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House Prices and Birth Rates: The Impact of the Real Estate Market on the Decision to Have a Baby
House Prices Birth Rates
2015/9/21
This project investigates how changes in Metropolitan Statistical Area (MSA)-level housing prices affect household fertility decisions. Recognizing that housing is a major cost associated with child r...
Dads and Daughters: The Changing Impact of Fathers on Women's Occupational Choices
Occupational Choices human capital
2015/9/18
Over the last century the labor force participation rate of women has risen threefold
and there has been a tremendous increase in the integration of women into maledominated
occupations. We examine ...
The Impact of Market Rules and Market Structure on the Price Determination Process in the England and Wales Electricity Market
Market Rules Market Structure
2015/7/31
This paper argues that the market rules governing the operation of the England and Wales
electricity market in combination with the structure of this market presents the two major
generators—Nationa...
AN EMPIRICAL ANALYSIS OF THE IMPACT OF HEDGE CONTRACTS ON BIDDING BEHAVIOR IN A COMPETITIVE ELECTRICITY MARKET
THE IMPACT COMPETITIVE ELECTRICITY MARKET
2015/7/31
A major concern in the design of wholesale electricity markets is the potential for
the exercise of market power by generating unit owners. To better understand the
determinants of generating unit...
Price manipulation in a market impact model with dark pool
Price manipulation transaction-triggered price manipulation positive expected liquidation costs dark pool market impact model
2012/6/5
For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into suc...
Drift dependence of optimal order execution strategies under transient price impact
Drift dependence of optimal order execution strategies transient price impact Trading and Market Microstructure
2012/4/28
We give a complete solution to the problem of minimizing the expected liquidity costs in presence of a general drift when the underlying market impact model has linear transient price impact with expo...
The price impact of order book events: market orders, limit orders and cancellations
price impact market orders limit orders cancellations market microstructure order flow
2010/10/29
While the long-ranged correlation of market orders and their impact on prices has been relatively well studied in the literature, the corresponding studies of limit orders and cancellations are scarce...
Optimal Execution Problem with Market Impact
Optimal execution market impact liquidity problems HJB viscosity solutions
2010/11/1
We study the optimal execution problem in the market model in consideration of market impact. First we study the discrete-time model and describe the value function with respect to the trader’s optimi...