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Damian S. Damianov

Personal Details

First Name:Damian
Middle Name:S.
Last Name:Damianov
Suffix:
RePEc Short-ID:pda187
[This author has chosen not to make the email address public]
http://dsdamianov.googlepages.com/
Dr. Damian S. Damianov Durham University Business School Mill Hill Lane Durham DH 1 3LB United Kingdom Telephone: +44 (0) 191 33 45528 Email: damian.damianov@durham.ac.uk http://dsdamianov.google

Affiliation

Department of Economics
Business School
Durham University

Durham, United Kingdom
https://www.durham.ac.uk/business/about/departments/economics/
RePEc:edi:deduruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Muhammad Zaim Razak & Damian Damianov, 2019. "On the dynamic interactions between sector-level REITs, their direct real estate counterparts and the stock market in Japan," ERES eres2019_119, European Real Estate Society (ERES).
  2. Damianov, Damian S. & Peeters, Ronald, 2016. "On the disclosure of ticket sales in charitable lotteries," Research Memorandum 030, Maastricht University, Graduate School of Business and Economics (GSBE).
  3. Damianov, Damian S & Escobari, Diego, 2015. "Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble," MPRA Paper 65765, University Library of Munich, Germany.
  4. Escobari, Diego & Damianov, Damian & Bello, Andres, 2012. "A time series test to identify housing bubbles," MPRA Paper 44360, University Library of Munich, Germany.
  5. Damianov, D. & Peeters, R.J.A.P., 2012. "The lowest-bid all-pay-auction as a fundraising mechanism: theoretically optimal but behaviorally fragile," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  6. Damian S. Damianov & Johannes Gerd Becker, 2008. "Auctions with Variable Supply: Uniform Price versus Discriminatory," CER-ETH Economics working paper series 08/80, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  7. Damianov, Damian, 2008. "Seller Competition by Mechanism Design," MPRA Paper 9348, University Library of Munich, Germany.
  8. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2007. "Uniform vs. discriminatory auctions with variable supply : experimental evidence," Papers 07-68, Sonderforschungsbreich 504.
  9. Damian S. Damianov, 2006. "Auctions with Endogenous Supply and the Walrasian Outcome," Keele Economics Research Papers KERP 2006/12, Centre for Economic Research, Keele University.
    repec:awi:wpaper:0460 is not listed on IDEAS

Articles

  1. Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H., 2022. "Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?," Finance Research Letters, Elsevier, vol. 46(PB).
  2. Jeffrey Carpenter & Damian S. Damianov & Peter Hans Matthews, 2022. "Auctions For Charity: The Curse Of The Familiar," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1109-1135, August.
  3. Damian S. Damianov & Xiangdong Wang & Cheng Yan, 2021. "Google Search Queries, Foreclosures, and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 63(2), pages 177-209, August.
  4. Damian S. Damianov & Diego Escobari, 2021. "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1201-1237, December.
  5. Damianov, Damian S. & Elsayed, Ahmed H., 2020. "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, vol. 191(C).
  6. Damianov, Damian S. & Peeters, Ronald, 2017. "On the disclosure of ticket sales in charitable lotteries," Economics Letters, Elsevier, vol. 150(C), pages 73-76.
  7. Diego Escobari & Damian Damianov & Andres Bello, 2015. "A time series test to identify housing bubbles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 136-152, January.
  8. Damianov, Damian S., 2015. "Should lotteries offer discounts on multiple tickets?," Economics Letters, Elsevier, vol. 126(C), pages 84-86.
  9. Damian S. Damianov & José A. Pagán, 2013. "Health Insurance Coverage, Income Distribution And Healthcare Quality In Local Healthcare Markets," Health Economics, John Wiley & Sons, Ltd., vol. 22(8), pages 987-1002, August.
  10. Damian Damianov, 2012. "Seller competition by mechanism design," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 105-137, September.
  11. Damianov Damian S. & Sanders Shane D., 2012. "Why Don't You Two Get a Room? A Puzzle and Pricing Model of Extra Services in Hotels," Journal of Industrial Organization Education, De Gruyter, vol. 6(1), pages 1-7, December.
  12. Pablo Calafiore & Damian S. Damianov, 2011. "The Effect of Time Spent Online on Student Achievement in Online Economics and Finance Courses," The Journal of Economic Education, Taylor & Francis Journals, vol. 42(3), pages 209-223, July.
  13. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2010. "Uniform vs. discriminatory auctions with variable supply - experimental evidence," Games and Economic Behavior, Elsevier, vol. 68(1), pages 60-76, January.
  14. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
  15. Becker, Johannes Gerd & Damianov, Damian S., 2006. "On the existence of symmetric mixed strategy equilibria," Economics Letters, Elsevier, vol. 90(1), pages 84-87, January.
  16. Damianov, Damian S., 2005. "Erratum to "The uniform price auction with endogenous supply" [Econ. Lett. 88 (2005) 152-158]," Economics Letters, Elsevier, vol. 89(1), pages 133-133, October.
  17. Damianov, Damian S., 2005. "The uniform price auction with endogenous supply," Economics Letters, Elsevier, vol. 88(2), pages 152-158, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Damianov, Damian S & Escobari, Diego, 2015. "Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble," MPRA Paper 65765, University Library of Munich, Germany.

    Cited by:

    1. Escobari, Diego & Jafarinejad, Mohammad, 2015. "Date Stamping Bubbles in Real Estate Investment Trusts," MPRA Paper 67372, University Library of Munich, Germany.
    2. Bruce Morley & Dennis Thomas, 2016. "An Empirical Analysis of UK House Price Risk Variation by Property Type," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 45-56, May.
    3. Damian S. Damianov & Diego Escobari, 2021. "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1201-1237, December.
    4. Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017. "The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S," MPRA Paper 80529, University Library of Munich, Germany.
    5. Shengguo Li & Jiaqi Liu & Jichang Dong & Xuerong Li, 2021. "20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
    6. Damianov, Damian S. & Elsayed, Ahmed H., 2018. "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market," Finance Research Letters, Elsevier, vol. 27(C), pages 193-200.
    7. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.

  2. Escobari, Diego & Damianov, Damian & Bello, Andres, 2012. "A time series test to identify housing bubbles," MPRA Paper 44360, University Library of Munich, Germany.

    Cited by:

    1. Escobari, Diego & Jafarinejad, Mohammad, 2015. "Date Stamping Bubbles in Real Estate Investment Trusts," MPRA Paper 67372, University Library of Munich, Germany.
    2. Damian S. Damianov & Diego Escobari, 2021. "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1201-1237, December.
    3. Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
    4. Janusz Sobieraj & Dominik Metelski, 2021. "Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities," JRFM, MDPI, vol. 14(9), pages 1-29, September.
    5. Soosung Hwang & Youngha Cho & Jinho Shin, 2020. "The impact of UK household overconfidence in public information on house prices," Journal of Property Research, Taylor & Francis Journals, vol. 37(4), pages 360-389, October.
    6. Yang Hu & Les Oxley, 2016. "Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level," Working Papers in Economics 16/06, University of Waikato.
    7. Damianov, Damian S & Escobari, Diego, 2015. "Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble," MPRA Paper 65765, University Library of Munich, Germany.
    8. Chaohai Shen & Tong Sheng & Xingheng Shi & Bingquan Fang & Xiaoqian Lu & Xiaolan Zhou, 2022. "The Relationship between Housing Price, Teacher Salary Improvement, and Sustainable Regional Economic Development," Land, MDPI, vol. 11(12), pages 1-21, December.
    9. Marcelo M. de Oliveira & Alexandre C. L. Almeida, 2014. "Testing for rational speculative bubbles in the Brazilian residential real-estate market," Papers 1401.7615, arXiv.org.

  3. Damianov, D. & Peeters, R.J.A.P., 2012. "The lowest-bid all-pay-auction as a fundraising mechanism: theoretically optimal but behaviorally fragile," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

    Cited by:

    1. Olivier Bos, 2010. "Charity Auctions for the Happy Few," Working Paper Series in Economics 45, University of Cologne, Department of Economics.
    2. Korthals, R.A., 2015. "The pre-tracking effects of parental background," ROA Research Memorandum 005, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    3. Borghans, By Lex & Diris, Ron & Smits, Wendy & de Vries, Jannes, 2020. "Should we sort it out later? The effect of tracking age on long-run outcomes," Economics of Education Review, Elsevier, vol. 75(C).
    4. Jaap Dronkers & Roxanne-Amanda Korthals, 2015. "Tracking, schools’ entrance requirements and the educational performance of migrant students," ImPRovE Working Papers 15/08, Herman Deleeck Centre for Social Policy, University of Antwerp.

  4. Damian S. Damianov & Johannes Gerd Becker, 2008. "Auctions with Variable Supply: Uniform Price versus Discriminatory," CER-ETH Economics working paper series 08/80, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.

    Cited by:

    1. Balistreri, Edward J. & Hillberry, Russell H. & Rutherford, Thomas F., 2007. "Structural Estimation and Solution of International Trade Models with Heterogeneous Firms," Conference papers 331590, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    2. Ehrhart, Karl-Martin & Hanke, Ann-Katrin & Ott, Marion, 2020. "A small volume reduction that melts down the market: Auctions with endogenous rationing," ZEW Discussion Papers 20-014, ZEW - Leibniz Centre for European Economic Research.
    3. Mazaher Haji Bashi & Gholamreza Yousefi & Claus Leth Bak & Jayakrishnan Radhakrishna Pillai, 2016. "Long Term Expected Revenue of Wind Farms Considering the Bidding Admission Uncertainty," Energies, MDPI, vol. 9(11), pages 1-17, November.
    4. Friesen, Lana & Gangadharan, Lata & Khezr, Peyman & MacKenzie, Ian A., 2022. "Mind your Ps and Qs! Variable allowance supply in the US Regional Greenhouse Gas Initiative," Journal of Environmental Economics and Management, Elsevier, vol. 112(C).
    5. Peyman Khezr & Ian A. MacKenzie, 2018. "An efficient and implementable auction for environmental rights," Discussion Papers Series 587, School of Economics, University of Queensland, Australia.
    6. Peyman Khezr & Ian A. MacKenzie, 2018. "Revenue and efficiency in pollution permit allocation mechanisms," Discussion Papers Series 601, School of Economics, University of Queensland, Australia.
    7. Balistreri, Edward J. & Hillberry, Russell H. & Rutherford, Thomas F., 2010. "Trade and welfare: Does industrial organization matter?," Economics Letters, Elsevier, vol. 109(2), pages 85-87, November.
    8. Angelo Ranaldo & Dr. Enzo Rossi, 2016. "Uniform-price auctions for Swiss government bonds: Origin and evolution," Economic Studies 2016-10, Swiss National Bank.
    9. Khezr, Peyman & Pourkhanali, Armin, 2023. "An investigation of auctions in the Regional Greenhouse Gas Initiative," MPRA Paper 119289, University Library of Munich, Germany.
    10. Becker, Johannes Gerd & Damianov, Damian S., 2006. "On the existence of symmetric mixed strategy equilibria," Economics Letters, Elsevier, vol. 90(1), pages 84-87, January.
    11. Lana Friesen & Lata Gangadharan & Peyman Khezr & Ian A. MacKenzie, 2020. "Mind your Ps and Qs! An Experiment on Variable Allowance Supply in the US Regional Greenhouse Gas Initiative," Discussion Papers Series 618, School of Economics, University of Queensland, Australia.
    12. Khezr, Peyman & MacKenzie, Ian A., 2018. "Permit market auctions with allowance reserves," International Journal of Industrial Organization, Elsevier, vol. 61(C), pages 283-306.
    13. Hummel, Patrick, 2016. "Position auctions with dynamic resizing," International Journal of Industrial Organization, Elsevier, vol. 45(C), pages 38-46.
    14. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2010. "Uniform vs. discriminatory auctions with variable supply - experimental evidence," Games and Economic Behavior, Elsevier, vol. 68(1), pages 60-76, January.
    15. Lana Friesen & Lata Gangadharan & Peyman Khezr & Ian A. MacKenzie, 2019. "Cost containment in pollution auctions," Discussion Papers Series 610, School of Economics, University of Queensland, Australia.
    16. Zhuo Hu & Dong Huang & Congjun Rao & Xiaolin Xu, 2016. "Innovative allocation mechanism design of carbon emission permits in China under the background of a low-carbon economy," Environment and Planning B, , vol. 43(2), pages 419-434, March.
    17. Peyman Khezr & Ian A. MacKenzie, 2021. "An allocatively efficient auction for pollution permits," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 78(4), pages 571-585, April.

  5. Damianov, Damian, 2008. "Seller Competition by Mechanism Design," MPRA Paper 9348, University Library of Munich, Germany.

    Cited by:

    1. Joyce Delnoij & Kris Jaegher, 2020. "Competing first-price and second-price auctions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 183-216, February.
    2. J.M.J. Delnoij & K.J.M. De Jaegher, 2016. "Competing first-price and second-price auctions," Working Papers 16-07, Utrecht School of Economics.
    3. Diego Carrasco-Novoa & Allan Hernández-Chanto, 2022. "Competing Sellers in Security-Bid Auctions under Risk-Averse Bidders," Discussion Papers Series 655, School of Economics, University of Queensland, Australia.
    4. Wei-Torng Juang & Guang-Zhen Sun & Kuo-Chih Yuan, 2020. "A model of parallel contests," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(2), pages 651-672, June.

  6. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2007. "Uniform vs. discriminatory auctions with variable supply : experimental evidence," Papers 07-68, Sonderforschungsbreich 504.

    Cited by:

    1. Roel Beetsma & Massimo Giuliodori & Frank de Jong & Daniel Widijanto, 2013. "Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis," Tinbergen Institute Discussion Papers 13-150/VI, Tinbergen Institute.
    2. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    3. Sirin, Selahattin Murat & Erten, Ibrahim, 2022. "Price spikes, temporary price caps, and welfare effects of regulatory interventions on wholesale electricity markets," Energy Policy, Elsevier, vol. 163(C).
    4. Metzger, Lars Peter, 2014. "Invader strategies in the war of attrition with private information," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 160-166.
    5. Hummel, Patrick, 2016. "Position auctions with dynamic resizing," International Journal of Industrial Organization, Elsevier, vol. 45(C), pages 38-46.
    6. Anthony M. Kwasnica & Katerina Sherstyuk, 2013. "Multiunit Auctions," Journal of Economic Surveys, Wiley Blackwell, vol. 27(3), pages 461-490, July.
    7. Fabra, Natalia & Montero, Juan Pablo, 2020. "Technology-Neutral vs. Technology-Specific Procurement," CEPR Discussion Papers 15554, C.E.P.R. Discussion Papers.

Articles

  1. Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H., 2022. "Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?," Finance Research Letters, Elsevier, vol. 46(PB).

    Cited by:

    1. Sun, Yiqun & Ji, Hao & Cai, Xiurong & Li, Jiangchen, 2023. "Joint extreme risk of energy prices-evidence from European energy markets," Finance Research Letters, Elsevier, vol. 56(C).
    2. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
    3. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2024. "Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    4. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
    5. Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024. "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 98-113.
    6. Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024. "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, vol. 91(C).
    7. Jlassi, Nabila Boukef & Jeribi, Ahmed & Lahiani, Amine & Mefteh-Wali, Salma, 2023. "Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails," Finance Research Letters, Elsevier, vol. 58(PA).
    8. Jinxin Cui & Aktham Maghyereh, 2022. "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    9. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
    10. Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022. "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, vol. 79(C).
    11. Jareño, Francisco & Yousaf, Imran, 2023. "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, vol. 89(C).
    12. Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
    13. Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi, 2023. "Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 187-205, March.
    14. Zhang, Qun & Zhang, Zhendong & Luo, Jiawen, 2024. "Asymmetric and high-order risk transmission across VIX and Chinese futures markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
    15. Bazán-Palomino, Walter & Svogun, Daniel, 2023. "On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach," International Review of Financial Analysis, Elsevier, vol. 86(C).

  2. Damian S. Damianov & Xiangdong Wang & Cheng Yan, 2021. "Google Search Queries, Foreclosures, and House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 63(2), pages 177-209, August.

    Cited by:

    1. Basse, Tobias & Desmyter, Steven & Saft, Danilo & Wegener, Christoph, 2023. "Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024. "What is behind housing sentiment?," Finance Research Letters, Elsevier, vol. 60(C).
    3. Christos Bouras & Christina Christou & Rangan Gupta & Keagile Lesame, 2020. "Forecasting State- and MSA-Level Housing Returns of the US: The Role of Mortgage Default Risks," Working Papers 202037, University of Pretoria, Department of Economics.

  3. Damianov, Damian S. & Elsayed, Ahmed H., 2020. "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, vol. 191(C).

    Cited by:

    1. Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022. "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, vol. 81(C).
    2. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
    3. Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
    4. Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
    5. Foley, Sean & Li, Simeng & Malloch, Hamish & Svec, Jiri, 2022. "What is the expected return on Bitcoin? Extracting the term structure of returns from options prices," Economics Letters, Elsevier, vol. 210(C).
    6. Andreas Renard Widarto & Harjum Muharam & Sugeng Wahyudi & Irene Rini Demi Pangestuti, 2022. "ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach," SAGE Open, , vol. 12(2), pages 21582440221, April.
    7. Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022. "On the benefits of active stock selection strategies for diversified investors," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 342-354.
    8. Gao, Lingbo & Ye, Wuyi & Guo, Ranran, 2022. "Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model," Finance Research Letters, Elsevier, vol. 48(C).
    9. ALIU Florin & NUHIU Artor & KNAPKOVA Adriana & LUBISHTANI Ermal & TRAN Khang, 2021. "Do Cryptocurrencies Offer Diversification Benefits For Equity Portfolios?," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 16(2), pages 5-18, August.
    10. Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
    11. Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022. "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, vol. 47(PB).
    12. Rym Regaieg & Wajdi Moussa & Nidhal Mgadmi, 2024. "Can We Reckon Bitcoin as a Hedge, a Safe Haven or a Diversifier for US Dollars?," Global Business Review, International Management Institute, vol. 25(2_suppl), pages 138-150, April.
    13. Rahat, Birjees & Nguyen, Pascal, 2022. "Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets," Energy Economics, Elsevier, vol. 116(C).
    14. Alexander Guzmán & Christian Pinto-Gutiérrez & María-Andrea Trujillo, 2021. "Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume," Mathematics, MDPI, vol. 9(15), pages 1-15, July.
    15. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022. "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, vol. 107(C).
    16. Yarovaya, Larisa & Zięba, Damian, 2022. "Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification," Research in International Business and Finance, Elsevier, vol. 60(C).
    17. Zhang, Dingxuan & Sun, Yuying & Duan, Hongbo & Hong, Yongmiao & Wang, Shouyang, 2023. "Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin," International Review of Financial Analysis, Elsevier, vol. 88(C).
    18. Ishtiaq Ahmad Bajwa & Shafiq Ur Rehman & Abid Iqbal & Zaheer Anwer & Murtaza Ashiq & Muhammad Ajmal Khan, 2022. "Past, Present and Future of FinTech Research: A Bibliometric Analysis," SAGE Open, , vol. 12(4), pages 21582440221, October.
    19. Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023. "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, vol. 64(C).
    20. Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.
    21. Iwanicz-Drozdowska Małgorzata & Rogowicz Karol & Smaga Paweł, 2023. "Market-moving events and their role in portfolio optimization of generations X, Y, and Z," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 59(4), pages 371-397, December.
    22. Rubaiyat Ahsan Bhuiyan & Afzol Husain & Changyong Zhang, 2023. "Diversification evidence of bitcoin and gold from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-36, December.
    23. Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H., 2022. "Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?," Finance Research Letters, Elsevier, vol. 46(PB).
    24. Lu, Shuai & Li, Shouwei & Chen, Ning, 2022. "Robust return efficiency and herding behavior of fund managers," Finance Research Letters, Elsevier, vol. 46(PA).

  4. Diego Escobari & Damian Damianov & Andres Bello, 2015. "A time series test to identify housing bubbles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 136-152, January.
    See citations under working paper version above.
  5. Damianov, Damian S., 2015. "Should lotteries offer discounts on multiple tickets?," Economics Letters, Elsevier, vol. 126(C), pages 84-86.

    Cited by:

    1. Damian S. Damianov & Ronald Peeters, 2018. "Prize‐Based Mechanisms For Fund‐Raising: Theory And Experiments," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1562-1584, July.
    2. Damianov, Damian S. & Peeters, Ronald, 2017. "On the disclosure of ticket sales in charitable lotteries," Economics Letters, Elsevier, vol. 150(C), pages 73-76.

  6. Damian Damianov, 2012. "Seller competition by mechanism design," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 105-137, September.
    See citations under working paper version above.
  7. Pablo Calafiore & Damian S. Damianov, 2011. "The Effect of Time Spent Online on Student Achievement in Online Economics and Finance Courses," The Journal of Economic Education, Taylor & Francis Journals, vol. 42(3), pages 209-223, July.

    Cited by:

    1. M. Taylor Rhodes & Jeffrey K. Sarbaum, 2015. "Online Homework Management Systems: Should we Allow Multiple Attempts?," The American Economist, Sage Publications, vol. 60(2), pages 120-131, September.
    2. Steve Trost & Djavad Salehi-Isfahani, 2012. "The Effect of Homework on Exam Performance: Experimental Results from Principles of Economics," Southern Economic Journal, John Wiley & Sons, vol. 79(1), pages 224-242, July.
    3. Sam Allgood & William B. Walstad & John J. Siegfried, 2015. "Research on Teaching Economics to Undergraduates," Journal of Economic Literature, American Economic Association, vol. 53(2), pages 285-325, June.
    4. Bosshardt, William & Chiang, Eric P., 2018. "Evaluating the effect of online principles courses on long-term outcomes," International Review of Economics Education, Elsevier, vol. 28(C), pages 1-10.
    5. Kenneth G. Elzinga & Daniel Q. Harper, 2023. "In‐person versus online instruction: Evidence from principles of economics," Southern Economic Journal, John Wiley & Sons, vol. 90(1), pages 3-30, July.
    6. Paccagnini, Alessia, 2021. "Teaching Quantitative Courses Online: An International Survey," MPRA Paper 108330, University Library of Munich, Germany.
    7. Rhodes, M. Taylor & Sarbaum, Jeffrey K., 2013. "Online Homework Management Systems: Should We Allow Multiple Attempts?," UNCG Economics Working Papers 13-14, University of North Carolina at Greensboro, Department of Economics.
    8. Barile, Lory & Elliott, Caroline & McCann, Michael, 2022. "Which online learning resources do undergraduate economics students’ value and does their use improve academic attainment? A comparison and revealed preferences from before and during the Covid pandem," International Review of Economics Education, Elsevier, vol. 41(C).

  8. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2010. "Uniform vs. discriminatory auctions with variable supply - experimental evidence," Games and Economic Behavior, Elsevier, vol. 68(1), pages 60-76, January.
    See citations under working paper version above.
  9. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    See citations under working paper version above.
  10. Becker, Johannes Gerd & Damianov, Damian S., 2006. "On the existence of symmetric mixed strategy equilibria," Economics Letters, Elsevier, vol. 90(1), pages 84-87, January.

    Cited by:

    1. Yukihiro Nishimura & Kimiko Terai, 2017. "Strategic delegation when public inputs for a global good are imperfect substitutes," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 96-111, February.
    2. Kräkel, Matthias & Szech, Nora & von Bieberstein, Frauke, 2014. "Externalities in recruiting," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 123-135.
    3. Harold Houba & Dinard van der Laan & Dirk Veldhuizen, 2008. "The Unique-lowest Sealed-bid Auction," Tinbergen Institute Discussion Papers 08-049/1, Tinbergen Institute.
    4. Ewerhart, Christian, 2024. "A game-theoretic implication of the Riemann hypothesis," Mathematical Social Sciences, Elsevier, vol. 128(C), pages 52-59.
    5. Christian Ewerhart & Federico Quartieri, 2020. "Unique equilibrium in contests with incomplete information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(1), pages 243-271, July.
    6. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    7. Fey, Mark, 2012. "Symmetric games with only asymmetric equilibria," Games and Economic Behavior, Elsevier, vol. 75(1), pages 424-427.
    8. Damian S. Damianov & Ronald Peeters, 2018. "Prize‐Based Mechanisms For Fund‐Raising: Theory And Experiments," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1562-1584, July.
    9. Christian Ewerhart & Guang-Zhen Sun, 2020. "The n-player Hirshleifer contest," ECON - Working Papers 361, Department of Economics - University of Zurich, revised Oct 2023.
    10. Jidong Zhou, 2021. "Mixed Bundling in Oligopoly Markets," Cowles Foundation Discussion Papers 2270, Cowles Foundation for Research in Economics, Yale University.
    11. Szech, Nora, 2011. "Becoming a bad doctor," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 244-257.
    12. Thanassoulis, John, 2018. "The I.O. of ethics and cheating when consumers do not have rational expectations," CEPR Discussion Papers 13172, C.E.P.R. Discussion Papers.
    13. Harold Houba & Dinard Laan & Dirk Veldhuizen, 2011. "Endogenous entry in lowest-unique sealed-bid auctions," Theory and Decision, Springer, vol. 71(2), pages 269-295, August.
    14. Jidong Zhou, 2017. "Competitive Bundling," Econometrica, Econometric Society, vol. 85, pages 145-172, January.
    15. Shiran Rachmilevitch, 2023. "Symmetric games with only asymmetric equilibria: examples with continuous payoff functions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 65-68, April.
    16. Ghosh, Arpita & Hummel, Patrick, 2014. "A game-theoretic analysis of rank-order mechanisms for user-generated content," Journal of Economic Theory, Elsevier, vol. 154(C), pages 349-374.
    17. Lu, Haishu, 2007. "On the existence of pure-strategy Nash equilibrium," Economics Letters, Elsevier, vol. 94(3), pages 459-462, March.

  11. Damianov, Damian S., 2005. "Erratum to "The uniform price auction with endogenous supply" [Econ. Lett. 88 (2005) 152-158]," Economics Letters, Elsevier, vol. 89(1), pages 133-133, October.

    Cited by:

    1. Ehrhart, Karl-Martin & Hanke, Ann-Katrin & Ott, Marion, 2020. "A small volume reduction that melts down the market: Auctions with endogenous rationing," ZEW Discussion Papers 20-014, ZEW - Leibniz Centre for European Economic Research.
    2. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    3. Song Han & Dan Li, 2010. "The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market," Finance and Economics Discussion Series 2010-50, Board of Governors of the Federal Reserve System (U.S.).
    4. Cumpston, Anne & Khezr, Peyman, 2020. "Multi-Unit Auctions: A Survey of Theoretical Literature," MPRA Paper 101336, University Library of Munich, Germany.
    5. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2010. "Uniform vs. discriminatory auctions with variable supply - experimental evidence," Games and Economic Behavior, Elsevier, vol. 68(1), pages 60-76, January.
    6. Peyman Khezr & Anne Cumpston, 2022. "A review of multiunit auctions with homogeneous goods," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1225-1247, September.
    7. Zhuo Hu & Dong Huang & Congjun Rao & Xiaolin Xu, 2016. "Innovative allocation mechanism design of carbon emission permits in China under the background of a low-carbon economy," Environment and Planning B, , vol. 43(2), pages 419-434, March.
    8. McAdams, David, 2007. "Adjustable supply in uniform price auctions: Non-commitment as a strategic tool," Economics Letters, Elsevier, vol. 95(1), pages 48-53, April.
    9. Seokcheon Lee, 2013. "Distributed control for the networks of adaptive software components," Information Systems Frontiers, Springer, vol. 15(2), pages 293-306, April.

  12. Damianov, Damian S., 2005. "The uniform price auction with endogenous supply," Economics Letters, Elsevier, vol. 88(2), pages 152-158, August.

    Cited by:

    1. Ehrhart, Karl-Martin & Hanke, Ann-Katrin & Ott, Marion, 2020. "A small volume reduction that melts down the market: Auctions with endogenous rationing," ZEW Discussion Papers 20-014, ZEW - Leibniz Centre for European Economic Research.
    2. Damianov, Damian S. & Becker, Johannes Gerd, 2010. "Auctions with variable supply: Uniform price versus discriminatory," European Economic Review, Elsevier, vol. 54(4), pages 571-593, May.
    3. Song Han & Dan Li, 2010. "The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market," Finance and Economics Discussion Series 2010-50, Board of Governors of the Federal Reserve System (U.S.).
    4. Cassola, Nuno & Ewerhart, Christian & Valla, Natacha, 2005. "Equilibrium and inefficiency in fixed rate tenders," Working Paper Series 554, European Central Bank.
    5. Cumpston, Anne & Khezr, Peyman, 2020. "Multi-Unit Auctions: A Survey of Theoretical Literature," MPRA Paper 101336, University Library of Munich, Germany.
    6. Damianov, Damian S. & Oechssler, Jörg & Becker, Johannes Gerd, 2010. "Uniform vs. discriminatory auctions with variable supply - experimental evidence," Games and Economic Behavior, Elsevier, vol. 68(1), pages 60-76, January.
    7. Peyman Khezr & Anne Cumpston, 2022. "A review of multiunit auctions with homogeneous goods," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1225-1247, September.
    8. Zhuo Hu & Dong Huang & Congjun Rao & Xiaolin Xu, 2016. "Innovative allocation mechanism design of carbon emission permits in China under the background of a low-carbon economy," Environment and Planning B, , vol. 43(2), pages 419-434, March.
    9. McAdams, David, 2007. "Adjustable supply in uniform price auctions: Non-commitment as a strategic tool," Economics Letters, Elsevier, vol. 95(1), pages 48-53, April.
    10. Seokcheon Lee, 2013. "Distributed control for the networks of adaptive software components," Information Systems Frontiers, Springer, vol. 15(2), pages 293-306, April.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (3) 2006-07-21 2008-02-23 2008-07-05
  2. NEP-MIC: Microeconomics (3) 2006-07-21 2008-04-04 2008-07-05
  3. NEP-URE: Urban and Real Estate Economics (3) 2012-10-20 2015-08-01 2019-09-30
  4. NEP-CTA: Contract Theory and Applications (1) 2008-07-05
  5. NEP-EDU: Education (1) 2012-10-20
  6. NEP-EXP: Experimental Economics (1) 2008-04-04
  7. NEP-GEO: Economic Geography (1) 2015-08-01
  8. NEP-GTH: Game Theory (1) 2008-04-04
  9. NEP-LAB: Labour Economics (1) 2012-10-20

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