Details about Jose Scheinkman

E-mail:
Homepage:	http://www.princeton.edu/~joses
Workplace:	Department of Economics, Princeton University, (more information at EDIRC)

Access statistics for papers by Jose Scheinkman.

Last updated 2009-11-15. Update your information in the RePEc Author Service.

Short-id: psc26

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Working Papers

2009

1. Outside and Inside Liquidity
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Principal Components and Long Run Implications of Multivariate Diffusions
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
3. Principal components and the long run
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations
4. Risk Price Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc
5. Value Added Taxes, Chain Effects and Informality
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
6. “Value Added Taxes, Chain Effects and Informality”, Second Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2008

7. The Informal Sector, Third Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2007

8. Advisors and Asset Prices: A Model of the Origins of Bubbles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations
   See also Journal Article in Journal of Financial Economics (2008)
9. The Informal Sector
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Levine's Bibliography, UCLA Department of Economics (2006) View citations
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations
10. The Informal Sector, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania

2006

11. A Limit Theorem for Systems of Social Interactions
    Levine's Bibliography, UCLA Department of Economics
12. Long Term Risk: An Operator Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Econometrica (2009)
13. Pay for Short-Term Performance: Executive Compensation in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc

2005

14. Asset Float and Speculative Bubbles
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations
    See also Journal Article in Journal of Finance (2006)
15. Pay for Short-Term Performance: Executive Compensation in Speculative
    Levine's Bibliography, UCLA Department of Economics
16. Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia
    Levine's Bibliography, UCLA Department of Economics View citations
17. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations

2003

18. Equilibria in Systems of Social Interactions
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in Princeton Economic Theory Working Papers, David K. Levine (2003) View citations
    See also Journal Article in Journal of Economic Theory (2006)
19. Executive Compensation and Short-termist Behavior in Speculative Markets
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
    See also Journal Article in Review of Economic Studies (2006)
20. Optimal Exercise of American Claims When
    Princeton Economic Theory Working Papers, David K. Levine
21. Optimal Exercise of American Claims When Markets Are Not Complete
    Levine's Bibliography, UCLA Department of Economics View citations
22. The Social Multiplier
    Levine's Bibliography, UCLA Department of Economics View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) View citations
    See also Journal Article in Journal of the European Economic Association (2003)

2002

23. Overconfidence, Short-Sale Constraints and Bubbles
    Princeton Economic Theory Working Papers, David K. Levine View citations
24. The Injustice of Inequality
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
    See also Journal Article in Journal of Monetary Economics (2003)

2001

25. Non-Market Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations

2000

26. Competition Among Exchanges
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    Also in Princeton Economic Theory Papers, Economics Department, Princeton University (2000)
    See also Journal Article in The Quarterly Journal of Economics (2001)

1999

27. Measuring Social Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
28. What is Social Capital? The Determinants of Trust and Trustworthiness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1999) View citations

1995

29. A Test for Independence Based on the Correlation Dimension
    Working papers, Wisconsin Madison - Social Systems View citations
    See also Journal Article in Econometric Reviews (1996)
30. Crime and Social Interactions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995) View citations
    Working Papers, Stanford - Hoover Institution (1995) View citations
    See also Journal Article in The Quarterly Journal of Economics (1996)
31. Economic Growth in a Cross-Section of Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Working Papers, Stanford - Hoover Institution (1995) View citations
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1993) View citations
    See also Journal Article in Journal of Monetary Economics (1995)

1994

32. Neither a Borrower nor Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    Working Papers, Stanford - Hoover Institution
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994)
    See also Journal Article in Journal of Law & Economics (1998)

1993

33. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Econometrica (1995)
34. Cattle Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in University of Chicago - Economics Research Center, Chicago - Economics Research Center (1993)
    See also Journal Article in Journal of Political Economy (1994)

1992

35. Aggregate Fluctuations from Independent Sectoral Shocks: Self-Organized Criticality in a Model of Production and Inventory Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Ricerche Economiche (1993)

1991

36. Growth in Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Political Economy (1992)

1988

37. Learning-By-Doing, International Trade and Growth: A Note
    UCLA Economics Working Papers, UCLA Department of Economics View citations

1979

38. Some Remarks on Monetary Policy in an Overlapping Generations Model
    Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations

1975

39. Some Results on Global Asymptotic Stability of Control Systems
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
40. The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations

1974

41. Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
    See also Journal Article in Journal of Economic Theory (1976)

Journal Articles

2009

1. Long-Term Risk: An Operator Approach
   Econometrica, 2009, 77, (1), 177-234 View citations
   See also Working Paper (2006)
2. Market and Public Liquidity
   American Economic Review, 2009, 99, (2), 594-99

2008

3. Advisors and asset prices: A model of the origins of bubbles
   Journal of Financial Economics, 2008, 89, (2), 268-287 View citations
   See also Working Paper (2007)

2007

4. Optimal exercise of executive stock options
   Finance and Stochastics, 2007, 11, (3), 357-372

2006

5. Asset Float and Speculative Bubbles
   Journal of Finance, 2006, 61, (3), 1073-1117 View citations
   See also Working Paper (2005)
6. Equilibria in systems of social interactions
   Journal of Economic Theory, 2006, 130, (1), 44-77 View citations
   See also Working Paper (2003)
7. Executive Compensation and Short-Termist Behaviour in Speculative Markets
   Review of Economic Studies, 2006, 73, (3), 577-610 View citations
   See also Working Paper (2003)

2003

8. Overconfidence and Speculative Bubbles
   Journal of Political Economy, 2003, 111, (6), 1183-1219 View citations
9. The Social Multiplier
   Journal of the European Economic Association, 2003, 1, (2-3), 345-353 View citations
   See also Working Paper (2003)
10. The injustice of inequality
    Journal of Monetary Economics, 2003, 50, (1), 199-222 View citations
    See also Working Paper (2002)

2001

11. Competition Among Exchanges
    The Quarterly Journal of Economics, 2001, 116, (3), 1027-1061 View citations
    See also Working Paper (2000)
12. Financial Intermediation without Exclusivity
    American Economic Review, 2001, 91, (2), 436-439
13. Optimal Environmental Management in the Presence of Irreversibilities
    Journal of Economic Theory, 2001, 96, (1-2), 180-207 View citations

2000

14. Measuring Trust
    The Quarterly Journal of Economics, 2000, 115, (3), 811-846 View citations

1998

15. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    Journal of Law & Economics, 1998, 41, (1), 1-36
    See also Working Paper (1994)
16. Spectral methods for identifying scalar diffusions
    Journal of Econometrics, 1998, 86, (1), 1-32 View citations

1997

17. Price Crashes, Information Aggregation, and Market-Making
    Journal of Economic Theory, 1997, 75, (1), 16-63 View citations

1996

18. A test for independence based on the correlation dimension
    Econometric Reviews, 1996, 15, (3), 197-235 View citations
    See also Working Paper (1995)
19. Crime and Social Interactions
    The Quarterly Journal of Economics, 1996, 111, (2), 507-48 View citations
    See also Working Paper (1995)
20. The Transition to Free Markets: Where to Begin Privatization
    Journal of Comparative Economics, 1996, 22, (1), 23-42 View citations

1995

21. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    Econometrica, 1995, 63, (4), 767-804 View citations
    See also Working Paper (1993)
22. Economic growth in a cross-section of cities
    Journal of Monetary Economics, 1995, 36, (1), 117-143 View citations
    See also Working Paper (1995)

1994

23. Cattle Cycles
    Journal of Political Economy, 1994, 102, (3), 468-92 View citations
    See also Working Paper (1993)
24. Explorations into Factors Explaining Money Market Returns
    Journal of Finance, 1994, 49, (5), 1861-82 View citations
25. Self-Organized Criticality and Economic Fluctuations
    American Economic Review, 1994, 84, (2), 417-21 View citations

1993

26. Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
    Ricerche Economiche, 1993, 47, (1), 3-30 View citations
    See also Working Paper (1992)

1992

27. Growth in Cities
    Journal of Political Economy, 1992, 100, (6), 1126-52 View citations
    See also Working Paper (1991)

1990

28. Nonlinearities in Economic Dynamics
    Economic Journal, 1990, 100, (400), 33-48 View citations

1989

29. Nonlinear Dynamics and Stock Returns
    Journal of Business, 1989, 62, (3), 311-37 View citations

1987

30. The Importance of Bundling in a Gorman-Lancaster Model of Earnings
    Review of Economic Studies, 1987, 54, (2), 243-55 View citations

1986

31. Borrowing Constraints and Aggregate Economic Activity
    Econometrica, 1986, 54, (1), 23-45 View citations

1985

32. Optimal employment contracts with bankruptcy constraints
    Journal of Economic Theory, 1985, 35, (2), 343-365 View citations
33. Price Setting Supergames with Capacity Constraints
    Review of Economic Studies, 1985, 52, (3), 371-82 View citations

1983

34. A Simple Competitive Model with Production and Storage
    Review of Economic Studies, 1983, 50, (3), 427-41 View citations
35. Maximum principle and transversality condition for concave infinite horizon economic models
    Journal of Economic Theory, 1983, 30, (1), 1-16 View citations
36. Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes
    Bell Journal of Economics, 1983, 14, (2), 326-337 View citations

1982

37. Duality theory for dynamic optimization models of economics: The continuous time case
    Journal of Economic Theory, 1982, 27, (1), 1-19 View citations

1979

38. On the Differentiability of the Value Function in Dynamic Models of Economics
    Econometrica, 1979, 47, (3), 727-32 View citations
39. Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
    International Economic Review, 1979, 20, (2), 297-315 View citations

1978

40. Stability of Separable Hamiltonians and Investment Theory
    Review of Economic Studies, 1978, 45, (3), 559-70 View citations

1977

41. Smoothness, Comparative Dynamics, and the Turnpike Property
    Econometrica, 1977, 45, (3), 601-20 View citations
42. The Relevance of the Two-Sector Production Model in Trade Theory
    Journal of Political Economy, 1977, 85, (5), 909-35 View citations

1976

43. Global asymptotic stability of optimal control systems with applications to the theory of economic growth
    Journal of Economic Theory, 1976, 12, (1), 164-190 View citations
    See also Working Paper (1974)
44. On optimal steady states of n-sector growth models when utility is discounted
    Journal of Economic Theory, 1976, 12, (1), 11-30 View citations

1975

45. Some results on global asymptotic stability of difference equations
    Journal of Economic Theory, 1975, 10, (2), 265-268