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Princeton University Department of Economics |
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Jose A. Scheinkman's
Working Papers The National Science Foundation supported the research that produced the working papers in this page. |
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Download Working Papers |
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Some
Recent Papers Cream
Skimming in Financial Markets (with P. Bolton and T. Santos) Financial
Constraints on Corporate Goodness (with H. Hong and J. Kubik) Home
Improvements (with H. Choi and H. Hong) The Informal Sector: An Equilibrium Model and Some Empirical Evidence From Brazil (with Aureo de Paula) To appear in Review of Income and Wealth Yesterday’s
Heroes: Compensation and Creative Risk-Taking (with I.
Cheng and H. Hong) (with J. Borovicka, L. Hansen and M. Hendricks) Published in Journal of Financial Econometrics 9:1,
Winter 2011. (with Lars Hansen) To appear in Finance and Stochastics. (with P. Bolton and T. Santos) To appear in Quarterly Journal of Economics Value Added Taxes,
Chain Effects and Informality (with Aureo de Paula) Published in American Economic Journal: Macroeconomics
2:4, October 2010. (with P. Bolton and T. Santos) Published in American Economic Review Papers and Proceedings, May 2009. Long Term Risk: An Operator Approach (with
Lars Hansen) Published in Econometrica, 77:1, January 2009. Nonlinear
Principal Components and Long-run Implications of Multivariate Diffusions Run
A Limit Theorem for Systems of Social
Interactions Published in Journal of Mathematical Economics, 45, 2009. Speculative
Trading and Stock Prices: Evidence from Chinese A-B Share Premia
Published in Annals of Economics and Finance, 10-2, 2009. Operator Methods for
Continuous Time Markov Processes (with Yacine Ait-Sahalia and Lars Hansen) . Published in Handbook of Financial Econometrics, Vol 1, L. Hansen and Y. Ait-Sahalia
(eds.), 2009. Advisors
and Asset Prices: A Model of the Origins of Bubbles Published in Journal of Financial Economics, 89, 2008. Social Interactions Optimal Exercise of American Claims When
Markets Are Not Complete Published in Finance and Stochastics,
July 2007. Asset Float and
Speculative Bubbles Published in Journal of Finance, June 2006. Equilibria
in Systems of Social Interactions Published in Journal of Economic Theory, 130, 2006. Executive
Compensation and Short-termist Behavior in
Speculative Markets Published in Review of Economic Studies, 73, 2006. Pay for Short-Term
Performance: Executive Compensation in Speculative (with Patrick Bolton and Wei Xiong) Published in Journal of Corporation Law, Summer
2005. Heterogeneous Beliefs,
Speculation and Trading in Financial Markets (with Wei Xiong) Published in Paris-Princeton Lectures on Mathematical
Finance 2003, Lecture Notes in Mathematics 1847, Springer-Verlag, Berlin, 2004. Overconfidence
and Speculative Bubbles The Social
Multiplier The
Injustice of Inequality Non-Market
Interactions Financial
Intermediation without Exclusivity Competition
Among Exchanges Optimal
Environmental Management in the Presence of Irreversibilities
Measuring
Social Interactions Spectral Methods
for Identifying Scalar Diffusions Short-Term
Interest Rates as Subordinated Diffusions |
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Older, Never Published Papers
Notes On Asset
Trading in an Overlapping Generations Economy (1980) General Equilibrium Models of Economic Fluctuations: A Survey of Theory (1984) |
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Older Papers that are Difficult to Find
(with P. Bak, K. Chen and M.
Woodford) |
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