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JEL Code: C18

73,792 Total downloads

Viewing: 1 - 50 of 575 papers

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
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 16,851
2.

Uncovering Trend Rules

Number of pages: 17 Posted: 12 May 2015
Working Paper Series
Robeco Asset Management and Robeco Asset Management, Quantitative Investment Research
Downloads 2,520
3.

Generalizable and Robust TV Advertising Effects

Number of pages: 60 Posted: 20 Jan 2020 Last Revised: 20 Jan 2020
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg
Downloads 1,571
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
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 1,433
5.

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
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 1,354
6.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014
Working Paper Series
Double-Digit Numerics
Downloads 1,157
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
University of Toronto - Faculty of Law, University of Toronto - Faculty of Law and University of Toronto - Faculty of Law
Downloads 1,151
8.

Incorrect Inferences When Using Residuals as Dependent Variables

Number of pages: 83 Posted: 23 Apr 2015 Last Revised: 29 Sep 2017
Working Paper Series
University of Iowa - Henry B. Tippie College of Business, University of Iowa - Henry B. Tippie College of Business and University of Iowa - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 1,058
9.

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
University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads 926
10.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Working Paper Series
affiliation not provided to SSRN
Downloads 893
11.

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
University of Southern California - Department of Economics and Birkbeck College
Downloads 732
12.

Stress Tests: From Arts to Science

Number of pages: 29 Posted: 10 Jan 2010 Last Revised: 28 Sep 2010
Working Paper Series
University of Applied Sciences Vorarlberg and Hungarian Academy of Sciences (HAS) - Alfréd Rényi Institute of Mathematics
Downloads 668
13.

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
Australian National University (ANU) - Crawford School of Public Policy
Downloads 664
14.

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
Financial InterGroup, Financial InterGroup-UK; York University and Semandex Networks Inc
Downloads 602
15.

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

Number of pages: 29 Posted: 22 Dec 2016
Working Paper Series
U.S. Federal Trade Commission - Bureau of Economics and Federal Trade Commission
Downloads 599
16.

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
HarborPeak LLC and Columbia Business School
Downloads 574
17.

Dealing with the Log of Zero in Regression Models

Série des Documents de Travail n° 2019-13,
Number of pages: 16 Posted: 05 Sep 2019
Working Paper Series
CREST (Center for Research in Economics and Statistics) - ENSAE (National School for Statistics and Economic Administration) and CREST - Institut Polytechnique de Paris
Downloads 570
18.

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
University of Pennsylvania - The Wharton School, Tsinghua University - PBC School of Finance and Shanghai Mingshi Investment Company

Multiple version iconThere are 2 versions of this paper

Downloads 565
19.

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
University of California, Los Angeles (UCLA) - Department of Sociology
Downloads 548
20.

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

Multiple version iconThere are 2 versions of this paper

Downloads 504
21.

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
Quaid-i-Azam University - Pakistan Institute of Development Economics (PIDE)
Downloads 447
22.

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
Ghent University, Tilburg University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - FEB@HUBrussel
Downloads 446
23.

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
Cornell University - Samuel Curtis Johnson Graduate School of Management, SC Johnson Graduate School of Business and Cornell SC Johnson College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 436
24.

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
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 435
25.

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
University of Illinois at Chicago - Information & Decision Sciences Department
Downloads 429
26.

Conceptualizing Robustness in Risk Management

Number of pages: 23 Posted: 24 May 2012 Last Revised: 01 Oct 2015
Working Paper Series
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 410
27.

Causal Inference in Marketing Applications

Number of pages: 28 Posted: 14 Sep 2017
Working Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 375
28.

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
University of Exeter Business School - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 373
29.

Causal Inference in Empirical Archival Financial Accounting Research

Accounting, Organizations and Society, Forthcoming
Number of pages: 27 Posted: 20 Oct 2013
Accepted Paper Series
Humboldt University of Berlin - School of Business and Economics
Downloads 367
30.

Challenges with Amazon Mechanical Turk Research in Accounting

Number of pages: 39 Posted: 28 Feb 2017 Last Revised: 09 Apr 2018
Working Paper Series
Isenberg School of Management, University of Massachusetts Amherst
Downloads 367
31.

CEO Duality and Corporate Stewardship: Evidence from Takeovers

Number of pages: 19 Posted: 12 Jun 2015 Last Revised: 30 Jun 2015
Working Paper Series
Grinnell College
Downloads 358
32.

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
Harvard Law School

Multiple version iconThere are 2 versions of this paper

Downloads 352
33.

A New Financial Metric for the Art Market

Number of pages: 31 Posted: 11 Jul 2013 Last Revised: 20 Apr 2014
Working Paper Series
V. C. Consultants and CLAPES--UC
Downloads 344
34.

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
University of Exeter, University of Exeter and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 339
35.

CVA-VaR

Number of pages: 19 Posted: 06 Jun 2011 Last Revised: 14 Feb 2012
Working Paper Series
Royal Bank of Scotland (RBS) and Université Paris I Panthéon-Sorbonne
Downloads 336
36.

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
Columbia University - Law School and Department of History and Art History, George Mason University
Downloads 327
37.

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
Universidad Nacional Mayor de San Marcos
Downloads 312
38.

On the Evaluation of Marginal Expected Shortfall

Number of pages: 7 Posted: 17 Oct 2010
Working Paper Series
University of Padua - Department of Statistical Sciences and Aarhus University - CREATES
Downloads 311
39.

A Persistence-Based Wold-Type Decomposition for Stationary Time Series

Number of pages: 50 Posted: 15 Dec 2011 Last Revised: 31 Jul 2019
Working Paper Series
Bocconi University - Department of Finance, University of Lugano - Institute of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 309
40.

Estimating Order Imbalance Using Low Frequency Data

Number of pages: 95 Posted: 01 Feb 2016 Last Revised: 15 Jan 2018
Working Paper Series
Auckland University of Technology - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 305
41.

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
University of Chicago - Harris School of Public Policy
Downloads 303
42.

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
London School of Economics & Political Science (LSE)
Downloads 302
43.

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
Duke University - Departments of Economics and Philosophy
Downloads 301
44.

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
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 300
45.

A Note on Asset Bubbles in Continuous-Time

EFMA 2001 Lugano Meetings
Number of pages: 31 Posted: 13 Jun 2001
Working Paper Series
Department of Economics, Statistics and Management
Downloads 299
46.

Estimating Dynamic Treatment Effects in Event Studies With Heterogeneous Treatment Effects

Number of pages: 29 Posted: 03 May 2018
Working Paper Series
Massachusetts Institute of Technology (MIT), Department of Economics, Students and Massachusetts Institute of Technology (MIT), Department of Economics, Students
Downloads 299
47.

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
University of California, Los Angeles (UCLA) - Department of Sociology
Downloads 295
48.

Empirical Validation of Agent-Based Models

In: C. Hommes and B. LeBaron (eds), Handbook of Computational Economics 4, pp: 437-488.
Number of pages: 115 Posted: 05 Mar 2017 Last Revised: 12 Nov 2018
Accepted Paper Series
University of Kiel - Institute of Economics and Vrije Universiteit Amsterdam
Downloads 289
49.

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
University of Goettingen (Gottingen), Walter Eucken Institute and BTU Cottbus-Senftenberg, Institute for Economics, Chair for Microeconomics
Downloads 288
50.

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

Multiple version iconThere are 2 versions of this paper

Downloads 279