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Research

Published Papers


"Herd Behavior in Financial Markets: A Field Experiment with Financial Market Professionals," with Antonio Guarino, February 2008, Journal of the European Economic Association, forthcoming.

"Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," with Antonio Guarino, December 2008, Journal of Economic Behavior and Organization, 68(3-4), 581-592.

"Herd Behavior and Contagion in Financial Markets," with Antonio Guarino, April 2008, The B.E. Journal of Theoretical Economic, 8(1) (Contributions), Article 24.

"Volatility in International Financial Market Issuance: The Role of the Financial Center" with Graciela Kaminsky,Open Economies Review,18(2), April 2007, 157-176.

"Herd Behavior in a Laboratory Financial Market" with Antonio Guarino, December 2005, American Economic Review, 95(5), 1427-1443.
Addendum: "The Bid-Ask Treatment"
(This paper is surveyed by Hirshleifer and Teoh, 2003)

"Noise Trading in a Laboratory Financial Market: A Maximum Likelihood Approach" with Antonio Guarino
Journal of the European Economic Association, April-May 2005, 3(2-3), 315-321.

"Social Learning and Financial Crises," with Antonio Guarino
in "Risk Measurement and Systemic Risk," Proceedings of the Third Joint Central Bank Research Conference. Basel: Bank for International Settlements, 2002.

Working Papers

"Like Mother Like Son? Experimental Evidence on the Transmission of Values from Parents to Children," with Paola Giuliano and Olivier Jeanne, November 2006, mimeo.

"The Balassa-Samuelson Effect in Transition Economies," Sept. 2000, IMF mimeo.

Work in Progress

"A New Era of International Financial Integration? Global and Market Factors," with Graciela Kaminsky .

"Estimating a Structural Model of Herd Behavior in Financial Markets," with Antonio Guarino .

"Financial Contagion: An Experimental Analysis," with Antonio Guarino.