Details about James Dow

Access statistics for papers by James Dow.

Last updated 2021-03-06. Update your information in the RePEc Author Service.

Short-id: pdo106

Working Papers

2017

1. Incentives for Information Production in Markets where Prices Affect Real Investment
   Post-Print, HAL View citations (35)
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (2)
   See also Journal Article Incentives for Information Production in Markets where Prices Affect Real Investment, Journal of the European Economic Association, European Economic Association (2017) View citations (35) (2017)

2010

2. Resistance to Change
   Working Papers, Fondazione Eni Enrico Mattei
   Also in Institutions and Markets Papers, Fondazione Eni Enrico Mattei (FEEM) (2010) View citations (2)

2006

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

2005

5. Commitment to Overinvest and Price Informativeness
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (3)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2005)

2003

6. Equilibrium Asset Prices Under Imperfect Corporate Control
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2002

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

2000

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

1998

9. Informed Trading, Investment, and Welfare
   FMG Discussion Papers, Financial Markets Group View citations (54)
   Also in Economics Working Papers, European University Institute (1997) View citations (1)
   Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics (1996) View citations (4)
   See also Journal Article Informed Trading, Investment, and Welfare, The Journal of Business, University of Chicago Press (2003) View citations (65) (2003)
10. Should Speculators be Taxed?
    FMG Discussion Papers, Financial Markets Group View citations (4)
    Also in Economics Working Papers, European University Institute (1997)
    See also Journal Article Should Speculators Be Taxed?, The Journal of Business, University of Chicago Press (2000) View citations (36) (2000)

1995

11. Stock Market Efficiency and Economic Efficiency: Is There a Connection?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (4)
    See also Journal Article Stock Market Efficiency and Economic Efficiency: Is There a Connection?, Journal of Finance, American Finance Association (1997) View citations (229) (1997)

1994

12. Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt
    Staff Report, Federal Reserve Bank of Minneapolis View citations (21)
    See also Journal Article Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1995) View citations (115) (1995)
13. Noise Trading, Delegated Portfolio Management, and Economic Welfare
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (7)
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (1994) View citations (7)
    See also Journal Article Noise Trading, Delegated Portfolio Management, and Economic Welfare, Journal of Political Economy, University of Chicago Press (1997) View citations (114) (1997)

1993

14. Arbitrage Chains
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    NBER Working Papers, National Bureau of Economic Research, Inc (1993)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    See also Journal Article Arbitrage Chains, Journal of Finance, American Finance Association (1994) View citations (91) (1994)
15. Laws of large numbers for non-additive probabilities
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
16. Nash equilibrium under knightian uncertainty: breaking down backward induction (extensively revised version)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
17. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing, Journal of Economic Theory, Elsevier (1995) View citations (20) (1995)

1992

18. Nash equilibrium under knightian uncertainty: breaking-down backward induction
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
    See also Journal Article Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction, Journal of Economic Theory, Elsevier (1994) View citations (131) (1994)
19. The ex-Ante non-optimality of the Dempster-Schafer updating rule for ambiguous beliefs
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)

1991

20. Excess volatility of stock prices and knightian uncertainty
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article Excess volatility of stock prices and Knightian uncertainty, European Economic Review, Elsevier (1992) View citations (17) (1992)
21. Homothetic preferences
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (26)
    See also Journal Article Homothetic preferences, Journal of Mathematical Economics, Elsevier (1992) View citations (12) (1992)
22. Trading, Communication and the Response of Price to New Information
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

1990

23. Preferences, common knowledge and speculative trade
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (7)

1989

24. 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 (2)
    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 View citations (2)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

1988

25. Uncertainty aversion and the optmal choice of portfolio
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)

1986

26. The consistency of welfare judgements with a representative consumer
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
    See also Journal Article The consistency of welfare judgments with a representative consumer, Journal of Economic Theory, Elsevier (1988) View citations (13) (1988)

Undated

27. 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

Journal Articles

2018

1. The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity
   Journal of Finance, 2018, 73, (1), 229-274 View citations (8)

2017

2. Incentives for Information Production in Markets where Prices Affect Real Investment
   Journal of the European Economic Association, 2017, 15, (4), 877-909 View citations (35)
   See also Working Paper Incentives for Information Production in Markets where Prices Affect Real Investment, Post-Print (2017) View citations (35) (2017)

2015

3. Contractual incompleteness, limited liability and asset price bubbles
   Journal of Financial Economics, 2015, 116, (2), 383-409 View citations (3)

2013

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

2005

5. CEO Compensation, Change, and Corporate Strategy
   Journal of Finance, 2005, 60, (6), 2701-2727 View citations (36)
6. Equilibrium Investment and Asset Prices under Imperfect Corporate Control
   American Economic Review, 2005, 95, (3), 659-681 View citations (34)

2004

7. Is Liquidity Self-Fulfilling?
   The Journal of Business, 2004, 77, (4), 895-908 View citations (30)

2003

8. Informed Trading, Investment, and Welfare
   The Journal of Business, 2003, 76, (3), 439-454 View citations (65)
   See also Working Paper Informed Trading, Investment, and Welfare, FMG Discussion Papers (1998) View citations (54) (1998)
9. Neighborhood effects and the distribution of income in cities
   The Electronic Journal of Evolutionary Modeling and Economic Dynamics

2000

10. Editorial Announcement
    The Review of Economic Studies, 2000, 67, (4), i
11. Should Speculators Be Taxed?
    The Journal of Business, 2000, 73, (1), 89-107 View citations (36)
    See also Working Paper Should Speculators be Taxed?, FMG Discussion Papers (1998) View citations (4) (1998)
12. Symposium on Optimal Monetary Policy
    The Review of Economic Studies, 2000, 67, (3), 581
13. What Is Systemic Risk? Moral Hazard, Initial Shocks, and Propagation
    Monetary and Economic Studies, 2000, 18, (2), 1-24 View citations (31)

1999

14. Editorial Announcements
    The Review of Economic Studies, 1999, 66, (4), i

1998

15. Arbitrage, Hedging, and Financial Innovation
    The Review of Financial Studies, 1998, 11, (4), 739-55 View citations (23)

1997

16. Noise Trading, Delegated Portfolio Management, and Economic Welfare
    Journal of Political Economy, 1997, 105, (5), 1024-50 View citations (114)
    See also Working Paper Noise Trading, Delegated Portfolio Management, and Economic Welfare, NBER Working Papers (1994) View citations (8) (1994)
17. Stock Market Efficiency and Economic Efficiency: Is There a Connection?
    Journal of Finance, 1997, 52, (3), 1087-1129 View citations (229)
    See also Working Paper Stock Market Efficiency and Economic Efficiency: Is There a Connection?, NBER Working Papers (1995) View citations (6) (1995)

1995

18. Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt
    International Economic Review, 1995, 36, (2), 365-85 View citations (115)
    See also Working Paper Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt, Staff Report (1994) View citations (21) (1994)
19. Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing
    Journal of Economic Theory, 1995, 67, (2), 327-369 View citations (20)
    See also Working Paper Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing, NBER Working Papers (1993) View citations (1) (1993)

1994

20. Arbitrage Chains
    Journal of Finance, 1994, 49, (3), 819-49 View citations (91)
    See also Working Paper Arbitrage Chains, CEPR Financial Markets Paper (1993) (1993)
21. Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction
    Journal of Economic Theory, 1994, 64, (2), 305-324 View citations (131)
    See also Working Paper Nash equilibrium under knightian uncertainty: breaking-down backward induction, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1992) View citations (1) (1992)

1993

22. Security market returns and the social discount rate: A note on welfare in the overlapping generations model
    Economics Letters, 1993, 43, (1), 23-26 View citations (4)
23. Trading, Communication and the Response of Asset Prices to News
    Economic Journal, 1993, 103, (418), 639-46 View citations (17)

1992

24. Excess volatility of stock prices and Knightian uncertainty
    European Economic Review, 1992, 36, (2-3), 631-638 View citations (17)
    See also Working Paper Excess volatility of stock prices and knightian uncertainty, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1991) (1991)
25. Homothetic preferences
    Journal of Mathematical Economics, 1992, 21, (4), 389-394 View citations (12)
    See also Working Paper Homothetic preferences, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1991) View citations (26) (1991)
26. Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
    Econometrica, 1992, 60, (1), 197-204 View citations (401)

1991

27. Search Decisions with Limited Memory
    The Review of Economic Studies, 1991, 58, (1), 1-14 View citations (68)

1988

28. The consistency of welfare judgments with a representative consumer
    Journal of Economic Theory, 1988, 44, (2), 269-280 View citations (13)
    See also Working Paper The consistency of welfare judgements with a representative consumer, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1986) (1986)

Chapters

2008

1. James Dow on Hugo F. Sonnenschein
   Springer