Alex R. Horenstein
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​Assistant Professor of Economics
University of Miami

e-mail: alexhorenstein@gmail.com
Picture
Things in the head by Federico Uribe
(painting with pencils)

CV

Mobile Experiments (with Konrad Grabiszewski)
  • Blues and Reds [media coverage]
  • Links to the App to play blues and reds are in the dedicated website of the game​
Stratchallenge (with Chris Cotton and Konrad Grabiszewski)
  • Webpage freely available to researchers interested in performing experiments using tree-puzzles from Blues and Reds
  • Instructions (coming soon)
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​
  • “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
  • "Portfolio Choice in Mexico," ​Journal of Behavioral and Experimental Finance, 2017 (with Avichai Snir)​ - Published Version - Working Paper Version - Summary Version (Spanish)​
  • "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
  • "Understanding Growth Patterns in US Health Care Expenditures," Journal of the European Economic Association, 2019 (with Manuel Santos) - Published Version - Working Paper Version
    • ​Mentioned at The New York Times
Working Papers:
  • The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha​
    • ​Featured at Bloomberg's "Money Stuff"
    • Featured at Bloomberg's "Markets"
    • ​Featured in video at Financial Times' "Charts That Count"
    • Mentioned at Bloomberg's "Markets"
    • ​Featured at Financial Times' "FT Advisors' Asset Allocator"
    • Best paper award at the 2019 FMA Global Conference in Latin America
    • Mentioned at Seeking Alpha
  • Common Factors in Equity Option Returns (with Aurelio Vasquez and Xiao Xiao)
  • On Cross-Sectional Dispersions of Market Betas in Multifactor Models  (with Seung C. Ahn) - Supplemental Material​​
  • Leverage and Performance Metrics in Asset Pricing [new version coming soon]​
  • Profiling Players in Dynamic Games: A Mobile Experiment (with Konrad Grabiszewski)
  • A Mobile Experiment on Perception in Dynamic Games (with Konrad Grabiszewski)
  • Effort is not a Monotonic Function of Skills: Results from a Global Mobile Experiment (with Konrad Grabiszewski)
  • An Empirical Measure of Tree Complexity (with Konrad Grabiszewski)
  • ​Product–Consumer Substitution and Safety Regulation (with Konrad Grabiszewski) 
  • ​Driving Tests and Road Safety: the Case of Mexico City (with Konrad Grabiszewski)​
Alex R. Horenstein
Assistant Professor
Department of Economics
University of Miami
Jenkins Building, Room 517-k
5250 University Drive
Coral Gables, FL 33146
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