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JEL Code: C18

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1.

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

Miller, J. B., & Sanjurjo, A. (2018). Surprised by the hot hand fallacy? A truth in the law of small numbers. Econometrica, Vol. 86, No.6, pp. 2019–2047
Number of pages: 42 Posted: 07 Jul 2015 Last Revised: 17 Dec 2018
Working Paper Series
Joshua B. Miller and Adam Sanjurjo
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 19,769
2.

How Much Should We Trust Staggered Difference-In-Differences Estimates?

European Corporate Governance Institute – Finance Working Paper No. 736/2021, Rock Center for Corporate Governance at Stanford University Working Paper No. 246, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 01 Mar 2021 Last Revised: 27 Jan 2022
Working Paper Series
Andrew Baker, David F. Larcker and Charles C. Y. Wang
Stanford University, Graduate School of Business, Stanford University - Graduate School of Business and Harvard Business School (HBS)
Downloads 9,213
3.

TV Advertising Effectiveness and Profitability: Generalizable Results from 288 Brands

Number of pages: 46 Posted: 20 Jan 2020 Last Revised: 17 Apr 2021
Working Paper Series
Bradley Shapiro, Günter J. Hitsch and Anna Tuchman
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg

Multiple version iconThere are 2 versions of this paper

Downloads 6,445
4.

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 21 Jan 2022
Working Paper Series
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Prokopczuk Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, affiliation not provided to SSRN, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of Sydney Business School, Université Paris Dauphine, Hong Kong Institute for Monetary and Financial Research, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, Justus Liebig University Giessen, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF), Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, Leibniz University Hannover, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 4,080
5.

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 3,014
6.

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 1,831
7.

Using Machine Learning to Predict Outcomes in Tax Law

Number of pages: 23 Posted: 20 Oct 2016 Last Revised: 19 Dec 2017
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 1,722
8.

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

IGIER Working Paper
Number of pages: 33 Posted: 02 Jan 2016 Last Revised: 29 Oct 2017
Working Paper Series
Joshua B. Miller and Adam Sanjurjo
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 1,558
9.

Network Capital: Value of Currency Protocols Bitcoin & SolarCoin Cases in Context

Columbia Business School Research Paper No. 19-2
Number of pages: 13 Posted: 03 Dec 2018
Working Paper Series
Nick Gogerty and Paul Johnson
Carbon Finance Labs and Columbia Business School
Downloads 1,428
10.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014
Working Paper Series
Tony Cooper
Double-Digit Numerics
Downloads 1,345
11.

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 1,311
12.

Incorrect Inferences When Using Residuals as Dependent Variables

Number of pages: 83 Posted: 23 Apr 2015 Last Revised: 29 Sep 2017
Working Paper Series
Wei Chen, Paul Hribar and Sam Melessa
University of Connecticut, University of Iowa - Department of Accounting and University of Iowa - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 1,248
13.

An Introduction to Audit Studies in the Social Sciences

Gaddis, S. Michael. 2017. “An Introduction to Audit Studies in the Social Sciences.” In Audit Studies: Behind the Scenes with Theory, Method, and Nuance, edited by S. M. Gaddis, Springer.
Number of pages: 71 Posted: 24 Aug 2017
Accepted Paper Series
S. Michael Gaddis
University of California, Los Angeles (UCLA) - Department of Sociology
Downloads 1,126
14.

Causality in the Time of Cholera: John Snow As a Prototype for Causal Inference

Number of pages: 86 Posted: 30 Oct 2018 Last Revised: 15 Mar 2019
Working Paper Series
Thomas Coleman
University of Chicago - Harris School of Public Policy
Downloads 1,010
15.

Market Manipulation and Suspicious Stock Recommendations on Social Media

Number of pages: 42 Posted: 31 Jul 2017 Last Revised: 01 Apr 2018
Working Paper Series
Thomas Renault
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 985
16.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
Eddy H. Verbiest
Avondale Alternative Advisors
Downloads 939
17.

The Triple Difference Estimator

NHH Dept. of Business and Management Science Discussion Paper No. 2020/1
Number of pages: 26 Posted: 23 Apr 2020
Working Paper Series
Andreas Olden and Jarle Møen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 931
18.

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 869
19.

An Introduction to Machine Learning for Panel Data

International Advances in Economic Research, Vol. 27, 2021
Number of pages: 93 Posted: 11 Dec 2020 Last Revised: 28 Jan 2021
Accepted Paper Series
James Ming Chen
Michigan State University - College of Law
Downloads 770
20.

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

Number of pages: 28 Posted: 16 Jun 2012
Working Paper Series
M. Hashem Pesaran and Ron Smith
University of Southern California - Department of Economics and Birkbeck College
Downloads 751
21.

Indicadores Sociales y de Desigualdad en Base a la ENAHO con Stata (Social and Inequality Indicators Based in ENAHO with Stata)

Documento de Trabajo Omega Beta Gamma No. 21-2014
Number of pages: 38 Posted: 18 May 2017
Working Paper Series
Alfonso Ayala
Universidad Nacional Mayor de San Marcos
Downloads 743
22.

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 727
23.

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 714
24.

Causal Inference in Marketing Applications

Number of pages: 28 Posted: 14 Sep 2017
Working Paper Series
Peter E. Rossi
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 712
25.

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 Hughes and Daniel Reininger
Financial InterGroup, Financial InterGroup-UK; York University and Semandex Networks Inc
Downloads 617
26.

Improving the Statistical Power and Reliability of Research Using Amazon Mechanical Turk

Number of pages: 41 Posted: 28 Feb 2017 Last Revised: 11 Jan 2021
Working Paper Series
Jeremiah W. Bentley
Isenberg School of Management, University of Massachusetts Amherst
Downloads 617
27.

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 Mingshi Investment Company

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Downloads 609
28.

Usefulness of Correlation Analysis

Number of pages: 9 Posted: 11 Jul 2019
Working Paper Series
Samithamby Senthilnathan and Samithamby Senthilnathan
International Training InstituteInternational Training Institute
Downloads 593
29.

Causal Inference Methods: Lessons from Applied Microeconomics

Number of pages: 76 Posted: 15 Nov 2018
Working Paper Series
Laura Dague and Joanna Lahey
Texas A&M University - George Bush School of Government and Public Service and Texas A&M University - George Bush School of Government and Public Service
Downloads 588
30.

A Practical Guide to using Path Analysis: Mediation and Moderation in Accounting Research

Number of pages: 40 Posted: 18 Feb 2021 Last Revised: 13 Jan 2022
Working Paper Series
S. Jane (Kennedy) Jollineau and Robert M. Bowen
Chapman University - The George L. Argyros School of Business & Economics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 578
31.

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 & Tropical Medicine

Multiple version iconThere are 2 versions of this paper

Downloads 508
32.

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 498
33.

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

Number of pages: 87 Posted: 15 Mar 2021
Working Paper Series
Markus Vogl and Peter Gordon Roetzel
Markus Vogl {Business & Data Science} and University of Stuttgart
Downloads 496
34.

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
Al-Nafi
Downloads 489
35.

Recentered Influence Functions in Stata: Methods for Analyzing the Determinants of Poverty and Inequality

Levy Economics Institute, Working Paper 927 (2019)
Number of pages: 42 Posted: 10 May 2019
Working Paper Series
Fernando Rios Avila
Bard College - The Levy Economics Institute
Downloads 477
36.

No System is Perfect: Understanding How Registration-Based Editorial Processes Affect Reproducibility and Investment in Research Quality

Number of pages: 61 Posted: 13 Feb 2018
Working Paper Series
Robert J. Bloomfield, Kristina M. Rennekamp and Blake A. Steenhoven
Cornell University - Samuel Curtis Johnson Graduate School of Management, SC Johnson Graduate School of Business and Queen's University - Smith School of Business

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Downloads 471
37.

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

Accounting and Finance, 55, 683-715, 2012
Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Nov 2017
Accepted Paper Series
Kris Boudt, Peter de Goeij, James Thewissen and Geert Van Campenhout
Ghent University, Tilburg University, Catholic University of Louvain (UCL) - Louvain Finance (LFIN) and KU Leuven - FEB@HUBrussel
Downloads 458
38.

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 444
39.

The COVID-19 Crash in the US Stock Market

Number of pages: 20 Posted: 01 Jul 2020
Working Paper Series
William T. Ziemba
University of British Columbia (UBC) - Sauder School of Business
Downloads 441
40.

The Spine of American Law: Digital Text Analysis and U.S. Legal Practice

American Historical Review, Vol. 123, No. 1, February 2018, DOI: 10.1093/ahr/123.1.132
Number of pages: 39 Posted: 17 Jul 2017 Last Revised: 11 Feb 2018
Accepted Paper Series
Kellen Funk and Lincoln Mullen
Columbia University - Law School and Department of History and Art History, George Mason University
Downloads 430
41.

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

Multiple version iconThere are 2 versions of this paper

Downloads 418
42.

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 407
43.

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 Ghazal
Grinnell College
Downloads 406
44.

New Functions of Universities in Century XXI Towards “Fourth Generation” Universities

academia.edu 9: Paper ID: 20371078. (2017). San Francisco, California
Number of pages: 17 Posted: 24 Aug 2017 Last Revised: 05 Feb 2021
Accepted Paper Series
Miklós Lukovics and Bence Zuti
University of Szeged and University of Szeged, Doctoral School of Economics
Downloads 406
45.

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
University of Exeter Business School - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 397
46.

When Good Balance Goes Bad: a Discussion of Common Pitfalls When Using Entropy Balancing

Kelley School of Business Research Paper No. 2021-21
Number of pages: 52 Posted: 23 Mar 2021
Working Paper Series
Jeff L. McMullin and Bryce Schonberger
Indiana University - Kelley School of Business - Department of Accounting and University of Colorado at Boulder - Leeds School of Business
Downloads 391
47.

A New Financial Metric for the Art Market

Number of pages: 31 Posted: 16 Feb 2020 Last Revised: 16 Feb 2020
Working Paper Series
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 381
48.

Predicting Financial Market Crashes Using Ghost Singularities

Swiss Finance Institute Research Paper No. 17-23
Number of pages: 21 Posted: 23 Jun 2017
Working Paper Series
Damian Smug, Peter Ashwin and Didier Sornette
University of Exeter, University of Exeter and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 379
49.

Quantitative Rechtswissenschaft (Quantitative Legal Studies)

JuristenZeitung (JZ), Vol. 73, No. 8, pp. 379-389, 2018, DOI: 10.1628/jz-2018-0020, Max Planck Private Law Research Paper No. 19/8
Number of pages: 13 Posted: 25 Apr 2019 Last Revised: 25 Jun 2019
Accepted Paper Series
Corinna Coupette and Andreas Martin Fleckner
Max Planck Institute for Informatics and Humboldt University of Berlin - Faculty of Law
Downloads 377
50.

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

Multiple version iconThere are 2 versions of this paper

Downloads 376