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Random mechanisms for house allocation with existing tenants
(Elsevier, 2020-08)
We study the house allocation problem with existing tenants: n houses (stand for "indivisible objects") are to be allocated to n agents; each agent needs exactly one house and has strict preferences; k houses are initially ...
Hierarchical modeling of choice concentration of US households
(Wiley, 2014)
This chapter contains sections titled: Introduction Data Description Measures of Choice Concentration Methodology Results Interpreting θ Decomposing the Effects of Time, Number of Decisions and Concentration Preference Conclusion.
Competitive implications of software open-sourcing
(Elsevier, 2012-12)
This paper is concerned with the economic trade-offs associated with open-sourcing, the business strategy of releasing free open-source versions of commercial software products. The effect of the release of open-source ...
Investigation of stochastic pairs trading strategies under different volatility regimes
(Blackwell, 2010-09)
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Systematic risk and the cross section of hedge fund returns
(Elsevier, 2012-10)
This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross-sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for ...
Will a fat tax work?
(Wiley, 2016-01)
Of the many proposals to reverse the obesity epidemic, the most contentious is the use of price-based interventions such as the fat tax. Previous investigations of the efficacy of such initiatives in altering consumption ...
Creating a real-life professional experience for undergraduates: sectoral practicum projects
(IATED, 2014)
In Turkey, there is a highly competitive environment for new graduates to acquire a well-paid and satisfying job position since the number of unemployed university graduates has risen dramatically over the last few decades ...
Predictability of emerging market local currency bond risk premia
(Taylor & Francis, 2015)
This article investigates the source of predictability of emerging market (EM) local currency bond risk premia by using a dynamic factor approach based on a large panel of economic and financial time series. We find strong ...
Group identity in markets
(Elsevier, 2011-01)
We present a laboratory experiment that measures the effects of group identity—one's perceived membership in social groups—on market transactions in an oligopoly market with a few sellers and buyers. We artificially induce ...
Emerging market economies and the world interest rate
(Elsevier, 2015-11)
We use a Factor Augmented VAR model to estimate the dynamic responses of interest rates in emerging market economies to the ‘world’ interest rate, which we extract from a dynamic factor model of yields in industrialized ...
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