“Markets Selection when Markets are Incomplete” revised and resubmitted to Journal of Mathematical Economics.

“Efficient Markets and Bayes’ Rule,”

“Strategic Voting and Costly Information Acquisition in Elections with Ethical Voters,” (joint with Tim Feddersen).

“Non-Bayesian Updating: A Theoretical Framework” (joint with Larry Epstein)

“An Economic Interpretation of Numerically Computed Equilibria” (joint with Karl Schmedders and Felix Kubler)

“The Overconfidence Problem in Insurance Market,” (joint with Francesco Squintani)

“Markets and Information,” (joint with Sandeep Baliga).

(2003) “Belief-Based Equilibrium,” (joint with Rann Smorodinsky) Games and Economic Behaviour 47-1, 157-171.

(2003) “Market Selection and Asymmetric Information,” Review of Economic Studies 70-2 343-369 (joint with George Mailath).

(2003) “Calibration with Many Checking Rules,” (with Rann Smorodinsky and Rakesh Vohra) Mathematics of Operations Research 28-1, 141-153.

(2003) “Speculative Trade, Asset Prices and Investment Levels,” Economic Theory 21 2-3, 423-433.

(2000) “Do Markets Favor Agents Able to Make Accurate Predictions?” Econometrica (lead article) 68-6, 1303-1341.

(2000) “Reciprocity and Cooperation in Repeated Coordination Games: The Principled-Player Approach,” Games and Economic Behavior 32, 157-182.

(1999) “On the Convergence to Rational Expectations Under Complete Markets,” (joint with Aloisio Araujo) Econometrica 67-3, 663-672.

(1999) “The Speed of Rational Learning,” (with Rann Smorodinsky)
International Journal of Game Theory 28, 199-210.

(1998) “Learning, Rare Events and Recurrent Market Crashes in Frictionless Economies Without Intrinsic Uncertainty,” (lead article) Journal of Economic Theory 82-1, 1-18.

(1998) “Does Rational Learning Lead to Nash Equilibrium in Finitely Repeated Games,” Journal of Economic Theory 78-1, 195-218.

(1998) “Necessary and Sufficient Conditions for Convergence to Nash Equilibrium: The Almost Absolute Continuity Hypothesis,” Games and Economic Behavior 22, 121-14