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Archive of posts published in the category: Kyoungwon
Apr
4

Kyoungwon Seo

Kyoungwon Seo

Publications

  1. Self-Fulfilling Arbitrages Necessitate Crash Risk, Journal of Financial Markets, forthcoming, with Dong-Hyun Ahn and Soohun Kim
  2. Fund Runs and Market Frictions, Asian Review of Financial Research, 2020
  3. Common Ownership and Product Market Competition: Evidence from the U.S. Airline Industry, Korean Journal of Financial Studies, 2019, with Alex Haerang Park
  4. Symmetry Axioms and Perceived Ambiguity, Mathematics and Financial Economics, 2018, with Peter Klibanoff and Sujoy Mukerji
  5. Testing the Nested Fixed-Point Algorithm in BLP Random Coefficients Demand Estimation, Journal of Economic Theory and Econometrics, 2017, with Jinhyuk Lee
  6. Revisiting the Nested Fixed-Point Algorithm in BLP Random Coefficients Demand Estimation, Economics Letters, 2016, with Jinhyuk Lee
  7. Robust Confidence Regions for Incomplete Models, Econometrica, 2016, with Larry Epstein and Hiro Kaido (supplement, MATLAB code)
  8. Bayesian Analysis of Entry Games: A Simulated Likelihood Approach Without Simulation Errors, Global Economic Review, 2016, with Jinhee
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