NES Preprints 2017



№245. Technological change, energy, environment and economic growth in Japan (.pdf - 431.75 Kb)20-12-2017
 
Galina Besstremyannaya, Richard Dasher, Sergei Golovan
December 2017
 


№244. Robust estimation of cost efficiency in non-parametric frontier models (.pdf - 1.45 Mb)13-12-2017
 
Galina Besstremyannaya, Jaak Simm, Sergei Golovan
December 2017
 


№243. War and Well-Being in Transition: Russo-Georgian Conflict as a Natural Experiment (.pdf - 331.19 Kb)26-09-2017
  Gunes Gokmen, Evgeny Yakovlev
September 2017
 


№212. Relative Prices, Hysteresis, and the Decline of American Manufacturing (.pdf - 1.45 Mb)04-09-2017
  Douglas L. Campbell
This version: August 2017 
Previous version: March 2016
 


№242. Operational and Financial Hedging: Evidence from Export and Import Behavior (.pdf - 526.63 Kb)06-07-2017
  Olga Kuzmina, Olga Kuznetsova
July 2017
 


№241. Breaking Badly: The Currency Union Effect on Trade (.pdf - 731.85 Kb)02-07-2017
 
Douglas L. Campbell, Aleksandr Chentsov
June 2017
 


№240. Self-Enforcing Trade Credit (.pdf - 376.52 Kb)13-03-2017
  Marta Troya-Martinez
March 2017
 


№239. The Stolypin Reform and Agricultural Productivity in Late Imperial Russia (.pdf - 928.30 Kb)14-02-2017
  Paul Castaneda Dower and Andrei Markevich
February 2017
 


№238. Labor Misallocation and Mass Mobilization: Russian Agriculture during the Great War (.pdf - 1.37 Mb)13-02-2017
  Paul Castaneda Dower and Andrei Markevich
February 2017
 


№237. The Economic Effects of the Abolition of Serfdom: Evidence from the Russian Empire (.pdf - 4.88 Mb)12-02-2017
  Andrei Markevich and Ekaterina Zhuravskaya
This draft: January 2017
 


№236. Cautious and Globally Ambiguity Averse (.pdf - 395.83 Kb)08-02-2017
  Özgür Evren
January 2017
 


№235. Choice Overload and Asymmetric Regret (.pdf - 247.79 Kb)07-02-2017
  Gökhan Buturaky and Özgür Evren
December 2016
 


№234. Dimensional Analysis and Market Microstructure Invariance (.pdf - 2.04 Mb)06-02-2017
  Albert S. Kyle, Anna A. Obizhaeva
 


№233. News Articles and Equity Trading (.pdf - 667.91 Kb)05-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, Nitish Ranjan Sinha, Tugkan Tuzun
First Draft: August 2010
Second Draft: May 2012
This draft: January 2017
 


№232. Invariance of buy-sell switching points (.pdf - 1.63 Mb)04-02-2017
  Kyoung-hun Bae, Albert S. Kyle, Eun Jung Lee, Anna A. Obizhaeva
First draft: June 2014
This draft: October 2016
 


№231. Beliefs Aggregation and Return Predictability (.pdf - 489.07 Kb)03-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang
First Draft: July 2013
This Draft: August 2016
 


№230. Microstructure Invariance in U.S. Stock Market Trades (.pdf - 3.13 Mb)02-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Tugkan Tuzun
First Draft: September  2010
This Draft: April 2016
 


№229. Intraday Trading Invariance in the E-mini S&P 500 Futures Market (.pdf - 2.26 Mb)01-02-2017
  Torben G. Andersen, Oleg Bondarenko, Albert S. Kyle and Anna A. Obizhaeva
First Draft: July 2014
This Draft: March 2016
 


№228. Market Microstructure Invariance: A Dynamic Equilibrium Model (.pdf - 187.50 Kb)31-01-2017
  Albert S. Kyle
Anna A. Obizhaeva
First Draft: January 2016
This Draft: February 2016
 


№227. Large Bets and Stock Market Crashes (.pdf - 523.97 Kb)30-01-2017
  Albert S. Kyle and Anna A. Obizhaeva
First Draft: March 2012
This Draft: January 2016
 


№226. Smooth Trading with Overconfidence and Market Power (.pdf - 723.63 Kb)29-01-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang
First Draft: June 2012
This Draft: January 2016
 


№225. Liquidity Estimates and Selection Bias (.pdf - 297.70 Kb)28-01-2017
  Anna A. Obizhaeva
July 2012
 


№224. Portfolio Transitions and Stock Price Dynamics (.pdf - 275.45 Kb)27-01-2017
  Anna Obizhaeva
March 2009
 

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