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My area of research is mainly industrial organization, auctions and
financial markets. Financial support from the National Science
Foundation under Grants No. SES-0752860, SES-1123314 and SES-1352305,
and from the Alfred P. Sloan Foundation is gratefully acknowledged.
WORKING PAPERS:
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Personalized Pricing and The Value of Time:
Evidence from Auctioned Cab Rides, , with N. Buchholz, L. Doval, F. Matejka and T. Salz, 2020 (R&R at Econometrica )
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QE Reverse Auctions in the UK and the US, , with Lena Boneva nad Filip Zikes, 2022 (R&R at Journal of Financial Economics )
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Estimating Demand Systems For Treasuries , with Jason Allen and Milena Wittwer, 2023
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Quantifying Delay Externalities in Airline Networks , with Liyu Dou and John Lazarev, 2018
pdf
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Liquidity
Auctions, Fixed Rate Tenders & Bailouts in the EURO Zone,
with Nuno Cassola and Ali Hortacsu
pdf 423kb
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Empirical
Analysis of Funding Cost Spillovers in the EURO Zone
with
Application to
Systemic Risk, with Pietro Bonaldi and
Ali Hortacsu (First Version 03/2013, Current Version 06/2015), (submitted)
pdf 350kb
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Revisiting Cap-and-Trade in Presence of Publicly Owned Polluters:
The Case of Italy 2006-2018, with Bruno Baranek and Federico Boffa
pdf 1,100kb
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PUBLISHED PAPERS (in reverse chronological order):
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Crisis
Management: Analyzing Default Risk and Liquidity Demand during
Financial Stress, with Jason Allen and Ali
Hortacsu forthcoming at AEJ:Micro
pdf 724kb
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Auctions in Financial Markets, International Journal of Industrial Organization , 2020
pdf 724kb
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Selling
Information to Competitive Firms
, with Marco Pagnozzi and Salvatore
Piccolo, Rand Journal of Economics, 49(1), pp.254-282, 2018
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305kb
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Bid Shading
and
Bidder Surplus in the U.S. Treasury Auction
System
, with Ali Hortacsu and Allen Zhang,
, American Economic Review, 108(1), 2018
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500kb
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Recent Advances in Empirical Analysis of Financial Markets:
Industrial Organization Meets Finance , In B. Honore, A. Pakes, M. Piazzesi, & L. Samuelson (Eds.), Advances in Economics
and Econometrics: Eleventh World Congress (Econometric Society Monographs, pp. 231-270).
Cambridge: Cambridge University Press, 2017.
pdf 684kb
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The 2007
Subprime Market Crisis Through the Lens of European Central Bank
Auctions for Short-Term Funds, with Nuno Cassola
and Ali Hortacsu, 2009 (Econometrica, 81(4), pp.1309-1345,
2013)
pdf 550kb
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Delegation, Ownership
Concentration and R&D Spending: Evidence from Italy, with
David Martimort and Salvatore Piccolo ( Journal
of Industrial Economics, 61(1), pp. 84-107, 2013)
pdf 277kb
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Valuing
Dealers' Informational Advantage: A Study of Canadian Treasury Auctions
, with Ali Hortacsu, last version
January 2012 ( Econometrica, 80(6),
pp.2511-2542, 2012) (previous title: Do Bidders in Canadian
Treasury Bill Auctions Have Private Values?)
pdf 360kb
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On the
Properties of Equilibria in Private Value Divisible Good Auctions with
Constrained Bidding - last version February 2011 (
Journal of Mathematical Economics , 48(6), pp.339-352, 2012)
pdf 370kb older version with existence proofs
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When
Should Manufacturers Want Fair Trade?: New Insights from Asymmetric
Information, with David Martimort and
Salvatore Piccolo - last version September 2009 (Journal of
Economics and Management Strategy, 20(3), 2011)
pdf
185kb
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Discrete
Bids and Empirical Inference in Divisible Good Auctions
- last version June 2010 - (Review of Economic Studies, 78
(3), pp. 974-1014, 2011 )
pdf
475kb older version
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Wily
Welfare Capitalists: Werner von Siemens and the Pension Fund,
with Lyndon Moore, last version July 2008
(Cliometrica, 4(3), pp. 321-348, 2010)
pdf 300kb
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WORK IN PROGRESS:
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Estimating Demand
for U.S. Treasuries, with Ali Hortacsu |
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Platform Design in Ride Hail: An Empirical Investigation, with N. Buchholz, L. Doval and T. Salz |
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