Blues and Reds: Website of the mobile experiment I am conducting with Konrad Grabiszewski [media coverage]
Download the game using the following links:
Download the game using the following links:
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Publications:
- “Eigenvalue Ratio Test for the Number of Factors,” Econometrica, 2013 (with Seung C. Ahn) - Published Version - Working Paper Version
- “Parcel Size and Land Value: A Comparison of Approaches,” Journal of Real Estate Research, 2015 (with Karl Guntermann, Federico Nardari and Garreth Thomas) - Published Version - Working Paper Version
- "Portfolio Choice in Mexico," Journal of Behavioral and Experimental Finance, 2017 (with Avichai Snir) - Published Version - Working Paper Version - Summary Version (Spanish)
- "Out-of-town Buyers, Mispricing and the Availability Heuristic in a Housing Market," Real Estate Finance, 2017 (with Daniel Osgood and Avichai Snir) - Published Version - Working Paper Version
- "Beta Matrix and Common Factors in Stock Returns," Forthcoming at Journal of Financial and Quantitative Analysis (with Seung C. Ahn and Na Wang) - Published Version - Working Paper Version
- "Understanding Growth Patterns in US Health Care Expenditures." - Forthcoming at Journal of the European Economic Association (with Manuel Santos) - Published Version - Working Paper Version
Working Papers:
- Tree Construction and Backward Induction: A Mobile Experiment (with Konrad Grabiszewski) - May 2018
- Leverage and Performance Metrics in Asset Pricing - January 2018
- Betting Against Alpha - May 2018
- Product–Consumer Substitution and Safety Regulation (with Konrad Grabiszewski) - April 2017
- Asset Pricing and Excess Returns over the Market Return (with Seung C. Ahn) - April 2018 - Revision requested
Work in Progress:
- Estimating Preferences under Risk: Theory and Mobile Experiment (with Konrad Grabiszewski)
- Effort-based Utility: Theory and Mobile Experiment (with Konrad Grabiszewski)
- Markups, Innovation, and the Cross-Section of Expected Stock Returns (with Miguel Iraola and Manuel Santos)
- The Impact of Malpractice in US Health Care Expenditures (with Manuel Santos)
- A Solution to the Single Factor Bias in Arbitrage Pricing Models (with Seung C. Ahn)
- Do Investors Flip Over Housing? (with Crocker Liu and Adam Nowak)
- Driving Tests and Road Safety: the Case of Mexico City (with Konrad Grabiszewski)
