Details about Jose Scheinkman

Homepage:	http://www.princeton.edu/~joses
Workplace:	Department of Economics, School of Arts and Sciences, Columbia University, (more information at EDIRC)

Access statistics for papers by Jose Scheinkman.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psc26

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Working Papers

2021

1. Repricing Avalanches
   NBER Working Papers, National Bureau of Economic Research, Inc
2. Repricing Avalanches in the Billion-Prices Data
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

3. Going-Concern Debt of Financial Intermediaries
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
4. When a Master Dies: Speculation and Asset Float
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2019

5. Shorting in Speculative Markets
   Papers, arXiv.org View citations (2)

2017

6. Supply and Shorting in Speculative Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2015

7. Days to Cover and Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
8. Misspecified Recovery
   Papers, arXiv.org View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (15)
   Working Papers, Princeton University, Department of Economics, Econometric Research Program. (2015) View citations (3)
   See also Journal Article in Journal of Finance (2016)

2014

9. Shock Elasticities and Impulse Responses
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)

2013

10. Speculation, Trading and Bubbles Third Annual Arrow Lecture
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. View citations (8)
11. Stochastic Compounding and Uncertain Valuation
    Working Papers, Princeton University, Department of Economics, Econometric Research Program.

2012

12. Financial Constraints on Corporate Goodness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (131)
13. Recursive utility in a Markov environment with stochastic growth
    Working Papers, Princeton University, Department of Economics, Econometric Research Program. View citations (24)

2011

14. Cream Skimming in Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
    See also Journal Article in Journal of Finance (2016)
15. Speculating on Home Improvements
    Working Papers, Princeton University, Department of Economics, Econometric Research Program.
    See also Journal Article in Journal of Financial Economics (2014)

2010

16. Equilibria in Systems of Social Interactions
    Levine's Working Paper Archive, David K. Levine View citations (2)
    Also in Princeton Economic Theory Working Papers, David K. Levine (2003) View citations (17)
    See also Journal Article in Journal of Economic Theory (2006)
17. OUTSIDE AND INSIDE LIQUIDITY
    Working Papers, Princeton University, Department of Economics, Econometric Research Program.
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (23)
    See also Journal Article in The Quarterly Journal of Economics (2011)
18. Paris-Princeton Lectures on Mathematical Finance
    Post-Print, HAL View citations (15)
19. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (2)
20. Yesterday's Heroes: Compensation and Creative Risk-Taking
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (68)

2009

21. Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity
    Working Papers, Princeton University, Department of Economics, Econometric Research Program.
22. Principal Components and Long Run Implications of Multivariate Diffusions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (21)
23. Principal components and the long run
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (24)
24. Risk Price Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Working Papers, Princeton University, Department of Economics, Econometric Research Program. (2009)
    See also Journal Article in The Journal of Financial Econometrics (2011)
25. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (114)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (33)
    See also Journal Article in Annals of Economics and Finance (2009)
26. The Informal Sector: An Equilibrium Model and Some Empirical Evidence from Brazil
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (9)
    See also Journal Article in Review of Income and Wealth (2011)
27. Value Added Taxes, Chain Effects and Informality
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (20)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
28. “Value Added Taxes, Chain Effects and Informalityâ€, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (3)

2008

29. Long Term Risk
    Annual Meeting Plenary, Society for Economic Dynamics View citations (3)
30. The Informal Sector, Third Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (4)

2007

31. Advisors and Asset Prices: A Model of the Origins of Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article in Journal of Financial Economics (2008)
32. The Informal Sector
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (85)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) View citations (51)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (56)
33. The Informal Sector, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (17)

2006

34. Long Term Risk: An Operator Approach
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Econometrica (2009)
35. Pay for Short-Term Performance: Executive Compensation in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2005

36. Asset Float and Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article in Journal of Finance (2006)

2003

37. Executive Compensation and Short-termist Behavior in Speculative Markets
    Levine's Working Paper Archive, David K. Levine View citations (20)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (8)
    See also Journal Article in Review of Economic Studies (2006)
38. Optimal Exercise of American Claims When
    Princeton Economic Theory Working Papers, David K. Levine View citations (3)
39. Optimal Exercise of American Claims When Markets Are Not Complete
    Levine's Working Paper Archive, David K. Levine View citations (3)
40. The Social Multiplier
    Levine's Working Paper Archive, David K. Levine View citations (271)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (37)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) View citations (18)
    See also Journal Article in Journal of the European Economic Association (2003)

2002

41. Overconfidence, Short-Sale Constraints and Bubbles
    Princeton Economic Theory Working Papers, David K. Levine View citations (8)
42. The Injustice of Inequality
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (6)
    See also Journal Article in Journal of Monetary Economics (2003)

2001

43. Non-Market Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (32)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (72)

2000

44. Competition Among Exchanges
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
    Also in Princeton Economic Theory Papers, Economics Department, Princeton University (2000) View citations (1)
    See also Journal Article in The Quarterly Journal of Economics (2001)
45. Measuring Trust
    Scholarly Articles, Harvard University Department of Economics View citations (674)
    See also Journal Article in The Quarterly Journal of Economics (2000)

1999

46. Measuring Social Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (29)
47. What is Social Capital? The Determinants of Trust and Trustworthiness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1999) View citations (31)

1995

48. A Test for Independence Based on the Correlation Dimension
    Working papers, Wisconsin Madison - Social Systems View citations (139)
49. Crime and Social Interactions
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (17)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations (20)
    See also Journal Article in The Quarterly Journal of Economics (1996)
50. Economic Growth in a Cross-Section of Cities
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (559)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1993) View citations (31)
    See also Journal Article in Journal of Monetary Economics (1995)

1994

51. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    NBER Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article in Journal of Law and Economics (1998)

1993

52. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (35)
    See also Journal Article in Econometrica (1995)
53. Cattle Cycles
    University of Chicago - Economics Research Center, Chicago - Economics Research Center
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1993) View citations (2)
    See also Journal Article in Journal of Political Economy (1994)

1992

54. 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 (9)
    See also Journal Article in Ricerche Economiche (1993)
55. Growth in Cities
    Scholarly Articles, Harvard University Department of Economics View citations (1823)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1991) View citations (57)
    See also Journal Article in Journal of Political Economy (1992)

1988

56. Learning-By-Doing, International Trade and Growth: A Note
    UCLA Economics Working Papers, UCLA Department of Economics View citations (27)

1979

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

1975

58. Some Results on Global Asymptotic Stability of Control Systems
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations (1)
59. 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 (5)

1974

60. 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 (3)
    See also Journal Article in Journal of Economic Theory (1976)

Journal Articles

2016

1. Cream-Skimming in Financial Markets
   Journal of Finance, 2016, 71, (2), 709-736 View citations (52)
   See also Working Paper (2011)
2. Misspecified Recovery
   Journal of Finance, 2016, 71, (6), 2493-2544 View citations (19)
   See also Working Paper (2015)

2015

3. Yesterday's Heroes: Compensation and Risk at Financial Firms
   Journal of Finance, 2015, 70, (2), 839-879 View citations (93)

2014

4. Speculating on home improvements
   Journal of Financial Economics, 2014, 111, (3), 609-624 View citations (14)
   See also Working Paper (2011)

2012

5. Pricing growth-rate risk
   Finance and Stochastics, 2012, 16, (1), 1-15 View citations (18)

2011

6. Outside and Inside Liquidity
   The Quarterly Journal of Economics, 2011, 126, (1), 259-321 View citations (76)
   See also Working Paper (2010)
7. Risk-Price Dynamics
   The Journal of Financial Econometrics, 2011, 9, (1), 3-65 View citations (37)
   See also Working Paper (2009)
8. THE INFORMAL SECTOR: AN EQUILIBRIUM MODEL AND SOME EMPIRICAL EVIDENCE FROM BRAZIL
   Review of Income and Wealth, 2011, 57, S8-S26 View citations (78)
   See also Working Paper (2009)

2010

9. Value-Added Taxes, Chain Effects, and Informality
   American Economic Journal: Macroeconomics, 2010, 2, (4), 195-221 View citations (123)
   See also Working Paper (2009)

2009

10. A limit theorem for systems of social interactions
    Journal of Mathematical Economics, 2009, 45, (9-10), 609-623 View citations (5)
11. Long-Term Risk: An Operator Approach
    Econometrica, 2009, 77, (1), 177-234 View citations (179)
    See also Working Paper (2006)
12. Market and Public Liquidity
    American Economic Review, 2009, 99, (2), 594-99 View citations (9)
13. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    Annals of Economics and Finance, 2009, 10, (2), 225-255 View citations (124)
    See also Working Paper (2009)

2008

14. Advisors and asset prices: A model of the origins of bubbles
    Journal of Financial Economics, 2008, 89, (2), 268-287 View citations (50)
    See also Working Paper (2007)

2007

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

2006

16. Asset Float and Speculative Bubbles
    Journal of Finance, 2006, 61, (3), 1073-1117 View citations (156)
    See also Working Paper (2005)
17. Equilibria in systems of social interactions
    Journal of Economic Theory, 2006, 130, (1), 44-77 View citations (39)
    See also Working Paper (2010)
18. Executive Compensation and Short-Termist Behaviour in Speculative Markets
    Review of Economic Studies, 2006, 73, (3), 577-610 View citations (161)
    See also Working Paper (2003)

2003

19. Overconfidence and Speculative Bubbles
    Journal of Political Economy, 2003, 111, (6), 1183-1219 View citations (860)
20. The Social Multiplier
    Journal of the European Economic Association, 2003, 1, (2-3), 345-353 View citations (267)
    See also Working Paper (2003)
21. The injustice of inequality
    Journal of Monetary Economics, 2003, 50, (1), 199-222 View citations (205)
    See also Working Paper (2002)

2001

22. Competition among Exchanges
    The Quarterly Journal of Economics, 2001, 116, (3), 1027-1061 View citations (53)
    See also Working Paper (2000)
23. Financial Intermediation without Exclusivity
    American Economic Review, 2001, 91, (2), 436-439 View citations (3)
24. Optimal Environmental Management in the Presence of Irreversibilities
    Journal of Economic Theory, 2001, 96, (1-2), 180-207 View citations (8)

2000

25. Measuring Trust
    The Quarterly Journal of Economics, 2000, 115, (3), 811-846 View citations (728)
    See also Working Paper (2000)

1998

26. Neither a Borrower nor a Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws
    Journal of Law and Economics, 1998, 41, (1), 1-36 View citations (18)
    See also Working Paper (1994)
27. Spectral methods for identifying scalar diffusions
    Journal of Econometrics, 1998, 86, (1), 1-32 View citations (61)

1997

28. Price Crashes, Information Aggregation, and Market-Making
    Journal of Economic Theory, 1997, 75, (1), 16-63 View citations (8)

1996

29. Crime and Social Interactions
    The Quarterly Journal of Economics, 1996, 111, (2), 507-548 View citations (967)
    See also Working Paper (1995)
30. The Transition to Free Markets: Where to Begin Privatization
    Journal of Comparative Economics, 1996, 22, (1), 23-42 View citations (18)

1995

31. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    Econometrica, 1995, 63, (4), 767-804 View citations (141)
    See also Working Paper (1993)
32. Economic growth in a cross-section of cities
    Journal of Monetary Economics, 1995, 36, (1), 117-143 View citations (567)
    See also Working Paper (1995)

1994

33. Cattle Cycles
    Journal of Political Economy, 1994, 102, (3), 468-92 View citations (70)
    See also Working Paper (1993)
34. Explorations into Factors Explaining Money Market Returns
    Journal of Finance, 1994, 49, (5), 1861-82 View citations (140)
35. Self-Organized Criticality and Economic Fluctuations
    American Economic Review, 1994, 84, (2), 417-21 View citations (86)

1993

36. 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 (161)
    See also Working Paper (1992)

1992

37. DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
    Mathematical Finance, 1992, 2, (2), 63-86 View citations (126)
38. Growth in Cities
    Journal of Political Economy, 1992, 100, (6), 1126-52 View citations (1794)
    See also Working Paper (1992)

1990

39. Nonlinearities in Economic Dynamics
    Economic Journal, 1990, 100, (400), 33-48 View citations (32)

1989

40. Nonlinear Dynamics and Stock Returns
    The Journal of Business, 1989, 62, (3), 311-37 View citations (219)

1987

41. The Importance of Bundling in a Gorman-Lancaster Model of Earnings
    Review of Economic Studies, 1987, 54, (2), 243-255 View citations (94)

1986

42. Borrowing Constraints and Aggregate Economic Activity
    Econometrica, 1986, 54, (1), 23-45 View citations (219)

1985

43. Optimal employment contracts with bankruptcy constraints
    Journal of Economic Theory, 1985, 35, (2), 343-365 View citations (13)
44. Price Setting Supergames with Capacity Constraints
    Review of Economic Studies, 1985, 52, (3), 371-382 View citations (94)

1983

45. A Simple Competitive Model with Production and Storage
    Review of Economic Studies, 1983, 50, (3), 427-441 View citations (77)
46. Maximum principle and transversality condition for concave infinite horizon economic models
    Journal of Economic Theory, 1983, 30, (1), 1-16 View citations (8)
47. Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes
    Bell Journal of Economics, 1983, 14, (2), 326-337 View citations (983)

1982

48. Duality theory for dynamic optimization models of economics: The continuous time case
    Journal of Economic Theory, 1982, 27, (1), 1-19 View citations (49)

1979

49. On the Differentiability of the Value Function in Dynamic Models of Economics
    Econometrica, 1979, 47, (3), 727-32 View citations (190)
50. Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
    International Economic Review, 1979, 20, (2), 297-315 View citations (16)

1978

51. Stability of Separable Hamiltonians and Investment Theory
    Review of Economic Studies, 1978, 45, (3), 559-570 View citations (9)

1977

52. Smoothness, Comparative Dynamics, and the Turnpike Property
    Econometrica, 1977, 45, (3), 601-20 View citations (41)
53. The Relevance of the Two-Sector Production Model in Trade Theory
    Journal of Political Economy, 1977, 85, (5), 909-35 View citations (90)

1976

54. 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 (49)
    See also Working Paper (1974)
55. On optimal steady states of n-sector growth models when utility is discounted
    Journal of Economic Theory, 1976, 12, (1), 11-30 View citations (58)

1975

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

Edited books

1979

1. General Equilibrium, Growth, and Trade
   Elsevier Monographs, Elsevier View citations (90)

Chapters

2010

1. Market Institutions, Financial Market Risks, and the Financial Crisis
   A chapter in Market Institutions and Financial Market Risk, 2010 View citations (39)