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Irina Zviadadze (Ecole Normale Supérieure, Paris - HEC)
24 novembre 2020, BDF, Paris
Heiko Karle (Frankfurt School of Finance & Management)
TSE, 23 novembre 2020, 14h00–15h30, salle Zoom
We consider a market with symmetric firms and asymmetric consumer groups. Firms send advertising messages which inform consumers about the existence and the price of their product (Butters, 1977). Targeting a specific consumer is imperfect as with some probability the consumer is not reached. We...
Massimo Filippini (ETH, Zurich)
Toulouse : TSE, 23 novembre 2020, 11h00–12h15, salle Zoom
We experimentally evaluate the role of imperfect information or limited attention about energy costs in the demand for energy-consuming household durables. Exploiting unique data from in-home visits on participants' current appliances and light bulbs, we provide households with customized...
Luisa Carrer (Toulouse School of Economics)
TSE, 20 novembre 2020, 11h00–12h30, salle Zoom
19 novembre 2020, 17h00–19h00, salle Zoom
Johanna Rickne (Stockholm University - SOFI)
19 novembre 2020, 11h00–12h30, salle 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...
Javier Palarea-Albaladejo (University of Edinburgh;Biomathematics and Statistics Scotland)
Toulouse : TSE, 19 novembre 2020, 11h00–12h15, salle 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...
Marzena Rostek (University of Wisconsin - Madison)
Toulouse : TSE, 17 novembre 2020, 17h00–18h30, salle 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...
17 novembre 2020, 16h00, salle Online meeting
Federico Bandi (The Johns Hopkins University)
TSE, 17 novembre 2020, 15h30–17h00, salle 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...
