Jump to navigation
Cosmina Dorobantu (European Commission)
TSE & IAST, 8 novembre 2017, 12h30–13h30, salle MS003
We study a natural experiment in the release of a new ad targeting feature onto an online advertising platform. The experiment affects the precision with which advertisers can target the platform's users in certain geographic ad markets. We find evidence that the additional ad targeting precision...
Moritz Lenel (Stanford University)
TSE, 7 novembre 2017, 17h00–18h30, salle MS 001
I study how quantities of safe bonds affect asset prices and lending volumes in financial markets. In a quantitative model, heterogeneous agents trade securities of different maturity and risk exposure. Risk-tolerant investors issue collateralized bonds to obtain leverage and to insure the risk-...
Isaiah Andrews (Massachusetts Institute of Technology)
TSE, 7 novembre 2017, 15h30–16h50, salle MS 001
Some empirical results are more likely to be published than others. Such selective publication leads to biased estimators and distorted inference. This paper proposes two approaches for identifying the conditional probability of publication as a function of a study’s results, the first based on...
Konrad Mierendorff (University College London)
Toulouse : TSE, 7 novembre 2017, 11h00–12h30, salle MS 001
We consider a dynamic model of information acquisition. Before taking an action, a decision maker may direct her limited attention to collecting different types of evidence that support alternative actions. The optimal policy combines three strategies: (i) immediate action, (ii) a contradictory...
Neeltje Van Horen
7 novembre 2017
Phillip Haile (Yale University)
TSE, 6 novembre 2017, 14h00–15h30, salle MS 001
Ariadna Dumitrescu
TSE, 6 novembre 2017, 12h30–14h00, salle MF 323
We study how asymmetric information affects market participants’ choice of trading venue (either an exchange or dark pool), and the optimal submission strategies in a sequential trading game. The exchange is organized as a fully transparent limit order book, and the dark pool is an opaque venue...
B. Kelsey Jack (Tufts University)
Toulouse : TSE, 6 novembre 2017, 11h00–12h15, salle MS 003
The standard approach to recovering the cost of electricity provision is to bill customers monthly for past consumption. If unable to pay, customers face disconnection, the utility loses revenue, and the service provision model is undermined. A possible solution to this problem is prepaid metering...
Manufacture de tabacs, Toulouse, 2–3 novembre 2017, salle MC 203
David Baqaee
31 octobre 2017