Research Output 1983 2019

2014
7 Citations (Scopus)

A Cautionary Note on Natural Hedging of Longevity Risk

Zhu, N. & Bauer, D., 2014, In : North American Actuarial Journal. 18, 1, p. 104-115 12 p.

Research output: Contribution to journalArticle

Hedging
Mortality
Mortality Rate
Factor Models
Insurance
17 Citations (Scopus)

Communication in multilateral bargaining

Agranov, M. & Tergiman, C. J., Jan 1 2014, In : Journal of Public Economics. 118, p. 75-85 11 p.

Research output: Contribution to journalArticle

Communication
Multilateral bargaining
Resources
Rent
Experimental tests

Feeding the world beyond 2050: A coordinated approach to preserving agricultural innovation and the human right to food

Cahoy, D. R., Jul 25 2014, Law, Business and Human Rights: Bridging the Gap. Edward Elgar Publishing Ltd., p. 230-258 29 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

human rights
food
innovation
Food
Innovation

Law, business and human rights: Bridging the gap

Bird, R. C., Cahoy, D. R. & Prenkert, J. D., Jul 25 2014, Edward Elgar Publishing Ltd. 269 p.

Research output: Book/ReportBook

human rights
Law
business enterprise
civil society
dialogue
4 Citations (Scopus)

Mortgage brokers, origination fees, price transparency and competition

Ambrose, B. W. & Conklin, J. N., Jan 1 2014, In : Real Estate Economics. 42, 2, p. 363-421 59 p.

Research output: Contribution to journalArticle

Price transparency
Price competition
Broker
Mortgages
Fees
13 Citations (Scopus)

Optimal policies for recovering the value of consumer returns

Crocker, K. J. & Letizia, P., Oct 1 2014, In : Production and Operations Management. 23, 10, p. 1667-1680 14 p.

Research output: Contribution to journalArticle

Salvaging
Retailers
Optimal policy
29 Citations (Scopus)

Randomly weighted sums of subexponential random variables with application to capital allocation

Tang, Q. & Yuan, Z., Sep 1 2014, In : Extremes. 17, 3, p. 467-493 27 p.

Research output: Contribution to journalArticle

Tail Probability
Weighted Sums
Random variables
Random variable
Tail Behavior
9 Citations (Scopus)

Should sellers prefer auctions a laboratory comparison of auctions and sequential mechanisms

Davis, A. M., Katok, E. & Kwasnica, A. M., Jan 1 2014, In : Management Science. 60, 4, p. 990-1008 19 p.

Research output: Contribution to journalArticle

Auctions
Seller
Bid
Revenue
Profit
5 Citations (Scopus)
spillover effect
credit
market
financial crisis
lending
2013
13 Citations (Scopus)

Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation

Tang, Q. & Yuan, Z., Jul 1 2013, In : North American Actuarial Journal. 17, 3, p. 253-271 19 p.

Research output: Contribution to journalArticle

Multivariate Regular Variation
Asymptotic Analysis
Archimedean Copula
Tail Behavior
Heavy Tails
9 Citations (Scopus)

Coherent pricing of life settlements under asymmetric information

Zhu, N. & Bauer, D., Sep 1 2013, In : Journal of Risk and Insurance. 80, 3, p. 827-851 25 p.

Research output: Contribution to journalArticle

Discrepancy
Pricing
Life expectancy
Asymmetric information
Investment opportunities
6 Citations (Scopus)

Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?

Peng, L. & Schulz, R., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 310-340 31 p.

Research output: Contribution to journalArticle

real estate
diversification
investor
government bonds
portfolio management
41 Citations (Scopus)

House Prices and Fundamentals: 355 Years of Evidence

Ambrose, B. W., Eichholtz, P. & Lindenthal, T., Mar 1 2013, In : Journal of Money, Credit and Banking. 45, 2-3, p. 477-491 15 p.

Research output: Contribution to journalArticle

House prices
Deviation
Rent
Housing market
Feedback mechanism
9 Citations (Scopus)

Incentives and compensation schemes: An experimental study

Agranov, M. & Tergiman, C. J., Jan 1 2013, In : International Journal of Industrial Organization. 31, 3, p. 238-247 10 p.

Research output: Contribution to journalArticle

Information use
Wages
Compensation and Redress
Incentives
Piece rate
8 Citations (Scopus)

Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles

Arsenault, M., Clayton, J. & Peng, L., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 243-265 23 p.

Research output: Contribution to journalArticle

capital flow
capital movement
real estate
supply
market
17 Citations (Scopus)

Multiunit auctions

Kwasnica, A. M. & Sherstyuk, K., Jul 1 2013, In : Journal of Economic Surveys. 27, 3, p. 461-490 30 p.

Research output: Contribution to journalArticle

Multi-unit auctions
Regularity
Endogenous entry
Economists
Auction design

Multiunit Auctions

Kwasnica, A. M. & Sherstyuk, K., Nov 15 2013, A Collection of Surveys on Market Experiments. Wiley-Blackwell, p. 75-108 34 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Multi-unit auctions

Panel session: The american business law journal at fifty: Past, present, and future

Bird, R. C., Cahoy, D. R., Gabel, J. T. A., Greene, S. M. & Prenkert, J. D., Mar 1 2013, In : American Business Law Journal. 50, 1, p. 159-194 36 p.

Research output: Contribution to journalArticle

Law
present
Business law
23 Citations (Scopus)

Patent landscaping for life sciences innovation: Toward consistent and transparent practices

Bubela, T., Gold, E. R., Graff, G. D., Cahoy, D. R., Nicol, D. & Castle, D., Mar 1 2013, In : Nature Biotechnology. 31, 3, p. 202-206 5 p.

Research output: Contribution to journalArticle

Interinstitutional Relations
Biological Science Disciplines
Patents and inventions
Biotechnology
Biomedical Research
9 Citations (Scopus)

Risk Segmentation of American Homes: Evidence from Denver

Peng, L. & Thibodeau, T., Sep 1 2013, In : Real Estate Economics. 41, 3, p. 569-599 31 p.

Research output: Contribution to journalArticle

Segmentation
Price risk
House prices
Low income
Median

The changing face of us patent law and its impact on business strategy

Cahoy, D. R. & Oswald, L. J., Apr 30 2013, Edward Elgar Publishing. 239 p.

Research output: Book/ReportBook

Business strategy
Patents
Patent law
Business environment
Supreme Court
2 Citations (Scopus)

The financial crisis and temporary liquidity guarantee program: Their impact on fixed-income markets

Ambrose, B. W., Cheng, Y. & King, T. H. D., Sep 1 2013, In : Journal of Fixed Income. 23, 2, p. 5-26 22 p.

Research output: Contribution to journalArticle

Guarantee
Fixed income
Financial crisis
Liquidity
12 Citations (Scopus)

The theory of risk classification

Crocker, K. J. & Snow, A., Jan 1 2013, Handbook of Insurance: Second Edition. Springer New York, p. 281-313 33 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Risk classification
Insurance
Discrimination
Social values
Contracting

The transformation of patents into information containment tools

Cahoy, D. R., Gehman, J. & Lei, Z., Apr 30 2013, The Changing Face of US Patent Law and its Impact on Business Strategy. Edward Elgar Publishing, p. 159-182 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Patents
2012
26 Citations (Scopus)

Agglomeration bonus in small and large local networks: A laboratory examination of spatial coordination

Banerjee, S., Kwasnica, A. M. & Shortle, J. S., Dec 1 2012, In : Ecological Economics. 84, p. 142-152 11 p.

Research output: Contribution to journalArticle

agglomeration
landowner
group size
land use
laboratory
13 Citations (Scopus)
Finite-time Ruin Probability
Portfolio Optimization
Ruin Probability
Autoregressive Process
Proportion
25 Citations (Scopus)

Beliefs and endogenous cognitive levels: An experimental study

Agranov, M., Potamites, E., Schotter, A. & Tergiman, C. J., Jul 1 2012, In : Games and Economic Behavior. 75, 2, p. 449-463 15 p.

Research output: Contribution to journalArticle

Experimental study
Sophistication
6 Citations (Scopus)

Fallen angels and price pressure

Ambrose, B. W., Cai, K. N. & Helwege, J., Dec 1 2012, In : Journal of Fixed Income. 21, 3, p. 74-86 13 p.

Research output: Contribution to journalArticle

Price pressure
18 Citations (Scopus)

Government Interference and the Efficiency of the Land Market in China

Peng, L. & Thibodeau, T. G., Nov 1 2012, In : Journal of Real Estate Finance and Economics. 45, 4, p. 919-938 20 p.

Research output: Contribution to journalArticle

land market
interference
efficiency
China
market
1 Citation (Scopus)

Human traders across multiple markets: Attracting intra-marginal traders under economic experiments

Sohn, J. W., Kwasnica, A. M. & Mullen, T., Jan 1 2012, Agent-Mediated Electronic Commerce - Designing Trading Strategies and Mechanisms for Electronic Markets, TADA 2010, Revised Selected Papers. Springer Verlag, p. 109-126 18 p. (Lecture Notes in Business Information Processing; vol. 118 LNBIP).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Information technology
Profitability
Economics
Experiment
Experiments
4 Citations (Scopus)

Inverse Enclosure: Abdicating the Green Technology Landscape

Cahoy, D. R., Dec 1 2012, In : American Business Law Journal. 49, 4, p. 805-857 53 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Repeat Sales Regression on Heterogeneous Properties

Peng, L., Sep 1 2012, In : Journal of Real Estate Finance and Economics. 45, 3, p. 804-827 24 p.

Research output: Contribution to journalArticle

sales
regression
market
Values
price index
8 Citations (Scopus)

The Adjustable Balance Mortgage: Reducing the Value of the Put

Ambrose, B. W. & Buttimer, R. J., Sep 1 2012, In : Real Estate Economics. 40, 3, p. 536-565 30 p.

Research output: Contribution to journalArticle

Mortgages
House prices
Default risk
Mortgage rates
Negative externalities
36 Citations (Scopus)

The Subprime Crisis and House Price Appreciation

Goetzmann, W. N., Peng, L. & Yen, J., Jan 1 2012, In : Journal of Real Estate Finance and Economics. 44, 1-2, p. 36-66 31 p.

Research output: Contribution to journalArticle

loan
supply
demand
trend
income
29 Citations (Scopus)

Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Affect One's Probability of Default?

Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Sanders, A. B., Mar 1 2012, In : Real Estate Economics. 40, 1, p. 1-22 22 p.

Research output: Contribution to journalArticle

Mortgages
Probability of default
Loans
Subprime
Subprime mortgages
2011
13 Citations (Scopus)

Applications of forward mortality factor models in life insurance practice

Zhu, N. & Bauer, D., Oct 1 2011, In : Geneva Papers on Risk and Insurance: Issues and Practice. 36, 4, p. 567-594 28 p.

Research output: Contribution to journalArticle

Mortality
Life insurance
Insurer
Economic capital
Income
13 Citations (Scopus)

Coordination in the presence of asset markets

Kogan, S., Kwasnica, A. M. & Weber, R. A., Apr 1 2011, In : American Economic Review. 101, 2, p. 927-947 21 p.

Research output: Contribution to journalArticle

Asset markets
16 Citations (Scopus)

Do auctioneers pick optimal reserve prices?

Davis, A. M., Katok, E. & Kwasnica, A. M., Jan 2011, In : Management Science. 57, 1, p. 177-192 16 p.

Research output: Contribution to journalArticle

Reserve price
Seller
Benchmark
Laboratory experiments
Parameter estimation
47 Citations (Scopus)

House Prices and Economic Growth

Miller, N., Peng, L. & Sklarz, M., May 1 2011, In : Journal of Real Estate Finance and Economics. 42, 4, p. 522-541 20 p.

Research output: Contribution to journalArticle

economic growth
price
effect
Economic growth
House prices
2 Citations (Scopus)

Mortgage flows and commercial property price cycles

Clayton, J. & Peng, L., Oct 14 2011, In : Journal of Portfolio Management. 37, 5, p. 183-191 9 p.

Research output: Contribution to journalArticle

Mortgages
Property prices
15 Citations (Scopus)

Multidimensional screening in insurance markets with adverse selection

Crocker, K. J. & Snow, A., Jun 1 2011, In : Journal of Risk and Insurance. 78, 2, p. 287-307 21 p.

Research output: Contribution to journalArticle

Multidimensional screening
Adverse selection
Insurance market
Insurer
Insurance

On delays in project completion with cost reduction: An experiment

Sarkar, S. & Kwasnica, A. M., Jan 1 2011, In : Southern Economic Journal. 77, 3, p. 557-584 28 p.

Research output: Contribution to journalArticle

Costs
Complex dynamics
Dynamic strategy
Coordination games
Asymmetry
18 Citations (Scopus)
Synaptic Vesicles
Endocytosis
Neurotransmitter Agents
Drosophila
Proteins
16 Citations (Scopus)

The economic impact of anticipated house price changes-evidence from home sales

Miller, N. G., Peng, L. & Sklarz, M. A., Jun 1 2011, In : Real Estate Economics. 39, 2, p. 345-378 34 p.

Research output: Contribution to journalArticle

Economic impact
House prices
Price changes
Dynamic effects
Wealth effect
19 Citations (Scopus)

The role of soft information in a dynamic contract setting: Evidence from the home equity credit market

Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Liu, C., Jun 1 2011, In : Journal of Money, Credit and Banking. 43, 4, p. 633-655 23 p.

Research output: Contribution to journalArticle

Dynamic contracts
Equity
Credit markets
Credit
Soft information
2010
3 Citations (Scopus)

Editor's corner: Considerations in the rise of empirical legal scholarship

Cahoy, D. R., Sep 1 2010, In : American Business Law Journal. 47, 3

Research output: Contribution to journalEditorial

editor
6 Citations (Scopus)
editor
Law
Strategic advantage
editor
254 Citations (Scopus)

Forging an identity: An insider-outsider study of processes involved in the formation of organizational identity

Gioia, D. A., Price, K. N., Hamilton, A. L. & Thomas, J. B., Jul 9 2010, In : Administrative Science Quarterly. 55, 1, p. 1-46 46 p.

Research output: Contribution to journalArticle

editor
coding
assistance
Organizational Identity
Outsider
46 Citations (Scopus)

Price-volume correlation in the housing market: Causality and co-movements

Clayton, J., Miller, N. & Peng, L., Jan 1 2010, In : Journal of Real Estate Finance and Economics. 40, 1, p. 14-40 27 p.

Research output: Contribution to journalArticle

housing market
causality
market
cause
price