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Princeton University Department of Economics |
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Jose A. Scheinkman's
Working Papers |
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Download Working Papers |
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Some
Recent Papers (with Lars Hansen) (with P. Bolton and T. Santos) (with P. Bolton and T. Santos) To appear in American Economic Review Papers and Proceedings 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
(with Aureo de Paula) Latest version: May 2008 A Limit Theorem for
Systems of Social Interactions To appear in Journal of Mathematical Economics. 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
To appear in Annals of Economics and Finance 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) . Social Interactions Pay for Short-Term
Performance: Executive Compensation in Speculative (with 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 Paris-Princeton Lectures on
Mathematical Finance 2003, Lecture Notes in Mathematics 1847, 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) |
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