Publications
Publications in refereed journals:
- Experimentation in Two-Sided Markets
accepted for publication in the Journal of the European Exonomic Association
(with Martin Peitz and Piers Trepper) - Strategic Experimentation with Private Payoffs
Journal of Economic Theory 159, 2015
(with Paul Heidhues and Philipp Strack) - Breakdowns
Theoretical Economics 10, 2015
(with Godfrey Keller) - Negatively Correlated Bandits
Review of Economic Studies 78(2), 2011
(with Nicolas Klein) - Strategic Experimentation with Poisson Bandits
Theoretical Economics 5(2), 2010
(with Godfrey Keller) - Heterogeneity within Communities: A Stochastic Model with Tenure Choice
Journal of Urban Economics 64(1), 2008
(with François Ortalo-Magné) - Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints
Review of Economic Studies 73(2), 2006
(with François Ortalo-Magné) - Strategic Experimentation with Exponential Bandits
Econometrica 73(1), 2005
(with Godfrey Keller and Martin Cripps) - Housing Transactions and Macroeconomic Fluctuations: A Case Study of England and Wales
Journal of Housing Economics 13(4), 2004
(with François Ortalo-Magné) - Price Dispersion and Learning in a Dynamic Differentiated Goods-Duopoly
RAND Journal of Economics 34(1), 2003
(with Godfrey Keller) - Tenure Choice and the Riskiness of Non-Housing Consumption
Journal of Housing Economics 11(3), 2002
(with François Ortalo-Magné) - Strategic Trading and Learning about Liquidity
Journal of Financial Markets 5(4), 2002
(with Harrison Hong) - Housing Transactions in England and Wales: Current Trend and Future Prospects
Housing Finance 46, 2000
(with François Ortalo-Magné) - Optimal Experimentation in a Changing Environment
Review of Economic Studies 66(3), 1999
(with Godfrey Keller) - Boom In, Bust Out: Young Households and the Housing Price Cycle
European Economic Review 43(4-6), 1999
(with François Ortalo-Magné) - Option Pricing in the Presence of Natural Boundaries and a Quadratic Diffusion Term
Finance and Stochastics 1(4), 1997 - The Direct Approach to Debt Option Pricing
Review of Futures Markets 13(2), 1994
(with Klaus Sandmann)
Other publications:
- Fluktuationen des Wohnimmobilienmarktes
Research Report, ifo Institute, Munich, April 2004
(with Volker Rußig) - The Rise and Fall of Residential Transactions in England and Wales
Research Report, Council of Mortgage Lenders, London, 2000
(with François Ortalo-Magné)
Unpublished discussion and working papers:
- Undiscounted Bandit Games
SFB/TR 15 Discussion Paper No. 520, September 2015 (with Godfrey Keller) - Strongly Symmetric Equilibria in Bandit Games
SFB/TR 15 Discussion Paper No. 469, August 2014 (with Johannes Hörner and Nicholas Klein) - Why Are Housing Prices So Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model
June 1999 (with François Ortalo-Magné) - State Prices Implicit in Valuation Formulae for Derivative Securities
LSE Financial Markets Group Discussion Paper No. 181, January 1994
Ongoing projects:
"A Two-Player Bandit Game with General Correlation of Risky Arms" (with Nicolas Klein)
