Chapter 1 is the product of joint work with Ferhat Akbas and it provides a behavioral explanation for monthly negative serial correlation in stock returns. For the first time in the literature, this work reports that only low momentum stocks experience monthly negative serial correlation. Using...

This dissertation is a collection of three independent essays in theoretical and applied econometrics. The first chapter analyzes dynamic games with continuous states and controls. There are two main contributions. First, we give conditions under which the payoff function is nonparametrically...

This thesis is a collection of three essays on dynamic sales mechanisms. The first chapter analyzes the Name Your Own Price (NYOP) mechanism adopted by Priceline.com. Priceline.com, a website helping travelers obtain discount rates for travel-related items, gained prominence for its Name Your...