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Recent Submissions

  • Essays on Bargaining and Markets 

    Chan, Jin Deng Keith
    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 

    Lattanzio, Salvatore
    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 

    Li, Shaoran
    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 

    Ashby, Michael
    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 ...

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