Publications
Selected Publications of Recent Graduate Students: 2012-2022
Dillon Huddleston, PhD 2022
“Intraday Market Predictability: A Machine Learning Approach.” 2021. Journal of Financial Econometrics, nbab007. (with Fred Liu and Lars Stentoft)
Zijian Wang, PhD 2021
“Liquidity and Private Information in Asset Markets: To Signal or not to Signal.” 2020. Journal of Economic Theory, 190(C).
Fulei Fred Liu, PhD 2021
“Intraday Market Predictability: A Machine Learning Approach.” 2021. Journal of Financial Econometrics, nbab007. (with Dillon Huddleston and Lars Stentoft).
“Regulatory Capital and Incentives for Risk Model Choice under Basel 3.” 2021. Journal of Financial Econometrics, 19(1): 53–96 (with Lars Stentoft).
Yuxi Yao, PhD 2020
“Basic Skills or Major-Specific Knowledge? Sources of Wage Penalties for Working Outside the Major Field of Study”, Journal of Labor Research, forthcoming.
“Demographics and the Housing Market” Regional Science and Urban Economics, forthcoming. (with Yifan Gong)
Yuki Onozuka, PhD 2020
“Basic Skills or Major-Specific Knowledge? Sources of Wage Penalties for Working Outside the Major Field of Study”, Journal of Labor Research, forthcoming.
Yifan Gong, PhD 2020
“Marriage, Children, and Labor Supply: Beliefs and Outcomes.” 2022. Journal of Econometrics, 231(1): 148-164. (with Todd Stinebrickner and Ralph Stinebrickner).
“Demographic Changes and the Housing Market.” 2022. Regional Science and Urban Economics, 95: 103734. (with Yuxi Yao).
“The Ex-Post Accuracy of Subjective Beliefs: A New Measure and Decomposition.” 2022. Economics Letters, 210, 110160.
“Perceived and Actual Option Values of College Enrollment.” 2020. Journal of Applied Econometrics, 35(7), 940-959. (with Todd Stinebrickner and Ralph Stinebrickner).
“When Education Policy and Housing Policy Interact: Can They Correct for the Externalities?” 2020. Journal of Housing Economics, 50, 101732. (with Charles Ka Yui Leung).
“Uncertainty about Future Income: Initial Beliefs and Resolution during College.” 2019. Quantitative Economics, 10(2): 607-641. (with Todd Stinebrickner and Ralph Stinebrickner).
Miguel Cardoso, PhD 2019
“Impact of the First Wave of the COVID-19 Pandemic on Trade between Canada and the United States.” 2021. Canadian Public Policy, 47(4): 554-572. (with Brandon Malloy).
Maria Antonella Mancino, PhD 2019
"Separating State Dependence, Experience, and Heterogeneity in a Model of Youth Crime and Education." 2016. Economics of Education Review 54: 274-285. (with Salvador Navarro and David Rivers).
Brandon Malloy, PhD 2018
"Decomposing Episodes of Large Growth in International Trade." Review of International Economics, forthcoming.
“Impact of the First Wave of the COVID-19 Pandemic on Trade between Canada and the United States.” 2021. Canadian Public Policy, 47(4): 554-572. (with Miguel Cardoso)
“The Impact of Immigration Attitudes on Voting Preferences: Evidence from the European Social Survey.” 2021. Journal of International Migration and Integration. (with Zeynep Ozkok & Jonathan Rosborough).
"The Supply Network and Price Dispersion in the Canadian Gasoline Market." 2019. Review of Network Economics 17(2): 75-107.
Galyna Grynkiv, PhD, 2018
“Stationary Threshold Vector Autoregressive Models.” 2018. Journal of Risk and Financial Management, 11(3) 45, 1-23. (with Lars Stentoft).
George Orlov, PhD 2017
“Teaching Students to Read Journal Articles Critically.” 2021. Journal of Economic Education, 52 (4): 308-315.
“Using Invention Activities to Teach Econometrics." 2021, Journal of Economics Teaching, 5 (3): 64-82. (with Douglas McKee).
“Crime, Apprehension and Clearance Rates: Panel Data Evidence from Canadian Provinces.” Canadian Journal of Economics, 49(2): 481-514. (with Philip A. Curry and Anindya Sen).
Youngmin Park, PhD 2017
“Correlation, Consumption, Confusion, or Constraints: Why Do Poor Children Perform So Poorly?” 2017. The Scandinavian Journal of Economics 119(1): 102-147. (with Elizabeth Caucutt and Lance Lochner).
Hiroaki Mori, PhD 2016
“The Labor Market in Japan, 2000-2016.” 2017. IZA World of Labor 385:1-11. (with Daiji Kawaguchi).
“Ageing and the Skill Portfolio: Evidence from Job-based Skill Measures.” 2016. The Journal of the Economics of Ageing 7: 89-103.
Sergii Pypko, PhD 2016
“Volatility Forecast in Crises and Expansions.” 2015. Journal of Risk & Financial Management 3: 311-336.
Jin Zhou, PhD 2016
“Identifying Agent’s Information Sets: An Application to a Lifecycle Model of Schooling, Consumption and Labor Supply.” 2017. Review of Economic Dynamics 25: 58-92. (with Salvador Navarro).
Aaron Gertz, PhD 2015
“A CGE Framework for Modeling the Economics of Flooding and Recovery in a Major Urban Area.” 2019. Risk Analysis 39 (6): 1314-1341 (with James B. Davies and Samantha Goertz).
Xue Sarah Dong, PhD 2015
“Trying to Make a Good Impression: A Natural Field Experiment to Engage New Entrants to the Tax System.” 2022. Journal of Behavioral and Experimental Economics 100: 101900
“Targeted Scholarship for Higher Education and Academic Performance: Evidence from Indonesia.” 2022. International Journal of Educational Development, 88: 102510. (with Tri Mulyaningsih, Riyana Miranti, and Anne Daly).
“Does Economic Crisis have Different Impact on Husbands and Wives? Evidence from the Asian Financial Crisis in Indonesia.” 2018. Review of Development Economics. 22(4): 1489-1512.
“Labour-Market Developments at a Time of Heightened Uncertainty.” 2017. Bulletin of Indonesian Economic Studies 53(1): 1-25. (with Chris Manning).
"Consistency between the Sakernas and the IFLS for the Purpose of Analyzing Labor Market Issues in Indonesia: a Cross Validation Analysis.” Bulletin of Indonesian Economic Studies, Forthcoming.
Philippe Gregoire, PhD 2015
"Information Disclosure with Leakages." 2012. Economic Modelling 29(5): 2005-2010. (with Hui Huang)
"The Incentives to Acquire Information." 2009. In Insider Trading: Global Developments and Analysis, ed. Paul U. Ali and Greg N. Gregoriou, chapter 18. Boca Raton: CRC Press.
"Insider Trading and Voluntary Disclosure." 2008. International Journal of Theoretical and Applied Finance 11: 143-162.
"Informed Trading, Noise Trading and the Cost of Equity." 2008. International Review of Economics and Finance 17: 13-32.
"Manulife Financial and the John Hancock Financial Acquisition." 2007. Journal of the International Academy of Case Studies 13, Issue 1. (with Camillo Lento and Bryan Poulin)
"Managers’ Perceptions of Export Barriers: A Cross-Cultural Perspective of Service Firms." 2006. Journal of Transnational Management 12: 51-68. (with David Smith and Mandy Lu)
"Imitation, Group Selection and Cooperation." 2003. International Game Theory Review 5: 229-247. (with Arthur Robson)
"Absolute and Relative Deprivation and the Measurement of Poverty." 2002. Review of Income and Wealth 48: 471-92. (with Jean-Yves Duclos)
Hugh Cassidy, PhD 2014
“The Fall and Rise of Immigrant Employment During the Covid-19 Pandemic.” Research in Labor Economics, Forthcoming. (with George J. Borjas).
“Occupational Licensing and Immigrants.” 2021. Journal of Law and Economics, 64(1): 1:28 (with Tennecia Dacass).
“Occupational Licensing and Immigrants.” Journal of Law and Economics, Forthcoming, with Tennecia Dacass.
“The Decline in Earnings of Childhood Immigrants in the U.S.” 2020. International Migration Review, 51:58-82.
“Occupational Attainment of Natives and Immigrants: A Cross-Cohort Analysis.” 2019. Journal of Human Capital, 13(3): 375-409.
“The Wage Penalty to Undocumented Immigration.” 2019. Labour Economics, 61(C). (with George J. Borjas)
“The Effect of Post-Baccalaureate Certificates on Job Search: Results from a Correspondence Study.” 2019. Labour Economics, 61.
“Task Variation within Occupations.” 2017. Industrial Relations 56(3): 393-410.
"Promotion Signaling, Gender and Turnover: New Theory and Evidence." 2016. Journal of Economic Behavior & Organization 126(A): 140-166. (with Jed DeVaro and Antti Kauhanen)
Misashi Mayairi, PhD 2014
“Immigrant Job Search Assimilation in Canada.” 2016. Canadian Journal of Economics 49 (1): 5-51. (with Bowlus, Audra J., and Chris Robinson).
Douwere Grekou, PhD 2013
Future to Discover: Fourth Year Post-Secondary Impacts Report. 2014. Canada. Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with Reuben Ford, Isaac Kwakye and Claudia Nicholson)
Enhancing Research Opportunities on the Returns to Adult Learning with National Survey and Administrative Data Sources. 2014. Canada. Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with Marc Frenette and Ted Wannell)
Jacob Wibe, PhD 2013
"Integrated Assessment Model of Society-Biosphere-Climate-Economy-Energy System." 2013. Environmental Modelling & Software 49 (6): 1-21. (with Mohammad K. Akhtar, Slobodan P. Simonovic and Jim MacGee
Javier Cano-Urbina, PhD 2012
“The Effect of Education and School Quality on Female Crime.” Journal of Human Capital, forthcoming, with Lance Lochner.
“The Effects of the BP Deepwater Horizon Oil Spill on Housing Markets.” Journal of Housing Economics, forthcoming, with Christopher Clapp and Kevin Willardsen.
“Do Tort Reforms Impact the Incidence of Birth by Cesarean Section? A Reassessment.” 2017. International Journal of Health Economics and Management 17(1): 103-112. (with Daniel Montanera).
“A Test for Exogeneity in the Presence of Non-Linearities.” 2016. Stata Journal 16(3): 161-777. (with Michael Babington).
“Acculturation and the Labor Market in Mexico.” 2016. IZA Journal of Labor Policy 5(1): 1-29. (with Patrick L. Mason).
"Informal Labor Markets and On-the-Job Training: Evidence from Wage Data." 2016. Economic Inquiry 54(1): 25-43.
"The Role of the Informal Sector in the Early Careers of Less-Educated Workers." 2015. Journal of Development Economics 112: 33-55.
Ivan Medovikov, PhD 2012
“Can analysts predict risk? New evidence from copula theory.” 2019. Finance: Theory and Practice, 23(1), p. 38-48.
“Non-parametric Measures of Dependence Between Random Vectors, with an Application to Financial Contagion.” 2017. Journal of Financial Econometrics, 15 (3): 474-503.
“A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion.” 2017. Journal of Financial Econometrics 15(3): 474-503. (With Atrem Prokhorov).
”When does the market listen to economic news? New evidence from copulas and news wire.” 2016. Journal of Banking and Finance 65: 27-40.
"When Does the Market Listen to Economic News? New Evidence from Copulas and News Wire." Journal of Banking and Finance, forthcoming.
"Non-Parametric Weighted Tests for Independence Based on Empirical Copula Process." 2016. Journal of Statistical Computation and Simulation 86(1): 105-121.
"Can Analysts Predict Rallies Better Than Crashes?" 2014. Finance Research Letters 11(4): 319-325.
"Non-Parametric Weighted Tests for Independence Based on Empirical Copula Process." Journal of Statistical Computation and Simulation, forthcoming.
Chris Mitchell, PhD 2012
"Household-specific Housing Capital Gains and Consumption: Evidence from Canadian Microdata." 2016. Regional Science and Urban Economics 56: 19-33. (with Kul Bhatia)
