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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 The Informal Sector:
An Equilibrium Model and Some Empirical Evidence From Brazil. (with Aureo
de Paula) Yesterday’s Heroes:
Compensation and Creative Risk-Taking (with I. Cheng and H. Hong) (with J. Borovicka, L. Hansen
and M. Hendricks) (with Lars Hansen) To appear in Finance
and Stochastics. Value Added Taxes,
Chain Effects and Informality (with Aureo de Paula) To appear in American
Economic Journal:Macroeconomics (with P. Bolton and T. Santos) (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. Advisors and
Asset Prices: A Model of the Origins of Bubbles Published in Journal of Financial Economics, 89, 2008. Speculative
Trading and Stock Prices: Evidence from Chinese A-B Share Premia Published in Annals
of Economics and Finance, 10-2, 2009. Optimal Exercise of American Claims When
Markets Are Not Complete Published in Finance
and Stochastics, July 2007. 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.) Social Interactions Pay for Short-Term
Performance: Executive Compensation in Speculative (with Patrick Bolton and Wei Xiong) Published in Journal
of Corporation Law, Summer 2005. 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. 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 PapersNotes 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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