Dynamic Agency and Endogenous Risk-Taking.
Design and Dynamic Pricing of Vertically Differentiated Inventories.
Product Market Threats and Stock Crash Risk.
Information Transparency in Business-to-Business Auction Markets: The Role of Winner Identity Disclosure.
Learning in Repeated Auctions with Budgets: Regret Minimization and Equilibrium.
Speculation and the Bond Market: An Empirical No-Arbitrage Framework.
Optimal Risk-Based Group Testing.
Asset Growth, Profitability, and Investment Opportunities.
Evidence for the Feedback Role of Performance Measurement Systems.
Ride Your Luck! A Field Experiment on Lottery-Based Incentives for Compliance.
Strategic Consumers, Revenue Management, and the Design of Loyalty Programs.
Soft Floors in Auctions.
Managing Appointment Booking Under Customer Choices.
Minimal Frames and Transparent Frames for Risk, Time, and Uncertainty.
Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets.
Index Membership and Small Firm Financing.
Voting Rules in Sequential Search by Committees: Theory and Experiments.
The Effectiveness of Incentive Schemes in the Presence of Implicit Effort Costs.
Macroeconomic Factors in Oil Futures Markets.
Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust-Stochastic Approach.
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons.
Commodity Price Forecasts, Futures Prices, and Pricing Models.
Supply Chain Proximity and Product Quality.
Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis.
Getting the Rich and Powerful to Give.
Obscured Transparency? Compensation Benchmarking and the Biasing of Executive Pay.
Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization.
