Details about Xavier Gabaix

Access statistics for papers by Xavier Gabaix.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pga174

Working Papers

2009

1. Crash Risk in Currency Markets
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
2. Dynamic Incentive Accounts
   NBER Working Papers, National Bureau of Economic Research, Inc
3. The Area and Population of Cities: New Insights from a Different Perspective on Cities
   NBER Working Papers, National Bureau of Economic Research, Inc
4. The Granular Origins of Aggregate Fluctuations
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations

2008

5. Learning in the Credit Card Market
   Levine's Bibliography, UCLA Department of Economics View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations
6. Power Laws in Economics and Finance
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
7. Rare Disasters and Exchange Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
8. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2007

9. A Calibratable Model of Optimal CEO Incentives in Market Equilibrium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
10. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
11. Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
12. The Age of Reason: Financial Decisions Over the Lifecycle
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2007) View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations
13. Trade patterns, trade balances and idiosyncratic shocks
    Banco de España Working Papers, Banco de España View citations

2006

14. Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
15. Why Has CEO Pay Increased So Much?
    2006 Meeting Papers, Society for Economic Dynamics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations
    See also Journal Article in The Quarterly Journal of Economics (2008)

2005

16. Extreme Value Theory and the Effects of Competition on Profits
    Levine's Bibliography, UCLA Department of Economics View citations
17. Information Acquisition: Experimental Analysis of a Boundedly Rational Model
    Levine's Bibliography, UCLA Department of Economics View citations
18. Institutional Investors and Stock Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in The Quarterly Journal of Economics (2006)
19. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations
    See also Journal Article in Journal of Finance (2007)
20. Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in The Quarterly Journal of Economics (2006)

2004

21. Competition and Consumer Confusion
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations
22. On the Origin of Power-Law Fluctuations in Stock Prices
    Quantitative Finance Papers, arXiv.org View citations
23. Power laws and the origins of aggregate fluctuations
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations
24. Shrouded Attributes and the Curse of Educatoin
    2004 Meeting Papers, Society for Economic Dynamics

2003

25. The Evolution of City Size Distributions
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations
    See also Chapter (2004)

2002

26. The 6D Bias and the Equity Premium Puzzle
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
    See also Chapter (2002)

2001

27. Quantifying Stock Price Response to Demand Fluctuations
    Quantitative Finance Papers, arXiv.org View citations

2000

28. Statistical Properties of Share Volume Traded in Financial Markets
    Quantitative Finance Papers, arXiv.org View citations

1999

29. Economic Fluctuations and Diffusion
    Quantitative Finance Papers, arXiv.org

Journal Articles

2008

1. Quantifying and understanding the economics of large financial movements
   Journal of Economic Dynamics and Control, 2008, 32, (1), 303-319
2. Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance
   American Economic Review, 2008, 98, (2), 64-67
3. Why Has CEO Pay Increased So Much?
   The Quarterly Journal of Economics, 2008, 123, (1), 49-100 View citations
   See also Working Paper (2006)

2007

4. A Theory of Limited Liquidity and Large Investors Causing Spikes in Stock Market Volatility and Trading Volume
   Journal of the European Economic Association, 2007, 5, (2-3), 564-573
5. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
   Journal of Finance, 2007, 62, (2), 557-595 View citations
   See also Working Paper (2005)

2006

6. Costly Information Acquisition: Experimental Analysis of a Boundedly Rational Model
   American Economic Review, 2006, 96, (4), 1043-1068 View citations
7. Institutional Investors and Stock Market Volatility
   The Quarterly Journal of Economics, 2006, 121, (2), 461-504 View citations
   See also Working Paper (2005)
8. Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets
   The Quarterly Journal of Economics, 2006, 121, (2), 505-540 View citations
   See also Working Paper (2005)

2000

9. A Boundedly Rational Decision Algorithm
   American Economic Review, 2000, 90, (2), 433-438 View citations

1999

10. Zipf'S Law For Cities: An Explanation
    The Quarterly Journal of Economics, 1999, 114, (3), 739-767 View citations
11. Zipf's Law and the Growth of Cities
    American Economic Review, 1999, 89, (2), 129-132 View citations

Chapters

2004

1. The evolution of city size distributions
   Chapter 53 in Handbook of Regional and Urban Economics, 2004, vol. 4, pp 2341-2378 View citations
   See also Working Paper (2003)

2002

2. The 6D Bias and the Equity-Premium Puzzle
   A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 257-330 View citations
   See also Working Paper (2002)