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1500 questions
6
votes
1 answer
trading security volume that affects price
Curious if there's a formula for this. There are some notorious cases of software (accidentally) and people (purposefully) quickly unloading a given security, causing the price to (temporarily, generally) plummet.
Is there a general formula for…
Eric
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6
votes
1 answer
How does the core relate to strong equilibrium?
An allocation is in the core if there's no coalition that blocks it.
A strong equilibrium (Aumann, 1959) is a Nash equilibrium in which no coalition, taking the actions of its complements as given, can cooperatively deviate in a way that benefits…
Shane
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6
votes
1 answer
Balanced growth path definition in the Hicks neutral steady state with technology
In the Hicks neutral Solow Model with technology where $Y_t = A_t F(K_t,L_t)$, and labour and technology growths are held constant (exogenously), how is the balanced growth path defined?
I read that balanced growth with technology occurs when the…
user43302
6
votes
3 answers
Regression on individual vs collapsed data
Lots of analysis in the US collapse CPS or Census data and run regressions on the group means. I wonder why not run the regression on the individual data? Absent measurement error, should we expect the regression on individual and aggregated data to…
Papayapap
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6
votes
1 answer
Does the Rybczynski theorem also hold in modern trade theory models?
Does the Rybczynski theorem also hold for modern Melitz (2003) type trade models?
Papayapap
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6
votes
2 answers
When a company gives RSUs to employees, from where does it have those stocks?
I work at Apple Inc., as a part of my compensation agreement I was granted an X amount of RSUs. A portion vests each year and becomes an AAPL stock on the market in my ownership.
It leads me to wonder: from where does the company have stocks of its…
Fireworks1
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6
votes
1 answer
Futures Market Books
Are there any recommendation for futures market or commodity trading books? I am not interested in trading myself, but would like to have a better understanding of it for my research.
Nox
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6
votes
2 answers
Papers that use R vs Stata
Is there any way to tell if a paper used R instead of Stata or Matlab for the estimation? I know it doesn't matter for the quality of the paper, but I'd just be interested to see how many papers use one software over the other.
I'm thinking an easy…
gannawag
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6
votes
2 answers
Does a General Equilibrium here require Pareto Optimality?
There are two consumers $A$ and $B$, and two producers $X$ and $Y$. he consumers are endowed with labour(L) and capital(K) $L_A,K_A$, and $L_B,K_B$ respectively. The preferences of the two consumers have the utility functions $U_A=X_A^4Y_A$ and…
freebird
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6
votes
3 answers
Derivation of index decomposition analysis
I’m currently reading a paper on index decomposition. The paper is here for reference : https://www.sciencedirect.com/science/article/pii/S0140988315001772
The paper is setting out how it has gone about deriving the index decomposition, and I’m…
hmmmm
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6
votes
2 answers
Government spending and revenue statistics
I am looking for thorough statistics of budgetary spending and revenues by category for approx all oecd countries. If not for all oecd i will be happy to have data only for Switzerland. I am interested in time period from 1995 to 2013. Unfortunately…
Krowskir
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6
votes
1 answer
Is there a name for this family of games (Binomial games?)?
I'm wondering if there's a name for a $n$-player symmetric game, such that the payoff for player $i$ playing strategy $j$ only depends on the number of other players which played $j$.
Such family of games would capture many real-life games, such as…
R B
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6
votes
1 answer
Measurement Error - Multivariate Case
I have a linear regression model, with usual assumptions holding; $E[xu] = 0$ and rank condition.
$y_i = \alpha_0 + \alpha_1x_{1i} + \alpha_2x_{2i} + u_i$
I observe $\bar{x}_{2i}$, where:
$\bar{x}_{2i} = x_{2i} + e_i$
My estimated model…
Wooldridge
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6
votes
3 answers
Overview book about economic theories
I'm looking for a good book that gives an (introductory) overview about the existing economic theories and the different schools of thought (optimally with focus to those that affect governments and institutions). Presentations that use …
bkaplan
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6
votes
1 answer
What caused such an abnormality in the TF2 economy?
In the video game, Team Fortress 2, an economy grew inside of it. It had its own currency and barter systems, and everything was running smoothly. But, in time, things started to get very strange. One of the currency types, keys, started to raise in…
The Man
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