Working Papers

"A Note on Robust Estimation of Repeat Sales Indexes with Serial Correlation in Asset Returns" (with J. Hamilton)

“A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market,” NBER working paper 15019
(with George Hall)

“Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed,”  (with Jonathan Hamilton and Rachel Campbell)

“The Impact of the Droit de Suite:  An Empirical Analysis” (with Chanont Banterghansa)