Content
2023
- 2303.09393 A Deep Dive into NFT Whales: A Longitudinal Study of the NFT Trading Ecosystem
by Na Hyeon Park & Hanna Kim & Chanhee Lee & Changhoon Yoon & Seunghyeon Lee & Youngjin jin & Seungwon Shin - 2303.09330 Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy
by Claudiu Vinte & Marcel Ausloos - 2303.09323 Stock Trend Prediction: A Semantic Segmentation Approach
by Shima Nabiee & Nader Bagherzadeh - 2303.09321 Physics Breakthrough Disproves Fundamental Assumptions of the Chicago School
by Cortelyou C. Kenney - 2303.09176 Real Options Technique as a Tool of Strategic Risk Management
by Volodymyr Savchuk - 2303.09147 Economic Consequences of Online Tracking Restrictions: Evidence from Cookies
by Klaus M. Miller & Bernd Skiera - 2303.09011 Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant
by Philip Metzger - 2303.08968 A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming
by Pieter M. van Staden & Peter A. Forsyth & Yuying Li - 2303.08867 A Bayesian theory of market impact
by Louis Saddier & Matteo Marsili - 2303.08765 The Effects of the Pandemic on Market Power and Profitability
by Juan Andres Espinosa-Torres & Jaime Ramirez-Cuellar - 2303.08760 Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models
by Young Shin Kim & Hyangju Kim & Jaehyung Choi - 2303.08748 DeFi Lending During The Merge
by Lioba Heimbach & Eric Schertenleib & Roger Wattenhofer - 2303.08653 On the robustness of posterior means
by Jiafeng Chen - 2303.08633 Expected Utility from a Constructive Viewpoint
by Kislaya Prasad - 2303.08615 Characteristic Function of the Tsallis $q$-Gaussian and Its Applications in Measurement and Metrology
by Viktor Witkovsk'y - 2303.08613 Learning to Incentivize Information Acquisition: Proper Scoring Rules Meet Principal-Agent Model
by Siyu Chen & Jibang Wu & Yifan Wu & Zhuoran Yang - 2303.08565 Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
by Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski - 2303.08521 Optimal investment in ambiguous financial markets with learning
by Nicole Bauerle & Antje Mahayni - 2303.08477 Classification and calibration of affine models driven by independent L\'evy processes
by Micha{l} Barski & Rafa{l} {L}ochowski - 2303.08462 Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences
by Kenneth Tsz Hin Ng & Wing Fung Chong - 2303.08460 Identifying an Earnings Process With Dependent Contemporaneous Income Shocks
by Dan Ben-Moshe - 2303.08445 Are high school degrees and university diplomas equally heritable in the US? A new measure of relative intergenerational mobility
by Anna Naszodi & Liliana Cuccu - 2303.08286 Linking Alternative Fuel Vehicles Adoption with Socioeconomic Status and Air Quality Index
by Anuradha Singh & Jyoti Yadav & Sarahana Shrestha & Aparna S. Varde - 2303.08217 An axiomatic approach to default risk and model uncertainty in rating systems
by Max Nendel & Jan Streicher - 2303.08202 Measuring Stochastic Rationality
by Efe A. Ok & Gerelt Tserenjigmid - 2303.07996 Mean field game of mutual holding with defaultable agents, and systemic risk
by Mao Fabrice Djete & Gaoyue Guo & Nizar Touzi - 2303.07941 Relative performance criteria of multiplicative form in complete markets
by Anastasiya Tanana - 2303.07925 Deep incremental learning models for financial temporal tabular datasets with distribution shifts
by Thomas Wong & Mauricio Barahona - 2303.07822 Identification- and many moment-robust inference via invariant moment conditions
by Tom Boot & Johannes W. Ligtenberg - 2303.07786 A Commons-Compatible Implementation of the Sharing Economy: Blockchain-Based Open Source Mediation
by Petra Tschuchnig & Manfred Mayr & Maximilian Tschuchnig & Peter Haber - 2303.07773 Axiomatic characterization of pointwise Shapley decompositions
by Marcus C Christiansen - 2303.07705 Ruin probability for the quota share model with~phase-type distributed claims
by Krzysztof Burnecki & Zbigniew Palmowski & Marek Teuerle & Aleksandra Wilkowska - 2303.07488 A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations
by St'ephane Gonzalez & Nikolaos Pnevmatikos - 2303.07471 A Unified Theorem of the Alternative
by Ian Ball - 2303.07468 Distributionally Robust Principal-Agent Problems and Optimality of Contracts
by Peter Zhang - 2303.07462 Superhuman Artificial Intelligence Can Improve Human Decision Making by Increasing Novelty
by Minkyu Shin & Jin Kim & Bas van Opheusden & Thomas L. Griffiths - 2303.07393 Many learning agents interacting with an agent-based market model
by Matthew Dicks & Andrew Paskaramoorthy & Tim Gebbie - 2303.07287 Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm
by Huiming Zhang & Haoyu Wei & Guang Cheng - 2303.07285 The Dynamics of Instability
by C'esar Barilla & Duarte Gonc{c}alves - 2303.07244 The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies
by Muhammad Aufaristama - 2303.07222 Reconciling rough volatility with jumps
by Eduardo Abi Jaber & Nathan De Carvalho - 2303.07158 Uniform Pessimistic Risk and its Optimal Portfolio
by Sungchul Hong & Jong-June Jeon - 2303.07044 Are consumers ready to pay extra for crowd-shipping e-groceries and why? A hybrid choice analysis for developing economies
by Oleksandr Rossolov & Yusak O. Susilo - 2303.07008 Status substitution and conspicuous consumption
by Alastair Langtry & Christian Ghinglino - 2303.06701 Composite Sorting
by Job Boerma & Aleh Tsyvinski & Ruodu Wang & Zhenyuan Zhang - 2303.06658 Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility
by Tsung-Chih Lai & Jiun-Hua Su - 2303.06603 Correlation between upstreamness and downstreamness in random global value chains
by Silvia Bartolucci & Fabio Caccioli & Francesco Caravelli & Pierpaolo Vivo - 2303.06564 Redesigning the US Army's Branching Process: A Case Study in Minimalist Market Design
by Kyle Greenberg & Parag A. Pathak & Tayfun Sonmez - 2303.06336 Inertial Updating
by Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid - 2303.06244 The Bounds of Mediated Communication
by Roberto Corrao & Yifan Dai - 2303.06217 Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content
by Manav Raj & Justin Berg & Rob Seamans - 2303.06148 Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche
by Andrius Grigutis - 2303.06106 The Nobel Family
by Richard S. J. Tol - 2303.06097 Academic Freedom and Innovation: A Research Note
by David Audretsch & Christian Fisch & Chiara Franzoni & Paul P. Momtaz & Silvio Vismara - 2303.06089 Real Option Pricing using Quantum Computers
by Alberto Manzano & Gonzalo Ferro & 'Alvaro Leitao & Carlos V'azquez & Andr'es G'omez - 2303.06051 NFT Bubbles
by Andrea Barbon & Angelo Ranaldo - 2303.05985 Ranked Choice Bedlam in a 2022 Oakland School Director Election
by David McCune - 2303.05968 A General Impossibility Theorem on Pareto Efficiency and Bayesian Incentive Compatibility
by Kazuya Kikuchi & Yukio Koriyama - 2303.05895 What do surveys say about the trend in inequality and the applicability of two table-transformation methods?
by Anna Naszodi - 2303.05888 A Distributionally Robust Random Utility Model
by David Muller & Emerson Melo & Ruben Schlotter - 2303.05783 Mean-Field Liquidation Games with Market Drop-out
by Guanxing Fu & Paul P. Hager & Ulrich Horst - 2303.05781 Strategy-proofness with single-peaked and single-dipped preferences
by Jorge Alcalde-Unzu & Oihane Gallo & Marc Vorsatz - 2303.05666 Research on CPI Prediction Based on Natural Language Processing
by Xiaobin Tang & Nuo Lei - 2303.05654 The Financial Market of Indices of Socioeconomic Wellbeing
by Thilini V. Mahanama & Abootaleb Shirvani & Svetlozar Rachev - 2303.05636 Equilibrium Selection in Pure Bubble Models by Dividend Injection
by Tomohiro Hirano & Alexis Akira Toda - 2303.05515 The iterative proportional fitting algorithm and the NM-method: solutions for two different sets of problems
by Anna Naszodi - 2303.05489 Robust Social Welfare Maximization via Information Design in Linear-Quadratic-Gaussian Games
by Furkan Sezer & Ceyhun Eksin - 2303.05427 The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring
by Oguz Koc & Omur Ugur & A. Sevtap Kestel - 2303.05421 A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
by Fallou Niakh - 2303.05380 Preferences and Attitudes towards Debt Collection: A Cross-Generational Investigation
by Minou Goetze & Christina Herdt & Ricarda Conrad & Stephan Stricker - 2303.04994 Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
by Yunyun Wang & Tatsushi Oka & Dan Zhu - 2303.04905 Direct comparison or indirect comparison via a series of counterfactual decompositions?
by Anna Naszodi - 2303.04833 Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning
by Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang - 2303.04812 Socioeconomics of Urban Travel in the U.S.: Evidence from the 2017 NHTS
by Xize Wang & John L. Renne - 2303.04807 Fairer Shootouts in Soccer: The $m-n$ Rule
by Steven J. Brams & Mehmet S. Ismail & D. Marc Kilgour - 2303.04688 Form 10-K Itemization
by Yanci Zhang & Mengjia Xia & Mingyang Li & Haitao Mao & Yutong Lu & Yupeng Lan & Jinlin Ye & Rui Dai - 2303.04647 Complementarity in Demand-side Variables and Educational Participation
by Anjan Ray Chaudhury & Dipankar Das & Sreemanta Sarkar - 2303.04642 Forecasting the movements of Bitcoin prices: an application of machine learning algorithms
by Hakan Pabuccu & Serdar Ongan & Ayse Ongan - 2303.04581 Application of supervised learning models in the Chinese futures market
by Fuquan Tang - 2303.04539 Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market
by Riccardo Leoncini & Mariele Macaluso & Annalivia Polselli - 2303.04522 A Note on Invariant Extensions of Preorders
by Peter Caradonna & Christopher P. Chambers - 2303.04416 Inference on Optimal Dynamic Policies via Softmax Approximation
by Qizhao Chen & Morgane Austern & Vasilis Syrgkanis - 2303.04236 Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
by Hugo E. Ramirez & Rafael Serrano - 2303.04223 Financing Costs, Per-Shipment Costs and Shipping Frequency: Firm-Level Evidence from Bangladesh
by Md Deluair Hossen - 2303.04204 Deep hybrid model with satellite imagery: how to combine demand modeling and computer vision for behavior analysis?
by Qingyi Wang & Shenhao Wang & Yunhan Zheng & Hongzhou Lin & Xiaohu Zhang & Jinhua Zhao & Joan Walker - 2303.04101 Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh
by Md Deluair Hossen - 2303.03881 Spatial, Social and Data Gaps in On-Demand Mobility Services: Towards a Supply-Oriented MaaS
by Ronit Purian & Daniel Polani - 2303.03661 Government Guarantees and Banks' Income Smoothing
by Manuela M. Dantas & Kenneth J. Merkley & Felipe B. G. Silva - 2303.03642 Best-of-Both-Worlds Fairness in Committee Voting
by Haris Aziz & Xinhang Lu & Mashbat Suzuki & Jeremy Vollen & Toby Walsh - 2303.03573 Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples
by Karen Grigorian & Robert A. Jarrow - 2303.03549 Optimal Engagement-Diversity Tradeoffs in Social Media
by Fabian Baumann & Daniel Halpern & Ariel D. Procaccia & Iyad Rahwan & Itai Shapira & Manuel Wuthrich - 2303.03371 Complex Systems of Secrecy: The Offshore Networks of Oligarchs
by Ho-Chun Herbert Chang & Brooke Harrington & Feng Fu & Daniel Rockmore - 2303.03303 Social herding in mean field games
by Deepanshu Vasal - 2303.03214 The Economics of the DeLend Project: Agent-based Simulations
by Frederico Dutilh Novaes & Gabriel de Abreu Madeira & Aurimar Cerqueira - 2303.03174 Both eyes open: Vigilant Incentives help Regulatory Markets improve AI Safety
by Paolo Bova & Alessandro Di Stefano & The Anh Han - 2303.03162 Monetary Policy and Economic Growth in Developing Countries: A Literature Review
by Marouane Daoui - 2303.03080 Defining and comparing SICR-events for classifying impaired loans under IFRS 9
by Arno Botha & Esmerelda Oberholzer & Janette Larney & Riaan de Jongh - 2303.03073 A neural network based model for multi-dimensional nonlinear Hawkes processes
by Sobin Joseph & Shashi Jain - 2303.03009 Just Ask Them Twice: Choice Probabilities and Identification of Ex ante returns and Willingness-To-Pay
by Romuald Meango & Esther Mirjam Girsberger - 2303.02820 EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference
by Gordon Burtch & Edward McFowland III & Mochen Yang & Gediminas Adomavicius - 2303.02784 Censored Quantile Regression with Many Controls
by Seoyun Hong - 2303.02773 The Economic Costs of the Russia-Ukraine War: A Synthetic Control Study of (Lost) Entrepreneurship
by David Audretsch & Paul P. Momtaz & Hanna Motuzenko & Silvio Vismara - 2303.02716 Deterministic, quenched and annealed parameter estimation for heterogeneous network models
by Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini - 2303.02645 Identifying the Distribution of Welfare from Discrete Choice
by Bart Cap'eau & Liebrecht De Sadeleer & Sebastiaan Maes - 2303.02613 On Data-Driven Drawdown Control with Restart Mechanism in Trading
by Chung-Han Hsieh - 2303.02576 Combating Algorithmic Collusion: A Mechanism Design Approach
by Soumen Banerjee - 2303.02317 Fast American Option Pricing using Nonlinear Stencils
by Zafar Ahmad & Reilly Browne & Rezaul Chowdhury & Rathish Das & Yushen Huang & Yimin Zhu - 2303.02303 Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method
by Zhou Fang - 2303.02298 Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction
by Zhou Fang - 2303.02230 Building Floorspace in China: A Dataset and Learning Pipeline
by Peter Egger & Susie Xi Rao & Sebastiano Papini - 2303.02223 Feature Selection with Annealing for Forecasting Financial Time Series
by Hakan Pabuccu & Adrian Barbu - 2303.02061 The barriers to sustainable risk transfer in the cyber-insurance market
by Henry Skeoch & Christos Ioannidis - 2303.02038 The self-exciting nature of the bid-ask spread dynamics
by Ruihua Ruan & Emmanuel Bacry & Jean-Franc{c}ois Muzy - 2303.01923 Bayesian CART models for insurance claims frequency
by Yaojun Zhang & Lanpeng Ji & Georgios Aivaliotis & Charles Taylor - 2303.01921 Trusting: Alone and together
by Benedikt V. Meylahn & Arnoud V. den Boer & Michel Mandjes - 2303.01909 Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer
by Martin Vesely - 2303.01887 Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
by Yu Jeffrey Hu & Jeroen Rombouts & Ines Wilms - 2303.01863 Constructing High Frequency Economic Indicators by Imputation
by Serena Ng & Susannah Scanlan - 2303.01855 An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
by Joseph de Vilmarest & Nicklas Werge - 2303.01824 Revisiting the effect of search frictions on market concentration
by Jules Depersin & B'ereng`ere Patault - 2303.01651 Optimal probabilistic forecasts for risk management
by Yuru Sun & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Gael M. Martin - 2303.01601 Time-inconsistent contract theory
by Camilo Hern'andez & Dylan Possamai - 2303.01485 Bayesian Optimization of ESG Financial Investments
by Eduardo C. Garrido-Merch'an & Gabriel Gonz'alez Piris & Maria Coronado Vaca - 2303.01231 Consumer Welfare Under Individual Heterogeneity
by Charles Gauthier & Sebastiaan Maes & Raghav Malhotra - 2303.01167 Robust portfolio selection under Recovery Average Value at Risk
by Cosimo Munari & Justin Pluckebaum & Stefan Weber - 2303.01157 How will Language Modelers like ChatGPT Affect Occupations and Industries?
by Ed Felten & Manav Raj & Robert Seamans - 2303.01111 Predicting Stock Price Movement as an Image Classification Problem
by Matej Steinbacher - 2303.00982 Debiased Machine Learning of Aggregated Intersection Bounds and Other Causal Parameters
by Vira Semenova - 2303.00892 Rationalizing Path-Independent Choice Rules
by Koji Yokote & Isa E. Hafalir & Fuhito Kojima & M. Bumin Yenmez - 2303.00889 Mr.Keynes and the... Complexity! A suggested agent-based version of the General Theory of Employment, Interest and Money
by Alessio Emanuele Biondo - 2303.00859 FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs
by Vedant Choudhary & Sebastian Jaimungal & Maxime Bergeron - 2303.00858 Quantifying dimensional change in stochastic portfolio theory
by Erhan Bayraktar & Donghan Kim & Abhishek Tilva - 2303.00845 $21^{st}$ Century Statistical Disclosure Limitation: Motivations and Challenges
by John M Abowd & Michael B Hawes - 2303.00495 Cryptocurrencies Are Becoming Part of the World Global Financial Market
by Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z - 2303.00473 Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis
by Sylvia Fruhwirth-Schnatter - 2303.00356 A Deep Reinforcement Learning Trader without Offline Training
by Boian Lazov - 2303.00314 Green Hydrogen Cost-Potentials for Global Trade
by David Franzmann & Heidi Heinrichs & Felix Lippkau & Thushara Addanki & Christoph Winkler & Patrick Buchenberg & Thomas Hamacher & Markus Blesl & Jochen Lin{ss}en & Detlef Stolten - 2303.00208 A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
by Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden - 2303.00178 Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong - 2303.00083 Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models
by Kevin Dano - 2303.00080 Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology
by Zijian Shi & John Cartlidge - 2302.14784 Evaluaci\'on del efecto del PAMI en la cobertura en salud de los adultos mayores en Argentina
by Juan Marcelo Virdis & Fernando Delbianco & Mar'ia Eugenia Elorza - 2302.14603 Off-Balance Sheet Activities and Scope Economies in U.S. Banking
by Jingfang Zhang & Emir Malikov - 2302.14602 On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI
by Emir Malikov & Shunan Zhao - 2302.14440 Intergenerational Mobility Trends and the Changing Role of Female Labor
by Ulrika Ahrsjo & Ren'e Karadakic & Joachim Kahr Rasmussen - 2302.14423 The First-stage F Test with Many Weak Instruments
by Zhenhong Huang & Chen Wang & Jianfeng Yao - 2302.14396 A specification test for the strength of instrumental variables
by Zhenhong Huang & Chen Wang & Jianfeng Yao - 2302.14387 Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models
by Zhenhong Huang & Zhaoyuan Li & Jianfeng Yao - 2302.14380 Identification and Estimation of Categorical Random Coefficient Models
by Zhan Gao & M. Hashem Pesaran - 2302.14358 A Unified Representation Framework for Rideshare Marketplace Equilibrium and Efficiency
by Alex Chin & Zhiwei Qin - 2302.14234 Bicriteria Multidimensional Mechanism Design with Side Information
by Maria-Florina Balcan & Siddharth Prasad & Tuomas Sandholm - 2302.14180 Macroeconomic Forecasting using Dynamic Factor Models: The Case of Morocco
by Daoui Marouane - 2302.14164 Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network
by Jingyi Gu & Fadi P. Deek & Guiling Wang - 2302.14133 The association between Marital Locus of Control and break-up intentions
by David Boto-Garc'ia & Federico Perali - 2302.14114 Econometric assessment of the monetary policy shocks in Morocco: Evidence from a Bayesian Factor-Augmented VAR
by Marouane Daoui - 2302.13999 Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
by Philipp Adammer & Jan Pruser & Rainer Schussler - 2302.13997 Host Community Respecting Refugee Housing
by Duv{s}an Knop & v{S}imon Schierreich - 2302.13994 Gambling the World Away: Myopic Investors
by Bernhard K Meister - 2302.13979 Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth
by Jonathan Yu-Meng Li - 2302.13956 Blackwell-Monotone Updating Rules
by Mark Whitmeyer - 2302.13937 Game Intelligence: Theory and Computation
by Mehmet Mars Seven - 2302.13857 Multicell experiments for marginal treatment effect estimation of digital ads
by Caio Waisman & Brett R. Gordon - 2302.13850 Exploring the Advantages of Transformers for High-Frequency Trading
by Fazl Barez & Paul Bilokon & Arthur Gervais & Nikita Lisitsyn - 2302.13823 The global economic impact of AI technologies in the fight against financial crime
by James Bell - 2302.13781 Distribution in the Geometrically Growing System and Its Evolution
by Kim Chol-jun - 2302.13718 Why Do Students Lie and Should We Worry? An Analysis of Non-truthful Reporting
by Emil Chrisander & Andreas Bjerre-Nielsen - 2302.13695 Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks
by Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou - 2302.13656 A rational measure of irrationality
by Davide Carpentiere & Alfio Giarlotta & Stephen Watson - 2302.13646 A Tale of Tail Covariances (and Diversified Tails)
by Jan Rosenzweig - 2302.13455 Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think
by Ziwei Mei & Liugang Sheng & Zhentao Shi - 2302.13430 Accounting for Cross-Location Technological Heterogeneity in the Measurement of Operations Efficiency and Productivity
by Emir Malikov & Jingfang Zhang & Shunan Zhao & Subal C. Kumbhakar - 2302.13429 A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity
by Emir Malikov & Shunan Zhao & Jingfang Zhang - 2302.13427 Detecting Learning by Exporting and from Exporters
by Jingfang Zhang & Emir Malikov - 2302.13426 Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives
by Christian Keller & Michael C. Tseng - 2302.13245 Physical Momentum in the Indian Stock Market
by Naresh Kumar Devulapally & Tulasi Narendra Das Tripurana - 2302.13121 The Contribution of Tourism in National Economies: Evidence of Greece
by Olga Kalantzi & Dimitrios Tsiotas & Serafeim Polyzos - 2302.13076 Order in Innovation
by Martin Ho & Henry CW Price & Tim S Evans & Eoin O'Sullivan - 2302.13070 Elicitability of Return Risk Measures
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven - 2302.13066 Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
by Sascha A. Keweloh & Mathias Klein & Jan Pruser - 2302.12999 Informality, Education-Occupation Mismatch, and Wages: Evidence from India
by Shweta Bahl & Ajay Sharma - 2302.12777 On the Misspecification of Linear Assumptions in Synthetic Control
by Achille Nazaret & Claudia Shi & David M. Blei - 2302.12770 Signalling for Electricity Demand Response: When is Truth Telling Optimal?
by Rene Aid & Anupama Kowli & Ankur A. Kulkarni - 2302.12670 Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning
by Rui Miao & Zhengling Qi & Cong Shi & Lin Lin - 2302.12612 Detecting Rough Volatility: A Filtering Approach
by Camilla Damian & Rudiger Frey - 2302.12500 Preparing random state for quantum financing with quantum walks
by Yen-Jui Chang & Wei-Ting Wang & Hao-Yuan Chen & Shih-Wei Liao & Ching-Ray Chang - 2302.12439 Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
by Ivan Guo & Nicolas Langren'e & Jiahao Wu - 2302.12319 Age and market capitalization drive large price variations of cryptocurrencies
by Arthur A. B. Pessa & Matjaz Perc & Haroldo V. Ribeiro - 2302.12225 Behavioral acceptance of automated vehicles: The roles of perceived safety concern and current travel behavior
by Fatemeh Nazari & Mohamadhossein Noruzoliaee & Abolfazl Mohammadian - 2302.12223 Information Design with Elicitation and Strategic Coordination
by Alessandro Bonatti & Munther A. Dahleh & Thibaut Horel - 2302.12167 A Principal-Agent Model for Optimal Incentives in Renewable Investments
by Ren'e Aid & Annika Kemper & Nizar Touzi - 2302.12140 Strategyproof Social Decision Schemes on Super Condorcet Domains
by Felix Brand & Patrick Lederer & Sascha Tausch - 2302.12118 Financial Distress Prediction For Small And Medium Enterprises Using Machine Learning Techniques
by Yuan Gao & Biao Jiang & Jietong Zhou - 2302.11942 Liquidity Providers Greeks and Impermanent Gain
by Niccol`o Bardoscia & Alessandro Nodari - 2302.11890 Characterizations of Sequential Valuation Rules
by Chris Dong & Patrick Lederer - 2302.11835 Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs
by Aldo Glielmo & Marco Favorito & Debmallya Chanda & Domenico Delli Gatti - 2302.11829 Learning to Manipulate a Commitment Optimizer
by Yurong Chen & Xiaotie Deng & Jiarui Gan & Yuhao Li - 2302.11822 Multi-kernel property in high-frequency price dynamics under Hawkes model
by Kyungsub Lee - 2302.11729 Factor Exposure Heterogeneity in Green and Brown Stocks
by David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran
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