16
H index
23
i10 index
1682
Citations
University of California-Santa Barbara (UCSB) | 16 H index 23 i10 index 1682 Citations RESEARCH PRODUCTION: 57 Articles 19 Papers 2 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen F. LeRoy. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | . Full description at Econpapers || Download paper |
2021 | Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Laksaci, Mohammed ; Touati-Tliba, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104. Full description at Econpapers || Download paper |
2022 | Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Papers. RePEc:arx:papers:2205.07385. Full description at Econpapers || Download paper |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper |
2022 | Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130. Full description at Econpapers || Download paper |
2022 | Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804. Full description at Econpapers || Download paper |
2021 | The Limits to Local Insurance. (2021). Milan, Pau ; GIERLINGER, Johannes . In: Working Papers. RePEc:bge:wpaper:1293. Full description at Econpapers || Download paper |
2022 | Compact development and preferences for social mixing in location choices: Results from revealed preferences in Santiago, Chile. (2022). Hurtubia, Ricardo ; Cox, Tomas. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:246-269. Full description at Econpapers || Download paper |
2021 | Ownership competence. (2021). Zenger, Todd ; Zellweger, Thomas ; Lien, Lasse B ; Klein, Peter G ; Foss, Nicolai J. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:2:p:302-328. Full description at Econpapers || Download paper |
2021 | Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901. Full description at Econpapers || Download paper |
2021 | Micro-geographic property price and rent indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1782. Full description at Econpapers || Download paper |
2021 | Micro-Geographic Property Price and Rent Indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9187. Full description at Econpapers || Download paper |
2021 | Access to transportation, residential segregation, and economic opportunity. (2021). Yilmaz, Kuzey ; Yesilirmak, Muharrem. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_012. Full description at Econpapers || Download paper |
2021 | Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Touati-Tliba, M ; Laksaci, M. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021001. Full description at Econpapers || Download paper |
2022 | Measuring market efficiency: The Shannon entropy of high-frequency financial time series. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006130. Full description at Econpapers || Download paper |
2022 | Car restriction policies and housing markets. (2022). Lyu, Xueying. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s0304387822000268. Full description at Econpapers || Download paper |
2022 | The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116. Full description at Econpapers || Download paper |
2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper |
2021 | A review of public transport economics. (2021). Tirachini, Alejandro ; Horcher, Daniel. In: Economics of Transportation. RePEc:eee:ecotra:v:25:y:2021:i:c:s2212012221000010. Full description at Econpapers || Download paper |
2021 | Public transport and urban structure. (2021). Silva, Hugo E. ; Navarro, Matias ; Basso, Leonardo J. In: Economics of Transportation. RePEc:eee:ecotra:v:28:y:2021:i:c:s2212012221000356. Full description at Econpapers || Download paper |
2022 | New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800. Full description at Econpapers || Download paper |
2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper |
2022 | Stock market bubbles and anti-bubbles. (2022). Henriksson, Roy ; Sakoulis, Georgios ; Tarlie, Martin B. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302138. Full description at Econpapers || Download paper |
2022 | Can energy predict the regional prices of carbon emission allowances in China?. (2022). Guo, Li-Yang ; Feng, Chao ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001715. Full description at Econpapers || Download paper |
2022 | Information acquisition and asset price volatility. (2022). Baek, Seungjun. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002932. Full description at Econpapers || Download paper |
2022 | How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x. Full description at Econpapers || Download paper |
2022 | Speculation, money supply and price indeterminacy in financial markets: An experimental study. (2022). Sunder, Shyam ; Stockl, Thomas ; Huber, Juergen ; Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1275-1296. Full description at Econpapers || Download paper |
2021 | The GDP-Temperature relationship: Implications for climate change damages. (2021). Prest, Brian C ; Newell, Richard G ; Sexton, Steven E. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:108:y:2021:i:c:s0095069621000280. Full description at Econpapers || Download paper |
2021 | Snowballing private information. (2021). Woolnough, Chris ; Sadzik, Tomasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001502. Full description at Econpapers || Download paper |
2022 | Informed speculation with k-level reasoning. (2022). Zhou, Hang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002015. Full description at Econpapers || Download paper |
2022 | Sharing idiosyncratic risk even though prices are “wrong”. (2022). Roy, Nilanjan ; Riyanto, Yohanes E ; Halim, Edward. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002179. Full description at Econpapers || Download paper |
2022 | Launching with a parachute: The gig economy and new business formation. (2022). Yi, Hanyi ; Hochberg, Yael V ; Barrios, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:22-43. Full description at Econpapers || Download paper |
2021 | The price of access to jobs: Bid-function envelopes for commuting costs?. (2021). Yinger, John. In: Journal of Housing Economics. RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137720300784. Full description at Econpapers || Download paper |
2021 | Residential mobility and persistent neighborhood deprivation. (2021). Egsgaard-Pedersen, Aske ; Boje-Kovacs, Bence ; Weatherall, Cecilie D. In: Journal of Housing Economics. RePEc:eee:jhouse:v:53:y:2021:i:c:s1051137721000231. Full description at Econpapers || Download paper |
2021 | Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000982. Full description at Econpapers || Download paper |
2021 | Urban growth shadows. (2021). Rappaport, Jordan ; Desmet, Klaus ; Cuberes, David. In: Journal of Urban Economics. RePEc:eee:juecon:v:123:y:2021:i:c:s0094119021000164. Full description at Econpapers || Download paper |
2021 | The local labour market effects of light rail transit. (2021). Tyndall, Justin. In: Journal of Urban Economics. RePEc:eee:juecon:v:124:y:2021:i:c:s0094119021000322. Full description at Econpapers || Download paper |
2021 | Cities, lights, and skills in developing economies. (2021). Dingel, Jonathan ; Davis, Donald R ; Miscio, Antonio. In: Journal of Urban Economics. RePEc:eee:juecon:v:125:y:2021:i:c:s0094119019300439. Full description at Econpapers || Download paper |
2021 | Metropolitan areas in the world. Delineation and population trends. (2021). Veneri, Paolo ; Schiavina, Marcello ; Moreno-Monroy, Ana I. In: Journal of Urban Economics. RePEc:eee:juecon:v:125:y:2021:i:c:s0094119020300139. Full description at Econpapers || Download paper |
2021 | New urban challenges: Shared spaces in smart places – Overview and positioning. (2021). Nijkamp, Peter ; KOURTIT, KARIMA ; Glaeser, Edward. In: Land Use Policy. RePEc:eee:lauspo:v:111:y:2021:i:c:s0264837721003951. Full description at Econpapers || Download paper |
2021 | Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169. Full description at Econpapers || Download paper |
2021 | The impact of public transport expansions on informality: The case of the São Paulo Metropolitan Region. (2021). RAMOS, FREDERICO ROMAN ; Moreno-Monroy, Ana I. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885920301268. Full description at Econpapers || Download paper |
2022 | A systematic idea generation approach for developing a new technology: Application of a socio-technical transition system. (2022). Yoon, Byungun ; Kim, Sunhye ; Lee, Keeeun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:176:y:2022:i:c:s0040162521008623. Full description at Econpapers || Download paper |
2021 | Managing surges in online demand using bandwidth throttling: An optimal strategy amid the COVID-19 pandemic. (2021). Perera, Sandun ; Gupta, Varun. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:151:y:2021:i:c:s1366554521001113. Full description at Econpapers || Download paper |
2021 | Micro-geographic property price and rent indices. (2021). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113922. Full description at Econpapers || Download paper |
2023 | Micro-geographic property price and rent indices. (2022). Seidel, Tobias ; Heblich, Stephan ; Ahlfeldt, Gabriel M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116649. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | The Effects of Public Investment on Sustainable Economic Growth: Empirical Evidence from Emerging Countries in Central and Eastern Europe. (2022). Dobrot, Dan ; Ocolianu, Andreea. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8721-:d:864289. Full description at Econpapers || Download paper |
2022 | Modeling the impact of transportation on urban segregation and unemployment. (2022). Kilani, Moez ; Juste, Nicolas. In: Post-Print. RePEc:hal:journl:hal-03738609. Full description at Econpapers || Download paper |
2022 | Market Impact: Empirical Evidence, Theory and Practice. (2022). Said, Emilio. In: Working Papers. RePEc:hal:wpaper:hal-03668669. Full description at Econpapers || Download paper |
2022 | Structural Change, Land Use and Urban Expansion. (2022). Teignier, Marc ; Oswald, Florian ; Coeurdacier, Nicolas. In: Working Papers. RePEc:hal:wpaper:hal-03799549. Full description at Econpapers || Download paper |
2021 | Structural Change, Land Use and Urban Expansion. (2021). Teignier, Marc ; Oswald, Florian ; Coeurdacier, Nicolas. In: Working Papers. RePEc:hal:wpaper:hal-03812819. Full description at Econpapers || Download paper |
2021 | Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Touati-Tliba, Mohamed ; Laksaci, Mohammed. In: Working Papers. RePEc:hal:wpaper:halshs-03120699. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | Some properties of portfolios constructed from principal components of asset returns. (2022). Severini, Thomas A. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:4:d:10.1007_s10436-022-00412-z. Full description at Econpapers || Download paper |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper |
2021 | Participation in risk sharing under ambiguity. (2021). Werner, Jan. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09787-9. Full description at Econpapers || Download paper |
2022 | Residential relocations and changes in vehicle ownership. (2022). Schouten, Andrew. In: Transportation. RePEc:kap:transp:v:49:y:2022:i:1:d:10.1007_s11116-021-10167-7. Full description at Econpapers || Download paper |
2022 | Zoomers and Boomers: Asset Prices and Intergenerational Inequality. (2022). Farmer, Roger. In: NBER Working Papers. RePEc:nbr:nberwo:30419. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Uncertainty, sentiments and time-varying risk premia. (2021). Berardi, Michele. In: MPRA Paper. RePEc:pra:mprapa:106922. Full description at Econpapers || Download paper |
2021 | Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633. Full description at Econpapers || Download paper |
2021 | Are Real Estate Prices Evolving into an Asset Price Bubble?. (2021). Kloppenburg, Wolfgang. In: ACTA VSFS. RePEc:prf:journl:v:15:y:2021:i:1:p:36-48. Full description at Econpapers || Download paper |
2022 | Excess Volatility and Costly Arbitrage in Exchange Traded Funds (ETFs): Evidence from India. (2022). Tripathi, Vanita ; Sethi, Aakanksha. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:334-353. Full description at Econpapers || Download paper |
2022 | The Intersubjective Markets Hypothesis. (2022). Bocher, Romain. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:34:y:2022:i:1:p:35-50. Full description at Econpapers || Download paper |
2021 | Bubble Detection in Housing Market: Evidence From a Developing Country. (2021). Jawaid, Syed Tehseen ; Khalil, Samina ; Ahmed, Rafiq. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211006690. Full description at Econpapers || Download paper |
2022 | Does housing policy impact income sorting near urban amenities? Evidence from Vienna, Austria. (2022). Klaiber, Allen H ; Morawetz, Ulrich B. In: The Annals of Regional Science. RePEc:spr:anresc:v:69:y:2022:i:2:d:10.1007_s00168-022-01142-w. Full description at Econpapers || Download paper |
2022 | Forecasting financial time series with Boltzmann entropy through neural networks. (2022). Santoro, Domenico ; Grilli, Luca. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00430-2. Full description at Econpapers || Download paper |
2021 | Residual contagion in emerging markets: ‘herd’ and ‘alarm’ effects in informatization. (2021). Lei, Yuliang ; Yang, Shenggang ; Fang, Min. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:3:d:10.1007_s10660-019-09350-x. Full description at Econpapers || Download paper |
2021 | Afriat and arbitrage. (2021). Beggs, Alan. In: Economic Theory Bulletin. RePEc:spr:etbull:v:9:y:2021:i:2:d:10.1007_s40505-021-00208-w. Full description at Econpapers || Download paper |
2021 | Efficiency in cryptocurrency markets: new evidence. (2021). Arguedas, Raquel ; Muela, Sonia Benito ; Lopez-Martin, Carmen. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00182-5. Full description at Econpapers || Download paper |
2022 | Financial intermediation and the welfare theorems in incomplete markets. (2022). Zierhut, Michael ; Hens, Thorsten ; Bettzuge, Marc Oliver. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01294-w. Full description at Econpapers || Download paper |
2021 | Robust Arbitrage Conditions for Financial Markets. (2021). Zhang, Shuzong ; Singh, Derek. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00073-0. Full description at Econpapers || Download paper |
2022 | On the evolutionary stability of the sentiment investor. (2022). Giachini, Daniele ; Bottazzi, Giulio ; Antico, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2022/09. Full description at Econpapers || Download paper |
2021 | Will urban air mobility fly? The efficiency and distributional impacts of UAM in different urban spatial structures. (2021). de Groot, Henri ; Verhoef, Erik T ; Straubinger, Anna. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210021. Full description at Econpapers || Download paper |
2021 | Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210056. Full description at Econpapers || Download paper |
2021 | Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices. (2021). Ahn, Keunbae. In: PhD Thesis. RePEc:uts:finphd:1-2021. Full description at Econpapers || Download paper |
2021 | Viability and Arbitrage Under Knightian Uncertainty. (2021). Soner, Mete H ; Riedel, Frank ; Burzoni, Matteo. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1207-1234. Full description at Econpapers || Download paper |
2022 | Bubble tests in the London housing market: A borough level analysis. (2022). Alexakis, Panayotis ; Dotsis, George ; Petris, Panagiotis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1044-1063. Full description at Econpapers || Download paper |
2021 | Is idiosyncratic risk conditionally priced?. (2021). Mehra, Rajnish ; Xie, Daruo ; Wahal, Sunil. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:625-646. Full description at Econpapers || Download paper |
2022 | Cybersecurity and financial stability. (2022). Gai, Prasanna ; Duley, Chanelle ; Anand, Kartik. In: Discussion Papers. RePEc:zbw:bubdps:082022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1978 | Determining the Monetary Instrument: A Diagrammatic Exposition. In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
1978 | Determining the monetary instrument: a diagrammatic exposition.(1978) In: Special Studies Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1981 | Identification and Estimation of Money Demand. In: American Economic Review. [Full Text][Citation analysis] | article | 75 |
1984 | Efficiency and the Variability of Asset Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 11 |
1984 | Econometric Policy Evaluation: Note. In: American Economic Review. [Full Text][Citation analysis] | article | 45 |
1986 | What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand. In: American Economic Review. [Full Text][Citation analysis] | article | 2 |
1992 | Stock Price Volatility: Tests Based on the Geometric Random Walk. In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
1989 | Efficient Capital Markets and Martingales. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 141 |
1976 | Efficient Capital Markets: Comment. In: Journal of Finance. [Full Text][Citation analysis] | article | 25 |
1982 | Expectations Models of Asset Prices: A Survey of Theory. In: Journal of Finance. [Full Text][Citation analysis] | article | 16 |
1986 | A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition. In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
1987 | A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum. In: Journal of Finance. [Citation analysis] | article | 0 |
1992 | Bublles and Charges. In: Carleton Economic Papers. [Citation analysis] | paper | 40 |
1992 | Bubbles and Charges..(1992) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
1991 | On the Arbitrage Pricing Theory. In: Carleton Economic Papers. [Citation analysis] | paper | 12 |
1991 | On the Arbitrage Pricing Theory..(1991) In: Economic Theory. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1990 | The Arbitrage Pricing Theory: A Geometric Interpretation. In: Carleton Economic Papers. [Citation analysis] | paper | 0 |
1991 | Econometric Aspects of the Variance-Bound Tests: A Survey. In: Carleton Economic Papers. [Citation analysis] | paper | 28 |
1991 | Econometric Aspects of the Variance-Bounds Tests: A Survey..(1991) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2001 | Liquidity and Liquidation In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2007 | Liquidity and Liquidation.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2019 | Causal Inference In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | Infinite Portfolios In: University of California at Santa Barbara, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Principles of Financial Economics In: Cambridge Books. [Citation analysis] | book | 24 |
2014 | Principles of Financial Economics.(2014) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 24 | book | |
2016 | IMPLEMENTATION-NEUTRAL CAUSATION In: Economics and Philosophy. [Full Text][Citation analysis] | article | 0 |
2018 | IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION In: Economics and Philosophy. [Full Text][Citation analysis] | article | 0 |
2003 | Expected utility: a defense In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | Bubbles and the Intertemporal Government Budget Constraint In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2005 | Positivity and bubbles in overlapping generations models In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
1981 | The Present-Value Relation: Tests Based on Implied Variance Bounds. In: Econometrica. [Full Text][Citation analysis] | article | 520 |
1982 | Risk-aversion and the term structure of real interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
1983 | Risk-aversion and the term structure of real interest rates correction In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1998 | Arbitrage, martingales and bubbles In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2014 | Risk aversion, investor information and stock market volatility In: European Economic Review. [Full Text][Citation analysis] | article | 10 |
2022 | Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2022 | Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?.(2022) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1980 | Entry and equilibrium under adjustment costs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
1987 | A monetarist model of inflation In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
1983 | Paradise lost and regained: Transportation innovation, income, and residential location In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 180 |
1976 | Urban land rent and the incidence of property taxes In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 4 |
1985 | Contemporary macroeconomic modelling : edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
1985 | Atheoretical macroeconometrics: A critique In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 236 |
1997 | Returns on illiquid assets: are they fair games? In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 0 |
1990 | Mutual deposit insurance In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
2010 | Risky mortgages and mortgage default premiums In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2010 | Is the “invisible hand” still relevant? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
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2013 | Can risk aversion explain stock price volatility? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
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