Stefano Lovo
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
- Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022.
"Algorithmic Pricing and Liquidity in Securities Markets,"
CEPR Discussion Papers
17606, C.E.P.R. Discussion Papers.
- Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers hal-03890671, HAL.
- Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022. "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series 1459, HEC Paris.
Cited by:
- Aleksei Pastushkov, 2024. "Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents," Papers 2411.05032, arXiv.org.
- Umut Cetin & Kasper Larsen, 2023. "Is Kyle's equilibrium model stable?," Papers 2307.09392, arXiv.org, revised Jul 2023.
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022.
"Credit Rating Agencies, Information Asymmetry and US Bond Liquidity,"
Working Papers
hal-03890565, HAL.
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022. "Credit rating agencies, information asymmetry and US bond liquidity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1863-1896, October.
Cited by:
- Ramírez-Rondán, Nelson R. & Rojas-Rojas, Renato M. & Villavicencio, Julio A., 2023. "Political institutions, economic uncertainty and sovereign credit ratings," Finance Research Letters, Elsevier, vol. 53(C).
- Augustin Landier & Stefano Lovo, 2020.
"ESG Investing: How to Optimize Impact?,"
Working Papers
hal-02896673, HAL.
Cited by:
- Bianchi, Milo & Liu, Zhengkai & Wang, Gang, 2022. "Are We Becoming Greener? Life-time Experiences and Responsible Investment," TSE Working Papers 22-1382, Toulouse School of Economics (TSE).
- Tiziano De Angelis & Peter Tankov & Olivier David Zerbib, 2022. "Climate Impact Investing," Carlo Alberto Notebooks 676 JEL Classification: G, Collegio Carlo Alberto.
- Costantiello, Alberto & Leogrande, Angelo, 2024.
"The Determinants Of Co2 Emissions In The Context Of Esg Models At World Level,"
SocArXiv
53djm, Center for Open Science.
- Costantiello, Alberto & Leogrande, Angelo, 2023. "The Determinants of CO2 Emissions in the Context of ESG Models at World Level," MPRA Paper 117110, University Library of Munich, Germany.
- Florian Heeb & Julian F Kölbel & Falko Paetzold & Stefan Zeisberger, 2023. "Do Investors Care about Impact?," The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 1737-1787.
- Lei Li & Kun Qin & Desheng Wu, 2023. "A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks," Sustainability, MDPI, vol. 15(7), pages 1-16, April.
- Sebastien Pouget & Christian Gollier, 2021.
"Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership,"
Working Papers
2021.15, FAERE - French Association of Environmental and Resource Economists.
- Christian Gollier & Sébastien Pouget, 2022. "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Economica, London School of Economics and Political Science, vol. 89(356), pages 997-1023, October.
- Inderst, Roman & Opp, Markus, 2022.
"Socially optimal sustainability standards with non-consequentialist ("warm glow") investors,"
SAFE Working Paper Series
346, Leibniz Institute for Financial Research SAFE.
- Inderst, Roman & Opp, Marcus, 2022. "Socially Optimal Sustainability Standards with Non-Consequentialist ("Warm Glow") Investors," CEPR Discussion Papers 17100, C.E.P.R. Discussion Papers.
- Inderst, Roman & Opp, Markus, 2022. "Socially Optimal Sustainability Standards with Non-Consequentialist ("Warm Glow") Investors," EconStor Preprints 253670, ZBW - Leibniz Information Centre for Economics.
- Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz, 2021. "Responsible investing: The ESG-efficient frontier," Journal of Financial Economics, Elsevier, vol. 142(2), pages 572-597.
- Hakenes, Hendrik & Schliephake, Eva, 2022. "Responsible Investment and Responsible Consumption," VfS Annual Conference 2022 (Basel): Big Data in Economics 264004, Verein für Socialpolitik / German Economic Association.
- Rüdiger Fahlenbrach & Eric Jondeau, 2023.
"Greening the Swiss National Bank’s Portfolio,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(4), pages 792-833.
- Rüdiger Fahlenbrach & Eric Jondeau, 2021. "Greening the Swiss National Bank's Portfolio," Swiss Finance Institute Research Paper Series 21-59, Swiss Finance Institute.
- Krahnen, Jan Pieter & Rocholl, Jörg & Thum, Marcel, 2021.
"A primer on green finance: From wishful thinking to marginal impact,"
SAFE White Paper Series
87, Leibniz Institute for Financial Research SAFE.
- Krahnen Jan & Rocholl Jörg & Thum Marcel, 2023. "A Primer on Green Finance: From Wishful Thinking to Marginal Impact," Review of Economics, De Gruyter, vol. 74(1), pages 1-19, April.
- Opp, Marcus & Oehmke, Martin, 2020.
"A theory of socially responsible investment,"
CEPR Discussion Papers
14351, C.E.P.R. Discussion Papers.
- Oehmke, Martin & Opp, Marcus, 2021. "A theory of socially responsible investment," LSE Research Online Documents on Economics 118891, London School of Economics and Political Science, LSE Library.
- Popescu, Ioana-Stefania & Gibon, Thomas & Hitaj, Claudia & Rubin, Mirco & Benetto, Enrico, 2023. "Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment funds," Ecological Economics, Elsevier, vol. 212(C).
- Pierre Lavigne & Peter Tankov, 2023. "Decarbonization of financial markets: a mean-field game approach," Papers 2301.09163, arXiv.org.
- Hendrik Hakenes & Eva Schliephake, 2021. "Responsible Investment and Responsible Consumption," ECONtribute Discussion Papers Series 134, University of Bonn and University of Cologne, Germany.
- Olivier David Zerbib, 2022. "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 26(6), pages 1345-1388.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018.
"Divisional Buyouts by Private Equity and the Market for Divested Assets,"
TSE Working Papers
18-948, Toulouse School of Economics (TSE).
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018. "Divisional buyouts by private equity and the market for divested assets," Journal of Corporate Finance, Elsevier, vol. 53(C), pages 21-37.
Cited by:
- Carolina Salva & Xiqian Zhang, 2022. "Financial versus strategic bidders and underpricing as an acquisition motive," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1830-1862, October.
- Dong, Qi & Slovin, Myron B. & Sushka, Marie E., 2020. "Private equity exits after IPOs," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Hammer, Benjamin & Marcotty-Dehm, Nikolaus & Schweizer, Denis & Schwetzler, Bernhard, 2022. "Pricing and value creation in private equity-backed buy-and-build strategies," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Hörner, Johannes & Lovo, Stefano, 2017.
"Belief-free Price Formation,"
TSE Working Papers
17-790, Toulouse School of Economics (TSE).
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018. "Belief-free price formation," Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
Cited by:
- Yan Han & Xue-Feng Shao & Xin Cui & Xiao-Guang Yue & Kelvin Joseph Bwalya & Otilia Manta, 2019. "Assessing Investor Belief: An Analysis of Trading for Sustainable Growth of Stock Markets," Sustainability, MDPI, vol. 11(20), pages 1-18, October.
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2017.
"Zero-Sum Revision Games,"
TSE Working Papers
17-751, Toulouse School of Economics (TSE).
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2018. "Zero-sum revision games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 504-522.
Cited by:
- Sofia Moroni, 2019. "Existence of trembling hand perfect and sequential equilibrium in games with stochastic timing of moves," Working Paper 6757, Department of Economics, University of Pittsburgh.
- Zhuohan Wang & Dong Hao, 2022. "Characterizing Agent Behavior in Revision Games with Uncertain Deadline," Games, MDPI, vol. 13(6), pages 1-13, November.
- Yevgeny Tsodikovich, 2021. "The worst-case payoff in games with stochastic revision opportunities," Annals of Operations Research, Springer, vol. 300(1), pages 205-224, May.
- Dong Hao & Qi Shi & Jinyan Su & Bo An, 2021. "Cooperation, Retaliation and Forgiveness in Revision Games," Papers 2112.02271, arXiv.org, revised Oct 2022.
- Pierre Bernhard & Marc Deschamps, 2021. "Dynamic Equilibrium with Randomly Arriving Players," Dynamic Games and Applications, Springer, vol. 11(2), pages 242-269, June.
- Roy, Nilanjan, 2023. "Fostering collusion through action revision in duopolies," Journal of Economic Theory, Elsevier, vol. 208(C).
- Sofia Moroni, 2020. "Existence of Trembling hand perfect and sequential equilibrium in Stochastic Games," Working Paper 6837, Department of Economics, University of Pittsburgh.
- Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017.
"Herding in Equity Crowdfunding,"
HEC Research Papers Series
1245, HEC Paris, revised 04 Jun 2018.
- Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017. "Herding in Equity Crowdfunding," Working Papers hal-01970724, HAL.
- Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020. "Herding in Equity Crowdfunding," Working papers 34, Red Investigadores de Economía.
Cited by:
- Thomas Hellmann & Ilona Mostipan & Nir Vulkan, 2019. "Be Careful What You Ask For: Fundraising Strategies in Equity Crowdfunding," NBER Working Papers 26275, National Bureau of Economic Research, Inc.
- Hasnan Baber, 2019. "Subjective Norms and Intention- A Study of Crowdfunding in India," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 136-146, December.
- Ferretti, Riccardo & Venturelli, Valeria & Pedrazzoli, Alessia, 2021. "Do multiple competing offerings on a crowdfunding platform influence investment behavior?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Kazem Mochkabadi & Christine K. Volkmann, 2020. "Equity crowdfunding: a systematic review of the literature," Small Business Economics, Springer, vol. 54(1), pages 75-118, January.
- Zaggl, Michael A. & Block, Joern, 2019. "Do small funding amounts lead to reverse herding? A field experiment in reward-based crowdfunding," Journal of Business Venturing Insights, Elsevier, vol. 12(C).
- Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin, 2022. "The role of information signals in determining crowdfunding outcomes," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 168-181.
- Irene Comeig & Ernesto Mesa-Vázquez & Pau Sendra-Pons & Amparo Urbano, 2020. "Rational Herding in Reward-Based Crowdfunding: An MTurk Experiment," Sustainability, MDPI, vol. 12(23), pages 1-21, November.
- Martin Walther & Marco Bade, 2020. "Observational learning and willingness to pay in equity crowdfunding," Business Research, Springer;German Academic Association for Business Research, vol. 13(2), pages 639-661, July.
- Lovo , Stefano & Tomala , Tristan, 2015.
"Markov Perfect Equilibria in Stochastic Revision Games,"
HEC Research Papers Series
1093, HEC Paris.
- Stefano Lovo & Tristan Tomala, 2015. "Markov Perfect Equilibria in Stochastic Revision Games," Working Papers hal-02002783, HAL.
Cited by:
- Sofia Moroni, 2019. "Existence of trembling hand perfect and sequential equilibrium in games with stochastic timing of moves," Working Paper 6757, Department of Economics, University of Pittsburgh.
- Sofia Moroni, 2016. "Sniping in Proxy Auctions with Deadlines," Working Paper 5875, Department of Economics, University of Pittsburgh.
- Ryota Iijima & Akitada Kasahara, 2016. "Gradual Adjustment and Equilibrium Uniqueness under Noisy Monitoring," ISER Discussion Paper 0965, Institute of Social and Economic Research, Osaka University.
- Zhuohan Wang & Dong Hao, 2022. "Characterizing Agent Behavior in Revision Games with Uncertain Deadline," Games, MDPI, vol. 13(6), pages 1-13, November.
- Yevgeny Tsodikovich, 2021. "The worst-case payoff in games with stochastic revision opportunities," Annals of Operations Research, Springer, vol. 300(1), pages 205-224, May.
- Dong Hao & Qi Shi & Jinyan Su & Bo An, 2021. "Cooperation, Retaliation and Forgiveness in Revision Games," Papers 2112.02271, arXiv.org, revised Oct 2022.
- Yuichiro Kamada & Michihiro Kandori, 2020. "Revision Games," Econometrica, Econometric Society, vol. 88(4), pages 1599-1630, July.
- Sofia Moroni, 2020. "Existence of Trembling hand perfect and sequential equilibrium in Stochastic Games," Working Paper 6837, Department of Economics, University of Pittsburgh.
- Lovo, Stefano & Spaenjers, Christophe, 2014.
"A Model of Trading in the Art Market,"
HEC Research Papers Series
1150, HEC Paris, revised 22 Sep 2017.
- Stefano Lovo & Christophe Spaenjers, 2018. "A Model of Trading in the Art Market," American Economic Review, American Economic Association, vol. 108(3), pages 744-774, March.
Cited by:
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021.
"Art in Times of Crisis,"
Discussion Paper
2021-026, Tilburg University, Center for Economic Research.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021. "Art in Times of Crisis," Other publications TiSEM 34925083-7378-4691-ba63-6, Tilburg University, School of Economics and Management.
- David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022. "Art in Times of Crisis," CEPR Discussion Papers 16575, C.E.P.R. Discussion Papers.
- Prieto-Rodriguez, Juan & Vecco, Marilena, 2021. "Reading between the lines in the art market: Lack of transparency and price heterogeneity as an indicator of multiple equilibria," Economic Modelling, Elsevier, vol. 102(C).
- Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020.
"When a Master Dies : Speculation and Asset Float,"
Other publications TiSEM
33ff63e3-8842-44c7-92f5-6, Tilburg University, School of Economics and Management.
- Penasse, J.N.G. & Renneboog, Luc & Scheinkman, Jose, 2021. "When a master dies : Speculation and asset float," Other publications TiSEM a3595ed2-e69d-4bb2-9320-7, Tilburg University, School of Economics and Management.
- Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020. "When a Master Dies : Speculation and Asset Float," Discussion Paper 2020-010, Tilburg University, Center for Economic Research.
- Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
- Julien Pénasse & Luc Renneboog & José A. Scheinkman, 2020. "When a Master Dies: Speculation and Asset Float," NBER Working Papers 26831, National Bureau of Economic Research, Inc.
- Sarah J. Skinner & John D. Jackson, 2019. "American art as an investment: new evidence from an alternative approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 367-381, April.
- Etro, Federico & Marchesi, Silvia & Stepanova, Elena, 2020.
"Liberalizing art. Evidence on the Impressionists at the end of the Paris Salon,"
European Journal of Political Economy, Elsevier, vol. 62(C).
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2018. "Liberalizing Art. Evidence on the Impressionists at the end of the Paris Salon," Working Papers 2018:20, Department of Economics, University of Venice "Ca' Foscari".
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2018. "Liberalizing Art Evidence on the Impressionists at the end of the Paris Salon," Working Papers CEB 18-028, ULB -- Universite Libre de Bruxelles.
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2019. "Liberalizing Art. Evidence on the Impressionists at the end of the Paris Salon," Working Papers - Economics wp2019_22.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2018. "Liberalizing Art: Evidence on the Impressionists at the end of the Paris Salon," Working Papers 386, University of Milano-Bicocca, Department of Economics, revised May 2019.
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2020. "Liberalizing Art: Evidence on the Impressionists at the end of the Paris Salon," Working Papers 432, University of Milano-Bicocca, Department of Economics, revised Feb 2020.
- Federico Etro & Silvia Marchesi & Elena Stepanova, 2018. "Liberalizing Art. Evidence on the Impressionists at the end of the Paris Salon," LEM Papers Series 2018/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Julien Pénasse & Luc Renneboog, 2022. "Speculative Trading and Bubbles: Evidence from the Art Market," Management Science, INFORMS, vol. 68(7), pages 4939-4963, July.
- Li, Yuexin & Ma, X. & Renneboog, Luc, 2021.
"In Art We Trust,"
Other publications TiSEM
b9bb6522-9f8d-4c51-b039-3, Tilburg University, School of Economics and Management.
- Yuexin Li & Xiaoyin Ma & Luc Renneboog, 2024. "In Art We Trust," Management Science, INFORMS, vol. 70(1), pages 98-127, January.
- Li, Yuexin & Ma, X. & Renneboog, Luc, 2021. "In Art We Trust," Discussion Paper 2021-016, Tilburg University, Center for Economic Research.
- David Chambers & Elroy Dimson & Christophe Spaenjers, 0.
"Art as an Asset: Evidence from Keynes the Collector,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(3), pages 490-520.
- Chambers, David & , & Spaenjers, Christophe, 2020. "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers 14357, C.E.P.R. Discussion Papers.
- Etro, Federico & Stepanova, Elena, 2021.
"Art return rates from old master paintings to contemporary art,"
Journal of Economic Behavior & Organization, Elsevier, vol. 181(C), pages 94-116.
- Federico Etro & Elena Stepanova, 2020. "Art Return Rates from Old Master Paintings to Contemporary Art," LEM Papers Series 2020/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021.
"Real and Private-Value Assets,"
Working Papers
hal-03501704, HAL.
- William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets," NBER Working Papers 28580, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe, 2021. "Real and Private Value Assets," CEPR Discussion Papers 16083, C.E.P.R. Discussion Papers.
- William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021. "Real and Private-Value Assets [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3497-3526.
- Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn, 2021. "Real and Private-Value Assets," HEC Research Papers Series 1421, HEC Paris.
- Dragana Cvijanović & Christophe Spaenjers, 2021. "“We’ll Always Have Paris”: Out-of-Country Buyers in the Housing Market," Management Science, INFORMS, vol. 67(7), pages 4120-4138, July.
- Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022.
"Colors, Emotions, and the Auction Value of Paintings,"
European Economic Review, Elsevier, vol. 142(C).
- Ma, X. & Noussair, C.N. & Renneboog, Luc, 2022. "Colors, emotions, and the auction value of paintings," Other publications TiSEM 6e02bd92-e90d-4b93-a066-4, Tilburg University, School of Economics and Management.
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Other publications TiSEM b628fa65-83cf-41c8-b321-d, Tilburg University, School of Economics and Management.
- Ma, Marshall (Xiaoyin) & Noussair, Charles & Renneboog, Luc, 2019. "Colors, Emotions, and the Auction Value of Paintings," Discussion Paper 2019-006, Tilburg University, Center for Economic Research.
- Chen, Yi-Hsuan & Kräussl, Roman & Verwijmeren, Patrick, 2023. "The pricing of digital art," CFS Working Paper Series 716, Center for Financial Studies (CFS).
- Kräussl, Roman & Tugnetti, Alessandro, 2023.
"Non-fungible tokens (NFTs): A review of pricing determinants, applications and opportunities,"
CFS Working Paper Series
693, Center for Financial Studies (CFS).
- Roman Kräussl & Alessandro Tugnetti, 2024. "Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 555-574, April.
- Ghazi, Soroush & Schneider, Mark, 2024. "Market value of rarity: A theory of fair value and evidence from rare baseball cards," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 318-339.
- Díaz Rodríguez, Antonia & Jerez García-Vaquero, María Belén, 2020.
"Housing prices and credit constraints in competitive search,"
UC3M Working papers. Economics
30623, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Antonia Díaz & Belén Jerez & Juan P. Rincón-Zapatero, 2022. "Housing Prices and Credit Constraints in Competitive Search," Documentos de Trabajo del ICAE 2022-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Antonia Díaz & Belén Jerez & Juan Pablo Rincón-Zapatero, 2024. "Housing Prices and Credit Constraints in Competitive Search," The Economic Journal, Royal Economic Society, vol. 134(657), pages 220-270.
- Antonia Díaz & Belén Jerez & Juan Pablo Rincón-Zapatero, 2023. "Housing Prices and Credit Constraints in Competitive Search," The Economic Journal, Royal Economic Society, vol. 134(657), pages 220-270.
- Whitaker, Amy & Kräussl, Roman, 2023. "Art collectors as venture capitalists," CFS Working Paper Series 696, Center for Financial Studies (CFS).
- Ma, X., 2019. "Essays on alternative investments," Other publications TiSEM 7f4d5b36-96cb-4eac-ae91-f, Tilburg University, School of Economics and Management.
- Brett Hemenway Falk & Gerry Tsoukalas & Niuniu Zhang, 2022. "Economics of NFTs: The Value of Creator Royalties," Papers 2212.00292, arXiv.org.
- Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019. "Machine learning, human experts, and the valuation of real assets," CFS Working Paper Series 635, Center for Financial Studies (CFS).
- Bernales, Alejandro & Reus, Lorenzo & Valdenegro, Víctor, 2022. "Speculative bubbles under supply constraints, background risk and investment fraud in the art market," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Corey J.M. Williams & Kole Reddig & Adam Nowak, "undated". "Collectible Pricing and Collector Utility: The Role of Production Commitments," Working Papers 24-03, Department of Economics, West Virginia University.
- Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Emmanuel Kwesi Arthur & Luis Alberiko Gil-Alana, 2023. "The influence of economic policy uncertainty shocks on art market," Applied Economics, Taylor & Francis Journals, vol. 55(29), pages 3404-3421, June.
- Milad Nozari, 2022. "Investment horizon for private‐value assets: Evidence from the art market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 229-246, June.
- Li, Yuexin, 2021. "Pricing art: Returns, trust, and crises," Other publications TiSEM 8832c172-83dd-4ed9-8215-0, Tilburg University, School of Economics and Management.
- Stefano Lovo & Christophe Spaenjers, 2014.
"A Model of Trading in Unique Durable Assets,"
Working Papers
hal-01993374, HAL.
Cited by:
- Shen, Lily & Ross, Stephen, 2021. "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, vol. 121(C).
- Lily Shen & Stephen L. Ross, 2019. "Information Value of Property Description: A Machine Learning Approach," Working papers 2019-20, University of Connecticut, Department of Economics, revised Sep 2020.
- Lovo , Stefano & Spaenjers , Christophe, 2014.
"Unique Durable Assets,"
HEC Research Papers Series
1037, HEC Paris.
Cited by:
- Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015. "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, vol. 57(C), pages 79-94.
- Shen, Lily & Ross, Stephen, 2021. "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, vol. 121(C).
- Spaenjers , Christophe & Goetzmann , William, 2014.
"The Economics of Aesthetics and Three Centuries of Art Price Records,"
HEC Research Papers Series
1055, HEC Paris.
- William Goetzmann & Elena Mamonova & Christophe Spaenjers, 2014. "The Economics of Aesthetics and Three Centuries of Art Price Records," NBER Working Papers 20440, National Bureau of Economic Research, Inc.
- Goetzmann, William N. & Jones, Peter W. & Maggioni, Mauro & Walden, Johan, 2016. "Beauty is in the bid of the beholder: An empirical basis for style," Research in Economics, Elsevier, vol. 70(3), pages 388-402.
- Lily Shen & Stephen L. Ross, 2019. "Information Value of Property Description: A Machine Learning Approach," Working papers 2019-20, University of Connecticut, Department of Economics, revised Sep 2020.
- Doh-Shin Jeon & Stefano Lovo, 2013.
"Credit Rating Industry: A Helicopter Tour of Stylized Facts and Recent Theories,"
Post-Print
hal-00798802, HAL.
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit rating industry: A helicopter tour of stylized facts and recent theories," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," TSE Working Papers 13-376, Toulouse School of Economics (TSE).
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," IDEI Working Papers 762, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Vanhaverbeke, Steven & Balsmeier, Benjamin & Doherr, Thorsten, 2022.
"Mandatory financial information disclosure and credit ratings,"
ZEW Discussion Papers
22-043, ZEW - Leibniz Centre for European Economic Research.
- Vanhaverbeke, Steven & Balsmeier, Benjamin & Doherr, Thorsten, 2024. "Mandatory financial information disclosure and credit ratings," Journal of Accounting and Economics, Elsevier, vol. 78(1).
- Aggarwal, Nidhi & Singh, Manish K. & Thomas, Susan, 2023.
"Do decreases in Distance-to-Default predict rating downgrades?,"
Economic Modelling, Elsevier, vol. 129(C).
- Nidhi Aggarwal & Manish K. Singh & Susan Thomas, 2022. "Do decreases in Distance-to-Default predict rating downgrades?," Working Papers 14, xKDR.
- Farkas, Miklós, 2021. "Competition, communication and rating bias," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 637-656.
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022.
"Credit Rating Agencies, Information Asymmetry and US Bond Liquidity,"
Working Papers
hal-03890565, HAL.
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022. "Credit rating agencies, information asymmetry and US bond liquidity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1863-1896, October.
- Abad, Pilar & Díaz, Antonio & Escribano, Ana & Robles, M.-Dolores, 2021. "Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Dimitar Rafailov, 2020. "Regulation of Credit Rating Agencies - Different Views and Solutions," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 9(2), pages 13-22, August.
- Matthieu Bouvard & Raphaël Levy, 2018.
"Two-Sided Reputation in Certification Markets,"
Management Science, INFORMS, vol. 64(10), pages 4755-4774, October.
- Matthieu Bouvard & Raphael Levy, 2013. "Two-sided reputation in certification markets," Carlo Alberto Notebooks 339, Collegio Carlo Alberto.
- Bouvard, Matthieu & Levy, Raphael, 2013. "Two-sided reputation in certification markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 446, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Chiwitt, Ulrich, 2014. "Ratingagenturen - Fluch oder Segen? Eine kritische Bestandsaufnahme," Arbeitspapiere der FOM 48, FOM Hochschule für Oekonomie & Management.
- Doumpos, Michael & Niklis, Dimitrios & Zopounidis, Constantin & Andriosopoulos, Kostas, 2015. "Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 599-607.
- Anna Bayona & Oana Peia & Razvan Vlahu, 2023. "Credit Ratings and Investments," Working Papers 776, DNB.
- Jonathan Chiu & Thorsten V. Koeppl, 2014. "Livin' On The Edge With Ratings: Liquidity, Efficiency And Stability," Working Paper 1335, Economics Department, Queen's University.
- Balios, Dimitris & Thomadakis, Stavros & Tsipouri, Lena, 2016. "Credit rating model development: An ordered analysis based on accounting data," Research in International Business and Finance, Elsevier, vol. 38(C), pages 122-136.
- Jeon, Doh-Shin & Lovo, Stefano, 2011.
"Reputation as an Entry Barrier in the Credit Rating Industry,"
IDEI Working Papers
675, Institut d'Économie Industrielle (IDEI), Toulouse, revised 25 May 2012.
- Jeon, Doh-Shin & Lovo, Stefano, 2011. "Reputation as an Entry Barrier in the Credit Rating Industry," TSE Working Papers 11-235, Toulouse School of Economics (TSE), revised 25 May 2012.
Cited by:
- Jeon, Doh-Shin & Lovo, Stefano, 2013.
"Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories,"
IDEI Working Papers
762, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," TSE Working Papers 13-376, Toulouse School of Economics (TSE).
- Doh-Shin Jeon & Stefano Lovo, 2013. "Credit Rating Industry: A Helicopter Tour of Stylized Facts and Recent Theories," Post-Print hal-00798802, HAL.
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit rating industry: A helicopter tour of stylized facts and recent theories," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
- Hirth, Stefan, 2014. "Credit rating dynamics and competition," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 100-112.
- Farkas, Miklós, 2021. "Competition, communication and rating bias," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 637-656.
- Matthieu Bouvard & Raphaël Levy, 2018.
"Two-Sided Reputation in Certification Markets,"
Management Science, INFORMS, vol. 64(10), pages 4755-4774, October.
- Matthieu Bouvard & Raphael Levy, 2013. "Two-sided reputation in certification markets," Carlo Alberto Notebooks 339, Collegio Carlo Alberto.
- Bouvard, Matthieu & Levy, Raphael, 2013. "Two-sided reputation in certification markets," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 446, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Ulrich Hege & S. Lovo & M. B & M. E, 2010.
"When Private Equity Can be Generous,"
Post-Print
hal-00554153, HAL.
Cited by:
- Grigoryev, L., 2016. "Social Inequality in the World - the Interpretation of Not-Evident Tendencies," Journal of the New Economic Association, New Economic Association, vol. 31(3), pages 160-170.
- Lovo, Stefano & Calcagno, Ricardo, 2010.
"Preopening and equilibrium selection,"
HEC Research Papers Series
927, HEC Paris.
- Riccardo Calcagno & Stefano Lovo, 2010. "Preopening and Equilibrium Selection," Tinbergen Institute Discussion Papers 10-023/2, Tinbergen Institute.
- Stefano Lovo, 2009. "Preopening and equilibrium selection," Post-Print hal-00495940, HAL.
- Stefano Lovo & Riccardo Calcagno, 2010. "Preopening and Equilibrium Selection," Working Papers hal-00540793, HAL.
Cited by:
- , & , & , & ,, 2014. "Asynchronicity and coordination in common and opposing interest games," Theoretical Economics, Econometric Society, vol. 9(2), May.
- Rajnish Kumar & Ruben Juarez, 2011.
"Implementing Efficient Graphs in Connection Networks,"
Departmental Working Papers
2011-03, Department of Economics, Louisiana State University.
- Ruben Juarez & Rajnish Kumar, 2013. "Implementing efficient graphs in connection networks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 359-403, October.
- Ruben Juarez & Rajnish Kumar, 2012. "Implementing Efficient Graphs in Connection Networks," Working Papers 201203, University of Hawaii at Manoa, Department of Economics.
- Ruben Juarez & Rajnish Kumar, 2010. "Implementing Efficient Graphs in Connection Networks," Working Papers 201022, University of Hawaii at Manoa, Department of Economics.
- Bruno Biais & Christophe Bisière & Sébastien Pouget, 2014.
"Equilibrium Discovery and Preopening Mechanisms in an Experimental Market,"
Management Science, INFORMS, vol. 60(3), pages 753-769, March.
- Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," TSE Working Papers 09-001, Toulouse School of Economics (TSE).
- Biais, Bruno & Bisière, Christophe & Pouget, Sébastien, 2009. "Equilibrium Discovery and Preopening Mechanisms in an Experimental Market," IDEI Working Papers 543, Institut d'Économie Industrielle (IDEI), Toulouse.
- Selma Boussetta, 2019.
"The role of pre-opening mechanisms in fragmented markets,"
Post-Print
hal-02156212, HAL.
- Selma Boussetta, 2018. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156137, HAL.
- Selma Boussetta, 2019. "The role of pre-opening mechanismsin fragmented markets," Post-Print hal-02156204, HAL.
- Selma Boussetta & Laurance Lescourret & Sophie Moinas, 2018. "The Role of Pre-Opening Mechanisms in Fragmented Markets," EconPol Working Paper 12, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Selma Boussetta, 2017. "The role of pre-opening mechanisms in fragmented markets," Post-Print hal-02156145, HAL.
- Selma Boussetta, 2018. "The role of pre-ppening mechanisms in fragmented markets," Post-Print hal-02156118, HAL.
- Yevgeny Tsodikovich, 2021. "The worst-case payoff in games with stochastic revision opportunities," Annals of Operations Research, Springer, vol. 300(1), pages 205-224, May.
- Yuichiro Kamada & Michihiro Kandori, 2020. "Revision Games," Econometrica, Econometric Society, vol. 88(4), pages 1599-1630, July.
- Roy, Nilanjan, 2017. "Action revision, information and collusion in an experimental duopoly market," MPRA Paper 77033, University Library of Munich, Germany.
- Dutta, Prajit K., 2012. "Coordination need not be a problem," Games and Economic Behavior, Elsevier, vol. 76(2), pages 519-534.
- Roy, Nilanjan, 2023. "Fostering collusion through action revision in duopolies," Journal of Economic Theory, Elsevier, vol. 208(C).
- Stefano Lovo & Heracles M. Polemarchakis, 2010.
"Myopia and monetary equilibria,"
Post-Print
hal-00585956, HAL.
- Lovo, Stefano & Polemarchakis, Herakles, 2010. "Myopia and monetary equilibria," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 925-936, September.
Cited by:
- Ngoc-Sang Pham, 2024. "The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications," Papers 2411.07674, arXiv.org.
- Pham, Ngoc-Sang, 2024. "The relationship between general equilibrium models with infinite-lived agents and overlapping generations models, and some applications," MPRA Paper 122659, University Library of Munich, Germany.
- Johannes Horner & Stefano Lovo & Tristan Tomala, 2009.
"Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence,"
Cowles Foundation Discussion Papers
1739, Cowles Foundation for Research in Economics, Yale University.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011. "Belief-free equilibria in games with incomplete information: Characterization and existence," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2011. "Belief-free equilibria in games with incomplete information: characterization and existence," Post-Print hal-00630299, HAL.
- Lovo, Stefano & Tomala, Tristan & Hörner, Johannes, 2009. "Belief-free equilibria in games with incomplete information: characterization and existence," HEC Research Papers Series 921, HEC Paris.
- Stefano Lovo & Tristan Tomala & Johannes Hörner, 2008. "Belief-free equilibria in games with incomplete information: characterization and existence," Working Papers hal-00489877, HAL.
Cited by:
- Sugaya, Takuo & Yamamoto, Yuichi, 2020. "Common learning and cooperation in repeated games," Theoretical Economics, Econometric Society, vol. 15(3), July.
- Hörner, Johannes & Takahashi, Satoru & Vieille, Nicolas, 2014. "On the limit perfect public equilibrium payoff set in repeated and stochastic games," Games and Economic Behavior, Elsevier, vol. 85(C), pages 70-83.
- Marina Bánnikova & José-Manuel Giménez-Gómez, 2022. "The Unanimity Rule under a Two-Agent Fixed Sequential Order Voting," Games, MDPI, vol. 13(6), pages 1-8, November.
- Johannes Horner & Satoru Takahashi & Nicolas Vieille, 2012.
"On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games,"
Levine's Working Paper Archive
786969000000000412, David K. Levine.
- Johannes Horner & Satoru Takahashi & Nicolas Vieille, 2012. "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games," Cowles Foundation Discussion Papers 1848, Cowles Foundation for Research in Economics, Yale University.
- Johannes H�rner & Satoru Takahashi & Nicolas Vieille, 2012. "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games," Working Papers 1397, Princeton University, Department of Economics, Econometric Research Program..
- Francoise Forges & Antoine Salomon, 2014.
"Bayesian Repeated Games and Reputations,"
CESifo Working Paper Series
4700, CESifo.
- Antoine Salomon & Francoise Forges, 2015. "Bayesian repeated games and reputation," Post-Print hal-01252921, HAL.
- Francoise Forges & Antoine Salomon, 2014. "Bayesian repeated games and reputation," Working Papers hal-00803919, HAL.
- Salomon, Antoine & Forges, Françoise, 2015. "Bayesian repeated games and reputation," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 70-104.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2011.
"Belief-free equilibria in games with incomplete information: characterization and existence,"
Post-Print
hal-00630299, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011. "Belief-free equilibria in games with incomplete information: Characterization and existence," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
- Johannes Horner & Stefano Lovo & Tristan Tomala, 2009. "Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence," Cowles Foundation Discussion Papers 1739, Cowles Foundation for Research in Economics, Yale University.
- Lovo, Stefano & Tomala, Tristan & Hörner, Johannes, 2009. "Belief-free equilibria in games with incomplete information: characterization and existence," HEC Research Papers Series 921, HEC Paris.
- Stefano Lovo & Tristan Tomala & Johannes Hörner, 2008. "Belief-free equilibria in games with incomplete information: characterization and existence," Working Papers hal-00489877, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Rosenberg, Dinah & Solan, Eilon & Vieille , Nicolas, 2013.
"Strategic Information Exchange,"
HEC Research Papers Series
1009, HEC Paris.
- Rosenberg, Dinah & Solan, Eilon & Vieille, Nicolas, 2013. "Strategic information exchange," Games and Economic Behavior, Elsevier, vol. 82(C), pages 444-467.
- Yuichi Yamamoto, 2014. "We Can Cooperate Even When the Monitoring Structure Will Never Be Known," PIER Working Paper Archive 17-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Apr 2017.
- Eliaz, Kfir & de Clippel, Geoffroy & Rozen, Kareen, 2016. "The Silent Treatment," CEPR Discussion Papers 11335, C.E.P.R. Discussion Papers.
- Marie Laclau, 2014.
"Communication in repeated network games with imperfect monitoring,"
Post-Print
halshs-01109156, HAL.
- Laclau, M., 2014. "Communication in repeated network games with imperfect monitoring," Games and Economic Behavior, Elsevier, vol. 87(C), pages 136-160.
- Marie Laclau, 2014. "Communication in repeated network games with imperfect monitoring," PSE-Ecole d'économie de Paris (Postprint) halshs-01109156, HAL.
- Carmona, G. & Sabourian, H., 2021. "Approachability with Discounting," Cambridge Working Papers in Economics 2124, Faculty of Economics, University of Cambridge.
- Harry Pei, 2020. "Reputation for Playing Mixed Actions: A Characterization Theorem," Papers 2006.16206, arXiv.org, revised Apr 2021.
- Françoise Forges, 2012. "Folk theorems for Bayesian (public good) games," Post-Print hal-02447604, HAL.
- Flesch, János & Laraki, Rida & Perchet, Vianney, 2018. "Approachability of convex sets in generalized quitting games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 411-431.
- Chen, Bo, 2010. "A belief-based approach to the repeated prisoners' dilemma with asymmetric private monitoring," Journal of Economic Theory, Elsevier, vol. 145(1), pages 402-420, January.
- Mihm, Maximilian & Toth, Russell, 2020. "Cooperative networks with robust private monitoring," Journal of Economic Theory, Elsevier, vol. 185(C).
- Harry Pei, 2020. "Reputation Building under Observational Learning," Papers 2006.08068, arXiv.org, revised Nov 2020.
- Fudenberg, Drew & Yamamoto, Yuichi, 2011.
"Learning from Private Information in Noisy Repeated Games,"
Scholarly Articles
9962008, Harvard University Department of Economics.
- Fudenberg, Drew & Yamamoto, Yuichi, 2011. "Learning from private information in noisy repeated games," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1733-1769, September.
- Sugaya, Takuo & Wolitzky, Alexander, 2023. "Bad apples in symmetric repeated games," Theoretical Economics, Econometric Society, vol. 18(4), November.
- Harry Pei, 2020. "Trust and Betrayals: Reputational Payoffs and Behaviors without Commitment," Papers 2006.08071, arXiv.org.
- Yuichi Yamamoto, 2012. "Individual Learning and Cooperation in Noisy Repeated Games," PIER Working Paper Archive 12-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Yuichi Yamamoto, 2013. "Individual Learning and Cooperation in Noisy Repeated Games," PIER Working Paper Archive 13-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Takuo Sugaya & Yuichi Yamamoto, 2019. "Common Learning and Cooperation in Repeated Games," PIER Working Paper Archive 19-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Joyee Deb & Yuhta Ishii, 2016. "Reputation Building under Uncertain Monitoring," Cowles Foundation Discussion Papers 2042, Cowles Foundation for Research in Economics, Yale University.
- Tristan Tomala & J. Hörner & S. Lovo, 2009.
"Existence of belief-free equilibria in games with incomplete information and known-own payoffs,"
Post-Print
hal-00495690, HAL.
Cited by:
- Sugaya, Takuo & Yamamoto, Yuichi, 2020. "Common learning and cooperation in repeated games," Theoretical Economics, Econometric Society, vol. 15(3), July.
- Marina Bánnikova & José-Manuel Giménez-Gómez, 2022. "The Unanimity Rule under a Two-Agent Fixed Sequential Order Voting," Games, MDPI, vol. 13(6), pages 1-8, November.
- Johannes Horner & Satoru Takahashi & Nicolas Vieille, 2012.
"On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games,"
Levine's Working Paper Archive
786969000000000412, David K. Levine.
- Johannes Horner & Satoru Takahashi & Nicolas Vieille, 2012. "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games," Cowles Foundation Discussion Papers 1848, Cowles Foundation for Research in Economics, Yale University.
- Johannes H�rner & Satoru Takahashi & Nicolas Vieille, 2012. "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games," Working Papers 1397, Princeton University, Department of Economics, Econometric Research Program..
- Francoise Forges & Antoine Salomon, 2014.
"Bayesian Repeated Games and Reputations,"
CESifo Working Paper Series
4700, CESifo.
- Antoine Salomon & Francoise Forges, 2015. "Bayesian repeated games and reputation," Post-Print hal-01252921, HAL.
- Francoise Forges & Antoine Salomon, 2014. "Bayesian repeated games and reputation," Working Papers hal-00803919, HAL.
- Salomon, Antoine & Forges, Françoise, 2015. "Bayesian repeated games and reputation," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 70-104.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2011.
"Belief-free equilibria in games with incomplete information: characterization and existence,"
Post-Print
hal-00630299, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011. "Belief-free equilibria in games with incomplete information: Characterization and existence," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
- Johannes Horner & Stefano Lovo & Tristan Tomala, 2009. "Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence," Cowles Foundation Discussion Papers 1739, Cowles Foundation for Research in Economics, Yale University.
- Lovo, Stefano & Tomala, Tristan & Hörner, Johannes, 2009. "Belief-free equilibria in games with incomplete information: characterization and existence," HEC Research Papers Series 921, HEC Paris.
- Stefano Lovo & Tristan Tomala & Johannes Hörner, 2008. "Belief-free equilibria in games with incomplete information: characterization and existence," Working Papers hal-00489877, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Yuichi Yamamoto, 2014. "We Can Cooperate Even When the Monitoring Structure Will Never Be Known," PIER Working Paper Archive 17-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Apr 2017.
- Carmona, G. & Sabourian, H., 2021. "Approachability with Discounting," Cambridge Working Papers in Economics 2124, Faculty of Economics, University of Cambridge.
- Françoise Forges, 2012. "Folk theorems for Bayesian (public good) games," Post-Print hal-02447604, HAL.
- Flesch, János & Laraki, Rida & Perchet, Vianney, 2018. "Approachability of convex sets in generalized quitting games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 411-431.
- Chen, Bo, 2010. "A belief-based approach to the repeated prisoners' dilemma with asymmetric private monitoring," Journal of Economic Theory, Elsevier, vol. 145(1), pages 402-420, January.
- Mihm, Maximilian & Toth, Russell, 2020. "Cooperative networks with robust private monitoring," Journal of Economic Theory, Elsevier, vol. 185(C).
- Takuo Sugaya & Yuichi Yamamoto, 2019. "Common Learning and Cooperation in Repeated Games," PIER Working Paper Archive 19-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009.
"Risk attitude, beliefs updating and the information content of trades: an experiment,"
HEC Research Papers Series
917, HEC Paris.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
Cited by:
- Choijil, Enkhbayar & Méndez, Christian Espinosa & Wong, Wing-Keung & Vieito, João Paulo & Batmunkh, Munkh-Ulzii, 2022. "Thirty years of herd behavior in financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
- Charness, Gary & Dave, Chetan, 2017. "Confirmation bias with motivated beliefs," Games and Economic Behavior, Elsevier, vol. 104(C), pages 1-23.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2009.
"Asset sales and the role of buyers: strategic buyers versus private equity,"
MPRA Paper
39549, University Library of Munich, Germany, revised Feb 2012.
Cited by:
- Baziki, Selva Bahar & Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2017.
"Cross-border acquisitions and restructuring: Multinational enterprises and private equity-firms,"
European Economic Review, Elsevier, vol. 94(C), pages 166-184.
- Persson, Lars, 2017. "Cross-border Acquisitions and Restructuring: Multinational Enterprises and Private Equity-Firms," CEPR Discussion Papers 11953, C.E.P.R. Discussion Papers.
- Marc Martos-Vila & Matthew Rhodes-Kropf & Jarrad Harford, 2013. "Financial vs. Strategic Buyers," NBER Working Papers 19378, National Bureau of Economic Research, Inc.
- Persson, Lars & Norbäck, Pehr-Johan & Tåg, Joacim, 2012.
"Buying to Sell: Private Equity Buyouts and Industrial Restructuring,"
CEPR Discussion Papers
8992, C.E.P.R. Discussion Papers.
- Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2010. "Buying to Sell: A Theory of Buyouts," Working Paper Series 817, Research Institute of Industrial Economics.
- Pehr-Johan Norbäck & Lars Persson & Joacim Tag, 2013. "Buying to Sell: Private Equity Buyouts and Industrial Restructuring," CESifo Working Paper Series 4338, CESifo.
- Sarah Osborne, 2020. "Abnormal returns and asymmetric information surrounding strategic and financial acquisitions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3991-4030, December.
- Baziki, Selva & Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2015. "Cross-Border Acquisitions and Restructuring: Multinational Enterprises versus Private Equity-Firms," Working Paper Series 1057, Research Institute of Industrial Economics.
- Baziki, Selva Bahar & Norbäck, Pehr-Johan & Persson, Lars & Tåg, Joacim, 2017.
"Cross-border acquisitions and restructuring: Multinational enterprises and private equity-firms,"
European Economic Review, Elsevier, vol. 94(C), pages 166-184.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron & Sushka, Marie, 2006.
"Equity and cash in intercorporate asset sales : theory and evidence,"
HEC Research Papers Series
859, HEC Paris.
- Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka, 2009. "Equity and Cash in Intercorporate Asset Sales: Theory and Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 681-714, February.
- Ulrich Hege & Stefano Lovo & Myron Slovin & Marie Sushka, 2012. "Equity and Cash in Intercorporate Asset Sales: Theory and Evidence," Working Papers hal-00759788, HAL.
- Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka, 2009. "Equity and Cash in Intercorporate Asset Sales: Theory and Evidence," Post-Print hal-00459939, HAL.
Cited by:
- Kien Cao & Jeff Madura, 2011. "Determinants of the Method of Payment in Asset Sell‐Off Transactions," The Financial Review, Eastern Finance Association, vol. 46(4), pages 643-670, November.
- Angélica María Sánchez-Riofrío & Luis Ángel Guerras-Martín & Francisco Javier Forcadell, 2015. "Business portfolio restructuring: a comprehensive bibliometric review," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(3), pages 1921-1950, March.
- Jason Shachat & Lijia Tan, 2012.
"An experimental investigation of auctions and bargaining in procurement,"
Working Papers
1203, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, revised 17 Oct 2012.
- Jason Shachat & Lijia Tan, 2013. "An Experimental Investigation of Auctions and Bargaining in Procurement," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Jason Shachat & Lijia Tan, 2015. "An Experimental Investigation of Auctions and Bargaining in Procurement," Management Science, INFORMS, vol. 61(5), pages 1036-1051, May.
- Shachat, Jason & Tan, Lijia, 2012. "An experimental investigation of auctions and bargaining in procurement," MPRA Paper 42409, University Library of Munich, Germany.
- Borisova, Ginka & Cowan, Arnold R., 2014. "Government asset sales, economic nationalism, and acquirer wealth effects," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 351-368.
- Nguyen, Giang & Nguyen, Hai, 2019. "Does seller status matter in inter-corporate asset sales?," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 97-110.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018.
"Divisional Buyouts by Private Equity and the Market for Divested Assets,"
TSE Working Papers
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"Unbundling Ownership and Control,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(1), pages 1-21, March.
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"Ascending auctions for multiple objects: the case for the Japanese design,"
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halshs-00009852, HAL.
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"An equilibrium analysis of the simultaneous ascending auction,"
IEW - Working Papers
428, Institute for Empirical Research in Economics - University of Zurich.
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"Simultaneous ascending auctions with complementarities and known budget constraints,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(1), pages 105-124, January.
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"Exposure Problem in Multi-unit Auctions,"
ISER Discussion Paper
0848, Institute of Social and Economic Research, Osaka University.
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- Sandro Brusco & Giuseppe Lopomo & Leslie M. Marx, 2008.
"The `Google Effect' in the FCC's 700 MHz Auction,"
Department of Economics Working Papers
08-03, Stony Brook University, Department of Economics.
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"Jump Bidding and Overconcentration in Decentralized Simultaneous Ascending Auctions,"
Staff General Research Papers Archive
12698, Iowa State University, Department of Economics.
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"Belief-free Equilibria in games with incomplete information,"
HEC Research Papers Series
845, HEC Paris.
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- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2009. "Belief-Free Equilibria in Games With Incomplete Information," Post-Print hal-00459955, HAL.
Cited by:
- Sugaya, Takuo & Yamamoto, Yuichi, 2020. "Common learning and cooperation in repeated games," Theoretical Economics, Econometric Society, vol. 15(3), July.
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"On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games,"
Levine's Working Paper Archive
786969000000000412, David K. Levine.
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- Johannes H�rner & Satoru Takahashi & Nicolas Vieille, 2012. "On the Limit Equilibrium Payoff Set in Repeated and Stochastic Games," Working Papers 1397, Princeton University, Department of Economics, Econometric Research Program..
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"Bayesian Repeated Games and Reputations,"
CESifo Working Paper Series
4700, CESifo.
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- Salomon, Antoine & Forges, Françoise, 2015. "Bayesian repeated games and reputation," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 70-104.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2011.
"Belief-free equilibria in games with incomplete information: characterization and existence,"
Post-Print
hal-00630299, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011. "Belief-free equilibria in games with incomplete information: Characterization and existence," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
- Johannes Horner & Stefano Lovo & Tristan Tomala, 2009. "Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence," Cowles Foundation Discussion Papers 1739, Cowles Foundation for Research in Economics, Yale University.
- Lovo, Stefano & Tomala, Tristan & Hörner, Johannes, 2009. "Belief-free equilibria in games with incomplete information: characterization and existence," HEC Research Papers Series 921, HEC Paris.
- Stefano Lovo & Tristan Tomala & Johannes Hörner, 2008. "Belief-free equilibria in games with incomplete information: characterization and existence," Working Papers hal-00489877, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Rosenberg, Dinah & Solan, Eilon & Vieille , Nicolas, 2013.
"Strategic Information Exchange,"
HEC Research Papers Series
1009, HEC Paris.
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- Yuichi Yamamoto, 2014. "We Can Cooperate Even When the Monitoring Structure Will Never Be Known," PIER Working Paper Archive 17-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Apr 2017.
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"Communication in repeated network games with imperfect monitoring,"
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halshs-01109156, HAL.
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"Cooperation, but No Reciprocity: Individual Strategies in the Repeated Prisoner's Dilemma,"
American Economic Review, American Economic Association, vol. 105(9), pages 2882-2910, September.
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- Harry Pei, 2020. "Reputation Effects Under Interdependent Values," Econometrica, Econometric Society, vol. 88(5), pages 2175-2202, September.
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"Observations on Cooperation,"
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2017-12, Bar-Ilan University, Department of Economics.
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"Learning from Private Information in Noisy Repeated Games,"
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- Yuichi Yamamoto, 2012. "Individual Learning and Cooperation in Noisy Repeated Games," PIER Working Paper Archive 12-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Yuichi Yamamoto, 2013. "Individual Learning and Cooperation in Noisy Repeated Games," PIER Working Paper Archive 13-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Takuo Sugaya & Yuichi Yamamoto, 2019. "Common Learning and Cooperation in Repeated Games," PIER Working Paper Archive 19-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- ,, 2015. "Unraveling in a repeated moral hazard model with multiple agents," Theoretical Economics, Econometric Society, vol. 10(1), January.
- Joyee Deb & Yuhta Ishii, 2016. "Reputation Building under Uncertain Monitoring," Cowles Foundation Discussion Papers 2042, Cowles Foundation for Research in Economics, Yale University.
- Stefano Lovo & J. P. Décamps, 2006.
"A Note on Risk Aversion and Herd Behavior in Financial Markets,"
Post-Print
halshs-00119563, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
Cited by:
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"Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment,"
IDEI Working Papers
552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Zhuo Qiao & Thomas C. Chiang & Lin Tan, 2014. "Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-27.
- Li, Ming-Yuan Leon, 2009. "Value or volume strategy?," Finance Research Letters, Elsevier, vol. 6(4), pages 210-218, December.
- Papavassiliou, Vassilios G. & Kinateder, Harald, 2021. "Information shares and market quality before and during the European sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020.
"Herding in Equity Crowdfunding,"
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34, Red Investigadores de Economía.
- Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017. "Herding in Equity Crowdfunding," HEC Research Papers Series 1245, HEC Paris, revised 04 Jun 2018.
- Stefano Lovo & Ricardo Calcagno, 2006.
"Bid-Ask Price Competition with Asymmetric Information between Market-Makers,"
Post-Print
hal-00460018, HAL.
- Riccardo Calcagno & Stefano Lovo, 2006. "Bid-Ask Price Competition with Asymmetric Information between Market-Makers," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 329-355.
- Stefano Lovo & Riccardo Calcagno, 2006. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Post-Print halshs-00119559, HAL.
- Stefano Lovo & Riccardo Calcagno, 1998. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Working Papers hal-00600245, HAL.
- Riccardo Calcagno & Stefano Lovo, 2006. "Bid-Ask Price Competition with Asymmetric Information between Market-Makers," Post-Print hal-02313019, HAL.
Cited by:
- Schweinzer, Paul, 2006. "Sequential bargaining with pure common values," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 137, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024.
"On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1877-1895, April.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2022. "On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market," Working Papers 202302, Geary Institute, University College Dublin.
- Bongaerts, Dion & Achter, Mark Van, 2021. "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, vol. 140(1), pages 220-249.
- Chang, Sanders S. & Wang, F. Albert, 2015. "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 19-33.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Shino Takayama, 2020.
"Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading,"
Discussion Papers Series
621, School of Economics, University of Queensland, Australia.
- Takayama, Shino, 2021. "Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000.
"On the strategic origin of Brownian motion in finance,"
LIDAM Discussion Papers CORE
2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hadiza Moussa Saley & Bernard De Meyer, 2003. "On the strategic origin of Brownian motion in finance," International Journal of Game Theory, Springer;Game Theory Society, vol. 31(2), pages 285-319.
- Arzé Karam, 2017. "The effects of intraday news flow on market liquidity, price volatility and trading activity," Economics Bulletin, AccessEcon, vol. 37(4), pages 2354-2363.
- Biais, Bruno & Glosten, Larry & Spatt, Chester, 2004.
"Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications,"
IDEI Working Papers
253, Institut d'Économie Industrielle (IDEI), Toulouse.
- Biais, Bruno & Glosten, Larry & Spatt, Chester, 2005. "Market microstructure: A survey of microfoundations, empirical results, and policy implications," Journal of Financial Markets, Elsevier, vol. 8(2), pages 217-264, May.
- Schweinzer, Paul, 2010. "Sequential bargaining with common values," Journal of Mathematical Economics, Elsevier, vol. 46(1), pages 109-121, January.
- Shino Takayama, 2018. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 603, School of Economics, University of Queensland, Australia.
- Calcagno, R. & Lovo, S.M., 2002. "Market Efficiency and Price Formation When Dealers are Asymmetrically Informed," Other publications TiSEM 30951a58-24f2-43f0-9e35-e, Tilburg University, School of Economics and Management.
- Zhang, Wei & Huang, Ke & Feng, Xu & Zhang, Yongjie, 2017. "Market maker competition and price efficiency: Evidence from China," Economic Modelling, Elsevier, vol. 66(C), pages 121-131.
- Allen, Linda & Gottesman, Aron A. & Peng, Lin, 2012. "The impact of joint participation on liquidity in equity and syndicated bank loan markets," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 50-78.
- Calcagno, R. & Lovo, S.M., 2002. "Market Efficiency and Price Formation When Dealers are Asymmetrically Informed," Discussion Paper 2002-42, Tilburg University, Center for Economic Research.
- Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 1999. "A new approach to stock price modelling and the efficiency of the Italian stock exchange," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 25-47, April.
- LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," HEC Research Papers Series 737, HEC Paris.
- Arzé Karam, 2022. "Dealers' incentives to reveal their names," The Financial Review, Eastern Finance Association, vol. 57(1), pages 27-44, February.
- Stefano Lovo & J. P. Décamps, 2006.
"Informational cascades with endogenous prices: The role of risk aversion,"
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halshs-00009853, HAL.
- Decamps, Jean-Paul & Lovo, Stefano, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
Cited by:
- Loisel, O. & Pommeret, A. & Portier, T., 2012.
"Monetary Policy and Herd Behavior: Leaning Against Bubbles,"
Working papers
412, Banque de France.
- Olivier Loisel & Aude Pommeret & Franck Portier, 2012. "Monetary Policy and Herd Behavior : Leaning Against Bubbles," Working Papers 2012-25, Center for Research in Economics and Statistics.
- Marco Cipriani & Antonio Guarino, 2010.
"Herd Behavior and Contagion in Financial Markets,"
Working Papers
2010-01, The George Washington University, Institute for International Economic Policy.
- Cipriani Marco & Guarino Antonio, 2008. "Herd Behavior and Contagion in Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 8(1), pages 1-56, October.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009.
"Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment,"
IDEI Working Papers
552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
- Hong Liu & Jingyuan Wu & Qingshan Yang, 2017. "Inside Trading when the Market Deviates from the Semi-strong Efficient Condition," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 111-128, May.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2024.
"Information Cascades and Social Learning,"
Journal of Economic Literature, American Economic Association, vol. 62(3), pages 1040-1093, September.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2021. "Information Cascades and Social Learning," NBER Working Papers 28887, National Bureau of Economic Research, Inc.
- Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2021. "Information Cascades and Social Learning," Papers 2105.11044, arXiv.org.
- Bikhchandani, Sushil & Hirshleifer, David & Tamuz, Omer & Welch, Ivo, 2021. "Information Cascades and Social Learning," MPRA Paper 107927, University Library of Munich, Germany.
- Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013.
"Herding in financial markets: Bridging the gap between theory and evidence,"
SFB 649 Discussion Papers
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- Dieter Nautz, "undated". "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers 2013002, Berlin School of Economics.
- Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2012. "Correlated trades and herd behavior in the stock market," SFB 649 Discussion Papers 2012-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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- Boortz, Christopher, 2016. "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers 2016-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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- Stefano Lovo & Fabrizio Germano & Gian Luigi Albano, 2006.
"Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects,"
Post-Print
hal-00459967, HAL.
- Gian Albano & Fabrizio Germano & Stefano Lovo, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Review of Economic Design, Springer;Society for Economic Design, vol. 10(1), pages 1-8, April.
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Post-Print halshs-00119568, HAL.
Cited by:
- Jacob K. Goeree & Yuanchuan Lien, 2009.
"An equilibrium analysis of the simultaneous ascending auction,"
IEW - Working Papers
428, Institute for Empirical Research in Economics - University of Zurich.
- Goeree, Jacob K. & Lien, Yuanchuan, 2014. "An equilibrium analysis of the simultaneous ascending auction," Journal of Economic Theory, Elsevier, vol. 153(C), pages 506-533.
- Hikmet Gunay & Xin Meng, 2012.
"Exposure Problem in Multi-unit Auctions,"
ISER Discussion Paper
0848, Institute of Social and Economic Research, Osaka University.
- Meng, Xin & Gunay, Hikmet, 2017. "Exposure problem in multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 52(C), pages 165-187.
- MENG, Xin & GUNAY, Hikmet, 2017. "Exposure Problem in Multi-Unit Auctions," Discussion paper series HIAS-E-43, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Alexander L. Brown & Charles R. Plott & Heidi J. Sullivan, 2009. "Collusion Facilitating And Collusion Breaking Power Of Simultaneous Ascending And Descending Price Auctions," Economic Inquiry, Western Economic Association International, vol. 47(3), pages 395-424, July.
- Thierry, FOUCAULT & Stefano, LOVO, 2003.
"Linkage principle, Multi-dimensional Signals and Blind Auctions,"
HEC Research Papers Series
785, HEC Paris.
- Stefano Lovo & Thierry Foucault, 2011. "Linkage Principle, Multi-dimensional Signals and Blind Auctions," Working Papers hal-00592018, HAL.
Cited by:
- Heumann, Tibor, 2019. "An ascending auction with multi-dimensional signals," Journal of Economic Theory, Elsevier, vol. 184(C).
- Bergemann, Dirk & Pesendorfer, Martin, 2007.
"Information structures in optimal auctions,"
Journal of Economic Theory, Elsevier, vol. 137(1), pages 580-609, November.
- Bergemann, Dirk & Pesendorfer, Martin, 2001. "Information Structures in Optimal Auctions," CEPR Discussion Papers 2991, C.E.P.R. Discussion Papers.
- Dirk Bergemann & Martin Pesendorfer, 2001. "Information Structures in Optimal Auctions," Cowles Foundation Discussion Papers 1323, Cowles Foundation for Research in Economics, Yale University.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2003.
"Market informational inefficiency, risk aversion and quantity grid,"
HEC Research Papers Series
770, HEC Paris.
- Jean-Paul Decamps & Stefano Lovo, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," Working Papers hal-00592016, HAL.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Décamps, Jean-Paul & Lovo, Stefano, 2003.
"Risk Aversion and Herd Behavior in Financial Markets,"
IDEI Working Papers
246, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," HEC Research Papers Series 758, HEC Paris.
- Stefano Lovo & J. P. Décamps, 2006.
"A Note on Risk Aversion and Herd Behavior in Financial Markets,"
Post-Print
halshs-00119563, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2002.
"Risk aversion and herd behavior in financial markets,"
HEC Research Papers Series
758, HEC Paris.
- Jean-Paul Decamps & Stefano Lovo, 2002. "Risk Aversion and Herd Behavior in Financial Markets," Working Papers hal-00593657, HAL.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Risk Aversion and Herd Behavior in Financial Markets," IDEI Working Papers 246, Institut d'Économie Industrielle (IDEI), Toulouse.
Cited by:
- Jean-Paul Decamps & Stefano Lovo, 2003.
"Market Informational Inefficiency, Risk Aversion and Quantity Grid,"
Working Papers
hal-00592016, HAL.
- LOVO, Stefano & DECAMPS, Jean-Paul, 2003. "Market informational inefficiency, risk aversion and quantity grid," HEC Research Papers Series 770, HEC Paris.
- Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers 177, Institut d'Économie Industrielle (IDEI), Toulouse.
- Maria Grazia Romano, 2007.
"Learning, Cascades, and Transaction Costs,"
Review of Finance, European Finance Association, vol. 11(3), pages 527-560.
- Maria Grazia Romano, 2004. "Learning, Cascades and Transaction Costs," CSEF Working Papers 123, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Feb 2006.
- J L Ford & David Kelsey & W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers 05-11, Department of Economics, University of Birmingham.
- Lin, Mei-Chen, 2018. "The impact of aggregate uncertainty on herding in analysts' stock recommendations," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 90-105.
- Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-156, Boston University - Department of Economics.
- Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - Working Papers Series WP2005-027, Boston University - Department of Economics.
- Germain, Marc & Lovo, Stefano & Vansteenberghe, Vincent, 2000.
"De l'importance de la microstructure d'un marché de permis de polluer,"
LIDAM Discussion Papers IRES
2000010, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
Cited by:
- PAOLO COLLA & MARC GERMAIN & VINCENT Van STEENBERGHE, 2012.
"Environmental Policy and Speculation on Markets for Emission Permits,"
Economica, London School of Economics and Political Science, vol. 79(313), pages 152-182, January.
- Paolo, COLLA & Marc, GERMAIN & Vincent, VAN STEENBERGHE, 2005. "Environmental policy and speculation on markets for emission permits," Discussion Papers (ECON - Département des Sciences Economiques) 2005049, Université catholique de Louvain, Département des Sciences Economiques.
- COLLA, Paolo & GERMAIN, Marc & VAN STEENBERGHE, Vincent, 2005. "Environmental policy and speculation on markets for emission permits," LIDAM Discussion Papers CORE 2005066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GERMAIN, Marc & VAN STEENBERGHE, Vincent, 2001. "Optimal policy tradable and bankable pollution permits: taking the market microstructure into account," LIDAM Discussion Papers CORE 2001035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- PAOLO COLLA & MARC GERMAIN & VINCENT Van STEENBERGHE, 2012.
"Environmental Policy and Speculation on Markets for Emission Permits,"
Economica, London School of Economics and Political Science, vol. 79(313), pages 152-182, January.
- LOVO, Stefano, 2000.
"Infinitely lived representative agent exchange economy with myopia,"
LIDAM Discussion Papers CORE
2000028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stefano Lovo, 2000. "Infinitely Lived Representative Agent Exchange Economy with Myopia," Working Papers hal-00598167, HAL.
Cited by:
- Dmitri Vinogradov, 2003. "Macroeconomic evolution after a shock: the role for financial intermediation," Macroeconomics 0310007, University Library of Munich, Germany.
- Dmitri Vinogradov, 2004. "Macroeconomic evolution aftera shock: the role of financial intermediation," Money Macro and Finance (MMF) Research Group Conference 2003 106, Money Macro and Finance Research Group.
- ALBANO, Gian Luigi & GERMANO, Fabrizio & LOVO, Stefano, 1999.
"A comparison of standard multi-unit auctions with synergies,"
LIDAM Discussion Papers CORE
1999052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Albano, Gian Luigi & Germano, Fabrizio & Lovo, Stefano, 2001. "A comparison of standard multi-unit auctions with synergies," Economics Letters, Elsevier, vol. 71(1), pages 55-60, April.
- ALBANO, Gian Luigi & GERMANO, Fabrizio & LOVO, Stefano, 2001. "A comparison of standard multi-unit auctions with synergies," LIDAM Reprints CORE 1556, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 1999. "A Comparison of Standard Multi-Unit Auctions with Synergies," Working Papers hal-00599418, HAL.
- Stefano Lovo & Fabrizio Germano & Gian Luigi Albano, 2001. "A comparison of standard multi-unit auctions with synergies," Post-Print hal-00460031, HAL.
Cited by:
- Simon Finster, 2020. "Strategic Bidding in Product-Mix, Sequential, and Simultaneous Auctions," Economics Papers 2020-W03, Economics Group, Nuffield College, University of Oxford.
- Dakshina G. De Silva & Anuruddha Kankanamge & Georgia Kosmopoulou, 2005. "The Impact Of Change In Auction Format On Bidding Behavior," Microeconomics 0512009, University Library of Munich, Germany.
- Lunander, Anders & Lundberg, Sofia, 2009.
"Do Combinatorial Procurement Auctions Lower Cost? - An Empirical Analysis of Public Procurement of Multiple Contracts,"
Umeå Economic Studies
776, Umeå University, Department of Economics, revised 16 Sep 2009.
- Lunander, Anders & Lundberg, Sofia, 2011. "Do Combinatorial Procurement Auctions Lower Cost? - An Empirical Analysis of Public Procurement of Multiple Contracts," Umeå Economic Studies 825, Umeå University, Department of Economics.
- Hikmet Gunay & Xin Meng, 2012.
"Exposure Problem in Multi-unit Auctions,"
ISER Discussion Paper
0848, Institute of Social and Economic Research, Osaka University.
- Meng, Xin & Gunay, Hikmet, 2017. "Exposure problem in multi-unit auctions," International Journal of Industrial Organization, Elsevier, vol. 52(C), pages 165-187.
- MENG, Xin & GUNAY, Hikmet, 2017. "Exposure Problem in Multi-Unit Auctions," Discussion paper series HIAS-E-43, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Gian Albano & Fabrizio Germano & Stefano Lovo, 2006.
"Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects,"
Review of Economic Design, Springer;Society for Economic Design, vol. 10(1), pages 1-8, April.
- Stefano Lovo & Fabrizio Germano & Gian Luigi Albano, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Post-Print hal-00459967, HAL.
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Post-Print halshs-00119568, HAL.
- Zheng, Charles Zhoucheng, 2006.
"Jump Bidding and Overconcentration in Decentralized Simultaneous Ascending Auctions,"
Staff General Research Papers Archive
12698, Iowa State University, Department of Economics.
- Zheng, Charles Z., 2012. "Jump bidding and overconcentration in decentralized simultaneous ascending auctions," Games and Economic Behavior, Elsevier, vol. 76(2), pages 648-664.
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 2002.
"On Some Collusive and Signaling Equilibria in Ascending Auctions for Multiple Objects,"
Working Papers
hal-00593867, HAL.
- LOVO, Stefano & ALBANO, Gian Luigi & GERMANO, Fabrizio, 2002. "On some collusive and signaling equilibria in ascending auctions for multiple objects," HEC Research Papers Series 765, HEC Paris.
- De Silva, Dakshina G. & Kosmopoulou, Georgia & Pagel, Beatrice & Peeters, Ronald, 2012.
"The impact of timing on bidding behavior in procurement auctions of contracts with private costs,"
DICE Discussion Papers
54, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Dakshina De Silva & Georgia Kosmopoulou & Beatrice Pagel & Ronald Peeters, 2013. "The Impact of Timing on Bidding Behavior in Procurement Auctions of Contracts with Private Costs," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 42(3), pages 321-343, May.
- De Silva, Dakshina G. & Kosmopoulou, Georgia & Pagel, Beatrice & Peeters, Ronald, 2010. "The impact of timing on bidding behavior in procurement auctions of contracts with private costs," MPRA Paper 27355, University Library of Munich, Germany.
- Chernomaz, Kirill & Levin, Dan, 2012. "Efficiency and synergy in a multi-unit auction with and without package bidding: An experimental study," Games and Economic Behavior, Elsevier, vol. 76(2), pages 611-635.
- Branco, Fernando, 2001. "On the superiority of the multiple round ascending bid auction," Economics Letters, Elsevier, vol. 70(2), pages 187-194, February.
Articles
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022.
"Credit rating agencies, information asymmetry and US bond liquidity,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1863-1896, October.
See citations under working paper version above.
- Stefano Lovo & Philippe Raimbourg & Federica Salvadè, 2022. "Credit Rating Agencies, Information Asymmetry and US Bond Liquidity," Working Papers hal-03890565, HAL.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018.
"Divisional buyouts by private equity and the market for divested assets,"
Journal of Corporate Finance, Elsevier, vol. 53(C), pages 21-37.
See citations under working paper version above.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018. "Divisional Buyouts by Private Equity and the Market for Divested Assets," TSE Working Papers 18-948, Toulouse School of Economics (TSE).
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
See citations under working paper version above.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2018.
"Zero-sum revision games,"
Games and Economic Behavior, Elsevier, vol. 108(C), pages 504-522.
See citations under working paper version above.
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2017. "Zero-Sum Revision Games," TSE Working Papers 17-751, Toulouse School of Economics (TSE).
- Stefano Lovo & Christophe Spaenjers, 2018.
"A Model of Trading in the Art Market,"
American Economic Review, American Economic Association, vol. 108(3), pages 744-774, March.
See citations under working paper version above.
- Lovo, Stefano & Spaenjers, Christophe, 2014. "A Model of Trading in the Art Market," HEC Research Papers Series 1150, HEC Paris, revised 22 Sep 2017.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015.
"Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment,"
Management Science, INFORMS, vol. 61(6), pages 1378-1397, June.
See citations under working paper version above.
- Stefano Lovo & Christophe Bisière & Jean-Paul Decamps, 2009. "Risk attitude, beliefs updating and the information content of trades : an experiment," Working Papers hal-00489272, HAL.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
- Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015. "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print halshs-01400243, HAL.
- Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," HEC Research Papers Series 917, HEC Paris.
- Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," IDEI Working Papers 552, Institut d'Économie Industrielle (IDEI), Toulouse, revised May 2012.
- , & , & , & ,, 2014.
"Asynchronicity and coordination in common and opposing interest games,"
Theoretical Economics, Econometric Society, vol. 9(2), May.
Cited by:
- Dutta, Rohan & Ishii, Ryosuke, 2016. "Dynamic commitment games, efficiency and coordination," Journal of Economic Theory, Elsevier, vol. 163(C), pages 699-727.
- Ala Avoyan & João Ramos, 2023. "A Road to Efficiency through Communication and Commitment," American Economic Review, American Economic Association, vol. 113(9), pages 2355-2381, September.
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2017.
"Zero-Sum Revision Games,"
TSE Working Papers
17-751, Toulouse School of Economics (TSE).
- Gensbittel, Fabien & Lovo, Stefano & Renault, Jérôme & Tomala, Tristan, 2018. "Zero-sum revision games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 504-522.
- Sofia Moroni, 2019. "Existence of trembling hand perfect and sequential equilibrium in games with stochastic timing of moves," Working Paper 6757, Department of Economics, University of Pittsburgh.
- Ryota Iijima & Akitada Kasahara, 2016. "Gradual Adjustment and Equilibrium Uniqueness under Noisy Monitoring," ISER Discussion Paper 0965, Institute of Social and Economic Research, Osaka University.
- Doraszelski, Ulrich & Escobar, Juan, 2016.
"Protocol Invariance and the Timing of Decisions in Dynamic Games,"
CEPR Discussion Papers
11447, C.E.P.R. Discussion Papers.
- Doraszelski, Ulrich & Escobar, Juan F., 2019. "Protocol invariance and the timing of decisions in dynamic games," Theoretical Economics, Econometric Society, vol. 14(2), May.
- Zhuohan Wang & Dong Hao, 2022. "Characterizing Agent Behavior in Revision Games with Uncertain Deadline," Games, MDPI, vol. 13(6), pages 1-13, November.
- Yevgeny Tsodikovich, 2021. "The worst-case payoff in games with stochastic revision opportunities," Annals of Operations Research, Springer, vol. 300(1), pages 205-224, May.
- Dong Hao & Qi Shi & Jinyan Su & Bo An, 2021. "Cooperation, Retaliation and Forgiveness in Revision Games," Papers 2112.02271, arXiv.org, revised Oct 2022.
- Jin, Ye & Zhou, Zhen & Brandenburger, Adam, 2023. "Coordination via delay: Theory and experiment," Games and Economic Behavior, Elsevier, vol. 137(C), pages 23-49.
- Yuichiro Kamada & Michihiro Kandori, 2020. "Revision Games," Econometrica, Econometric Society, vol. 88(4), pages 1599-1630, July.
- Roy, Nilanjan, 2017. "Action revision, information and collusion in an experimental duopoly market," MPRA Paper 77033, University Library of Munich, Germany.
- J. Miguel Villas-Boas, 2018. "A Dynamic Model of Repositioning," Marketing Science, INFORMS, vol. 37(2), pages 279-293, March.
- Jérôme Mathis & Marcello Puca & Simone M. Sepe, 2021. "Deliberative Institutions and Optimality," CSEF Working Papers 614, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 09 Jun 2021.
- Sofia Moroni, 2018. "Games with Private Timing," Working Paper 6400, Department of Economics, University of Pittsburgh.
- Mahendra Piraveenan, 2019. "Applications of Game Theory in Project Management: A Structured Review and Analysis," Mathematics, MDPI, vol. 7(9), pages 1-31, September.
- Roy, Nilanjan, 2023. "Fostering collusion through action revision in duopolies," Journal of Economic Theory, Elsevier, vol. 208(C).
- Rohan Dutta & Ryosuke Ishii, 2013. "Coordinating by Not Committing : Efficiency as the Unique Outcome," Cahiers de recherche 10-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Sofia Moroni, 2020. "Existence of Trembling hand perfect and sequential equilibrium in Stochastic Games," Working Paper 6837, Department of Economics, University of Pittsburgh.
- Jeon, Doh-Shin & Lovo, Stefano, 2013.
"Credit rating industry: A helicopter tour of stylized facts and recent theories,"
International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
See citations under working paper version above.
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," TSE Working Papers 13-376, Toulouse School of Economics (TSE).
- Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," IDEI Working Papers 762, Institut d'Économie Industrielle (IDEI), Toulouse.
- Doh-Shin Jeon & Stefano Lovo, 2013. "Credit Rating Industry: A Helicopter Tour of Stylized Facts and Recent Theories," Post-Print hal-00798802, HAL.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011.
"Belief-free equilibria in games with incomplete information: Characterization and existence,"
Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
See citations under working paper version above.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2011. "Belief-free equilibria in games with incomplete information: characterization and existence," Post-Print hal-00630299, HAL.
- Johannes Horner & Stefano Lovo & Tristan Tomala, 2009. "Belief-free Equilibria in Games with Incomplete Information: Characterization and Existence," Cowles Foundation Discussion Papers 1739, Cowles Foundation for Research in Economics, Yale University.
- Lovo, Stefano & Tomala, Tristan & Hörner, Johannes, 2009. "Belief-free equilibria in games with incomplete information: characterization and existence," HEC Research Papers Series 921, HEC Paris.
- Stefano Lovo & Tristan Tomala & Johannes Hörner, 2008. "Belief-free equilibria in games with incomplete information: characterization and existence," Working Papers hal-00489877, HAL.
- Lovo, Stefano & Polemarchakis, Herakles, 2010.
"Myopia and monetary equilibria,"
Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 925-936, September.
See citations under working paper version above.
- Stefano Lovo & Heracles M. Polemarchakis, 2010. "Myopia and monetary equilibria," Post-Print hal-00585956, HAL.
- Johannes Hörner & Stefano Lovo, 2009.
"Belief-Free Equilibria in Games With Incomplete Information,"
Econometrica, Econometric Society, vol. 77(2), pages 453-487, March.
See citations under working paper version above.
- LOVO, Stefano & HÖRNER, Johanes, 2006. "Belief-free Equilibria in games with incomplete information," HEC Research Papers Series 845, HEC Paris.
- Stefano Lovo & Johannes Hörner, 2007. "Belief-free equilibria in games with incomplete information," Working Papers hal-00580152, HAL.
- Stefano, LOVO, 2007. "Belief-free equilibria in games with incomplete information," HEC Research Papers Series 884, HEC Paris.
- Stefano Lovo & Johannes Hörner & Tristan Tomala, 2009. "Belief-Free Equilibria in Games With Incomplete Information," Post-Print hal-00459955, HAL.
- Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka, 2009.
"Equity and Cash in Intercorporate Asset Sales: Theory and Evidence,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 681-714, February.
See citations under working paper version above.
- Hege, Ulrich & Lovo, Stefano & Slovin, Myron & Sushka, Marie, 2006. "Equity and cash in intercorporate asset sales : theory and evidence," HEC Research Papers Series 859, HEC Paris.
- Ulrich Hege & Stefano Lovo & Myron Slovin & Marie Sushka, 2012. "Equity and Cash in Intercorporate Asset Sales: Theory and Evidence," Working Papers hal-00759788, HAL.
- Ulrich Hege & Stefano Lovo & Myron B. Slovin & Marie E. Sushka, 2009. "Equity and Cash in Intercorporate Asset Sales: Theory and Evidence," Post-Print hal-00459939, HAL.
- Riccardo Calcagno & Stefano Lovo, 2006.
"Bid-Ask Price Competition with Asymmetric Information between Market-Makers,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 329-355.
See citations under working paper version above.
- Stefano Lovo & Riccardo Calcagno, 2006. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Post-Print halshs-00119559, HAL.
- Stefano Lovo & Ricardo Calcagno, 2006. "Bid-Ask Price Competition with Asymmetric Information between Market-Makers," Post-Print hal-00460018, HAL.
- Stefano Lovo & Riccardo Calcagno, 1998. "Bid Ask Price Competition with Asymmetric Information Between Market Makers," Working Papers hal-00600245, HAL.
- Riccardo Calcagno & Stefano Lovo, 2006. "Bid-Ask Price Competition with Asymmetric Information between Market-Makers," Post-Print hal-02313019, HAL.
- Gian Albano & Fabrizio Germano & Stefano Lovo, 2006.
"Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects,"
Review of Economic Design, Springer;Society for Economic Design, vol. 10(1), pages 1-8, April.
See citations under working paper version above.
- Stefano Lovo & Fabrizio Germano & Gian Luigi Albano, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Post-Print hal-00459967, HAL.
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 2006. "Retaliatory Equilibria in a Japanese Ascending Auction for Multiple Objects," Post-Print halshs-00119568, HAL.
- Jean-Paul Decamps & Stefano Lovo, 2006.
"A note on risk aversion and herd behavior in financial markets,"
The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
- Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 35-42, July.
See citations under working paper version above.- Stefano Lovo & J. P. Décamps, 2006. "A Note on Risk Aversion and Herd Behavior in Financial Markets," Post-Print halshs-00119563, HAL.
- Decamps, Jean-Paul & Lovo, Stefano, 2006.
"Informational cascades with endogenous prices: The role of risk aversion,"
Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
See citations under working paper version above.
- Stefano Lovo & J. P. Décamps, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Post-Print halshs-00009853, HAL.
- Gian Albano & Fabrizio Germano & Stefano Lovo, 2006.
"Ascending auctions for multiple objects: the case for the Japanese design,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 331-355, June.
See citations under working paper version above.
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 2006. "Ascending auctions for multiple objects: the case for the Japanese design," Post-Print halshs-00009852, HAL.
- Albano, Gian Luigi & Germano, Fabrizio & Lovo, Stefano, 2001.
"A comparison of standard multi-unit auctions with synergies,"
Economics Letters, Elsevier, vol. 71(1), pages 55-60, April.
See citations under working paper version above.
- ALBANO, Gian Luigi & GERMANO, Fabrizio & LOVO, Stefano, 1999. "A comparison of standard multi-unit auctions with synergies," LIDAM Discussion Papers CORE 1999052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- ALBANO, Gian Luigi & GERMANO, Fabrizio & LOVO, Stefano, 2001. "A comparison of standard multi-unit auctions with synergies," LIDAM Reprints CORE 1556, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Stefano Lovo & Gian Luigi Albano & Fabrizio Germano, 1999. "A Comparison of Standard Multi-Unit Auctions with Synergies," Working Papers hal-00599418, HAL.
- Stefano Lovo & Fabrizio Germano & Gian Luigi Albano, 2001. "A comparison of standard multi-unit auctions with synergies," Post-Print hal-00460031, HAL.