Research Abstracts and Citations Search Results

1009 results returned.

Title Author(s) Publication Information
"Optimal execution in a limit order book and an associated microstructure market impact model"
Hua Zheng

2015

Type: Working paper

"Exporting and Firm Performance: Evidence from a Randomized Trial"
David Atkin
Adam Osman

2015

Type: Working paper

"How Quickly Do Markets Learn? Private Information Dissemination in a Natural Experiment"
Robert Jackson, Jr.
Joshua Mitts

2015

Type: Working paper

"Applying Asset Pricing Theory to Calibrate the Price of Climate Risk"
Robert Litterman
Gernot Wagner

2015

Type: Working paper

"Is Sniping a Problem for Online Auction Markets?"
Tom Blake
Dimitriy Masterov
Steven Tadelis

NBER Working Paper No. 20942, 2015

Type: Working paper

"Shortfall Aversion"
Paolo Guasoni
Dan Ren

2015

Type: Working paper

"Credit Booms: Implications for the Public and the Private Sector"

Working Papers No. 481, 2015

Type: Working paper

"Liquidity and Return Reversals"
Pierre Collin-Dufresne

2014

Type: Working paper

"Asset-based contagion models for systemic risk"
Chen Chen
Garud Iyengar

2014

Type: Working paper

"Hedging Climate Risk"
Mats Andersson
Frederic Samama

2014

Type: Working paper