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
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
1,058
Incorrect Inferences When Using Residuals as Dependent Variables
Journal of Accounting Research, Vol. 56, No. 3, 2018
Posted: 15 Aug 2018
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
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
565
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
17
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
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
504
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
67
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
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
436
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
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
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
373
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
53
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
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
352
Empirical Comparative Law
Annual Review of Law and Social Science, Vol. 11, pp. 131-153, 2015
Posted: 11 Nov 2015
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
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
300
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
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
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
279
The Stability of Big-Five Personality Traits
IZA Discussion Paper No. 5943
Number of pages: 13
Posted: 04 Sep 2011
Downloads
143
Downloads
279
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.