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 - Departamento de Fundamentos del Análisis Económico
Downloads
16,345
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
2,450
3.
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
1,358
4.
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 - Departamento de Fundamentos del Análisis Económico
Downloads
1,290
5.
Simulation as a Stock Market Backtesting Tool
Number of pages: 44
Posted: 17 Apr 2014
Working Paper Series
Double-Digit Numerics
Downloads
1,132
6.
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
1,080
7.
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
There are 2 versions of this paper
Incorrect Inferences When Using Residuals as Dependent Variables
Number of pages: 83
Posted: 23 Apr 2015
Last Revised: 29 Sep 2017
Downloads
1,026
Incorrect Inferences When Using Residuals as Dependent Variables
Journal of Accounting Research, Vol. 56, No. 3, 2018
Posted: 15 Aug 2018
Downloads
1,026
8.
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
900
9.
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
883
10.
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
721
11.
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
656
12.
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
648
13.
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
601
14.
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
586
15.
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
There are 2 versions of this paper
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
Downloads
551
The Long of it: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns
NBER Working Paper No. w18231
Number of pages: 13
Posted: 21 Jul 2012
Downloads
15
Downloads
551
16.
Generalizable and Robust TV Advertising Effects
Number of pages: 63
Posted: 16 Nov 2018
Last Revised: 11 Jun 2019
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg
Downloads
507
17.
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
There are 2 versions of this paper
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
Downloads
503
On Minimizing the Risk of Bias in Randomized Controlled Trials in Economics
World Bank Policy Research Working Paper No. 7746
Number of pages: 74
Posted: 19 Jul 2016
Downloads
65
Downloads
503
18.
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
484
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
460
20.
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
442
21.
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
441
22.
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
There are 2 versions of this paper
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
Downloads
428
No System is Perfect: Understanding How Registration‐Based Editorial Processes Affect Reproducibility and Investment in Research Quality
Journal of Accounting Research, Vol. 56, No. 2, 2018
Posted: 02 Aug 2018
Downloads
428
23.
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
404
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
392
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
386
26.
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
There are 2 versions of this paper
The Entry of Randomized Assignment into the Social Sciences
Number of pages: 25
Posted: 28 Feb 2016
Last Revised: 30 Apr 2017
Downloads
360
The Entry of Randomized Assignment into the Social Sciences
World Bank Policy Research Working Paper No. 8062
Number of pages: 27
Posted: 18 May 2017
Downloads
43
Downloads
360
27.
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
359
28.
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
350
29.
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
There are 2 versions of this paper
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
Downloads
348
Empirical Comparative Law
Annual Review of Law and Social Science, Vol. 11, pp. 131-153, 2015
Posted: 11 Nov 2015
Downloads
348
30.
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 Finance & Economics Division, Columbia University
Downloads
338
31.
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
332
32.
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
326
33.
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
314
34.
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
310
35.
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
308
36.
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
37.
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
299
38.
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
296
39.
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
296
40.
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
290
41.
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
289
42.
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
There are 2 versions of this paper
Interaction Terms in Poisson and Log Linear Regression Models
Number of pages: 14
Posted: 04 Feb 2015
Last Revised: 27 Apr 2016
Downloads
282
Interaction Terms in Poisson and Log Linear Regression Models
Bulletin of Economic Research, Vol. 70, Issue 1, pp. E89-E96, 2018
Number of pages: 8
Posted: 11 Jan 2018
Downloads
3
Downloads
282
43.
Estimating Order Imbalance Using Low Frequency Data
Number of pages: 95
Posted: 01 Feb 2016
Last Revised: 15 Jan 2018
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads
278
44.
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
276
45.
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
266
46.
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
There are 2 versions of this paper
The Stability of Big-Five Personality Traits
Melbourne Institute Working Paper No. 21/11
Number of pages: 13
Posted: 30 Aug 2011
Downloads
264
The Stability of Big-Five Personality Traits
IZA Discussion Paper No. 5943
Number of pages: 13
Posted: 04 Sep 2011
Downloads
141
Downloads
264
47.
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
Duke University - Departments of Economics and Philosophy
Downloads
262
48.
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
259
49.
No System is Perfect: Understanding How Registration-Based Editorial Processes Affect Reproducibility and Investment in Research Quality--Free Responses to Survey on Author Discretion
Number of pages: 153
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
Downloads
252
50.
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
Winston-Salem State University, Winston-Salem State University, University of Houston and Boston College - Department of Finance and Department of Economics
Downloads
246
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