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November 19, 2020, 17:00–19:00, room Zoom

Conference

Johanna Rickne (Stockholm University - SOFI)

November 19, 2020, 11:00–12:30, room Auditorium 3

This paper offers a comprehensive empirical analysis of sexual harassment in the Swedish labor market. First, we use nationally representative survey data linked with employer-employee data to describe rates of self-reported sexual harassment across occupations and workplaces. The risk of sexual...

Seminar

Javier Palarea-Albaladejo (University of Edinburgh;Biomathematics and Statistics Scotland)

Toulouse: TSE, November 19, 2020, 11:00–12:15, room Zoom

Regardless of how cautiously a study is designed and how closely formal protocols to collect the data are followed, one of the issues that are typically associated with real-world data sets relates to the presence of empty or invalid entries. The practical problem is how to deal with them in a...

Seminar

Marzena Rostek (University of Wisconsin, Madison)

Toulouse: TSE, November 17, 2020, 17:00–18:30, room Zoom

Most assets clear independently rather than jointly. This paper presents a model based on the uniform-price double auction which accommodates arbitrary restrictions on market clearing, including independent clearing across assets (allowed when demand for each asset is contingent only on the price...

Seminar

November 17, 2020, 16:00, room Online meeting

Workshop

Federico Bandi (Johns Hopkins University)

TSE, November 17, 2020, 15:30–17:00, room Zoom

We use a local (in time) expansion of the characteristic function of the equity process in continuous time to derive short-maturity option prices. The prices, along with data on short maturity options, are employed to jointly identify equity characteristics (spot volatility, spot leverage and spot...

Seminar

Pilossoph Laura (Federal Reserve Bank of New York)

TSE, November 17, 2020, 14:00–15:30, room Zoom

We estimate the distribution of marginal propensities to consume (MPCs) using a novel clustering approach that generalizes the fuzzy C-means algorithm to regression settings. We apply the estimator to the 2008 stimulus payments, exploiting the ran- domized timing of disbursements, and find...

Seminar

Jay Pil Choi (Michigan State University)

November 17, 2020, 14:00–15:00, Zoom Meeting

We investigate the relationship between market structure and platforms'incentives to adopt technological innovations in two-sided markets, where platforms may find it optimal to charge zero price on the consumer side and to extract surplus on the advertising side. We consider innovations that...

Seminar

Jeanne Commault (Sciences Po)

November 17, 2020, BDF, Paris

Seminar

Matthew O. Jackson

TSE, November 16, 2020, 17:00–18:30

Seminar