associate Professor of Economics
Director of undergraduate studies
Miami herbert BUSINESS school
Color pencil portrait by Federico Uribe
Publications:
Asset Pricing/Financial Econometrics
Experimental and Behavioral Economics
Other Publications:
Asset Pricing/Financial Econometrics
- "Non-Standard Errors," Journal of Finance, 2024 (crowd-sourced project with 342 co-authors from 34 countries and 207 institutions) - Working Paper Version
- "The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha," Management Science, 2021 - Published Version - Working Paper Version
- "Understanding Growth Patterns in US Health Care Expenditures," Journal of the European Economic Association, 2019 (with Manuel Santos) - Published Version - Working Paper Version
- "Beta Matrix and Common Factors in Stock Returns," Journal of Financial and Quantitative Analysis, 2018 (with Seung C. Ahn and Na Wang) - Published Version - Working Paper Version
- "Eigenvalue Ratio Test for the Number of Factors," Econometrica, 2013 (with Seung C. Ahn) - Published Version - Working Paper Version
Experimental and Behavioral Economics
- "Understanding Dynamic Interactions," Games and Economic Behavior ,2025 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Unraveling the Peltzman Effect: The Significance of Agent’s Type," The Review of Law and Economics, 2024 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Profiling Dynamic Decision-Makers," PLOS ONE, 2022 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Measuring Tree Complexity with Response Times," Journal of Behavioral and Experimental Economics, 2022 (with Konrad Grabiszewski) - Published Version - Working Paper Version
- "Effort is not a Monotonic Function of Skills: Results from a Global Mobile Experiment," Journal of Economic Behavior & Organization, 2020 (with Konrad Grabiszewski) - Published Version - Working Paper Version
Other Publications:
- "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
- "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
Working Papers:
Asset Pricing/Financial Econometrics
Behavioral and Experimental Economics
Asset Pricing/Financial Econometrics
- Common Factors in Equity Option Returns (with Aurelio Vasquez and Xiao Xiao) - revision requested at the Review of Financial Studies
- Market Betas in Multi-factor Models (with Seung C. Ahn) - Supplemental Material - revision requested at Journal of Financial and Quantitative Analysis
- Leverage and Performance Metrics in Asset Pricing - old version - [new version coming soon]
Behavioral and Experimental Economics
Mobile Experiments (with Konrad Grabiszewski)
(with Konrad Grabiszewski and Diogo Aguiar Gomes)
|
Confererences about latin american economics
Ciclo de Seminarios Sobre Desafíos Económicos con Foco en Argentina
(co-organized with the School of International and Public Affairs (SIPA) at Columbia University)
(co-organized with the School of International and Public Affairs (SIPA) at Columbia University)
Video from Novemebr 22nd 2024
Moderator: Guillermo Calvo
Presenters: Ernesto Talvi and Pablo Guidotti
Moderator: Guillermo Calvo
Presenters: Ernesto Talvi and Pablo Guidotti
MEXICO: Addressing Economic Challenges (October 2024)
(co-organized with the Georgetown Americas Insitute)
(co-organized with the Georgetown Americas Insitute)
Videos:
Session 1: Conference Introduction by Dean Paul Pavlou (Miami Herbert Business School) and Keynote address by Esteban Rossi-Hansberg (University of Chicago), Mexico and the Global Response to Climate Change.
|
Session 2: Panel on Social Policies and Institutions by Felicia Knaul (University of Miami), Nora Lustig (Georgetown Americas Institute), Miguel Szekely (Szekely Consultants ), and Enrique Seira (Michigan State University)
|
Session 3: Keynote address by Laura Alfaro (Harvard University), Nearshoring in the Americas.
|
Session 4: Panel on Energy by Luis Mañas (Arbitrage Capital, Madrid) and Montse Ramiro (Former Commissioner-CRE)
|
Session 5: Panel on Macroeconomics by Ana Aguilar (BIS), Alejandro Werner (Georgetown Americas Institute), Gerardo Esquivel (El Colegio de Mexico), and Miguel Messmacher (ITAM)
|
|
Argentina in Transition (February 2024)
Videos:
Speaker 1: Alejandro Werner (Georgetown Americas Institute)
|
Speaker 2: Fernando Alvarez (University of Chicago)
|
Speaker 3: Martin Uribe (Columbia University)
|
Speaker 4: Ivan Warning (MIT)
|
Speaker 5: Sebatian Galiani (University of Maryland)
|
Speaker 6: Federico Sturzenegger (Ministry of Deregulation and State Transformation of Argentina, Professor at UdeSA)
|
Alex R. Horenstein
Associate Professor
Department of Economics
University of Miami
Associate Professor
Department of Economics
University of Miami