Alan Bester

University of Chicago Graduate School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

  • University of Chicago Graduate School of Business

    • Email
    • Tel: 773-834-1714
SCHOLARLY PAPERS

6

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1,265

TOTAL CITATIONS

23

Scholarly Papers (6)

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1.

Option Prices and the Probability of Success of Cash Mergers

Journal of Financial Econometrics, forthcoming, HEC Paris Research Paper No. FIN-2017-1213
Number of pages: 56 Posted: 20 Mar 2009 Last Revised: 12 Apr 2021
Alan Bester, Victor Hugo Martinez and Ioanid Rosu
University of Chicago Graduate School of Business, Baruch College, City University of New York, Department of Economics and Finance and HEC Paris - Finance Department
Downloads 793 (63,335)
Citation 6

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Mergers and acquisitions, Black and Scholes formula, success probability, fallback price, Markov Chain Monte Carlo, implied volatility curve, volatility smile

2.

Bias Reduction for Bayesian and Frequentist Estimators

Number of pages: 45 Posted: 06 Nov 2006
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 208 (291,270)
Citation 5

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Bias, Objective Bayes, Penalized likelihood

3.

A Penalty Function Approach to Bias Reduction in Non-Linear Panel Models with Fixed Effects

Number of pages: 27 Posted: 29 Jul 2005
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 172 (344,397)
Citation 8

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Incidental Parameters, Fixed Effects, Panel Data, Bias

4.

Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model

Number of pages: 38 Posted: 12 Sep 2007
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 92 (554,938)
Citation 4

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index, sufficient statistic, insider trading

5.

Grouped Effects Estimators in Fixed Effects Models

Posted: 05 Dec 2010
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

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Fixed Effects, Panel Data, Hierarchical Models

6.

Inference with Dependent Data Using Cluster Covariance Estimators

Posted: 14 Nov 2010
Alan Bester, Timothy G. Conley and Christian Hansen
University of Chicago Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

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HAC, panel, robust, spatial