Analyses of social network data have suggested that obesity, smoking, happiness, and loneliness all travel through social networks. Individuals exert “contagion effects” on one another through social ties and association. These analyses have come under critique because of the possibility...

The effect of periods of nontrading on volatility is examined. The empirical evidence suggests that volatility is higher on days which follow a period of nontrading. A nonparametric kernel regression is used to estimate a diffusion model with a volatility term dependent on the number of days of...

Suppose we are interested in the effect of a binary treatment on an outcome where that relationship is confounded by an ordinal confounder. We assume that the true confounder is not observed but, rather, we observe a nondifferentially mismeasured version of it. We show that, under certain...