Theses - Economics
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Essays on Bargaining and Markets
Chapter 1: Inefficiency in a Frictionless Market Gale and Sabourian (2006) discuss the existence of inefficient Markov-perfect equilibrium (MPE) in a heterogeneous market. This paper shows that the example they provide ... -
Essays in Empirical Labour Economics
This thesis analyses the role of workplace heterogeneity in determining pay differentials between workers, employing a range of reduced-form tools and using detailed matched employer-employee administrative data. The first ... -
Semiparametric Characteristics-based Models of Asset Returns
This thesis, which includes three chapters, studies asset-specific characteristics such as capitalization, book-to-market ratio etc., and their implications on assets prices and portfolio management. This thesis selects ... -
Essays in empirical asset pricing and portfolio construction
The key thread running through this thesis is predictability and how it relates to asset pricing and portfolio construction. Chapter 1, co-authored with Oliver Linton, tests for predictability in asset pricing model residuals ...
