Publications and Working Papers

Projects

The Effects of Seasoned Equity Offerings and Share Buybacks: Insights from a heterogeneous agent asset pricing model, with Alessandra Mainini and Davide Radi

A model examining the stability implications of a firm strategic trading of its own shares

Deep Neural Network Learning in a Dynamic Game, with Bobby King See Lau

Virtual Experiments with Learning, with Bobby King See Lau

Decentralized Kyle Market, with Giulia Iori

Examine a Kyle market of informed trading with a segmented market

Information Sharing with Peers, with Luis Vasconcelos

A model of investors strategically sharing information in a race to determine the value of an investment opportunity.

Pricing Error, with Andrea Giovannetti and Talis Putnins

An empirical examination of trader-induced sudden price volatility

Working Papers

Sharing Private Financial Information, 2024

A model of traders sharing private information within groups in order to better understand fundamentals, at the loss of monopoly ownership of their signal.

Competitive Disclosure of Multiple Product Attributes, with Jim Dearden, Ernest Lai, and Qichao Shi, 2022 (ssrn)

Quality disclosure model for products competing across multiple attributes.

Customized Product Return Policies, with Jim Dearden and Qichao Shi, 2023 (ssrn)

A model of product return policies and pricing.

Follow the Leader: An Experiment on an Evolving Social Network, with AJ Bostian, 2024 (pdf)

Experiments and analysis how people self-organize within random social networks when incentives are popularity-based.

Emergent Coordination among Competitors, 2016, UTS WPS 36

Virtual experiments to identify the respective roles of individual characteristics and environment on group dynamics in a popularity-based incentives.

Venture Capitalist’s Portfolio Choices, with Massimo Scotti, 2010

Skills, Effort, and Performance in Tournaments: A Dynamic Model and Empirical Analysis, with Douglas Coate, 2006 (pdf)

Published Articles

A Robust Route to Randomness in a Simple Cournot Duopoly Game where Ambiguity Aversion Meets Constant Expectations with Davide Radi and Laura Giardini, Annals of Operations Research, 2023 (open access)

The Origins of Influence, Economic Modelling, 2021, 97, 380-396. (article) (preprint)

Conformity and Influence, The B.E. Journal of Theoretical Economics, 2018, 19(1), 1-29. (article) (preprint)

Divergent Behavior in Markets with Idiosyncratic Private Information, Review of Behavioral Economics, 2017, 4(2), 181-213. (article) (pdf) 

Determining the Influence of Reddit Posts on Wikipedia Pageviews with Daniel Moyer, Samuel L. Carson, Thayne Keegan Dye, Richard T. Carson, International AAAI Conference on Web and Social Media, North America, 2015. (article)

An Empirical Examination of Learning in Foreign Exchange Market with Remco C.J. Zwinkels, Journal of Economic Behavior and Organization, 2014, 107b, 667-684. (article)

Learning and Adaptation’s Impact on Market Efficiency with Valentyn Panchenko, Journal of Economic Behavior and Organization. 2010, 76(3), 635-653. (article)

Web Service Reputation Prediction Based on Customer Feedback Forecasting Model with Jebrin Al-Sharawneh and Mary-Anne Williams, 14th IEEE International Enterprise Distributed Object Computing Conference Workshops. 2010, 33-40. (article)

Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision with Bruce Mizrach, Journal of Economic Dynamics and Control, 2008, 32(12), 3866-3876. (article)

Coordinated Investment with Feedback and Learning, Journal of Economic Behavior and Organization, 2008, 65(2), 202-223. (article)

Self-Organization and the Persistence of Noise in Financial Markets, Journal of Economic Dynamics and Control, 2006, 30(9-10), 1837-1855. (article)

Market Efficiency and Learning in an Endogenously Unstable Environment, Journal of Economic Dynamics and Control, 2005, 29(5), 953-978. (article)

Profitable Technical Trading Rules as a Source of Price Instability, Quantitative Finance, 2003, 3(3), 220-229. (article)

Price Bubbles and the Long Run Profitability of a Trend Following Technical Trading Rule, in Economics with Heterogeneous Interacting Agents, edited by Alan Kirman and Jean-Benoit Zimmermann, Berlin, Germany: Springer, 2001, 183-194.

Life Cycle Consumption of a Harmful and Addictive Good, Economic Inquiry, 2000, 38(3), 458-469. (article)

Cycles of Market Stability and Instability due to Endogenous use of Technical Trading Rules, in Computational Finance -- Proceedings of the Sixth International Conference, Leonard N. Stern School of Business, January 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, Cambridge, MA: MIT Press, 2000, 481-493.

A Nonparametric Examination of Market Information: Application to Technical Trading Rules, The Journal of Empirical Finance, 1999, 6(1), 59-85. (article)

Popular Press

How the system creates accidental gurus, Sydney Morning Herald, online Aug. 2, 2021 and in print. (article).

What makes a modern leader?, Think: Business Futures, 2SER radio, aired Aug. 31, 2021 (panel discussion)