José A. Scheinkman - Publications

Affiliations: 
Economics Columbia University, New York, NY 
 Economics Princeton University, Princeton, NJ 

62 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Bolton P, Santos T, Scheinkman JA. Savings Gluts and Financial Fragility Review of Financial Studies. DOI: 10.2139/Ssrn.2743700  0.371
2020 Nutz M, Scheinkman JA. Shorting in Speculative Markets Journal of Finance. 75: 995-1036. DOI: 10.1111/Jofi.12871  0.39
2016 Hong H, Li W, Ni SX, Scheinkman JA, Yan P. Days to Cover and Stock Returns National Bureau of Economic Research. 1. DOI: 10.2139/Ssrn.2568768  0.323
2016 BOROVIČKA J, HANSEN LP, SCHEINKMAN JA. Misspecified Recovery The Journal of Finance. 71: 2493-2544. DOI: 10.1111/Jofi.12404  0.549
2016 Bolton P, Santos T, Scheinkman JA. Cream-Skimming in Financial Markets Journal of Finance. 71: 709-736. DOI: 10.1111/Jofi.12385  0.348
2015 Cheng IH, Hong H, Scheinkman JA. Yesterday's Heroes: Compensation and Risk at Financial Firms Journal of Finance. 70: 839-879. DOI: 10.1111/Jofi.12225  0.319
2014 Bolton P, Santos T, Scheinkman JA. Cream Skimming in Financial Markets Journal of Finance. 71: 709-736. DOI: 10.2139/Ssrn.1770065  0.371
2014 Choi H, Hong H, Scheinkman J. Speculating on home improvements Journal of Financial Economics. 111: 609-624. DOI: 10.1016/J.Jfineco.2013.11.011  0.337
2014 Borovička J, Hansen LP, Scheinkman JA. Shock elasticities and impulse responses Mathematics and Financial Economics. 8: 333-354. DOI: 10.1007/S11579-014-0122-4  0.617
2012 Hansen LP, Scheinkman JA. Recursive utility in a Markov environment with stochastic growth. Proceedings of the National Academy of Sciences of the United States of America. 109: 11967-72. PMID 22778428 DOI: 10.1073/Pnas.1200237109  0.627
2012 Hong HG, Kubik JD, Scheinkman JA. Financial Constraints on Corporate Goodness National Bureau of Economic Research. DOI: 10.2139/Ssrn.1734164  0.366
2012 Hansen LP, Scheinkman JA. Pricing growth-rate risk Finance and Stochastics. 16: 1-15. DOI: 10.1007/S00780-010-0141-9  0.648
2011 De Paula A, Scheinkman JA. The Informal Sector: An Equilibrium Model And Some Empirical Evidence From Brazil Review of Income and Wealth. 57: S8-S26. DOI: 10.1111/J.1475-4991.2011.00450.X  0.361
2011 Bolton P, Santos T, Scheinkman JA. Outside and inside liquidity Quarterly Journal of Economics. 126: 259-321. DOI: 10.1093/Qje/Qjq007  0.306
2011 Borovička J, Hansen LP, Hendricks M, Scheinkman JA. Risk-price dynamics Journal of Financial Econometrics. 9: 3-65. DOI: 10.1093/Jjfinec/Nbq030  0.66
2009 Hansen LP, Scheinkman JA. Long-term risk: An operator approach Econometrica. 77: 177-234. DOI: 10.3982/Ecta6761  0.626
2009 Mei J, Scheinkman JA, Xiong W. Speculative trading and stock prices: Evidence from Chinese A-B share premia Annals of Economics and Finance. 10: 225-255. DOI: 10.2139/Ssrn.498024  0.465
2009 Bolton P, Santos T, Scheinkman JA. Market and public liquidity American Economic Review. 99: 594-599. DOI: 10.1257/Aer.99.2.594  0.341
2009 Chen X, Hansen LP, Scheinkman J. Nonlinear principal components and long-run implications of multivariate diffusions The Annals of Statistics. 37: 4279-4312. DOI: 10.1214/09-Aos706  0.615
2008 Hong H, Scheinkman JA, Xiong W. Advisors and Asset Prices: A Model of the Origins of Bubbles Journal of Financial Economics. 89: 268-287. DOI: 10.1016/J.Jfineco.2007.09.001  0.447
2007 Paula Ad, Scheinkman JA. The Informal Sector Levine's Bibliography. DOI: 10.2139/Ssrn.1022956  0.34
2006 Bolton P, Scheinkman JA, Xiong W. Executive Compensation and Short-Termist Behavior in Speculative Markets The Review of Economic Studies. 73: 577-610. DOI: 10.2139/Ssrn.391881  0.469
2006 Hong H, Scheinkman J, Xiong W. Asset Float and Speculative Bubbles Journal of Finance. 61: 1073-1117. DOI: 10.1111/J.1540-6261.2006.00867.X  0.447
2005 Bolton P, Scheinkman JA, Xiong W. Pay for short-term performance : executive compensation in speculative markets National Bureau of Economic Research. DOI: 10.2139/Ssrn.691142  0.435
2003 Glaeser EL, Sacerdote BI, Scheinkman JA. The social multiplier Journal of the European Economic Association. 1: 345-353. DOI: 10.2139/Ssrn.336262  0.553
2003 Glaeser E, Scheinkman JA. Nonmarket interactions Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume 1. 339-370. DOI: 10.2139/Ssrn.263374  0.589
2003 Scheinkman JA, Xiong W. Overconfidence and speculative bubbles Journal of Political Economy. 111: 1183-1219. DOI: 10.1086/378531  0.47
2003 Glaeser E, Scheinkman J, Shleifer A. The injustice of inequality Journal of Monetary Economics. 50: 199-222. DOI: 10.1016/S0304-3932(02)00204-0  0.572
2001 Santos T, Scheinkman JA. Competition among exchanges Quarterly Journal of Economics. 116: 1027-1061. DOI: 10.2139/Ssrn.222737  0.342
2001 Santos T, Scheinkman JA. Financial intermediation without exclusivity American Economic Review. 91: 436-439. DOI: 10.1257/Aer.91.2.436  0.393
2001 Scheinkman JA, Zariphopoulou T. Optimal Environmental Management in the Presence of Irreversibilities Journal of Economic Theory. 96: 180-207. DOI: 10.1006/Jeth.1999.2607  0.306
2000 Glaeser EL, Laibson DI, Scheinkman JA, Soutter CL. Measuring trust Quarterly Journal of Economics. 115: 811-846.  0.459
1998 Glaeser E, Scheinkman J. Neither A Borrower Nor A Lender Be: An Economic Analysis of Interest Restrictions and Usury Laws The Journal of Law and Economics. 41: 1-36. DOI: 10.1086/467383  0.357
1998 Hansen LP, Scheinkman JA, Touzi N. Spectral methods for identifying scalar diffusions Journal of Econometrics. 86: 1-32. DOI: 10.1016/S0304-4076(97)00107-3  0.599
1997 Conley TG, Hansen LP, Luttmer EGJ, Scheinkman JA. Short-term interest rates as subordinated diffusions Review of Financial Studies. 10: 525-577. DOI: 10.1093/Rfs/10.3.525  0.338
1997 Madrigal V, Scheinkman JA. Price Crashes, Information Aggregation, and Market-Making Journal of Economic Theory. 75: 16-63. DOI: 10.1006/Jeth.1997.2261  0.363
1996 Glaeser EL, Sacerdote B, Scheinkman JA. Crime and social interactions Quarterly Journal of Economics. 111: 507-548. DOI: 10.2307/2946686  0.553
1996 Broock WA, Scheinkman JA, Dechert WD, LeBaron B. A test for independence based on the correlation dimension Econometric Reviews. 15: 197-235. DOI: 10.1080/07474939608800353  0.619
1996 Glaeser EL, Scheinkman JA. The transition to free markets: Where to begin privatization Journal of Comparative Economics. 22: 23-42. DOI: 10.1006/Jcec.1996.0002  0.599
1995 Hansen LP, Scheinkman JA. Back to the future: generating moment implications for continuous-time Markov processes Econometrica. 63: 767-804. DOI: 10.2307/2171800  0.603
1995 Glaeser EL, Scheinkman J, Shleifer A. Economic growth in a cross-section of cities Journal of Monetary Economics. 36: 117-143. DOI: 10.1016/0304-3932(95)01206-2  0.544
1994 Scheinkman JA, Woodford M. Self-Organized Criticality and Economic Fluctuations The American Economic Review. 84: 417-421. DOI: 10.7916/D8Rb72Jz  0.559
1994 Knez PJ, Litterman R, Scheinkman JA. Explorations into Factors Explaining Money Market Returns Journal of Finance. 49: 1861-1882. DOI: 10.1111/J.1540-6261.1994.Tb04784.X  0.346
1994 Scheinkman JA. Nonlinear dynamics in economics and finance Philosophical Transactions of the Royal Society A. 346: 235-250. DOI: 10.1098/Rsta.1994.0020  0.332
1993 Conze A, Lasry JM, Scheinkman J. 2. Borrowing Constraints and International Comovements Hitotsubashi Journal of Economics. 34: 23-47. DOI: 10.1016/B978-0-12-084655-9.50024-9  0.4
1993 Bak P, Chen K, Scheinkman J, Woodford M. Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics Ricerche Economiche. 47: 3-30. DOI: 10.1016/0035-5054(93)90023-V  0.549
1992 Bensaid B, Lesne J, Pagès H, Scheinkman J. Derivative Asset Pricing With Transaction Costs Mathematical Finance. 2: 63-86. DOI: 10.1111/J.1467-9965.1992.Tb00039.X  0.346
1991 Conze A, Lasry J, Scheinkman J. A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints Annales De L'Institut Henri Poincare (C) Non Linear Analysis. 8: 523-559. DOI: 10.1016/S0294-1449(16)30260-8  0.319
1990 Scheinkman JA. Nonlinearities in Economic Dynamics The Economic Journal. 100: 33. DOI: 10.2307/2234182  0.313
1989 Scheinkman JA, LeBaron B. Nonlinear Dynamics and Stock Returns The Journal of Business. 62: 311. DOI: 10.1086/296465  0.643
1987 Heckman J, Scheinkman J. The Importance of Bundling in a Gorman-Lancaster Model of Earnings Review of Economic Studies. 54: 243-255. DOI: 10.2307/2297514  0.405
1986 Scheinkman JA, Weiss L. Borrowing Constraints and Aggregate Economic Activity Econometrica. 54: 23. DOI: 10.2307/1914155  0.421
1985 Brock WA, Scheinkman JA. Price Setting Supergames with Capacity Constraints The Review of Economic Studies. 52: 371. DOI: 10.2307/2297659  0.344
1985 Kahn C, Scheinkman J. Optimal employment contracts with bankruptcy constraints Journal of Economic Theory. 35: 343-365. DOI: 10.1016/0022-0531(85)90048-1  0.315
1983 Scheinkman JA, Schechtman J. A Simple Competitive Model with Production and Storage The Review of Economic Studies. 50: 427. DOI: 10.2307/2297674  0.38
1983 Kreps DM, Scheinkman JA. Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes The Bell Journal of Economics. 14: 326-337. DOI: 10.1017/Cbo9780511528231.014  0.308
1983 Araujo A, Scheinkman JA. Maximum principle and transversality condition for concave infinite horizon economic models Journal of Economic Theory. 30: 1-16. DOI: 10.1016/0022-0531(83)90090-X  0.321
1982 Benveniste LM, Scheinkman JA. Duality theory for dynamic optimization models of economics: The continuous time case Journal of Economic Theory. 27: 1-19. DOI: 10.1016/0022-0531(82)90012-6  0.304
1979 Benveniste LM, Scheinkman J. On the Differentiability of the Value Function in Dynamic Models of Economics Econometrica. 47: 727-732. DOI: 10.2307/1910417  0.303
1977 Araujo A, Scheinkman JA. Smoothness, Comparative Dynamics, and the Turnpike Property Econometrica. 45: 601. DOI: 10.2307/1911677  0.308
1977 Jones RW, Scheinkman JA. The Relevance of the Two-Sector Production Model in Trade Theory Journal of Political Economy. 85: 909-935. DOI: 10.1086/260615  0.324
1976 Brock WA, Scheinkman J. Global asymptotic stability of optimal control systems with applications to the theory of economic growth Journal of Economic Theory. 12: 164-190. DOI: 10.1016/0022-0531(76)90031-4  0.328
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