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Microeconomics: General Equilibrium & Disequilibrium Models eJournal

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Viewing: 1 - 50 of 2,326 papers

1.

High Frequency Trading and the New-Market Makers

Journal of Financial Markets, Vol. 16, 2013
Number of pages: 49 Posted: 10 Dec 2010 Last Revised: 31 Dec 2013
Accepted Paper Series
VU Amsterdam
Downloads 11,700
2.

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

WBS Finance Group Research Paper No. 148
Number of pages: 25 Posted: 31 Dec 2010 Last Revised: 23 Dec 2019
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School

Multiple version iconThere are 2 versions of this paper

Downloads 5,093
3.

Closed Form Solutions in Economics

Number of pages: 509 Posted: 15 Nov 2013 Last Revised: 15 Nov 2014
Working Paper Series
City University of New York - Department of Real Estate
Downloads 3,403
4.

Dynamical Models of Market Impact and Algorithms for Order Execution

HANDBOOK ON SYSTEMIC RISK, Jean-Pierre Fouque, Joseph A. Langsam, eds., pp. 579-599, Cambridge, 2013
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 04 Sep 2013
Accepted Paper Series
CUNY Baruch College and University of Waterloo
Downloads 3,199
5.

Peer-to-Peer Product Sharing: Implications for Ownership, Usage and Social Welfare in the Sharing Economy

Number of pages: 74 Posted: 06 Oct 2015
Working Paper Series
University of Minnesota - Minneapolis - Industrial & System Engineering, Temple University, University of Minnesota - Minneapolis - Industrial & System Engineering and Singapore University of Technology and Design (SUTD)
Downloads 2,406
6.

Consumer Contracts: Behavioral Economics vs. Neoclassical Economics

NYU Law and Economics Research Paper No. 07-17
Number of pages: 62 Posted: 25 Apr 2007
Accepted Paper Series
Harvard Law School and New York University School of Law
Downloads 2,335
7.

Financial Factors in Economic Fluctuations

ECB Working Paper No. 1192
Number of pages: 133 Posted: 26 May 2010
Working Paper Series
Northwestern University, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,950
8.

Functional Forms for Tractable Economic Models and the Cost Structure of International Trade

Number of pages: 61 Posted: 26 Sep 2018 Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Microsoft
Downloads 1,773
9.

Financial Investors and Commodity Markets

BIS Quarterly Review, March 2007
Number of pages: 15 Posted: 21 Jun 2012
Accepted Paper Series
Bank for International Settlements (BIS) and Reserve Bank of Australia - Economic Research
Downloads 1,658
10.

Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods

Number of pages: 36 Posted: 24 Jan 2010 Last Revised: 06 Aug 2012
Working Paper Series
Princeton University - Bendheim Center for Finance, Princeton University - Bendheim Center for Finance and University of Chicago - Booth School of Business
Downloads 1,434
11.

Climbing and Falling Off the Ladder: Asset Pricing Implications of Labor Market Event Risk

Number of pages: 105 Posted: 26 Jul 2014 Last Revised: 15 Mar 2016
Working Paper Series
MIT Sloan School of Management
Downloads 1,332
12.

The Great Recession: Lessons from Microeconomic Data

Number of pages: 12 Posted: 17 Jun 2010
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,298
13.

Wealth Inequality and the Ergodic Hypothesis: Evidence from the United States

Number of pages: 35 Posted: 13 Jun 2016 Last Revised: 26 Nov 2019
Working Paper Series
London Mathematical Laboratory, London Mathematical Laboratory and London Mathematical Laboratory
Downloads 1,247
14.

Contingent Capital with a Capital-Ratio Trigger

Number of pages: 34 Posted: 01 Sep 2010
Working Paper Series
Columbia Business School and Columbia University
Downloads 1,225
15.

The Hot-Hand Fallacy: Cognitive Mistakes or Equilibrium Adjustments? Evidence from Major League Baseball

Management Science (Forthcoming)
Number of pages: 64 Posted: 24 Nov 2013 Last Revised: 19 May 2017
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School and Stanford Graduate School of Business
Downloads 1,139
16.

The Competitive Effects of Common Ownership: Economic Foundations and Empirical Evidence

Number of pages: 37 Posted: 26 Jul 2017
Working Paper Series
Bates White Economic Consulting, Compass Lexecon, Bates White Economic Consulting and Bates White Economic Consulting
Downloads 1,091
17.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011
Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 1,020
18.

A Theory of Technical Trading Using Moving Averages

Number of pages: 45 Posted: 17 Sep 2013 Last Revised: 23 Mar 2014
Working Paper Series
Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,008
19.

Generalized Sharpe Ratios and Asset Pricing in Incomplete Markets

AFA 2001 New Orleans Meetings
Number of pages: 45 Posted: 05 Oct 2000 Last Revised: 22 Jun 2020
Working Paper Series
Business School, City, University of London
Downloads 1,008
20.

Visual Analysis of Nonlinear Dynamical Systems: Chaos, Fractals, Self-Similarity and the Limits of Prediction

Systems, 4(4), 37, 2016, DOI: 10.3390/systems4040037
Number of pages: 18 Posted: 23 Aug 2016 Last Revised: 16 Nov 2016
Accepted Paper Series
University of Southern California - Sol Price School of Public Policy
Downloads 908
21.

Macro-Prudential Policy and the Conduct of Monetary Policy

Banque de France Working Paper No. 390
Number of pages: 34 Posted: 20 Aug 2012
Working Paper Series
Banque de France, Banque de France and Banque de France
Downloads 888
22.

Bitcoin as Decentralized Money: Prices, Mining, and Network Security

Number of pages: 68 Posted: 15 Nov 2018 Last Revised: 20 Feb 2020
Working Paper Series
Imperial College Business School
Downloads 845
23.

Large Matchings in Large Markets with Flexible Supply

Number of pages: 87 Posted: 14 Aug 2018 Last Revised: 05 Nov 2018
Working Paper Series
Vancouver School of Economics, University of British Columbia
Downloads 839
24.

Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 108 Posted: 08 Jun 2014 Last Revised: 13 Apr 2020
Working Paper Series
London School of Economics and Political Science, London School of Economics & Political Science (LSE) - Department of Finance and School of Economics and Finance, Queen Mary University of London
Downloads 807
25.

Dynamic Airline Pricing and Seat Availability

Cowles Foundation Discussion Paper No. 2103
Number of pages: 54 Posted: 29 Aug 2017 Last Revised: 16 Mar 2018
Working Paper Series
Yale School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 771
26.

An Economic Analysis of Difficulty Adjustment Algorithms in Proof-of-Work Blockchain Systems

Number of pages: 50 Posted: 04 Jul 2019 Last Revised: 10 Feb 2020
Working Paper Series
Vancouver School of Economics, University of British Columbia, University of Tokyo, Graduate School of Economics, Students and BUIDL, Ltd.
Downloads 764
27.

Asymmetric Adjustments in the Ethanol and Grains Markets

Number of pages: 39 Posted: 21 Dec 2010
Working Paper Series
National Chung Hsing University - Department of Applied Economics, Department of Finance, California State University, Los Angeles - College of Business & Economics, Montpellier Business School and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 744
28.

Efficiency in the Life Insurance Industry: What are the Efficiency Gains from Bancassurance?

EMFI Working Paper No. 2 - 2010
Number of pages: 34 Posted: 02 Apr 2010
Working Paper Series
University of Rome III - Department of Business Studies and University of Roma Tre, Department of Business Studies
Downloads 739
29.

Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk

Swiss Finance Institute Research Paper No. 17-63
Number of pages: 45 Posted: 21 Jun 2015 Last Revised: 13 Feb 2019
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 722
30.

Machine Learning for High-Dimensional Dynamic Stochastic Economies

Number of pages: 38 Posted: 06 Mar 2017 Last Revised: 10 Aug 2017
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads 702
31.

Maximum Entropy and Information Theory Approaches to Economics

Number of pages: 22 Posted: 04 Jan 2018 Last Revised: 24 Jan 2018
Working Paper Series
The Boeing Company
Downloads 681
32.

Tobin's Q and Inequality

Number of pages: 58 Posted: 18 Nov 2017 Last Revised: 27 Nov 2017
Working Paper Series
Université Libre de Bruxelles (ULB) and American University
Downloads 672
33.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Working Paper Series
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 671
34.

Price Manipulation in a Market Impact Model with Dark Pool

Number of pages: 28 Posted: 19 Mar 2011 Last Revised: 19 Jul 2017
Working Paper Series
University of Mannheim, University of Waterloo and Cornell University - School of Operations Research and Industrial Engineering
Downloads 665
35.

Anomalies and Market (Dis)Integration

Journal of Monetary Economics, Forthcoming
Number of pages: 48 Posted: 22 Mar 2014 Last Revised: 21 Jun 2018
Accepted Paper Series
University of Illinois at Urbana-Champaign - Department of Finance and University of Seoul
Downloads 649
36.

Solving an Incomplete Markets Model with a Large Cross-Section of Agents

Number of pages: 41 Posted: 08 Jun 2011 Last Revised: 18 Dec 2017
Working Paper Series
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace

Multiple version iconThere are 2 versions of this paper

Downloads 647
37.

Market Microstructure Invariance: A Dynamic Equilibrium Model

Number of pages: 56 Posted: 12 Feb 2019 Last Revised: 31 Mar 2020
Working Paper Series
University of Maryland and New Economic School (NES)
Downloads 642
38.

Intermediary Leverage Cycles and Financial Stability

Becker Friedman Institute for Research in Economics Working Paper No. 2012-010
Number of pages: 65 Posted: 21 Aug 2012
Working Paper Series
International Monetary Fund and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 641
39.

Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk

Robert H. Smith School Research Paper No. RHS 06-113
Number of pages: 20 Posted: 28 Jan 2010 Last Revised: 03 May 2010
Working Paper Series
University of Freiburg, University of Vienna - Faculty of Business, Economics, and Statistics and University of Maryland - Robert H. Smith School of Business
Downloads 640
40.

Competitive Equilibrium and Trading Networks: A Network Flow Approach

Number of pages: 60 Posted: 28 Feb 2016 Last Revised: 30 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Pennsylvania, Department of Electrical and Systems Engineering and University of Pennsylvania - Department of Economics
Downloads 634
41.

Haircut Dynamics

Number of pages: 42 Posted: 15 Aug 2010 Last Revised: 08 Oct 2012
Working Paper Series
University of Pennsylvania - Finance Department and Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

Downloads 624
42.

International Asset Pricing with Recursive Preferences

Journal of Finance, Volume 68, Issue 6, December 2013
Number of pages: 53 Posted: 23 Jul 2010 Last Revised: 10 Mar 2017
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School and Finance Department, Bocconi University

Multiple version iconThere are 2 versions of this paper

Downloads 620
43.

Dynamic Online Pricing with Incomplete Information Using Multi-Armed Bandit Experiments

Ross School of Business Paper
Number of pages: 61 Posted: 08 Jun 2017 Last Revised: 25 Oct 2018
Working Paper Series
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor - Department of Electrical Engineering and Computer Science
Downloads 605
44.

The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets

Number of pages: 6 Posted: 17 Mar 2015 Last Revised: 10 Jan 2016
Working Paper Series
University of Wisconsin - Madison - Department of Sociology
Downloads 604
45.

Endogenous Disasters

Charles A. Dice Center Working Paper No. 2012-1
Number of pages: 69 Posted: 04 Jan 2012 Last Revised: 09 Jan 2018
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 600
46.

Predicting Agri-Commodity Prices: An Asset Pricing Approach

Number of pages: 45 Posted: 28 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 591
47.

The Effects of a China-US Free Trade and Investment Agreement

Forthcoming in Bergsten, C. F., Hufbauer, G. C., and Miner, S. Bridging the Pacific: Toward Free Trade Between China and the United States, Peterson Institute for International Economics
Number of pages: 55 Posted: 24 Oct 2014
Accepted Paper Series
Brandeis University - Brandeis International Business School, Johns Hopkins University and China Investment Corporation
Downloads 574
48.

Failures of the 'Invisible Hand'

Forum for Social Economics, Vol. 45, Iss. 1, 2016
Number of pages: 27 Posted: 19 Jul 2013 Last Revised: 23 Jul 2016
Accepted Paper Series
International Islamic University, Islamabad and Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Downloads 569
49.

Migration in a Solow Growth Model

Number of pages: 15 Posted: 30 Mar 2010
Working Paper Series
Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal do Rio Grande do Sul (UFRGS), University of Bologna - Department of Mathematics for Economic and Social Sciences and Free University of Bozen-Bolzano
Downloads 567
50.

Long-Term Portfolio Management with a Structural Macroeconomic Model

Swiss Finance Institute Research Paper No. 13-45
Number of pages: 54 Posted: 15 Sep 2013
Working Paper Series
Joint Research Center of the European Commission, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 566