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Gabaix, Xavier's
Scholarly Papers
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Total Downloads
35,144 |
Total
Citations
1,266 |
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1.
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Institutional Investors and Stock Market Volatility
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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Posted:
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11 Sep 03
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Last Revised:
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14 Jul 10
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8,459
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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80
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Gabaix, Xavier New York University - Stern School of Business Gopikrishnan, Parameswaran Boston University - Center for Polymer Studies Plerou, Vasiliki Boston University - Center for Polymer Studies Stanley, H. Eugene Boston University - Center for Polymer Studies
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11 Sep 03
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Last Revised:
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01 Jun 10
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8,379
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stock market crashes, power law, tail behavior, Levy distribution, market microstructure, behavioral finance, scaling, volume, excess volatility, price pressure
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2.
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The Age of Reason: Financial Decisions Over the Lifecycle
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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Posted:
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03 Jul 07
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Last Revised:
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19 Jul 10
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4,157
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71
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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99
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71
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Household finance, behavioral finance, behavioral industrial organization, aging, shrouding, auto loans, credit cards, fees, home equity, home equity
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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23
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71
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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29 Mar 08
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Last Revised:
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22 Oct 09
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4,035
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71
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Household finance, aging, financial sophistication, shrouding, credit cards, fees, mortgages, regulation
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3.
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Power Laws in Economics and Finance
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Gabaix, Xavier New York University - Stern School of Business
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Posted:
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27 Aug 08
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Last Revised:
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31 Aug 11
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3,204
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Gabaix, Xavier New York University - Stern School of Business
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0
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Gabaix, Xavier New York University - Stern School of Business
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Gabaix, Xavier New York University - Stern School of Business
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Gabaix, Xavier New York University - Stern School of Business
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27 Aug 08
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Last Revised:
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03 Apr 09
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3,150
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scaling, fat tails, superstars, crashes
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4.
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Why Has CEO Pay Increased So Much?
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Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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Posted:
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16 May 06
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Last Revised:
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31 Oct 08
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2,933
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238
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Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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84
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238
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Executive compensation, wage distribution, corporate governance, Roberts law, Zipf s law, scaling, extreme value theory, superstars, calibratable corporate finance
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Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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22
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Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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2,291
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238
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Executive compensation, wage distribution, pay performance sensitivity, extreme value, theory, superstars, calibratable corporate finance
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Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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536
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238
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Executive compensation, wage distribution, Pareto distribution, wage inequality, assignment, incentives, pay performance sensitivity, human capital
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5.
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Dynamic Incentive Accounts
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Sadzik, Tomasz New York University (NYU) Sannikov, Yuliy University of California, Berkeley - Department of Economics
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Posted:
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18 Mar 09
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Last Revised:
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07 Dec 11
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2,249
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27
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Sadzik, Tomasz New York University (NYU) Sannikov, Yuliy University of California, Berkeley - Department of Economics
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7
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Contract theory, executive compensation, incentives, manipulation, principal-agent problem, private saving, vesting
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Sadzik, Tomasz New York University (NYU) Sannikov, Yuliy University of California, Berkeley - Department of Economics
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20
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27
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Sadzik, Tomasz New York University (NYU) Sannikov, Yuliy University of California, Berkeley - Department of Economics
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18 Mar 09
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Last Revised:
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07 Dec 11
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2,222
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Contract theory, executive compensation, incentives, principal-agent problem, private saving, manipulation, vesting
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6.
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Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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Posted:
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24 May 05
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Last Revised:
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16 Aug 10
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2,005
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153
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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28
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151
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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1,977
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151
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behavioral economics, bounded rationality, consumer protection, information
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7.
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Crash Risk in Currency Markets
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Farhi, Emmanuel Harvard University - Department of Economics Fraiberger, Samuel P. New York University (NYU) - Department of Economics Gabaix, Xavier New York University - Stern School of Business Ranciere, Romain International Monetary Fund (IMF) Verdelhan, Adrien National Bureau of Economic Research (NBER)
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Posted:
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07 May 09
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Last Revised:
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06 May 13
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1,359
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32
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Farhi, Emmanuel Harvard University - Department of Economics Fraiberger, Samuel P. New York University (NYU) - Department of Economics Gabaix, Xavier New York University - Stern School of Business Ranciere, Romain International Monetary Fund (IMF) Verdelhan, Adrien National Bureau of Economic Research (NBER)
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| Posted: |
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08 Sep 09
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Last Revised:
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06 May 13
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147
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Farhi, Emmanuel Harvard University - Department of Economics Fraiberger, Samuel P. New York University (NYU) - Department of Economics Gabaix, Xavier New York University - Stern School of Business Ranciere, Romain International Monetary Fund (IMF) Verdelhan, Adrien National Bureau of Economic Research (NBER)
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1
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32
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carry trade, currency crisis, currency options, disaster risk, exchange rate, financial crisis
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Farhi, Emmanuel Harvard University - Department of Economics Fraiberger, Samuel P. New York University (NYU) - Department of Economics Gabaix, Xavier New York University - Stern School of Business Ranciere, Romain International Monetary Fund (IMF) Verdelhan, Adrien National Bureau of Economic Research (NBER)
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29
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Farhi, Emmanuel Harvard University - Department of Economics Fraiberger, Samuel P. New York University (NYU) - Department of Economics Gabaix, Xavier New York University - Stern School of Business Ranciere, Romain International Monetary Fund (IMF) Verdelhan, Adrien National Bureau of Economic Research (NBER)
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| Posted: |
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07 May 09
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Last Revised:
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03 Jun 09
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1,182
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Exchange Rates, Disaster Risk, Currency Options
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8.
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Is CEO Pay Really Inefficient? A Survey of New Optimal Contracting Theories
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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Posted:
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24 Sep 08
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Last Revised:
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07 Dec 11
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1,326
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29
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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1
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29
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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09 Mar 09
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Last Revised:
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07 Dec 11
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197
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29
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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24 Sep 08
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Last Revised:
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07 Dec 11
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1,128
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29
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Executive compensation, pay-performance sensitivity, rent extraction, optimal contracting
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9.
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Gabaix, Xavier New York University - Stern School of Business
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1,155
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Rare Disasters, Stochastic Discount Factor, Linearity-generating process, Long term risk, Interest rate processes, Yield curve, Bond pricing, Equity Premium, Value Premium, Risk-free rate puzzle, Excess volatility, Forward premium puzzle, Uncovered interest rate parity puzzle
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10.
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Learning in the Credit Card Market
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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Posted:
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15 Feb 08
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Last Revised:
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26 Apr 13
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1,080
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19
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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68
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19
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Agarwal, Sumit National University of Singapore Driscoll, John C. Federal Reserve Board - Division of Monetary Affairs Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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06 Apr 08
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Last Revised:
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26 Apr 13
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1,012
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19
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household finance, consumer finance, credit cards, feedback, learning, learning-by-doing, recency
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11.
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A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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Posted:
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19 Mar 08
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Last Revised:
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07 Dec 11
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997
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90
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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0
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D2, D3, G34, J3
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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19 Mar 08
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Last Revised:
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07 Dec 11
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997
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90
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Executive compensation, multiplicative preferences, pay-performance sensitivity, incentives, perks, optimal contracting, calibration
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12.
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Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
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Gabaix, Xavier New York University - Stern School of Business Krishnamurthy, Arvind Northwestern University - Kellogg School of Management Vigneron, Olivier UBM
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Posted:
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11 Jun 04
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Last Revised:
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30 Apr 08
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868
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49
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Gabaix, Xavier New York University - Stern School of Business Krishnamurthy, Arvind Northwestern University - Kellogg School of Management Vigneron, Olivier UBM
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Gabaix, Xavier New York University - Stern School of Business Krishnamurthy, Arvind Northwestern University - Kellogg School of Management Vigneron, Olivier UBM
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836
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Market segmentation, prepayment risk, liquidity, limited capital, hedge funds, limits to arbitrage.
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13.
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The Effect of Risk on the CEO Market
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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Posted:
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31 Dec 09
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Last Revised:
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07 Dec 11
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825
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27
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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5
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27
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assignment, executive compensation, incentives, market equilibrium, risk, talent
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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31 Dec 09
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Last Revised:
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07 Dec 11
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800
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27
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Executive compensation, incentives, talent, market equilibrium, risk, assignment
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14.
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics Moloche, Guillermo University of Chicago - Department of Economics Weinberg, Stephen Ernest Harvard University
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786
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19
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attention, satisficing, Mouselab, bounded rationality, behavioral economics, experimental economics, cognitive modeling
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15.
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Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
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Gabaix, Xavier New York University - Stern School of Business Ibragimov, Rustam Harvard University - Department of Economics
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Posted:
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07 Feb 06
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Last Revised:
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19 Jun 09
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620
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26
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Ibragimov, Rustam Harvard University - Department of Economics Gabaix, Xavier New York University - Stern School of Business
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19
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Gabaix, Xavier New York University - Stern School of Business Ibragimov, Rustam Harvard University - Department of Economics
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07 Feb 06
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Last Revised:
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19 Jun 09
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601
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power law, heavy-tailedness, OLS log-log rank-size regression, bias, standard errors, Zipf's law
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16.
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Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
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Gabaix, Xavier New York University - Stern School of Business
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Posted:
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11 Jan 08
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Last Revised:
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16 Feb 12
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509
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90
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Gabaix, Xavier New York University - Stern School of Business
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Gabaix, Xavier New York University - Stern School of Business
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414
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Rare disasters, Asset Pricing Puzzles, Return predictability, Crash risk, Equilibrium asset pricing
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Gabaix, Xavier New York University - Stern School of Business
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17.
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The 6D Bias and the Equity Premium Puzzle
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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Posted:
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17 Jan 02
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Last Revised:
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30 Apr 08
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480
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77
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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0
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6D, bounded rationality, decision costs, delayed adjustment, equity premium puzzle
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Gabaix, Xavier New York University - Stern School of Business Laibson, David Harvard University - Department of Economics
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480
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77
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6D, bounded rationality, decision costs, delayed adjustment, equity premium puzzle
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18.
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The Granular Origins of Aggregate Fluctuations
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Gabaix, Xavier New York University - Stern School of Business
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Posted:
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23 Mar 08
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Last Revised:
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04 Oct 09
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406
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56
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Gabaix, Xavier New York University - Stern School of Business
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10
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Gabaix, Xavier New York University - Stern School of Business
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23 Mar 08
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Last Revised:
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18 Aug 09
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396
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56
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Business cycle, idiosyncratic shocks, productivity, Solow residual, granular residual, comovement
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19.
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Rare Disasters and Exchange Rates
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Farhi, Emmanuel Harvard University - Department of Economics Gabaix, Xavier New York University - Stern School of Business
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Posted:
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13 Dec 07
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Last Revised:
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22 Sep 10
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342
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53
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Farhi, Emmanuel Harvard University - Department of Economics Gabaix, Xavier New York University - Stern School of Business
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42
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53
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Farhi, Emmanuel Harvard University - Department of Economics Gabaix, Xavier New York University - Stern School of Business
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| Posted: |
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13 Dec 07
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Last Revised:
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30 Apr 08
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300
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53
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Forward premium puzzle, return predictability, value, rare disasters, equilibrium asset pricing
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20.
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Tractability in Incentive Contracting
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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Posted:
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22 Jul 08
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Last Revised:
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07 Dec 11
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345
(40,793)
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9
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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3
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9
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closed forms, contract theory, dispersive order, executive compensation, incentives, principal-agent problem, subderivative
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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10
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9
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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22 Jul 08
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Last Revised:
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07 Dec 11
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332
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9
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Contract theory, executive compensation, incentives, principal-agent problem, closed forms, multiperiod contracts, multiperiod games.
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21.
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Carr, Peter New York University (NYU) - Courant Institute of Mathematical Sciences Gabaix, Xavier New York University - Stern School of Business Wu, Liuren City University of New York, CUNY Baruch College - Zicklin School of Business
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265
(55,451)
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1
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22.
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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| Posted: |
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24 Jun 11
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Last Revised:
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07 Dec 11
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136
(106,425)
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Contract theory, executive compensation, incentives, principal-agent problem, closed forms, multiperiod contracts
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23.
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A Sparsity-Based Model of Bounded Rationality
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Gabaix, Xavier New York University - Stern School of Business
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Posted:
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08 Mar 11
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Last Revised:
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18 Mar 12
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136
(106,425)
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8
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Gabaix, Xavier New York University - Stern School of Business
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13
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8
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Gabaix, Xavier New York University - Stern School of Business
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| Posted: |
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08 Mar 11
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Last Revised:
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18 Mar 12
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123
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8
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anchoring and adjustment, inattention, boundedly rational dynamic programming, price rigidity, hedging demand, sparse representations, L1 minimization, dictionaries
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24.
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Gabaix, Xavier New York University - Stern School of Business
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113
(123,594)
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Long term risk, Growth rate risk, Perpetuity, Modified Gordon growth model, Yield curve, Interest rate processes, Stochastic Discount Factor, Quadratic processes
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25.
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Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices
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Gabaix, Xavier New York University - Stern School of Business
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Posted:
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26 Sep 07
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Last Revised:
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13 Sep 10
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89
(146,101)
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17
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Gabaix, Xavier New York University - Stern School of Business
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57
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17
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Modified Gordon growth model, Stochastic Discount Factor, Long term risk, Interest rate processes, Bond premia, Equity Premium
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Gabaix, Xavier New York University - Stern School of Business
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32
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17
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26.
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Canals, Claudia La Caixa Gabaix, Xavier New York University - Stern School of Business Vilarrubia, Josep M. Bank of Spain Weinstein, David E. Columbia University - Graduate School of Arts and Sciences - Department of Economics
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| Posted: |
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03 Jul 07
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Last Revised:
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30 Apr 08
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86
(149,294)
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4
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trade balance, trade concentration, firms, empirical
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27.
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A Calibratable Model of Optimal CEO Incentives in Market Equilibrium
|
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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Posted:
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10 Sep 07
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Last Revised:
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07 Dec 11
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77
(159,887)
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89
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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62
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89
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business Landier, Augustin Toulouse School of Economics
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15
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89
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28.
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Edmans, Alex University of Pennsylvania - Finance Department Gabaix, Xavier New York University - Stern School of Business
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46
(207,625)
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4
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29.
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Carvalho, Vasco M. Universitat Pompeu Fabra/CREI Gabaix, Xavier New York University - Stern School of Business
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44
(211,516)
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4
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| |
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| |
shocks, origins of the business cycle, great moderation, structural change, granularity
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30.
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The Great Diversification and its Undoing
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Carvalho, Vasco M. affiliation not provided to SSRN Gabaix, Xavier New York University - Stern School of Business
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|
Posted:
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04 Oct 10
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Last Revised:
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22 Nov 10
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18
(281,967)
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4
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Carvalho, Vasco M. affiliation not provided to SSRN Gabaix, Xavier New York University - Stern School of Business
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3
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4
|
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| |
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| |
granularity, great moderation, origins of the business cycle, shocks, structural change
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Carvalho, Vasco M. affiliation not provided to SSRN Gabaix, Xavier New York University - Stern School of Business
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15
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4
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31.
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Rozenfeld, Hernán City College of New York Rybski, Diego City College of New York Gabaix, Xavier New York University - Stern School of Business Makse, Hernan City College of New York
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16
(289,132)
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2
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| |
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| |
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32.
|
|
Boundedly Rational Dynamic Programming: Some Preliminary Results
|
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|
Gabaix, Xavier New York University - Stern School of Business
|
|
Posted:
|
|
25 Feb 12
|
|
Last Revised:
|
|
01 Mar 12
|
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13
(299,823)
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Gabaix, Xavier New York University - Stern School of Business
|
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0
|
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| |
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| |
behavioral economics, bounded rationality, inattention, intertemporal elasticity of substitution
|
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Gabaix, Xavier New York University - Stern School of Business
|
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13
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