Research

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Publications

1) “Information Aggregation in Common Value Auctions,” Econometrica, Vol. 70: 4, July 2002.

 

2) "Divisible Good Auctions: The role of Allocation Rules",

joint work with Kjell Nyborg, RAND Journal of Economics, Spring 2004, Vol. 35, No. 1.

 

3) "Diversification as a Public Good: Community Effects in Portfolio Choice", joint work with Peter DeMarzo and Ron Kaniel , Journal of Finance, Vol. 59: 4, August 2004. 

 

4) "Underpricing and Market Power in Uniform Price Auctions", joint work with Kjell Nyborg, Review of Financial Studies, vol. 17, July 2004.

 

5) “The Relationship between the Allocation of Goods and a Seller's Revenue,'” with Matt Jackson,  Journal of Mathematical Economics, 40 (2004), pp. 371-392.

 

6) “On the Informational Inefficiency of Discriminatory Price Auctions” joint work with Mathew Jackson, Journal of Economic Theory, Vol. 132, No. 1, pp 507-517, 2007.

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7) "Bidding with Securities - Auctions and Security Design" with Peter DeMarzo and Andy Skrzypacz, American Economic Review (AER) 2005, 95, 936-959, (WFC Best Paper Award, 2004.)


8) "Ratings, certifications and grades: dynamic signaling and market breakdown.", joint work with Andrzej Skrzypacz, Journal of Economic Theory (JET), 133(1) pp. 58-82.
 

9) “Envy-Freeness and Implementation in Large Economies,” with Mathew Jackson The Review of Economic Design, (2007) Vol. 11, No. 3, pp. 185-198,

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10) “The Relevance of a Choice of Auction Format in a Competitive Environment ” , joint work with Mathew Jackson.  Review of Economic Studies (RES), Vol. 73, No. 3, pp 961-982, 2006.

 

11) "Technological Innovation and Real Investment Booms and Busts", joint work with Peter DeMarzo and Ron Kaniel, Journal of Financial Economics, 2007, 85(3), 735-754.

 

12) "Relative Wealth Concerns and Financial Bubbles", joint work with Peter DeMarzo and Ron Kaniel, Review of Financial Studies, 2008, 21(1), 19-50

 

13)  “Price drift as an outcome of differences in higher order beliefs”, joint work with Snehal Banerjee and Ron Kaniel, forthcoming Review of Financial Studies (RFS)

 

14)  "Dynamic Patterns of Trading Volume and Disagreement" joint work with Snehal Banerjee, forthcoming Journal of Finance (JF)

 

 

 

 

Working Papers

 

 

1) "Hannan and Blackwell meet Black and Scholes:  Approachability and Robust Option Pricing", joint work with Peter DeMarzo and Yishay Mansour

(previously titled "On Regret and Options - A Game Theoretic Approach for Option Pricing")

 

2) "Information Aggregation and the information content of order statistics", ,” with Andy Skrzypacz..

 

3) Optimal Recurrence in Dynamic Auctions joint work with Zvi Wiener and Eyal Winter

 

4) "Endogenous Information Flows and the Clustering of Announcements"

joint work with Viral Acharya, and Peter DeMarzo


 

 

 

 

Here are some computer Science papers. Some are from my master thesis and a more recent one.

 

1) "Quantum communication"- Master thesis

2) “On randomized one round communication complexity”, joint work with Dana Ron and Noam Nisan,  “Computational Complexity”, 8 (1999), Extended abstract appeared in the proceedings of STOC95

3) “Online Algorithms and Option Pricing”, joint work with Peter Demarzo and Yishay Mansour, FOCS 2006

 

 

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