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Details about James Dow

Homepage:http://faculty.london.edu/jdow/index.html
Workplace:London Business School (LBS), (more information at EDIRC)

Access statistics for papers by James Dow.

Last updated 2014-06-03. Update your information in the RePEc Author Service.

Short-id: pdo106


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Working Papers

2010

  1. Resistance to Change
    Working Papers, Fondazione Eni Enrico Mattei Downloads

2008

  1. Incentives for Information Production in Markets where Prices Affect Real Investment
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (5)

2006

  1. Noise Traders
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Transparency, Liquidity and Information in Dealer Markets
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse

2005

  1. Commitment to Overinvest and Price Informativeness
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (4)

2003

  1. Equilibrium Asset Prices Under Imperfect Corporate Control
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2002

  1. Active Agents, Passive Principals: Does High-Powered CEO Compensation Really Improve Incentives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2000

  1. Active agents, passive principals; the role of the chief executive in corporate strategy formulation and implementation
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2000)

1998

  1. Informed Trading, Investment, and Welfare
    FMG Discussion Papers, Financial Markets Group Downloads View citations (31)
    Also in Economics Working Papers, European University Institute (1997)
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics (1996) View citations (1)

    See also Journal Article in The Journal of Business (2003)
  2. Should Speculators be Taxed?
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in Economics Working Papers, European University Institute (1997)

    See also Journal Article in The Journal of Business (2000)

1995

  1. Stock Market Efficiency and Economic Efficiency: Is There a Connection?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)

    See also Journal Article in Journal of Finance (1997)

1994

  1. Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (20)
    See also Journal Article in International Economic Review (1995)
  2. Noise Trading, Delegated Portfolio Management, and Economic Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (1994) Downloads View citations (1)

    See also Journal Article in Journal of Political Economy (1997)

1993

  1. Arbitrage Chains
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) Downloads
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research

    See also Journal Article in Journal of Finance (1994)
  2. Laws of large numbers for non-additive probabilities
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  3. Nash equilibrium under knightian uncertainty: breaking down backward induction (extensively revised version)
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
  4. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Economic Theory (1995)

1992

  1. Nash equilibrium under knightian uncertainty: breaking-down backward induction
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (1)
    See also Journal Article in Journal of Economic Theory (1994)
  2. The ex-Ante non-optimality of the Dempster-Schafer updating rule for ambiguous beliefs
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (1)

1991

  1. Excess volatility of stock prices and knightian uncertainty
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    See also Journal Article in European Economic Review (1992)
  2. Homothetic preferences
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (27)
    See also Journal Article in Journal of Mathematical Economics (1992)
  3. Trading, Communication and the Response of Price to New Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1990

  1. Preferences, common knowledge and speculative trade
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (2)

1989

  1. SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research View citations (1)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

1988

  1. Uncertainty aversion and the optmal choice of portfolio
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads

Undated

  1. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing (Reprint 052)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  2. The consistency of welfare judgements with a representative consumer
    Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    See also Journal Article in Journal of Economic Theory (1988)

Journal Articles

2013

  1. Boards, CEO entrenchment, and the cost of capital
    Journal of Financial Economics, 2013, 110, (3), 680-695 Downloads View citations (1)

2005

  1. CEO Compensation, Change, and Corporate Strategy
    Journal of Finance, 2005, 60, (6), 2701-2727 Downloads View citations (17)
  2. Equilibrium Investment and Asset Prices under Imperfect Corporate Control
    American Economic Review, 2005, 95, (3), 659-681 Downloads View citations (11)

2004

  1. Is Liquidity Self-Fulfilling?
    The Journal of Business, 2004, 77, (4), 895-908 Downloads View citations (9)

2003

  1. Informed Trading, Investment, and Welfare
    The Journal of Business, 2003, 76, (3), 439-454 Downloads View citations (25)
    See also Working Paper (1998)
  2. Neighborhood effects and the distribution of income in cities
    The Electronic Journal of Evolutionary Modeling and Economic Dynamics Downloads

2000

  1. Should Speculators Be Taxed?
    The Journal of Business, 2000, 73, (1), 89-107 Downloads View citations (15)
    See also Working Paper (1998)
  2. What Is Systemic Risk? Moral Hazard, Initial Shocks, and Propagation
    Monetary and Economic Studies, 2000, 18, (2), 1-24 Downloads View citations (10)

1998

  1. Arbitrage, Hedging, and Financial Innovation
    Review of Financial Studies, 1998, 11, (4), 739-55 View citations (10)

1997

  1. Noise Trading, Delegated Portfolio Management, and Economic Welfare
    Journal of Political Economy, 1997, 105, (5), 1024-50 Downloads View citations (45)
    See also Working Paper (1994)
  2. Stock Market Efficiency and Economic Efficiency: Is There a Connection?
    Journal of Finance, 1997, 52, (3), 1087-1129 Downloads View citations (55)
    See also Working Paper (1995)

1995

  1. Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt
    International Economic Review, 1995, 36, (2), 365-85 Downloads View citations (55)
    See also Working Paper (1994)
  2. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing
    Journal of Economic Theory, 1995, 67, (2), 327-369 Downloads View citations (12)
    See also Working Paper (1993)

1994

  1. Arbitrage Chains
    Journal of Finance, 1994, 49, (3), 819-49 Downloads View citations (56)
    See also Working Paper (1993)
  2. Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction
    Journal of Economic Theory, 1994, 64, (2), 305-324 Downloads View citations (57)
    See also Working Paper (1992)

1993

  1. Security market returns and the social discount rate: A note on welfare in the overlapping generations model
    Economics Letters, 1993, 43, (1), 23-26 Downloads
  2. Trading, Communication and the Response of Asset Prices to News
    Economic Journal, 1993, 103, (418), 639-46 Downloads View citations (10)

1992

  1. Excess volatility of stock prices and Knightian uncertainty
    European Economic Review, 1992, 36, (2-3), 631-638 Downloads View citations (11)
    See also Working Paper (1991)
  2. Homothetic preferences
    Journal of Mathematical Economics, 1992, 21, (4), 389-394 Downloads View citations (10)
    See also Working Paper (1991)
  3. Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
    Econometrica, 1992, 60, (1), 197-204 Downloads View citations (125)

1991

  1. Search Decisions with Limited Memory
    Review of Economic Studies, 1991, 58, (1), 1-14 Downloads View citations (29)

1988

  1. The consistency of welfare judgments with a representative consumer
    Journal of Economic Theory, 1988, 44, (2), 269-280 Downloads View citations (3)
    See also Working Paper
 
Page updated 2014-12-20