Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Konstantinos E. Zachariadis"'
Publikováno v:
Games and Economic Behavior. 131:57-83
We investigate equilibrium in the buyer's bid double auction (BBDA) in a model with correlated private values/costs. Using a combination of theorems and computed examples, we demonstrate that simple equilibria exist even in small markets. Moreover, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8f2bc3fd01a2c498f6202eb1b77d559
https://doi.org/10.1016/j.geb.2021.11.001
https://doi.org/10.1016/j.geb.2021.11.001
Publikováno v:
The Review of Economic Studies. 89:2445-2490
We consider a noisy rational expectations equilibrium in a multi-asset economy populated by informed and uninformed investors, and noise traders. We relax the usual assumption of normally distributed asset payoffs and allow for assets with very gener
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06ba2d6ba0ba1c28033e246098bc9e52
https://doi.org/10.1093/restud/rdab081
https://doi.org/10.1093/restud/rdab081
Publikováno v:
SSRN Electronic Journal.
A regulator who designs a public stress test to avert default of a distressed bank via private investment must account for large investors' private information on the bank's state. We provide conditions for crowding-in (crowding-out) so that the regu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1c9a640cd2e48d96ed915f2926fb8cc
https://doi.org/10.2139/ssrn.3781499
https://doi.org/10.2139/ssrn.3781499
Publikováno v:
The Journal of Finance. 71:2933-2966
We investigate whether business ties with portfolio firms influence mutual funds' proxy voting using a comprehensive data set spanning 2003 to 2011. In contrast to prior literature, we find that business ties significantly influence promanagement vot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f55d3d80dce546b65655e18fdb21d525
https://doi.org/10.1111/jofi.12425
https://doi.org/10.1111/jofi.12425
Publikováno v:
SSRN Electronic Journal.
In firms with multiple blockholders governance via exit is affected by how blockholders react to each others' exit. Institutional investors, who hold the majority of equity blocks, are heterogeneous in their incentives. How do these incentives affect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba86ac881ff3f8815d7f0e2b4ce5ac1e
https://doi.org/10.2139/ssrn.3473877
https://doi.org/10.2139/ssrn.3473877
Publikováno v:
Games and Economic Behavior. 86:248-263
We consider a market for indivisible items with m buyers, each of whom wishes to buy at most one item, and m sellers, each of whom has one item to sell. The traders privately know their values/costs, which are statistically dependent. Two mechanisms
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::879402320c5d79dfeec4fecc7da12e5c
https://doi.org/10.1016/j.geb.2014.03.014
https://doi.org/10.1016/j.geb.2014.03.014
Publikováno v:
SSRN Electronic Journal.
Voting outcomes can differ from underlying preferences due to selection into voting. One source of such selection is lower participation of shareholders with popular preferences (free-rider effect) relative to that of those with unpopular preferences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4cb4d33aa44a46c39713f8dd896e2f3f
https://doi.org/10.2139/ssrn.2939744
https://doi.org/10.2139/ssrn.2939744
Publikováno v:
IEEE Transactions on Communications. 56:1080-1091
We consider the transmission of a Gaussian source through a block fading channel. Assuming each block is decoded independently, the received distortion depends on the tradeoff between quantization accuracy and probability of outage. Namely, higher qu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a5bb68d0ee2607a67a3884ae57741e7
https://doi.org/10.1109/tcomm.2008.060387
https://doi.org/10.1109/tcomm.2008.060387
Autor:
Baris Ata, Konstantinos E. Zachariadis
Publikováno v:
Queueing Systems. 55:41-69
A central controller chooses a state-dependent transmission rate for each user in a fading, downlink channel by varying transmission power over time. For each user, the state of the channel evolves over time according to an exogenous continuous-time
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fe421bc94ed35a91aea8f0693292cdb
https://doi.org/10.1007/s11134-006-9004-7
https://doi.org/10.1007/s11134-006-9004-7
Publikováno v:
SSRN Electronic Journal.
We investigate equilibrium in the buyer's bid double auction (BBDA) in a model with correlated signals and either private or interdependent values. Using a combination of theorems and numerical experiments, we demonstrate that simple equilibria exist
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3461baaf6ee8595f46573c6f2ea0e39
https://doi.org/10.2139/ssrn.2463425
https://doi.org/10.2139/ssrn.2463425