Michael Magill : Citation Profile


Are you Michael Magill?

University of Southern California

15

H index

17

i10 index

979

Citations

RESEARCH PRODUCTION:

33

Articles

26

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   39 years (1976 - 2015). See details.
   Cites by year: 25
   Journals where Michael Magill has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 12 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma388
   Updated: 2021-09-25    RAS profile: 2016-03-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Magill.

Is cited by:

Cornet, Bernard (31)

Torres-Martinez, Juan Pablo (20)

Pascoa, Mario (18)

Cass, David (16)

Brock, William (16)

Tirelli, Mario (16)

Xepapadeas, Anastasios (15)

Pham, Ngoc-Sang (14)

Pavlova, Anna (13)

Schmedders, Karl (12)

Martins-da-Rocha, V. Filipe (11)

Cites to:

Prescott, Edward (16)

Quinzii, Martine (14)

Woodford, Michael (11)

Townsend, Robert (10)

Dubey, Pradeep (7)

Hart, Oliver (6)

Grossman, Sanford (6)

Sargent, Thomas (6)

Lucas, Robert (6)

Adao, Bernardino (6)

Correia, Isabel (6)

Main data


Where Michael Magill has published?


Journals with more than one article published# docs
Journal of Mathematical Economics10
Economic Theory5
International Economic Review4
Journal of Economic Theory4
Econometrica3
Economics Letters3

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Michael Magill (2021 and 2020)


YearTitle of citing document
2021Managing intermittency in the electricity market. (2021). Stahn, Hubert ; Neerunjun, Nandeeta ; Ferrasse, Jean-Henry. In: AMSE Working Papers. RePEc:aim:wpaimx:2114.

Full description at Econpapers || Download paper

2021Simple Bounds for Transaction Costs. (2018). Muhle-Karbe, Johannes ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:1802.06120.

Full description at Econpapers || Download paper

2020Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs. (2019). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Papers. RePEc:arx:papers:1912.08863.

Full description at Econpapers || Download paper

2020Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443.

Full description at Econpapers || Download paper

2020A Variational Analysis Approach to Solving the Merton Problem. (2020). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:2003.08450.

Full description at Econpapers || Download paper

2020Relative wealth concerns with partial information and heterogeneous priors. (2020). Zhou, Chao ; Su, Xizhi ; Deng, Chao. In: Papers. RePEc:arx:papers:2007.11781.

Full description at Econpapers || Download paper

2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

Full description at Econpapers || Download paper

2020Spatial Growth Theory: Optimality and Spatial Heterogeneity. (2020). Yannacopoulos, Athanasios ; Xepapadeas, Anastasios. In: DEOS Working Papers. RePEc:aue:wpaper:2033.

Full description at Econpapers || Download paper

2021The susceptibility of farmland loans to default under falling farmland and commodity prices. (2021). Brewer, Brady E ; Dorfman, Jeffrey H ; Wu, Yifei. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:561-574.

Full description at Econpapers || Download paper

2020Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167.

Full description at Econpapers || Download paper

2020Dividend policy and capital structure of a defaultable firm. (2020). , Alex ; Lex, A ; Alex, . In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:961-994.

Full description at Econpapers || Download paper

2020Effective risk aversion in thin risk‐sharing markets. (2020). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1565-1590.

Full description at Econpapers || Download paper

2021Bioeconomics fishery model in presence of infection: Sustainability and demand-price perspectives. (2021). Sarkar, Biswajit ; Auger, Pierre ; Bhattacharya, Santanu ; Bairagi, Nandadulal. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:405:y:2021:i:c:s0096300321003155.

Full description at Econpapers || Download paper

2020Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Barreda-Tarrazona, Iván ; Pavan, Marina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301320.

Full description at Econpapers || Download paper

2020Probability of default in collateralized credit operations for small business. (2020). Gomes, Fernanda Rocha ; Orrillo, Jaime ; Carvalho, Jaimilton . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819300609.

Full description at Econpapers || Download paper

2020Portfolio problems with two levels decision-makers: Optimal portfolio selection with pricing decisions on transaction costs. (2020). Puerto, Justo ; Ponce, Diego ; Leal, Marina. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:712-727.

Full description at Econpapers || Download paper

2020Sustainability of pension systems with voluntary participation. (2020). Beetsma, Roel ; Romp, Ward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:125-140.

Full description at Econpapers || Download paper

2021Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment. (2021). Hommes, Cars ; Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:39-82.

Full description at Econpapers || Download paper

2020Recursive equilibrium in Krusell and Smith (1998). (2020). Cao, Dan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301255.

Full description at Econpapers || Download paper

2020Constrained inefficiency of competitive entrepreneurship. (2020). Matsumura, Misaki ; Ando, Sakai. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:98-103.

Full description at Econpapers || Download paper

2020Optimal Taxation with Endogenous Default under Incomplete Markets. (2020). Presno, Ignacio ; Pouzo, Demian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1297.

Full description at Econpapers || Download paper

2020Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2020). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02993656.

Full description at Econpapers || Download paper

2020Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2020). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Working Papers. RePEc:hal:wpaper:halshs-02993656.

Full description at Econpapers || Download paper

2021Managing intermittency in the electricity market. (2021). Stahn, Hubert ; Neerunjun, Nandeeta ; Ferrasse, Jean-Henry. In: Working Papers. RePEc:hal:wpaper:halshs-03154612.

Full description at Econpapers || Download paper

2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102.

Full description at Econpapers || Download paper

2020Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0.

Full description at Econpapers || Download paper

2020Demographics in MENA Countries: A Major Driver for Economic Growth. (2020). Forouheshfar, Yeganeh ; EL MEKKAOUI, NAJAT ; d'Albis, Hippolyte ; Dalbis, Hippolyte. In: De Economist. RePEc:kap:decono:v:168:y:2020:i:2:d:10.1007_s10645-020-09357-y.

Full description at Econpapers || Download paper

2020Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:26607.

Full description at Econpapers || Download paper

2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

Full description at Econpapers || Download paper

2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

Full description at Econpapers || Download paper

2020Extended weak convergence and utility maximisation with proportional transaction costs. (2020). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00437-0.

Full description at Econpapers || Download paper

2021Indeterminacy of Cournot–Walras equilibrium with incomplete markets. (2021). Zierhut, Michael. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:1:d:10.1007_s00199-020-01248-2.

Full description at Econpapers || Download paper

2021Generic regularity of differentiated product oligopolies. (2021). Zierhut, Michael. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:1:d:10.1007_s00199-020-01249-1.

Full description at Econpapers || Download paper

2020Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e145.

Full description at Econpapers || Download paper

2021Shareholder Heterogeneity, Asymmetric Information, and the Equilibrium Manager. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125178.

Full description at Econpapers || Download paper

2020Inflation‐Indexed Bonds and Nominal Bonds: Financial Innovation and Precautionary Motives. (2020). Kang, Min Wook. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:721-745.

Full description at Econpapers || Download paper

2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Niu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: Working Papers. RePEc:wyi:wpaper:002581.

Full description at Econpapers || Download paper

Works by Michael Magill:


YearTitleTypeCited
2004Demography and the Long-Run Predictability of the Stock Market In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article70
2002Demography and the Long-run Predictability of the Stock Market.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2004Demography and the Long-run Predictability of the Stock Market.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2003Demography and the Long Run Behavior of the Stock Market In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper8
2004Demography and the Stock Market In: Theory workshop papers.
[Full Text][Citation analysis]
paper0
1995Which Improves Welfare More : Nominal or Indexed Bond ? In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper9
1995Which Improves Welfare More: Nominal or Indexed Bond?.(1995) In: California Davis - Institute of Governmental Affairs.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1995Which Improves Welfare More: Nominal or Indexed Bond?.(1995) In: Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1995Which Improves Welfare More: Nominal or Indexed Bond?.(1995) In: Southern California - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
1997Which improves welfare more: A nominal or an indexed bond?.(1997) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
1990Generic inefficiency of stock market equilibrium when markets are incomplete In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
paper74
1988Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete.(1988) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
1990Generic inefficiency of stock market equilibrium when markets are incomplete.(1990) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
1985Allocation of aggregate and individual risks through financial markets In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]
paper0
1979Dynamics under Uncertainty. In: Econometrica.
[Full Text][Citation analysis]
article8
1978Dynamics Under Uncertainty.(1978) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1981Infinite Horizon Programs. In: Econometrica.
[Full Text][Citation analysis]
article13
1994Infinite Horizon Incomplete Markets. In: Econometrica.
[Full Text][Citation analysis]
article82
1992Infinite Horizon Incomplete Markets..(1992) In: California Davis - Institute of Governmental Affairs.
[Citation analysis]
This paper has another version. Agregated cites: 82
paper
1993Infinite Horizon Incomplete Markets..(1993) In: Southern California - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 82
paper
2000Equity, Options and Efficiency in the Presence of Moral Hazard In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper3
2015Prices and investment with collateral and default In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
1983An asymptotic property of equilibrium on futures markets arising from speculation In: Economics Letters.
[Full Text][Citation analysis]
article0
1985Investment in information acquisition In: Economics Letters.
[Full Text][Citation analysis]
article3
1980An existence criterion for models of resource allocation over an infinite horizon In: Economics Letters.
[Full Text][Citation analysis]
article1
1976Portfolio selection with transactions costs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article118
1976The preferability of investment through a mutual fund In: Journal of Economic Theory.
[Full Text][Citation analysis]
article0
1977Some new results on the local stability of the process of capital accumulation In: Journal of Economic Theory.
[Full Text][Citation analysis]
article26
1977A local analysis of N-sector capital accumulation under uncertainty In: Journal of Economic Theory.
[Full Text][Citation analysis]
article29
1991Incomplete markets In: Handbook of Mathematical Economics.
[Full Text][Citation analysis]
chapter170
1990Characterisation of generically complete real asset structures In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article25
1990Existence of equilibrium with incomplete markets In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article41
1990A geometric approach to a class of equilibrium existence theorems In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article43
1992Real effects of money in general equilibrium In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article37
1988REAL EFFECTS OF MONEY IN GENERAL EQUILIBRIUM..(1988) In: Southern California - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 37
paper
1996Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article57
1993Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles..(1993) In: Southern California - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 57
paper
2002Capital market equilibrium with moral hazard In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article16
2003Nonshiftable capital, affine price expectations and convergence to the Golden Rule In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article7
2008Normative properties of stock market equilibrium with moral hazard In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article1
2014Anchoring expectations of inflation In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article6
1996INCENTIVES AND RISK SHARING IN A STOCK MARKET EQUILIBRIUM In: Department of Economics.
[Full Text][Citation analysis]
paper5
1998EQUITY, BONDS, GROWTH AND INFLATION IN A QUADRATIC INFINITE HORIZON ECONOMY In: Department of Economics.
[Full Text][Citation analysis]
paper0
1999The Stock Market in the Overlapping Generations In: Department of Economics.
[Full Text][Citation analysis]
paper2
1988A geometric Approach to a Class of Fixed Point Theorem. In: Stanford - Institute for Thoretical Economics.
[Citation analysis]
paper0
1979Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems. In: International Economic Review.
[Full Text][Citation analysis]
article10
1979The Stability of Equilibrium. In: International Economic Review.
[Full Text][Citation analysis]
article1
1977The Stability of Equilibrium.(1977) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1987Some Results on Comparative Statics under Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]
article22
2010A COMOMENT CRITERION FOR THE CHOICE OF RISKY INVESTMENT BY FIRMS In: International Economic Review.
[Full Text][Citation analysis]
article1
2006Common Shocks and Relative Compensation In: Annals of Finance.
[Full Text][Citation analysis]
article4
1996Book reviews In: Journal of Economics.
[Full Text][Citation analysis]
article0
2002Theory of Incomplete Markets, Volume 1 In: MIT Press Books.
[Citation analysis]
book59
1977The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior In: Discussion Papers.
[Full Text][Citation analysis]
paper0
1978On Cyclical Motion in Dynamic Economics In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2010general equilibrium with incomplete markets In: The New Palgrave Dictionary of Economics.
[Full Text][Citation analysis]
chapter1
2004Common Shocks and Relative Compensation Schemes In: IEPR Working Papers.
[Citation analysis]
paper0
2005An Equilibrium Model of Managerial Compensation In: IEPR Working Papers.
[Citation analysis]
paper2
1999Infinite horizon CAPM equilibrium In: Economic Theory.
[Full Text][Citation analysis]
article3
2003Indeterminacy of equilibrium in stochastic OLG models In: Economic Theory.
[Full Text][Citation analysis]
article8
2009The probability approach to general equilibrium with production In: Economic Theory.
[Full Text][Citation analysis]
article4
2014Term structure and forward guidance as instruments of monetary policy In: Economic Theory.
[Full Text][Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team