SSRN JEL Code: C18

1.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

IGIER Working Paper No. 552

Number of pages: 68 Posted: 07 Jul 2015 Last Revised: 16 Nov 2016

Working Paper Series

Joshua Benjamin Miller and Adam Sanjurjo

Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico

Downloads 11,111

2.

Uncovering Trend Rules

Number of pages: 17 Posted: 12 May 2015

Working Paper Series

Paul Beekhuizen and Winfried G. Hallerbach

Robeco Asset Management and Robeco Asset Management, Quantitative Investment Research

Downloads 1,874

3.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014

Working Paper Series

Tony Cooper

Double-Digit Numerics

Downloads 944

4.

The Use of Word Lists in Textual Analysis

Forthcoming in the Journal of Behavioral Finance

Number of pages: 33 Posted: 17 Jul 2014 Last Revised: 02 Feb 2015

Accepted Paper Series

Tim Loughran and Bill McDonald

University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance

Downloads 942

5.

Regression and Causation: A Critical Examination of Six Econometrics Textbooks

Real-World Economics Review, Issue No. 65, 2-20, 2013

Number of pages: 25 Posted: 11 Oct 2013

Accepted Paper Series

Bryant Chen and Judea Pearl

University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Computer Science Department

Downloads 783

6.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011

Working Paper Series

Eddy H. Verbiest

affiliation not provided to SSRN

Downloads 778

7.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

IZA Discussion Paper No. 6618

Number of pages: 28 Posted: 16 Jun 2012

Working Paper Series

M. Hashem Pesaran and Ron Smith

USC Dornsife Institute for New Economic Thinking and Birkbeck College

Downloads 705

8.

A Bridge from Monty Hall to the (Anti-)Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice

IGIER Working Paper

Number of pages: 31 Posted: 02 Jan 2016

Working Paper Series

Joshua Benjamin Miller and Adam Sanjurjo

Bocconi University - Department of Decision Sciences and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico

Downloads 677

9.

Stress Tests: From Arts to Science

Number of pages: 29 Posted: 10 Jan 2010 Last Revised: 28 Sep 2010

Working Paper Series

Thomas Breuer and Imre Csiszar

University of Applied Sciences Vorarlberg and Hungarian Academy of Sciences (HAS) - Alfréd Rényi Institute of Mathematics

Downloads 617

10.

Final Report on Global Identification Standards for Counterparties and Other Financial Market Participants

Journal of Risk Management in Financial Institutions - Special Issue on Counterparty Risk, Vol. 5, No. 2

Number of pages: 69 Posted: 06 Mar 2012 Last Revised: 11 Mar 2015

Accepted Paper Series

Allan D. Grody, Peter J. Hughes and Daniel Reininger

Financial InterGroup, Financial InterGroup-UK; York University and Semandex Networks Inc

Downloads 574

11.

From Correlation to Granger Causality

Crawford School Research Paper No. 13

Number of pages: 37 Posted: 16 Nov 2011 Last Revised: 23 Apr 2012

Working Paper Series

David I. Stern

Australian National University (ANU) - Crawford School of Public Policy

Downloads 526

12.

On Minimizing the Risk of Bias in Randomized Controlled Trials in Economics

Mimeo, (2013), Brown University

Number of pages: 32 Posted: 31 May 2013 Last Revised: 13 Jul 2015

Accepted Paper Series

Alex Eble, Peter Boone and Diana Elbourne

Brown University - Department of Economics, London School of Economics & Political Science (LSE) and London School of Hygiene and Tropical Medicine

There are 2 versions of this paper

Downloads 492

13.

The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns

Journal of Financial Economics (JFE) 114, December 2014, pp 613-619.

Number of pages: 15 Posted: 11 Jul 2012 Last Revised: 06 Nov 2014

Accepted Paper Series

Robert F. Stambaugh, Jianfeng Yu and Yu Yuan

University of Pennsylvania - The Wharton School, Tsinghua University - PBC School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

There are 2 versions of this paper

Downloads 491

14.

Using Machine Learning to Predict Outcomes in Tax Law

Number of pages: 23 Posted: 20 Oct 2016

Working Paper Series

Benjamin Alarie, Anthony Niblett and Albert Yoon

University of Toronto - Faculty of Law, University of Toronto - Faculty of Law and University of Toronto - Faculty of Law

Downloads 418

15.

Analysts' Forecast Error: A Robust Prediction Model and its Short Term Trading Profitability

Accounting and Finance, Forthcoming

Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 14 Jan 2014

Accepted Paper Series

Kris Boudt, Peter de Goeij, James Thewissen and Geert Van Campenhout

Vrije Universiteit Brussel (VUB), CentER, Tilburg Law and Economics Center (TILEC), Tilburg University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - [email protected]

Downloads 416

16.

Methodological Mistakes and Econometric Consequences

International Econometric Review, Vol 4. Issue 2, p. 99-122, September 2012

Number of pages: 24 Posted: 03 Sep 2012

Accepted Paper Series

Asad Zaman

Pakistan Institute of Development Economics

Downloads 376

17.

Conceptualizing Robustness in Risk Management

Number of pages: 23 Posted: 24 May 2012 Last Revised: 01 Oct 2015

Working Paper Series

Ruediger Kiesel, Robin Rühlicke, Gerhard Stahl and Jinsong Zheng

University of Duisburg-Essen - Faculty of Economic Science, University of Duisburg-Essen - Department of Economics and Business Administration, European Union - Committee of the Regions and Talanx AG

Downloads 347

18.

Causal Inference in Empirical Archival Financial Accounting Research

Accounting, Organizations and Society, Forthcoming

Number of pages: 27 Posted: 20 Oct 2013

Accepted Paper Series

Joachim Gassen

Humboldt University of Berlin - School of Business and Economics

Downloads 332

19.

Empirical Comparative Law

Annual Review of Law and Social Science, Vol. 11, 2015, Forthcoming, Harvard University Olin Center for Law, Economics and Business Discussion Paper No. 815

Number of pages: 29 Posted: 14 Mar 2015 Last Revised: 21 Aug 2015

Accepted Paper Series

Holger Spamann

Harvard Law School

There are 2 versions of this paper

Downloads 309

20.

CEO Duality and Corporate Stewardship: Evidence from Takeovers

Number of pages: 19 Posted: 12 Jun 2015 Last Revised: 30 Jun 2015

Working Paper Series

Victor A. Ghazal

Grinnell College

Downloads 300

21.

John Kwoka's Mergers, Merger Control, and Remedies: A Critical Review

Number of pages: 29 Posted: 22 Dec 2016

Working Paper Series

Michael Vita and F. David Osinski

U.S. Federal Trade Commission - Bureau of Economics and Federal Trade Commission

Downloads 300

22.

A Note on Asset Bubbles in Continuous-Time

EFMA 2001 Lugano Meetings

Number of pages: 31 Posted: 13 Jun 2001

Working Paper Series

Gianluca Cassese

Department of Economics, Statistics and Management

Downloads 297

23.

CVA-VaR

Number of pages: 19 Posted: 06 Jun 2011 Last Revised: 14 Feb 2012

Working Paper Series

Shahram Alavian and Etienne Koehler

Royal Bank of Scotland (RBS) and Université Paris I Panthéon-Sorbonne

Downloads 293

24.

On the Evaluation of Marginal Expected Shortfall

Number of pages: 7 Posted: 17 Oct 2010

Working Paper Series

Massimiliano Caporin and Paolo Santucci de Magistris

University of Padua - Department of Statistical Sciences and University of Aarhus - CREATES

Downloads 290

25.

The Role of Hypothesis Testing in the Molding of Econometric Models

CHOPE Working Paper No. 2012-03, Economic Research Initiatives at Duke (ERID) Working Paper

Number of pages: 29 Posted: 08 Feb 2012 Last Revised: 17 Apr 2012

Working Paper Series

Kevin D. Hoover

Duke University - Departments of Economics and Philosophy

Downloads 288

26.

A New Financial Metric for the Art Market

Number of pages: 31 Posted: 11 Jul 2013 Last Revised: 20 Apr 2014

Working Paper Series

Ventura Charlin and Arturo Cifuentes

V. C. Consultants and Finance & Economics Division, Columbia University

Downloads 285

27.

The Entry of Randomized Assignment into the Social Sciences

Number of pages: 25 Posted: 28 Feb 2016 Last Revised: 30 Apr 2017

Working Paper Series

Julian C. Jamison

World Bank Global Insights Initiative

There are 2 versions of this paper

Downloads 283

28.

A Review of Statistical Model Selection Criteria: Application to Prediction in Regression, Histograms, and Finite Mixture Models

Number of pages: 40 Posted: 17 Aug 2011

Working Paper Series

Stanley L. Sclove

University of Illinois at Chicago - Information & Decision Sciences Department

Downloads 265

29.

Interaction Terms in Poisson and Log Linear Regression Models

Number of pages: 14 Posted: 04 Feb 2015 Last Revised: 27 Apr 2016

Working Paper Series

Shengwu Shang, Erik Nesson and Maoyong Fan

Ball State University - Department of Economics, Ball State University - Department of Economics and Ball State University - Department of Economics

Downloads 238

30.

Pragmatism, Perspectival Realism, and Econometrics

Economic Research Initiatives at Duke (ERID) Working Paper No. 88

Number of pages: 27 Posted: 06 Jan 2011 Last Revised: 26 Jan 2011

Working Paper Series

Kevin D. Hoover

Duke University - Departments of Economics and Philosophy

Downloads 237

31.

Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets

The International Journal of Business and Finance Research, v. 7 (2) p. 1-15

Number of pages: 16 Posted: 29 Jan 2013

Accepted Paper Series

Hongtao Guo, Miranda S. Lam, Guojun Wu and Zhijie Xiao

Winston-Salem State University, Winston-Salem State University, University of Houston and Boston College - Department of Finance and Department of Economics

Downloads 234

32.

The Missing Link between the Theory and Empirics of Path Dependence: Conceptual Clarification, Testability Issue, and Methodological Implications

Journal of Management Studies, Forthcoming

Number of pages: 24 Posted: 18 Jul 2011

Accepted Paper Series

Jean-Philippe Vergne and Rodolphe Durand

Western University - Ivey Business School and HEC Paris - Strategy & Business Policy

Downloads 230

33.

How Black Are Lakisha and Jamal? Racial Perceptions from Names Used in Correspondence Audit Studies

Number of pages: 36 Posted: 09 Jul 2016 Last Revised: 27 May 2017

Working Paper Series

S. Michael Gaddis

University of California, Los Angeles (UCLA) - Department of Sociology

Downloads 229

34.

A Manipulationist View of Causality in Cross-Sectional Survey Research

Accounting, Organizations and Society, Vol. 39, No. 7, pp. 567-574, October 2014

Number of pages: 16 Posted: 29 Nov 2013 Last Revised: 13 Nov 2014

Accepted Paper Series

Wim A. Van der Stede

London School of Economics & Political Science (LSE)

Downloads 213

35.

Toward a New Measure of Organizational Legitimacy: Method, Validation, and Illustration

Organizational Research Methods

Number of pages: 19 Posted: 18 Jul 2011

Accepted Paper Series

Jean-Philippe Vergne

Western University - Ivey Business School

Downloads 212

36.

Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests

Cowles Foundation Discussion Paper No. 1813

Number of pages: 48 Posted: 01 Aug 2011

Working Paper Series

Donald W. K. Andrews, Xu Cheng and Patrik Guggenberger

Yale University - Cowles Foundation, University of Pennsylvania - Department of Economics and Pennsylvania State University, College of the Liberal Arts - Department of Economic

Downloads 203

37.

Fiscal Federalism, Decentralization and Economic Growth: Survey and Meta-Analysis

CESifo Working Paper Series No. 4985

Number of pages: 55 Posted: 09 Oct 2014

Working Paper Series

Thushyanthan Baskaran, Lars P. Feld and Jan Schnellenbach

University of Goettingen (Gottingen), Walter Eucken Institute and BTU Cottbus-Senftenberg, Institute for Economics, Chair for Microeconomics

Downloads 196

38.

The Impact of Computational Error on the Volatility Smile

Number of pages: 41 Posted: 04 Apr 2013

Working Paper Series

Don M. Chance, Thomas A. Hanson, Weiping Li and Jayaram Muthuswamy

Louisiana State University, Baton Rouge - Department of Finance, Kent State University - Department of Finance, Oklahoma State University and Kent State University

Downloads 181

39.

The Stability of Big-Five Personality Traits

Melbourne Institute Working Paper No. 21/11

Number of pages: 13 Posted: 30 Aug 2011

Working Paper Series

Deborah A. Cobb-Clark and Stefanie Schurer

School of Economics, University of Sydney and Victoria University of Wellington - School of Economics and Finance

There are 2 versions of this paper

Downloads 180

40.

Rethinking Age-Period-Cohort Mortality Trend Models

UNSW Australian School of Business Research Paper No. 2011ACTL2009

Number of pages: 28 Posted: 13 May 2011 Last Revised: 02 Apr 2012

Accepted Paper Series

Daniel H. Alai and Michael Sherris

University of Kent and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies

Downloads 167

41.

Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing

CESifo Working Paper Series No. 3879

Number of pages: 27 Posted: 19 Jul 2012

Working Paper Series

M. Hashem Pesaran and Ron Smith

USC Dornsife Institute for New Economic Thinking and Birkbeck College

Downloads 165

42.

Causal Structure and Hierarchies of Models

Economic Research Initiatives at Duke (ERID) Working Paper No. 89

Number of pages: 34 Posted: 07 Jan 2011 Last Revised: 29 Jan 2011

Working Paper Series

Kevin D. Hoover

Duke University - Departments of Economics and Philosophy

Downloads 164

43.

What Are the Carbon Emissions Elasticities for Income and Population? New Evidence From Heterogeneous Panel Estimates Robust to Stationarity and Cross-Sectional Dependence

USAEE Working Paper No. 12-135 Final version published in Global Environmental Change (2015) Vol. 31, pp. 62-73. DOI: 10.1016/j.gloenvcha.2014.10.016

Number of pages: 44 Posted: 16 Oct 2012 Last Revised: 16 Jan 2015

Working Paper Series

Brant Liddle

Energy Studies Institute, NUS

Downloads 163

44.

Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination

UNSW Australian School of Business Research Paper No. 2013ACTL08

Number of pages: 21 Posted: 15 Mar 2013 Last Revised: 28 Jan 2016

Working Paper Series

Daniel H. Alai, Severine Arnold (-Gaille) and Michael Sherris

University of Kent, University of Lausanne - Faculty of Business and Economics and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies

Downloads 159

45.

Poor (Wo)man's Bootstrap

FRB of Chicago Working Paper No. 2015-01

Number of pages: 59 Posted: 14 Mar 2015 Last Revised: 10 May 2016

Working Paper Series

Bo E. Honoré and Luojia Hu

Princeton University - Department of Economics and Federal Reserve Bank of Chicago

Downloads 157

46.

Impact Evaluation of Merger Control Decisions

Number of pages: 48 Posted: 23 Nov 2011 Last Revised: 22 Aug 2012

Working Paper Series

Oliver Budzinski

Ilmenau University of Technology

Downloads 153

47.

A Fast Method for the Computation of Option Prices Based on the N-Point Pade Approximant

Number of pages: 36 Posted: 06 Jun 2011 Last Revised: 12 Dec 2011

Working Paper Series

Don H. Kim

Federal Reserve Board - Division of Monetary Affairs

Downloads 149

48.

Measuring Time and Risk Preferences: Reliability, Stability, Domain Specificity

CESifo Working Paper Series No. 4339

Number of pages: 32 Posted: 29 Jul 2013

Working Paper Series

Eva Woelbert and Arno Riedl

Maastricht University and Maastricht University

There are 2 versions of this paper

Downloads 149

49.

Asymmetric Connectedness of Stocks: How Does Bad and Good Volatility Spill over the U.S. Stock Market?

Number of pages: 28 Posted: 06 Aug 2013 Last Revised: 27 Jul 2016

Working Paper Series

Jozef Barunik, Evzen Kocenda and Lukas Vacha

Charles University in Prague - Institute of Economic Studies, Charles University in Prague - Institute of Economic Studies and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic

Downloads 145

50.

Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds

Contemporary Economics, Vol. 9, No. 1, pp. 29-44, 2015

Number of pages: 16 Posted: 08 May 2015

Accepted Paper Series

Hankyeung Choi, David J. Leatham and Kunlapath Sukcharoen

Government of the Republic of Korea - Ministry of Strategy and Finance, Texas A&M University - Department of Agricultural Economics and Texas A&M University - Department of Agricultural Economics

Downloads 142

Quick Links

Rankings

About