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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 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) Value Added Taxes, Chain
Effects and Informality (with Aureo de Paula) (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 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
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) . 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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