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University of California, San Diego Department of Economics

Overview
Works: 523 works in 619 publications in 1 language and 1,033 library holdings
Genres: History 
Classifications: HB1, 333.82
Publication Timeline
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Publications about University of California, San Diego
Publications by University of California, San Diego
Most widely held works by University of California, San Diego
Discussion paper ( file )
in English and held by 22 libraries worldwide
Does school quality matter? : evidence from the National Longitudinal Survey of Youth by Julian R Betts( Book )
2 editions published between 1993 and 1994 in English and held by 6 libraries worldwide
A dual Dutch auction in Taipei : the choice of numeraire and auction form in multi-object auctions with bundling by Vincent P Crawford( Book )
1 edition published in 2000 in English and held by 5 libraries worldwide
Arch models by Tim Bollerslev( Book )
2 editions published in 1993 in English and held by 5 libraries worldwide
Long-term residential load forecasting by San Diego University of California( Book )
1 edition published in 1978 in English and held by 5 libraries worldwide
Contingent valuation : controversies and evidence by Richard T Carson( Book )
4 editions published between 1995 and 2000 in English and held by 5 libraries worldwide
Two-part marginal cost pricing equilibria : existence and efficiency by Donald J Brown( Book )
2 editions published between 1990 and 1991 in English and held by 4 libraries worldwide
Liquidity of secondary capital markets : allocative efficiency and the maturity composition of the capital stock by Valerie R Bencivenga( Book )
2 editions published between 1992 and 1993 in English and held by 4 libraries worldwide
An introduction to stochastic unit root processes by C. W. J Granger( Book )
2 editions published between 1992 and 1994 in English and held by 4 libraries worldwide
Bureaucracy, infrastructure, and economic growth : evidence from U.S. cities during the progressive era by James E Rauch( Book )
2 editions published in 1994 in English and held by 4 libraries worldwide
Recent work in the sociology of economic development has emphasized the establishment of a professional bureaucracy in place of political appointees as an important component of the institutional environment in which private enterprise can flourish. I hypothesize that establishment of such a bureaucracy will lengthen the period that public decision makers are willing to wait to realize the benefits of expenditures, leading to allocation of a greater proportion of government resources to long-gestation period projects such as infrastructure. This hypothesis can be tested using data generated by a atural experiment' in the early part of this century, when a wave of municipal reform transformed the governments of many U.S. cities. Controlling for city and time effects, adoption of Civil Service is found to increase the share of total municipal expenditure allocated to road and sewer investment. Other estimates imply that this increased share raises the growth rate of city manufacturing employment by one-half percent per year
Modeling the impacts of market activity on bid-ask spreads in the option market by Young-Hye Cho( Book )
1 edition published in 1999 in English and held by 4 libraries worldwide
In this paper, we examine the impact of market activity on the percentage bid-ask spreads of S & P 100 index options using transactions data. We propose a new market microstructure theory which we call derivative hedge theory, in which option market percentage spreads will be inversely related to the option market maker's ability to hedge his positions in the underlying market, as measured by the liquidity of the latter market. In a perfect hedge world, spreads arise from the illiquidity of the underlying market, rather than from inventory risk or informed trading in the option market itself. We find option market volume is not a significant determinant of option market spreads. This finding leads us to question the use of volume as a measure of liquidity and supports the derivative hedge theory. Option market spreads are positively related to spreads in the underlying market, again supporting our theory. However, option market duration does affect option market spreads, with very slow and very fast option markets both leading to bigger spreads. The fast market result would be predicted by the asymmetric information theory. Inventory model predicts big spreads in slow markets. Neither result would be observed if the underlying securities market provided a perfect hedge. We interpret these mixed results as meaning that the option market maker is able to only imperfectly hedge his positions in the underlying securities market. Our result of insignificant options volume casts doubt on the price discovery argument between stock and option market (Easley, O'Hara, and Srinivas (1998)). Asymmetric information costs in either market are naturally passed to the other market maker's hedgeing and therefore it is unimportant where the informed traders trade
Consistent specification testing via nonparametric series regression by Yongmiao Hong( Book )
2 editions published between 1991 and 1994 in English and held by 4 libraries worldwide
Comments on testing economic theories and the use of model selection criteria by C. W. J Granger( Book )
1 edition published in 1992 in English and held by 4 libraries worldwide
Information criteria for selecting possibly misspecified parametric models by Chor-Yiu Sin( Book )
1 edition published in 1992 in English and held by 4 libraries worldwide
Parametric statistical estimation with artificial neural networks by Halbert White( Book )
1 edition published in 1992 in English and held by 4 libraries worldwide
Autoregressive conditional duration : a new model for irretularly spaced time series data by R. F Engle( Book )
2 editions published in 1995 in English and held by 4 libraries worldwide
An alternative definition of finite sample breakdown point with applications to regression model estimators by Sinichi Sakata( Book )
2 editions published between 1993 and 1994 in English and held by 4 libraries worldwide
Optimal auditing with heterogeneous income sources by Inés Macho Stadler( Book )
2 editions published in 1994 in English and held by 4 libraries worldwide
China's evolving managerial labor market ( Book )
2 editions published in 1992 in English and held by 4 libraries worldwide
What are we learning about the long-run? by C. W. J Granger( Book )
2 editions published in 1992 in English and held by 3 libraries worldwide
 
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Alternative Names

controlled identity University of California, San Diego

University of California, San Diego. Dept. of Economics
Languages
English (37)
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