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Main page | Publications
CEFIR and NES Working Papers | 26-09-2017
 
 
The Working Paper «War and Well-Being in Transition: Russo-Georgian Conflict as a Natural Experiment» by Gunes Gokmeny and Evgeny Yakovlev is avaliable for free download
 
 


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#243. War and Well-Being in Transition: Russo-Georgian Conflict as a Natural Experiment (.pdf - 356.49 Kb) 26-09-2017
  Gunes Gokmeny, Evgeny Yakovlev
September 2017

#242. Operational and Financial Hedging: Evidence from Export and Import Behavior (.pdf - 526.63 Kb) 06-07-2017
  Olga Kuzmina, Olga Kuznetsova
July 2017

#241. Breaking Badly: The Currency Union Effect on Trade (.pdf - 731.85 Kb) 02-07-2017
  Douglas L. Campbell, Aleksandr Chentsov
June 2017

#240. Self-Enforcing Trade Credit (.pdf - 376.52 Kb) 13-03-2017
  Marta Troya-Martinez
March 9, 2017

#239. The Stolypin Reform and Agricultural Productivity in Late Imperial Russia (.pdf - 928.30 Kb) 14-02-2017
  Paul Castaneda Dower and Andrei Markevich
February 2017

#238. Labor Misallocation and Mass Mobilization: Russian Agriculture during the Great War (.pdf - 1.37 Mb) 13-02-2017
  Paul Castaneda Dower and Andrei Markevich
February 2017

#237. The Economic Effects of the Abolition of Serfdom: Evidence from the Russian Empire (.pdf - 4.88 Mb) 12-02-2017
  Andrei Markevich and Ekaterina Zhuravskaya
This draft: January 27, 2017

#236. Cautious and Globally Ambiguity Averse (.pdf - 395.83 Kb) 08-02-2017
  Özgür Evren
January 23, 2017

#235. Choice Overload and Asymmetric Regret (.pdf - 247.79 Kb) 07-02-2017
  Gökhan Buturaky and Özgür Evren
December 3, 2016

#234. Dimensional Analysis and Market Microstructure Invariance (.pdf - 2.04 Mb) 06-02-2017
  Albert S. Kyle, Anna A. Obizhaeva

#233. News Articles and Equity Trading (.pdf - 667.91 Kb) 05-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, Nitish Ranjan Sinha, Tugkan Tuzun
First Draft: August 5, 2010
Second Draft: May 3, 2012
This draft: January 26, 2017

#232. Invariance of buy-sell switching points (.pdf - 1.63 Mb) 04-02-2017
  Kyoung-hun Bae, Albert S. Kyle, Eun Jung Lee, Anna A. Obizhaeva
First draft: June 26, 2014
This draft: October 26, 2016

#231. Beliefs Aggregation and Return Predictability (.pdf - 489.07 Kb) 03-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang
First Draft: July 5, 2013
This Draft: August 2, 2016

#230. Microstructure Invariance in U.S. Stock Market Trades (.pdf - 3.13 Mb) 02-02-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Tugkan Tuzun
First Draft: September 1, 2010
This Draft: April 13, 2016

#229. Intraday Trading Invariance in the E-mini S&P 500 Futures Market (.pdf - 2.26 Mb) 01-02-2017
  Torben G. Andersen, Oleg Bondarenko, Albert S. Kyle and Anna A. Obizhaeva
First Draft: July 2, 2014
This Draft: March 15, 2016

#228. Market Microstructure Invariance: A Dynamic Equilibrium Model (.pdf - 187.50 Kb) 31-01-2017
  Albert S. Kyle
Anna A. Obizhaeva
First Draft: January 17, 2016
This Draft: February 8, 2016

#227. Large Bets and Stock Market Crashes (.pdf - 523.97 Kb) 30-01-2017
  Albert S. Kyle and Anna A. Obizhaeva
First Draft: March 5, 2012
This Draft: January 26, 2016

#226. Smooth Trading with Overconfidence and Market Power (.pdf - 723.63 Kb) 29-01-2017
  Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang
First Draft: June 14, 2012
This Draft: January 7, 2016

#225. Liquidity Estimates and Selection Bias (.pdf - 297.70 Kb) 28-01-2017
  Anna A. Obizhaeva
July 2012

#224. Portfolio Transitions and Stock Price Dynamics (.pdf - 275.45 Kb) 27-01-2017
  Anna Obizhaeva
March 2009
CEFIR and NES Working Paper series have been merged under one title «CEFIR and NES Working Papers» since August 1, 2006.

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