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Details about Xavier Gabaix

Homepage:https://scholar.harvard.edu/xgabaix/publications
Workplace:Department of Economics, Harvard University, (more information at EDIRC)

Access statistics for papers by Xavier Gabaix.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pga174


Jump to Journal Articles Chapters

Working Papers

2025

  1. Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2024

  1. Artificial intelligence and big holdings data: Opportunities for central banks
    BIS Working Papers, Bank for International Settlements Downloads
  2. The Complexity of Economic Decisions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2023

  1. Asset Demand of U.S. Households
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2021

  1. In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads

2020

  1. Agir face aux dérèglements du monde
    SciencePo Working papers Main, HAL
    Also in Post-Print, HAL (2020)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2020)
  2. Granular Instrumental Variables
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2020) Downloads View citations (27)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (26)

    See also Journal Article Granular Instrumental Variables, Journal of Political Economy, University of Chicago Press (2024) Downloads View citations (4) (2024)

2018

  1. Behavioral Inattention
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (15)

2017

  1. Executive Compensation: A Survey of Theory and Evidence
    CESifo Working Paper Series, CESifo Downloads View citations (112)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) Downloads View citations (14)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (121)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (121)
  2. Myopia and Discounting
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (52)
  3. Optimal Taxation with Behavioral Agents
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (12)
    Also in Working Paper, Harvard University OpenScholar (2015) Downloads View citations (55)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (55)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (55)

    See also Journal Article Optimal Taxation with Behavioral Agents, American Economic Review, American Economic Association (2020) Downloads View citations (81) (2020)

2016

  1. A Behavioral New Keynesian Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (130)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (130)

    See also Journal Article A Behavioral New Keynesian Model, American Economic Review, American Economic Association (2020) Downloads View citations (164) (2020)
  2. Behavioral Macroeconomics Via Sparse Dynamic Programming
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)
  3. Executive Compensation: A Modern Primer
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (91)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (10)

    See also Journal Article Executive Compensation: A Modern Primer, Journal of Economic Literature, American Economic Association (2016) Downloads View citations (99) (2016)
  4. Power Laws in Economics: An Introduction
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (145)
    See also Journal Article Power Laws in Economics: An Introduction, Journal of Economic Perspectives, American Economic Association (2016) Downloads View citations (151) (2016)
  5. The Dynamics of Inequality
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (168)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (20)

    See also Journal Article The Dynamics of Inequality, Econometrica, Econometric Society (2016) Downloads View citations (143) (2016)

2015

  1. Crash Risk in Currency Markets
    Working Paper, Harvard University OpenScholar Downloads View citations (51)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (74)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (87)
  2. Dynamics of Exchange Rates and Capital Flows
    2015 Meeting Papers, Society for Economic Dynamics Downloads
  3. Rare Disasters and Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (35)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (121)
    Working Paper, Harvard University OpenScholar Downloads View citations (31)
  4. The Great Diversification and its Undoing
    Working Papers, Barcelona School of Economics Downloads View citations (26)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (10)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) Downloads View citations (23)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (10)

    See also Journal Article The Great Diversification and Its Undoing, American Economic Review, American Economic Association (2013) Downloads View citations (192) (2013)

2014

  1. International Liquidity and Exchange Rate Dynamics
    2014 Meeting Papers, Society for Economic Dynamics View citations (34)
    Also in Working Paper, Harvard University OpenScholar Downloads View citations (259)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (41)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (41)

    See also Journal Article International Liquidity and Exchange Rate Dynamics, The Quarterly Journal of Economics, President and Fellows of Harvard College (2015) Downloads View citations (398) (2015)
  2. Sparse Dynamic Programming and Aggregate Fluctuations
    2014 Meeting Papers, Society for Economic Dynamics View citations (2)

2013

  1. CEO Pay and Firm Size: an Update after the Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (4)

    See also Journal Article CEO Pay and Firm Size: An Update After the Crisis, Economic Journal, Royal Economic Society (2014) Downloads View citations (35) (2014)
  2. The Impact of Competition on Prices with Numerous Firms
    Working Papers, Chapman University, Economic Science Institute Downloads View citations (18)
    See also Journal Article The impact of competition on prices with numerous firms, Journal of Economic Theory, Elsevier (2016) Downloads View citations (54) (2016)

2012

  1. Boundedly Rational Dynamic Programming: Some Preliminary Results
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (3)

2011

  1. A Sparsity-Based Model of Bounded Rationality
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (42)
    See also Journal Article A Sparsity-Based Model of Bounded Rationality, The Quarterly Journal of Economics, President and Fellows of Harvard College (2014) Downloads View citations (336) (2014)

2010

  1. Dynamic Incentive Accounts
    2010 Meeting Papers, Society for Economic Dynamics View citations (7)
    Also in Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2010) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (10)
  2. Risk and CEO Market: Why Do Some Large Firms Hire Highly-Paid, Low-Talent CEOs?
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)
  3. Tractability in Incentive Contracting
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (5)

    See also Journal Article Tractability in Incentive Contracting, The Review of Financial Studies, Society for Financial Studies (2011) Downloads View citations (52) (2011)

2009

  1. The Age of Reason: Financial Decisions over the Life-Cycle with Implications for Regulation
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (170)
  2. The Area and Population of Cities: New Insights from a Different Perspective on Cities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article The Area and Population of Cities: New Insights from a Different Perspective on Cities, American Economic Review, American Economic Association (2011) Downloads View citations (188) (2011)
  3. The Granular Origins of Aggregate Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (75)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (41)

    See also Journal Article The Granular Origins of Aggregate Fluctuations, Econometrica, Econometric Society (2011) View citations (941) (2011)
  4. What is the Age of Reason?
    Issues in Brief, Center for Retirement Research Downloads View citations (1)

2008

  1. A Calibratable Model of Optimal CEO Incentives in Market Equilibrium
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (4)
  2. Learning in the Credit Card Market
    Levine's Working Paper Archive, David K. Levine Downloads View citations (64)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (59)
  3. Power Laws in Economics and Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (63)
    See also Journal Article Power Laws in Economics and Finance, Annual Review of Economics, Annual Reviews (2009) Downloads View citations (644) (2009)
  4. The Age of Reason: Financial Decisions Over the Lifecycle
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
    Also in Levine's Bibliography, UCLA Department of Economics (2007) Downloads View citations (53)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (89)
    Working Paper Series, Federal Reserve Bank of Chicago (2007) Downloads View citations (66)
  5. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (76)
    See also Journal Article Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance, The Quarterly Journal of Economics, President and Fellows of Harvard College (2012) Downloads View citations (527) (2012)
  6. Variable Rare Disasters: An Exactly Solved Model for Ten Puzzles in Macro-Finance
    2008 Meeting Papers, Society for Economic Dynamics View citations (4)

2007

  1. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
  2. Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (92)
    See also Journal Article Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) Downloads View citations (360) (2011)
  3. Trade patterns, trade balances and idiosyncratic shocks
    Working Papers, Banco de España Downloads View citations (23)

2006

  1. 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 Downloads View citations (18)
  2. Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (759)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (47)

    See also Chapter Shrouded attributes, consumer myopia and information suppression in competitive markets, Chapters, Edward Elgar Publishing (2018) Downloads View citations (1) (2018)
    Journal Article Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets, The Quarterly Journal of Economics, President and Fellows of Harvard College (2006) Downloads View citations (854) (2006)
  3. Why Has CEO Pay Increased So Much?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (73)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (31)

    See also Journal Article Why has CEO Pay Increased So Much?, The Quarterly Journal of Economics, President and Fellows of Harvard College (2008) Downloads View citations (945) (2008)

2005

  1. Extreme Value Theory and the Effects of Competition on Profits
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (27)
  2. Information Acquisition: Experimental Analysis of a Boundedly Rational Model
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (15)
  3. Institutional Investors and Stock Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article Institutional Investors and Stock Market Volatility, The Quarterly Journal of Economics, President and Fellows of Harvard College (2006) Downloads View citations (231) (2006)
  4. Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (6)

    See also Journal Article Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market, Journal of Finance, American Finance Association (2007) Downloads View citations (139) (2007)

2004

  1. Competition and Consumer Confusion
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (19)
  2. On the Origin of Power-Law Fluctuations in Stock Prices
    Papers, arXiv.org Downloads View citations (33)
  3. Power laws and the origins of aggregate fluctuations
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (4)
  4. Shrouded Attributes and the Curse of Educatoin
    2004 Meeting Papers, Society for Economic Dynamics

2003

  1. The Evolution of City Size Distributions
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (25)
    See also Chapter The evolution of city size distributions, Handbook of Regional and Urban Economics, Elsevier (2004) Downloads View citations (286) (2004)
  2. The allocation of attention: theory and evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (35)

2002

  1. The 6D Bias and the Equity Premium Puzzle
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (125)
    See also Chapter The 6D Bias and the Equity-Premium Puzzle, NBER Chapters, National Bureau of Economic Research, Inc (2002) Downloads View citations (79) (2002)

2001

  1. Quantifying Stock Price Response to Demand Fluctuations
    Papers, arXiv.org Downloads View citations (48)

2000

  1. Statistical Properties of Share Volume Traded in Financial Markets
    Papers, arXiv.org Downloads View citations (125)

1999

  1. Economic Fluctuations and Diffusion
    Papers, arXiv.org Downloads View citations (16)

Journal Articles

2024

  1. Granular Instrumental Variables
    Journal of Political Economy, 2024, 132, (7), 2274 - 2303 Downloads View citations (4)
    See also Working Paper Granular Instrumental Variables, CEPR Discussion Papers (2020) Downloads View citations (27) (2020)

2023

  1. Marshall Lecture 2023: Behavioral Macroeconomics via Sparse Dynamic Programming
    Journal of the European Economic Association, 2023, 21, (6), 2327-2376 Downloads View citations (1)

2020

  1. A Behavioral New Keynesian Model
    American Economic Review, 2020, 110, (8), 2271-2327 Downloads View citations (164)
    See also Working Paper A Behavioral New Keynesian Model, CEPR Discussion Papers (2016) Downloads View citations (130) (2016)
  2. Optimal Taxation with Behavioral Agents
    American Economic Review, 2020, 110, (1), 298-336 Downloads View citations (81)
    See also Working Paper Optimal Taxation with Behavioral Agents, 2017 Meeting Papers (2017) Downloads View citations (12) (2017)

2016

  1. Comment
    NBER Macroeconomics Annual, 2016, 30, (1), 336 - 345 Downloads
  2. Editor's Choice Rare Disasters and Exchange Rates
    The Quarterly Journal of Economics, 2016, 131, (1), 1-52 Downloads View citations (153)
  3. Executive Compensation: A Modern Primer
    Journal of Economic Literature, 2016, 54, (4), 1232-87 Downloads View citations (99)
    See also Working Paper Executive Compensation: A Modern Primer, Scholarly Articles (2016) Downloads View citations (91) (2016)
  4. Power Laws in Economics: An Introduction
    Journal of Economic Perspectives, 2016, 30, (1), 185-206 Downloads View citations (151)
    See also Working Paper Power Laws in Economics: An Introduction, Scholarly Articles (2016) Downloads View citations (145) (2016)
  5. The Dynamics of Inequality
    Econometrica, 2016, 84, 2071-2111 Downloads View citations (143)
    See also Working Paper The Dynamics of Inequality, Scholarly Articles (2016) Downloads View citations (168) (2016)
  6. The impact of competition on prices with numerous firms
    Journal of Economic Theory, 2016, 165, (C), 1-24 Downloads View citations (54)
    See also Working Paper The Impact of Competition on Prices with Numerous Firms, Working Papers (2013) Downloads View citations (18) (2013)

2015

  1. International Liquidity and Exchange Rate Dynamics
    The Quarterly Journal of Economics, 2015, 130, (3), 1369-1420 Downloads View citations (398)
    See also Working Paper International Liquidity and Exchange Rate Dynamics, 2014 Meeting Papers (2014) View citations (34) (2014)

2014

  1. A Sparsity-Based Model of Bounded Rationality
    The Quarterly Journal of Economics, 2014, 129, (4), 1661-1710 Downloads View citations (336)
    See also Working Paper A Sparsity-Based Model of Bounded Rationality, NBER Working Papers (2011) Downloads View citations (42) (2011)
  2. CEO Pay and Firm Size: An Update After the Crisis
    Economic Journal, 2014, 124, (574), F40-F59 Downloads View citations (35)
    See also Working Paper CEO Pay and Firm Size: an Update after the Crisis, NBER Working Papers (2013) Downloads View citations (9) (2013)

2013

  1. The Great Diversification and Its Undoing
    American Economic Review, 2013, 103, (5), 1697-1727 Downloads View citations (192)
    See also Working Paper The Great Diversification and its Undoing, Working Papers (2015) Downloads View citations (26) (2015)

2012

  1. Dynamic CEO Compensation
    Journal of Finance, 2012, 67, (5), 1603-1647 Downloads View citations (94)
  2. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
    The Quarterly Journal of Economics, 2012, 127, (2), 645-700 Downloads View citations (527)
    See also Working Paper Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance, NBER Working Papers (2008) Downloads View citations (76) (2008)

2011

  1. 5. Comprendre l'irrationalité et les événements extrêmes
    Regards croisés sur l'économie, 2011, n° 10, (2), 63-75 Downloads
  2. Disasterization: A Simple Way to Fix the Asset Pricing Properties of Macroeconomic Models
    American Economic Review, 2011, 101, (3), 406-09 Downloads View citations (37)
  3. Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    Journal of Business & Economic Statistics, 2011, 29, (1), 24-39 Downloads View citations (360)
    See also Working Paper Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents, NBER Technical Working Papers (2007) Downloads View citations (92) (2007)
  4. Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    Journal of Business & Economic Statistics, 2011, 29, (1), 24-39 Downloads View citations (165)
  5. The Area and Population of Cities: New Insights from a Different Perspective on Cities
    American Economic Review, 2011, 101, (5), 2205-25 Downloads View citations (188)
    See also Working Paper The Area and Population of Cities: New Insights from a Different Perspective on Cities, NBER Working Papers (2009) Downloads View citations (14) (2009)
  6. The Effect of Risk on the CEO Market
    The Review of Financial Studies, 2011, 24, (8), 2822-2863 Downloads View citations (58)
  7. The Granular Origins of Aggregate Fluctuations
    Econometrica, 2011, 79, (3), 733-772 View citations (941)
    See also Working Paper The Granular Origins of Aggregate Fluctuations, NBER Working Papers (2009) Downloads View citations (75) (2009)
  8. Tractability in Incentive Contracting
    The Review of Financial Studies, 2011, 24, (9), 2865-2894 Downloads View citations (52)
    See also Working Paper Tractability in Incentive Contracting, Working Papers (2010) Downloads View citations (2) (2010)

2009

  1. A Multiplicative Model of Optimal CEO Incentives in Market Equilibrium
    The Review of Financial Studies, 2009, 22, (12), 4881-4917 Downloads View citations (206)
  2. Corporate Governance in the Modern Financial Sector
    Financial Markets, Institutions & Instruments, 2009, 18, (2), 158-159 Downloads
  3. Is CEO Pay Really Inefficient? A Survey of New Optimal Contracting Theories
    European Financial Management, 2009, 15, (3), 486-496 Downloads View citations (101)
  4. Power Laws in Economics and Finance
    Annual Review of Economics, 2009, 1, (1), 255-294 Downloads View citations (644)
    See also Working Paper Power Laws in Economics and Finance, NBER Working Papers (2008) Downloads View citations (63) (2008)
  5. The Age of Reason: Financial Decisions over the Life Cycle and Implications for Regulation
    Brookings Papers on Economic Activity, 2009, 40, (2 (Fall)), 51-117 Downloads View citations (260)

2008

  1. A statistical physics view of financial fluctuations: Evidence for scaling and universality
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3967-3981 Downloads View citations (54)
  2. Quantifying and understanding the economics of large financial movements
    Journal of Economic Dynamics and Control, 2008, 32, (1), 303-319 Downloads View citations (5)
  3. Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-finance
    American Economic Review, 2008, 98, (2), 64-67 Downloads View citations (79)
  4. Why has CEO Pay Increased So Much?
    The Quarterly Journal of Economics, 2008, 123, (1), 49-100 Downloads View citations (945)
    See also Working Paper Why Has CEO Pay Increased So Much?, NBER Working Papers (2006) Downloads View citations (73) (2006)

2007

  1. 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 Downloads View citations (6)
  2. A unified econophysics explanation for the power-law exponents of stock market activity
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 81-88 Downloads View citations (20)
  3. Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 286-301 Downloads View citations (13)
  4. Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market
    Journal of Finance, 2007, 62, (2), 557-595 Downloads View citations (139)
    See also Working Paper Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market, NBER Working Papers (2005) Downloads View citations (2) (2005)

2006

  1. Costly Information Acquisition: Experimental Analysis of a Boundedly Rational Model
    American Economic Review, 2006, 96, (4), 1043-1068 Downloads View citations (319)
  2. Institutional Investors and Stock Market Volatility
    The Quarterly Journal of Economics, 2006, 121, (2), 461-504 Downloads View citations (231)
    See also Working Paper Institutional Investors and Stock Market Volatility, NBER Working Papers (2005) Downloads View citations (10) (2005)
  3. Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets
    The Quarterly Journal of Economics, 2006, 121, (2), 505-540 Downloads View citations (854)
    See also Working Paper Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets, Scholarly Articles (2006) Downloads View citations (759) (2006)
    Chapter Shrouded attributes, consumer myopia and information suppression in competitive markets, Chapters, 2018, 40-74 (2018) Downloads View citations (1) (2018)

2003

  1. A theory of power-law distributions in financial market fluctuations
    Nature, 2003, 423, (6937), 267-270 Downloads View citations (332)
  2. Understanding the cubic and half-cubic laws of financial fluctuations
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 1-5 Downloads View citations (12)

2001

  1. Price fluctuations and market activity
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 137-143 Downloads View citations (65)
  2. Price fluctuations, market activity and trading volume
    Quantitative Finance, 2001, 1, (2), 262-269 Downloads View citations (62)
  3. Quantifying economic fluctuations
    Physica A: Statistical Mechanics and its Applications, 2001, 302, (1), 126-137 Downloads View citations (6)
  4. Similarities and differences between physics and economics
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 1-15 Downloads View citations (13)

2000

  1. A Boundedly Rational Decision Algorithm
    American Economic Review, 2000, 90, (2), 433-438 Downloads View citations (30)
  2. Scaling and correlation in financial time series
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 362-373 Downloads View citations (44)

1999

  1. Zipf's Law and the Growth of Cities
    American Economic Review, 1999, 89, (2), 129-132 Downloads View citations (123)
  2. Zipf's Law for Cities: An Explanation
    The Quarterly Journal of Economics, 1999, 114, (3), 739-767 Downloads View citations (756)

Chapters

2018

  1. Shrouded attributes, consumer myopia and information suppression in competitive markets
    Chapter 3 in Handbook of Behavioral Industrial Organization, 2018, pp 40-74 Downloads View citations (1)
    See also Working Paper Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets, Harvard University Department of Economics (2006) Downloads View citations (759) (2006)
    Journal Article Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets, President and Fellows of Harvard College (2006) Downloads View citations (854) (2006)

2015

  1. Comment on "Networks and the Macroeconomy: An Empirical Exploration"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 336-345 Downloads

2006

  1. Correlated Randomness: Rare and Not-so-Rare Events in Finance
    Springer

2004

  1. The evolution of city size distributions
    Chapter 53 in Handbook of Regional and Urban Economics, 2004, vol. 4, pp 2341-2378 Downloads View citations (286)
    See also Working Paper The Evolution of City Size Distributions, Department of Economics, Tufts University (2003) Downloads View citations (25) (2003)

2002

  1. The 6D Bias and the Equity-Premium Puzzle
    A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 257-330 Downloads View citations (79)
    See also Working Paper The 6D Bias and the Equity Premium Puzzle, Harvard - Institute of Economic Research (2002) Downloads View citations (125) (2002)
 
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