| 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.
. 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,
.
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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