study,"
International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 7-22, January.
- Dufwenberg, Martin & Gneezy, Uri, 1999. "Price Competition and Market Concentration: An experimental Study," Research Papers in Economics 1999:4, Stockholm University, Department of Economics.
- Dufwenberg, M. & Gneezy, U., 1998. "Price competition and market concentration : An experimental study," Discussion Paper 1998-27, Tilburg University, Center for Economic Research.
- Dufwenberg, Martin & Gneezy, Uri, 1998. "Price Competition and Market Concentration: An Experimental Study," Working Paper Series 1998:8, Uppsala University, Department of Economics.
- Dufwenberg, M. & Gneezy, U., 1998. "Price Competition and Market COncentration: An Experimental Study," Papers 1998-08, Uppsala - Working Paper Series.
- Dufwenberg, M. & Gneezy, U., 1998. "Price competition and market concentration : An experimental study," Other publications TiSEM deaedded-143d-4998-8a6e-7, Tilburg University, School of Economics and Management.
- Blume, Andreas & Gneezy, Uri, 2000.
"An Experimental Investigation of Optimal Learning in Coordination Games,"
Journal of Economic Theory, Elsevier, vol. 90(1), pages 161-172, January.
- Andreas Blume & Uri Gneezy, 1998. "An Experimental Investigation of Optimal Learning in Coordination Games," CIG Working Papers FS IV 98-12, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Blume, Andreas & Gneezy, Uri, 1998. "An Experimental Investigation of Optimal Learning in Coordination Games," Working Papers 98-10, University of Iowa, Department of Economics.
- Gneezy, Uri & Guth, Werner & Verboven, Frank, 2000.
"Presents or investments? An experimental analysis,"
Journal of Economic Psychology, Elsevier, vol. 21(5), pages 481-493, October.
- Gneezy, U. & Güth, W. & Verboven, F.L., 1998. "Presents or investments? An experimental analysis," Other publications TiSEM 633ccc97-4379-4003-b9d3-a, Tilburg University, School of Economics and Management.
- Gneezy, Uri & Güth, Werner & Verboven, Frank, 1998. "Presents or investments? An experimental analysis," SFB 373 Discussion Papers 1998,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Gneezy, U. & Güth, W. & Verboven, F.L., 1998. "Presents or investments? An experimental analysis," Discussion Paper 1998-44, Tilburg University, Center for Economic Research.
- Uri Gneezy & Aldo Rustichini, 2000.
"Pay Enough or Don't Pay at All,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 115(3), pages 791-810.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Gneezy, U. & Rustichini, A., 1998. "Pay Enough - Or Don't Pay at All," Discussion Paper 1998-57, Tilburg University, Center for Economic Research.
- Gneezy, U. & Rustichini, A., 1998. "Pay Enough - Or Don't Pay at All," Other publications TiSEM 641eb9a4-f245-483b-8c01-6, Tilburg University, School of Economics and Management.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Gneezy, Uri & Rustichini, Aldo, 2000.
"A Fine is a Price,"
The Journal of Legal Studies, University of Chicago Press, vol. 29(1), pages 1-17, January.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Uri Gneezy & Aldo Rustichini, 2000. "A fine is a price," Natural Field Experiments 00258, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
1999
- Clive Granger & Allan Timmermann, 1999. "Data mining with local model specification uncertainty: a discussion of Hoover and Perez," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 220-225.
- Lunde, Asger & Timmermann, Allan & Blake, David, 1999.
"The hazards of mutual fund underperformance: A Cox regression analysis,"
Journal of Empirical Finance, Elsevier, vol. 6(2), pages 121-152, April.
- Allan Timmermann & Asger Lunde, 1998. "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," FMG Discussion Papers dp302, Financial Markets Group.
- Lunde, Asger & Timmermann, Allan & Blake, David, 1998. "The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis," University of California at San Diego, Economics Working Paper Series qt1pd3z1hm, Department of Economics, UC San Diego.
- Blake, David & Lehmann, Bruce N & Timmermann, Allan, 1999. "Asset Allocation Dynamics and Pension Fund Performance," The Journal of Business, University of Chicago Press, vol. 72(4), pages 429-461, October.
1998
- Michael Melvin & Bettina Peiers, 1998. "Twice a day or continuously? Observation frequency and inference on foreign exchange volatility persistence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(1), pages 44-53, March.
1997
- Melvin, Michael & Sun, Qian, 1997. "U.S. protectionist policy and stock prices of U.S. import-competing and Korean and Taiwanese export-oriented firms," Pacific-Basin Finance Journal, Elsevier, vol. 5(1), pages 25-38, February.
- Uri Gneezy & Jan Potters, 1997.
"An Experiment on Risk Taking and Evaluation Periods,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(2), pages 631-645.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Gneezy, U. & Potters, J.J.M., 1997. "An experiment on risk taking and evaluation periods," Other publications TiSEM da6ba1bf-e15c-41b2-ae95-c, Tilburg University, School of Economics and Management.
- Gneezy, U. & Potters, J.J.M., 1996. "An experiment on risk taking and evaluation periods," Discussion Paper 1996-61, Tilburg University, Center for Economic Research.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Gneezy, U. & Potters, J.J.M., 1996. "An experiment on risk taking and evaluation periods," Other publications TiSEM e48d1f57-1bac-4a83-8772-c, Tilburg University, School of Economics and Management.
1996
- Michael Melvin & Bettina Peiers, 1996. "Dollarization In Developing Countries: Rational Remedy Or Domestic Dilemma?," Contemporary Economic Policy, Western Economic Association International, vol. 14(3), pages 30-40, July.
- Kutan, Ali M & Melvin, Michael, 1996. "Which Single Currency for Western Europe?," Review of International Economics, Wiley Blackwell, vol. 4(2), pages 247-255, June.
- Melvin, Michael & Tan, Kok-Hui, 1996. "Foreign Exchange Market Bid-Ask Spreads and the Market Price of Social Unrest," Oxford Economic Papers, Oxford University Press, vol. 48(2), pages 329-341, April.
1995
- Pesaran, M Hashem & Timmermann, Allan, 1995. "Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-1228, September.
- Satchell, Steve & Timmermann, Allan, 1995. "On the optimality of adaptive expectations: Muth revisited," International Journal of Forecasting, Elsevier, vol. 11(3), pages 407-416, September.
- Timmermann, Allan, 1995. "Cointegration Tests of Present Value Models with a Time-Varying Discount Factor," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 17-31, Jan.-Marc.
1994
- Timmermann, Allan, 1994. "Can Agents Learn to Form Rational Expectations? Some Results on Convergence and Stability of Learning in the UK Stock Market," Economic Journal, Royal Economic Society, vol. 104(425), pages 777-797, July.
- Timmermann, Allan, 1994. "Present value models with feedback : Solutions, stability, bubbles, and some empirical evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 18(6), pages 1093-1119, November.
- Pesaran, M. Hashem & Timmermann, Allan G., 1994.
"A generalization of the non-parametric Henriksson-Merton test of market timing,"
Economics Letters, Elsevier, vol. 44(1-2), pages 1-7.
- Pesaran, M.H. & Timmermann, A.G., 1992. "A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing," Cambridge Working Papers in Economics 9218, Faculty of Economics, University of Cambridge.
- Satchell, Steve & Timmermann, Allan, 1994. "Optimal properties of exponentially weighted forecasts in the presence of different information sources," Economics Letters, Elsevier, vol. 45(2), pages 169-174, June.
- Timmermann, Allan, 1994. "Why do dividend yields forecast stock returns?," Economics Letters, Elsevier, vol. 46(2), pages 149-158, October.
- Bollerslev, Tim & Melvin, Michael, 1994. "Bid--ask spreads and volatility in the foreign exchange market : An empirical analysis," Journal of International Economics, Elsevier, vol. 36(3-4), pages 355-372, May.
- Hogan, Kedreth Jr. & Melvin, Michael T., 1994. "Sources of meteor showers and heat waves in the foreign exchange market," Journal of International Economics, Elsevier, vol. 37(3-4), pages 239-247, November.
1993
- Melvin, Michael & Peiers, Bettina, 1993. "On the possibility of a yen currency bloc for Pacific-Basin countries: A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, vol. 1(4), pages 309-333, December.
1992
- Pesaran, M Hashem & Timmermann, Allan, 1992.
"A Simple Nonparametric Test of Predictive Performance,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-565, October.
- Pesaran, M.H. & Timmermann, A., 1990. "A Simple Non-Parametric Test Of Predictive Performance," Papers 29, California Los Angeles - Applied Econometrics.
- Pesaran, M.H. & Timmermann, A., 1990. "A Simple, Non-Parametric Test Of Predictive Performance," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge.
- Michael Melvin & Michael Ormiston & Bettina Peiers, 1992.
"Economic fundamentals and a yen currency area for Asian Pacific Rim countries,"
Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
- Michael Melvin & Michael Ormiston & Bettina Peiers, 1992. "Economic fundamentals and a yen currency area for Asian Pacific Rim countries," Proceedings, Federal Reserve Bank of San Francisco, pages 344-361.
1991
- Hogan, Ked & Melvin, Michael & Roberts, Dan J., 1991. "Trade balance news and exchange rates: Is there a policy signal?," Journal of International Money and Finance, Elsevier, vol. 10(1, Supple), pages 90-99, March.
- Melvin, Michael & Ladman, Jerry, 1991. "Coca Dollars and the Dollarization of South America," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(4), pages 752-763, November.
- Melvin, Michael & Ormiston, Michael B, 1991. "Exchange Rate Systems and Investor Preferences," Economic Inquiry, Western Economic Association International, vol. 29(3), pages 446-457, July.
1990
- Michael Melvin & Jahangir Sultan, 1990. "The choice of an invoicing currency in international trade and the balance of trade impact of currency depreciation," Open Economies Review, Springer, vol. 1(3), pages 251-268, October.
- Melvin, Michael & Shiau, Chin-Duu, 1990. "Property Rights, Development, and Velocity in Developing Countries," Economic Development and Cultural Change, University of Chicago Press, vol. 38(4), pages 821-832, July.
- Michael Melvin & Jahangir Sultan, 1990. "South African political unrest, oil prices, and the time varying risk premium in the gold futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(2), pages 103-111, April.
1989
- Melvin, Michael & de la Parra, Gonzalo Afcha, 1989. "Dollar currency in Latin America : A Bolivian application," Economics Letters, Elsevier, vol. 31(4), pages 393-397, December.
- Melvin, Michael & Zhou, Su, 1989. "Do centrally planned exchange rates behave differently from capitalist rates?," Journal of Comparative Economics, Elsevier, vol. 13(2), pages 325-334, June.
- Melvin, Michael & Schlagenhauf, Don & Talu, Ayhan, 1989. "The U.S. Budget Deficit and the Foreign Exchange Value of the Dollar," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 500-505, August.
1988
- Melvin, Michael, 1988. "The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications," Economic Development and Cultural Change, University of Chicago Press, vol. 36(3), pages 543-558, April.
1986
- Melvin, Michael & Schlagenhauf, Don, 1986. "Risk in international lending: A dynamic factor analysis applied to France and Mexico," Journal of International Money and Finance, Elsevier, vol. 5(1, Supple), pages 31-48, March.
1985
- Melvin, Michael, 1985. "The Choice of an Exchange Rate System and Macroeconomic Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 467-478, November.
- Melvin, Michael & Schlagenhauf, Don, 1985. "A Country Risk Index: Econometric Formulation and an Application to Mexico," Economic Inquiry, Western Economic Association International, vol. 23(4), pages 601-619, October.
1984
- Melvin, Michael & Bernstein, David, 1984. "Trade concentration, openness, and deviations from purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 369-376, December.
1983
- Melvin, Michael, 1983. "Expected Inflation and Interest Rates: Reply," American Economic Review, American Economic Association, vol. 73(3), pages 503-506, June.
- Melvin, Michael, 1983. "The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy," Economic Inquiry, Western Economic Association International, vol. 21(2), pages 188-202, April.
- McDowell, John M & Melvin, Michael, 1983. "The Determinants of Co-Authorship: An Analysis of the Economics Literature," The Review of Economics and Statistics, MIT Press, vol. 65(1), pages 155-160, February.
1982
- Melvin, Michael, 1982. "Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion," American Economic Review, American Economic Association, vol. 72(4), pages 841-845, September.
Books
2012
- Melvin, Michael, 2012. "International Money and Finance," Elsevier Monographs, Elsevier, edition 8, number 9780123852472.
2006
- G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.
Chapters
2013
- Melvin, Michael & Prins, John & Shand, Duncan, 2013.
"Forecasting Exchange Rates: an Investor Perspective,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750,
Elsevier.
- Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
2006
- Timmermann, Allan, 2006.
"Forecast Combinations,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196,
Elsevier.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
- Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
- Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
2005
- Martin Dufwenberg & Uri Gneezy, 2005.
"Gender & Coordination,"
Springer Books, in: Rami Zwick & Amnon Rapoport (ed.), Experimental Business Research, chapter 0, pages 253-262,
Springer.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
- Uri Gneezy, 2005.
"Updating the Reference Level: Experimental Evidence,"
Springer Books, in: Rami Zwick & Amnon Rapoport (ed.), Experimental Business Research, chapter 0, pages 263-284,
Springer.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
2004
- Paul Lowengrub & Torsten Luedecke & Michael Melvin, 2004. "Does Corporate Governance Matter In The Market Response To Merger Announcements? Evidence From The U.S. And Germany," Advances in Financial Economics, in: Corporate Governance, pages 103-135, Emerald Group Publishing Limited.
- Martin Dufwenberg & Uri Gneezy & Aldo Rustichini, 2004.
"Price Competition: The Role of Gender and Education,"
Palgrave Macmillan Books, in: Steffen Huck (ed.), Advances in Understanding Strategic Behaviour, chapter 13, pages 287-297,
Palgrave Macmillan.
- Omar Al-Ubaydli & Uri Gneezy & John List & Min Sok Lee, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," Artefactual Field Experiments 00475, The Field Experiments Website.
- Omar Al-Ubaydli & Uri Gneezy & Min Sok Lee & John A. List, 2010. "Toward an understanding of the relative strengths of positive and negative reciprocity," NBER Working Papers 16547, National Bureau of Economic Research, Inc.
1983
- Michael Melvin, 1983. "An Alternative Approach to International Capital Flows," NBER Chapters, in: The International Transmission of Inflation, pages 380-418, National Bureau of Economic Research, Inc.