working papers
Trade, Voting, and ESG policies: Theory and Evidence , joint with John Duffy, Dan Friedman and O. Rud
slides
ETF indexing strategies and asset prices:
Experimental evidence , joint with Peter Bossaerts, John Duffy, Olga Rud and Nitin Yadav
publications
- The impact of ETF index inclusion on stock prices , Management Science, forthcoming, joint with John Duffy, Dan Friedman and Olga Rud
- Market Reactions to Stock Splits: Experimental Evidence , Journal of Economic Behavior & Organization, 2023 joint with John Duffy and Olga Rud
- Entry and Exit Decisions Under Public and Private Information: An Experiment , Experimental Economics, 2023 joint with Manizha Sharifova, John Horowitz, Aleksei Chernulich and O. Rud
- On the empirical relevance of correlated equilibrium , Journal of Economic Theory, 2022 joint with Dan Friedman, Olga Rud and Shuchen Zhao
- Market Experiments with Multiple Assets: A survey Handbook of Experimental Finance, 2022 (joint with John Duffy and Olga A Rud)
- Efficiency of dynamic portfolio choices: An experiment Review of Financial Studies, 2022 (joint with Jacopo Magnani, Yabin Wang and O. Rud)
- The Impact of ETFs in Secondary Markets Journal of Economic Behavior & Organization, 2021 (joint with John Duffy, and O. Rud)
- An endogenous-timing conflict game Journal of Economic Behavior & Organization, 2021 (joint with Philip Grossman, Youngseok Park, and O. Rud)
- Can competition between forecasters stabilize asset prices in learning to forecast experiments? Journal of Economic Dynamics and Control, 2019 (joint with D. kop\'{a}nyi, O. Rud and J. Tuinstra)
- An experiment on the efficiency of bilateral exchange under incomplete markets Games and Economic Behavior, 2019 (joint with Olga Rud and M. Sharifova)
- Does competition affect truth-telling? An experiment with rating agencies Review of Finance, 2018 (joint with Olga Rud)
- Does Competition Aggravate Moral Hazard? A Multi-Principal-Agent Experiment , 2018, Journal of Financial Intermediation (joint with Olga Rud, John Horowitz)
- Evolution of markets a simulation with centralized, posted offer and decentralized formats Journal of Evolutionary Economics, 2016 (joint with Olga Rud)
- On the dynamic stability of a price dispersion model using gradient dynamics (joint with Dongwook Lee), 2017, Journal of Economics Dynamics & Control
- On the evolution of continuous types: replicator and gradient. Dynamic Games and Applications, Vol. 7(1), pp. 76--92, 2017.
- How Do Extreme Global Shocks Affect Foreign Portfolio Investment? An Event Study for India. Emerging Markets Finance and Trade, 2016 (joint with Nirvikar Singh and Anick Yaha)
- The effects of Chinese competition and demand on Peruvian exporters. Emerging Markets Finance and Trade, Vol. 52(8) pp. 1922--1934, 2016. (joint with Olga Rud)
- How moral codes evolve in a Trust game. Games, 2015, 6, 150-160. (joint with Dan Friedman).
- Incomplete information, dynamic stability, and the evolution of preferences: two examples Dynamic Games and Applications, Vol 4(4) pp. 448-467, 2014. (joint with Dan Friedman)
- Strategic default with social interactions: a laboratory experiment. in Sean M. Collins, R. Mark Isaac, Douglas A. Norton (ed.) Experiments in Financial Economics Research in Experimental Economics, Volume 16, 2014.
- A survey of customers of space weather information. Space Weather, 2013 (joint with K. Schrijver).