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- Shimon Kogan, Dimitry Levin, Bryan R. Routledge, Jacob S. Sagi, Noah A. Smith
- HLT-NAACL
- 2009

We address a text regression problem: given a piece of text, predict a real-world continuous quantity associated with the text’s meaning. In this work, the text is an SEC-mandated financial report published annually by a publiclytraded company, and the quantity to be predicted is volatility of stock returns, an empirical measure of financial risk. We apply… (More)

- Uriel Feige, Shimon Kogan
- 2004

We prove that the Maximum Balanced Complete Bipartite Subgraph (BCBS) problem is hard to approximate within a factor of 2 n) δ for some δ > 0 under the plausible assumption that 3-SAT ∈ DTIME ( 2 3/4+ ) for some > 0. We also show that it is NP -hard to approximate the BCBS problem within a constant factor under the assumption that it is NP -hard to… (More)

- Robert Bloomfield, Maureen O’hara, +4 authors Halla Yang
- 2007

We use a laboratory market to investigate the behavior of noise traders and their impact on the market. Our experiment features informed traders (who possess fundamental information), liquidity traders (who have to trade for exogenous reasons), and noise traders (who do not possess fundamental information and have no exogenous reasons to trade). We find… (More)

- Shimon Kogan
- 2007

This paper studies the causal effect of individuals’ overconfidence and bounded rationality on information aggregation. To do that, we construct a new multi-period game in which agents are rewarded for submitting accurate estimates of an unknown asset’s value based on (1) their private information, and (2) others’ past estimates. We carry out laboratory… (More)

- Cesare Fracassi, Mark J. Garmaise, UT Austin, UCLA Anderson, Shimon Kogan, Gabriel Natividad
- 2012

A lot. Using data on startup loan applicants from a U.S. lender that employed an automated algorithm in its application review, we implement a regression discontinuity design assessing the causal impact of receiving a loan on entrepreneurial success. Obtaining a loan has a strong effect on the future financial position of startups. Startups receiving… (More)

We explore the relationship between outcomes in a coordination game and a pre-play asset market in which values are determined by outcomes in the subsequent coordination game. Across two experiments, we vary the payoffs from the market relative to the game, the degree of interdependence in the game, and whether traders’ asset payoffs are dependent on… (More)

- Jacob Boudoukh, Ronen Feldman, Shimon Kogan, Matthew P. Richardson
- 2012

A basic tenet of financial economics is that asset prices change in response to unexpected fundamental information. Since Roll’s (1988) provocative presidential address that showed little relation between stock prices and news, however, the finance literature has had limited success reversing this finding. This paper revisits this topic in a novel way.… (More)

We perform an experimental study of complexity to assess its effect on trading behavior, price volatility, liquidity, and trade efficiency. Subjects were asked to deduce the value of a particular asset from information they were given about the composition and price of several portfolios. Following that, subjects traded with each other anonymously in a… (More)

- Uriel Feige, Shimon Kogan
- Journal of Graph Theory
- 2010

Given a bipartite graph G(U ∪ V, E) with n vertices on each side, an independent set I ∈ G such that |U ⋂ I| = |V ⋂ I| is called a balanced bipartite independent set. A balanced coloring of G is a coloring of the vertices of G such that each color class induces a balanced bipartite independent set in G. If graph G has a balanced coloring we call it… (More)

- Shimon Kogan
- 2008

In many settings, including venture capital
nancing, mergers and acquisitions, and lease competition, the structure of the contracts (debt versus equity) over which
rms compete di¤ers. Furthermore, the structure of the contract a¤ects the future incentives of the
rm to engage in value-creating activities by potentially diluting e¤ort or investment… (More)