Upcoming seminars of potential interest at Columbia

 

Monday, Jan. 25

 

12.10-1.30, Schermerhorn 200C (Psych Dept Cognitive Lunch)

Jared Van Snellenberg (Columbia University)

“Investigating the Neural Correlates of Working Memory Deficits in Patients With Schizophrenia”

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2.40-4.00, Schermerhorn 200C (Psych Dept Social Snack)

Paul O'Keefe  (New York University/CUNY Graduate Center)

“The Situational Adaptiveness of Implicit Theories of Intelligence and Achievement Goal Orientations”

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2.30-4.00, IAB 1027 (Economic Theory Workshop)

Richard Holden (U. Chicago)

Title TBA

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Tuesday, Jan. 26

 

12.30-1.45, Uris 307 (Marketing Division Seminar)

Dina Mayzlin (Yale)

“The Role of Connectedness to the Future Self in Intertemporal Choice”

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Wednesday, Jan. 27

 

4:15-5:45, IAB 1027 (Apllied Microeconomics Seminar)

Job Talk

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4.10-5.30, Schermerhorn 614 (Psych Dept Colloquium)

Robert Siegler (Carnegie Mellon University)

Title TBA

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Upcoming seminars of potential interest at NYU

 

Wednesday, Jan.27

 

4.00 p.m. Room 517, 19 West 4th St. (Junior Recruitment Workshop)

David Cesarini (MIT)

“Genetic Variation in Financial Decision Making”

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Weblink of the week

 

What aspects of photographs affect the number of responses users of dating sites get?

 

OKCupid.com analyzes the impact of different types of photos on response rates.  Among the interesting findings: women dig men with pets, men don’t dig women with pets.

 

http://blog.okcupid.com/index.php/2010/01/20/the-4-big-myths-of-profile-pictures/

 

Working paper of the week

 

Relative Performance Information in Asset Markets: An Experimental Approach

 

Eric J. Schoenberg (Columbia Business School) and Ernan Haruvy (UT Dallas)

 

Abstract: An important issue in the study of asset market bubbles is the extent to which traders are influenced by their perceived performance relative to other traders. Extant research on laboratory asset market bubbles has generally kept performance information private, effectively excluding such considerations from experimental control. We provide traders in an experimental market with a 15-period finitely lived asset with periodic performance information for one other trader—either the best performer or the worst performer—and find a significant effect on trading behavior, satisfaction and market prices in the session.