Xavier Gabaix - Publications

Affiliations: 
Economics New York University, New York, NY, United States 
Area:
General Economics, Finance

52 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Gabaix X. A Behavioral New Keynesian Model The American Economic Review. 110: 2271-2327. DOI: 10.1257/Aer.20162005  0.419
2020 Farhi E, Gabaix X. Optimal Taxation with Behavioral Agents The American Economic Review. 110: 298-336. DOI: 10.1257/Aer.20151079  0.306
2016 Gabaix X, Lasry J, Lions P, Moll B. The Dynamics of Inequality Econometrica. 84: 2071-2111. DOI: 10.3982/Ecta13569  0.399
2016 Gabaix X. Power Laws in Economics: An Introduction Journal of Economic Perspectives. 30: 185-206. DOI: 10.1257/Jep.30.1.185  0.427
2016 Edmans A, Gabaix X. Executive Compensation: A Modern Primer Journal of Economic Literature. 54: 1232-1287. DOI: 10.1257/Jel.20161153  0.374
2016 Farhi E, Gabaix X. Rare disasters and exchange rates Quarterly Journal of Economics. 131: 1-52. DOI: 10.1093/Qje/Qjv040  0.414
2016 Gabaix X, Laibson D, Li D, Li H, Resnick S, de Vries CG. The impact of competition on prices with numerous firms Journal of Economic Theory. 165: 1-24. DOI: 10.1016/J.Jet.2016.04.001  0.444
2015 Gabaix X. Behavioral Macroeconomics Via Sparse Dynamic Programming National Bureau of Economic Research. DOI: 10.2139/Ssrn.2705789  0.353
2015 Farhi E, Fraiberger SP, Gabaix X, Ranciere R, Verdelhan A. Crash Risk in Currency Markets National Bureau of Economic Research. DOI: 10.2139/Ssrn.1397668  0.394
2015 Gabaix X, Maggiori M. International liquidity and exchange rate dynamics Quarterly Journal of Economics. 130: 1369-1420. DOI: 10.1093/Qje/Qjv016  0.492
2014 Gabaix X, Landier A, Sauvagnat J. CEO pay and firm size: An update after the crisis Economic Journal. 124. DOI: 10.1111/Ecoj.12084  0.443
2014 Gabaix X. A Sparsity-Based Model of Bounded Rationality Quarterly Journal of Economics. 129: 1661-1710. DOI: 10.1093/Qje/Qju024  0.42
2013 Carvalho V, Gabaix X. The great diversification and its undoing American Economic Review. 103: 1697-1727. DOI: 10.2139/Ssrn.1684196  0.467
2012 Edmans A, Gabaix X, Sadzik T, Sannikov Y. Dynamic CEO Compensation Journal of Finance. 67: 1603-1647. DOI: 10.1111/J.1540-6261.2012.01768.X  0.419
2012 Gabaix X. Variable rare disasters: An exactly solved framework for ten puzzles in macro-finance Quarterly Journal of Economics. 127: 645-700. DOI: 10.1093/Qje/Qjs001  0.496
2011 Gabaix X. The granular origins of aggregate fluctuations Econometrica. 79: 733-772. DOI: 10.2139/Ssrn.1111765  0.421
2011 Gabaix X. Disasterization: A simple way to fix the asset pricing properties of macroeconomic models American Economic Review. 101: 406-409. DOI: 10.1257/Aer.101.3.406  0.456
2011 Gabaix X, Ibragimov R. Rank- 1/2: A simple way to improve the ols estimation of tail exponents Journal of Business and Economic Statistics. 29: 24-39. DOI: 10.1198/Jbes.2009.06157  0.302
2011 Edmans A, Gabaix X. Tractability in incentive contracting Review of Financial Studies. 24: 2865-2894. DOI: 10.1093/Rfs/Hhr044  0.333
2011 Edmans A, Gabaix X. The effect of risk on the CEO market Review of Financial Studies. 24: 2822-2863. DOI: 10.1093/Rfs/Hhq153  0.38
2009 Gabaix X. Power Laws in Economics and Finance Annual Review of Economics. 1: 255-294. DOI: 10.1146/Annurev.Economics.050708.142940  0.512
2009 Acharya VV, Carpenter J, Gabaix X, John K, Richardson M, Subrahmanyam M, Sundaram R, Zemel E. Corporate governance in the modern financial sector: Chapter 7: Executive summary Financial Markets, Institutions and Instruments. 18: 158-159. DOI: 10.1111/J.1468-0416.2009.00147_12.X  0.313
2009 Edmans A, Gabaix X. Is CEO pay really inefficient? A survey of new optimal contracting theories European Financial Management. 15: 486-496. DOI: 10.1111/J.1468-036X.2009.00500.X  0.394
2009 Edmans A, Gabaix X, Landier A. A multiplicative model of optimal CEO incentives in market equilibrium Review of Financial Studies. 22: 4881-4917. DOI: 10.1093/Rfs/Hhn117  0.484
2008 Gabaix X. Power Laws in Economics and Finance National Bureau of Economic Research. DOI: 10.2139/Ssrn.1257822  0.496
2008 Gabaix X, Landier A. Why has CEO pay increased so much? Quarterly Journal of Economics. 123: 49-100. DOI: 10.1162/Qjec.2008.123.1.49  0.476
2008 Stanley HE, Plerou V, Gabaix X. A statistical physics view of financial fluctuations: Evidence for scaling and universality Physica a: Statistical Mechanics and Its Applications. 387: 3967-3981. DOI: 10.1016/J.Physa.2008.01.093  0.43
2008 Gabaix X, Gopikrishnan P, Plerou V, Eugene Stanley H. Quantifying and understanding the economics of large financial movements Journal of Economic Dynamics and Control. 32: 303-319. DOI: 10.1016/J.Jedc.2007.01.031  0.516
2007 Gabaix X. Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices National Bureau of Economic Research. DOI: 10.3386/W13430  0.407
2007 Edmans A, Gabaix X, Landier A. A Calibratable Model of Optimal CEO Incentives in Market Equilibrium National Bureau of Economic Research. DOI: 10.3386/W13372  0.494
2007 Gabaix X, Krishnamurthy A, Vigneron O. Limits of arbitrage: Theory and evidence from the mortgage-backed securities market Journal of Finance. 62: 557-595. DOI: 10.2139/Ssrn.556116  0.458
2007 Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. A theory of limited liquidity and large investors causing spikes in stock market volatility and trading volume Journal of the European Economic Association. 5: 564-573. DOI: 10.1162/Jeea.2007.5.2-3.564  0.516
2007 Gabaix X, Gopikrishnan P, Plerou V, Stanley EE. A unified econophysics explanation for the power-law exponents of stock market activity Physica a: Statistical Mechanics and Its Applications. 382: 81-88. DOI: 10.1016/J.Physa.2007.02.030  0.533
2007 Stanley HE, Gabaix X, Gopikrishnan P, Plerou V. Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance Physica a: Statistical Mechanics and Its Applications. 382: 286-301. DOI: 10.1016/J.Physa.2007.02.023  0.389
2006 Gabaix X, Laibson D. Shrouded attributes, consumer myopia, and information suppression in competitive markets Quarterly Journal of Economics. 121: 505-540. DOI: 10.2139/Ssrn.728545  0.459
2006 Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. Institutional Investors and Stock Market Volatility Quarterly Journal of Economics. 121: 461-504. DOI: 10.2139/Ssrn.442940  0.496
2006 Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. Institutional investors and stock market volatility Quarterly Journal of Economics. 121: 461-504. DOI: 10.1162/qjec.2006.121.2.461  0.343
2006 Stanley HE, Gabaix X, Gopikrishnan P, Plerou V. Economic fluctuations and statistical physics: The puzzle of large fluctuations Nonlinear Dynamics. 44: 329-340. DOI: 10.1007/978-4-431-53947-6_1  0.465
2004 Plerou V, Stanley HE, Gabaix X, Gopikrishnan P. On the origin of power-law fluctuations in stock prices Quantitative Finance. 4: 11-15. DOI: 10.1088/1469-7688/4/1/C02  0.492
2004 Gabaix X, Ioannides YM. Chapter 53 The evolution of city size distributions Handbook of Regional and Urban Economics. 4: 2341-2378. DOI: 10.1016/S1574-0080(04)80010-5  0.363
2004 Plerou V, Gopikrishnan P, Gabaix X, Eugene Stanley H. On the origin of power-law fluctuations in stock prices Quantitative Finance. 4: C11-C15.  0.345
2003 Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. A theory of power-law distributions in financial market fluctuations. Nature. 423: 267-70. PMID 12748636 DOI: 10.1038/Nature01624  0.542
2003 Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. Understanding the cubic and half-cubic laws of financial fluctuations Physica a: Statistical Mechanics and Its Applications. 324: 1-5. DOI: 10.1016/S0378-4371(03)00174-2  0.422
2002 Plerou V, Gopikrishnan P, Gabaix X, Stanley HE. Quantifying stock-price response to demand fluctuations. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 66: 027104. PMID 12241320 DOI: 10.1103/Physreve.66.027104  0.485
2001 Gabaix X, Laibson D. The 6D Bias and the Equity-Premium Puzzle Nber Macroeconomics Annual. 16: 241-312. DOI: 10.2139/Ssrn.297165  0.359
2001 Stanley HE, Nunes Amaral LA, Gabaix X, Gopikrishnan P, Plerou V. Quantifying economic fluctuations Physica a: Statistical Mechanics and Its Applications. 302: 126-137. DOI: 10.1016/S0378-4371(01)00504-0  0.423
2001 Stanley HE, Amaral LAN, Gabaix X, Gopikrishnan P, Plerou V. Similarities and differences between physics and economics Physica a: Statistical Mechanics and Its Applications. 299: 1-15. DOI: 10.1016/S0378-4371(01)00351-X  0.45
2001 Gopikrishnan P, Plerou V, Gabaix X, Amaral LAN, Stanley HE. Price fluctuations and market activity Physica a: Statistical Mechanics and Its Applications. 299: 137-143. DOI: 10.1016/S0378-4371(01)00288-6  0.409
2000 Gopikrishnan P, Plerou V, Gabaix X, Stanley HE. Statistical properties of share volume traded in financial markets Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics. 62: R4493-6. PMID 11089066 DOI: 10.1103/Physreve.62.R4493  0.415
2000 Plerou V, Gopikrishnan P, Nunes Amaral LA, Gabaix X, Eugene Stanley H. Economic fluctuations and anomalous diffusion Physical Review. E, Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics. 62: R3023-6. PMID 11088869 DOI: 10.1103/Physreve.62.R3023  0.412
2000 Gopikrishnan P, Plerou V, Liu Y, Amaral LAN, Gabaix X, Stanley HE. Scaling and correlation in financial time series Physica a: Statistical Mechanics and Its Applications. 287: 362-373. DOI: 10.1016/S0378-4371(00)00375-7  0.466
1999 Gabaix X. Zipf's law for cities: An explanation Quarterly Journal of Economics. 114: 739-767. DOI: 10.1162/003355399556133  0.346
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