LSE creators

Number of items: 10.
2023
  • Gentry, Matthew, Komarova, Tatiana, Schiraldi, Pasquale (2023). Preferences and performance in simultaneous first-price auctions: a structural analysis. Review of Economic Studies, 90(2), 852 – 878. https://doi.org/10.1093/restud/rdac030 picture_as_pdf
    • 2021
  • Gentry, Matthew, Pesendorfer, Martin (2021). Pricing with bargain hunting consumers. Games and Economic Behavior, 129, 549 - 569. https://doi.org/10.1016/j.geb.2021.06.011 picture_as_pdf
  • Komarova, Tatiana, Schiraldi, Pasquale, Gentry, Matthew (2021). Replication package for: Preferences and Performance in Simultaneous First-Price Auctions, A Structural Analysis. [Dataset]. Zenodo. https://doi.org/10.5281/zenodo.5146393
    • 2019
  • Gentry, Matthew, Komarova, Tatiana, Schiraldi, Pasquale, Shin, Wiroy (2019). On monotone strategy equilibria in simultaneous auctions for complementary goods. Journal of Mathematical Economics, 85, 109-128. https://doi.org/10.1016/j.jmateco.2019.08.006 picture_as_pdf
    • 2018
  • Gentry, Matthew, Stroup, Caleb (2018). Entry and competition in takeover auctions. Journal of Financial Economics, https://doi.org/10.1016/j.jfineco.2018.10.007 picture_as_pdf
    • 2017
  • Gentry, Matthew, Li, Tong, Lu, Jingfeng (2017). Auctions with selective entry. Games and Economic Behavior, 105, 104-111. https://doi.org/10.1016/j.geb.2017.06.016
    • 2015
  • Gentry, Matthew, Li, Tong, Lu, Jingfeng (2015). Existence of monotone equilibrium in first price auctions with private risk aversion and private initial wealth. Games and Economic Behavior, 94, 214-221. https://doi.org/10.1016/j.geb.2015.07.003
    • 2014
  • Gentry, Matthew, Li, Tong (2014). Identification in auctions with selective entry. Econometrica, 82(1), 315 - 344. https://doi.org/10.3982/ECTA10293 picture_as_pdf
    • 2012
  • Gentry, Matthew, Tong, Li (2012). Identification in auctions with selective entry. London School of Economics and Political Science.
    • 2011
  • Fan, Yanqin, Gentry, Matthew, Li, Tong (2011). A new class of asymptotically efficient estimators for moment condition models. Journal of Econometrics, 162(2), 268-277. https://doi.org/10.1016/j.jeconom.2011.01.006