4 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
econ.GN2021★ 4 cited
The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence
Jeffrey P. Cohen, Felix L. Friedt, Jackson P. Lautier
We investigate whether pandemic-induced contagion disamenities and income effects arising due to COVID-related unemployment adversely affected real estate prices of one- or two-fam…
math.ST2017★ 2 cited
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Markus Bibinger, Christopher Neely, Lars Winkelmann
An extensive empirical literature documents a generally negative correlation, named the "leverage effect," between asset returns and changes of volatility. It is more challenging t…