Search Results
JEL Code: C18

81,937 Total downloads

Viewing: 1 - 50 of 613 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 17,456
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 2,593
3.

A New Index of the Business Cycle

MIT Sloan Research Paper No. 5908-20
Number of pages: 20 Posted: 21 Jan 2020
Working Paper Series
State Street Global Markets, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 1,974
4.

Generalizable and Robust TV Advertising Effects

Number of pages: 60 Posted: 20 Jan 2020 Last Revised: 22 Mar 2020
Working Paper Series
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Northwestern - Kellogg
Downloads 1,956
5.

Dealing with Logs and Zeros in Regression Models

Série des Documents de Travail n° 2019-13,
Number of pages: 20 Posted: 05 Sep 2019 Last Revised: 01 Apr 2020
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 1,682
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
University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 1,516
7.

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 1,404
8.

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 1,239
9.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014
Working Paper Series
Double-Digit Numerics
Downloads 1,179
10.

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 1,089
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
University of California, Los Angeles (UCLA) and University of California, Los Angeles (UCLA) - Computer Science Department
Downloads 943
12.

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 899
13.

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 734
14.

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 685
15.

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 677
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 655
17.

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 636
18.

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 614
19.

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 607
20.

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 570
21.

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
22.

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 497
23.

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 484
24.

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 459
25.

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 455
26.

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 449
27.

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 439
28.

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 437
29.

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 424
30.

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 420
31.

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 414
32.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Working Paper Series
Stockholm University, QED Actuaries and Consultants, City University London - Cass Business School and RiskLab, ETH Zurich
Downloads 408
33.

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 381
34.

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 374
35.

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 371
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 359
37.

A New Financial Metric for the Art Market

Number of pages: 31 Posted: 16 Feb 2020 Last Revised: 16 Feb 2020
Working Paper Series
V. C. Consultants and CLAPES--UC
Downloads 357
38.

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 354
39.

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 343
40.

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 341
41.

Out of Control: The (Over)use of Controls in Accounting Research

Number of pages: 57 Posted: 27 Jul 2018
Working Paper Series
University of Alabama - Culverhouse School of Accountancy and North Carolina State University
Downloads 334
42.

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 331
43.

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 323
44.

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, Université Lavalaffiliation not provided to SSRN, 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 318
45.

On the Evaluation of Marginal Expected Shortfall

Number of pages: 7 Posted: 17 Oct 2010
Working Paper Series
University of Padova - Department of Statistical Sciences and Aarhus University - CREATES
Downloads 314
46.

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 310
47.

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 306
48.

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 303
49.

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 301
50.

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 297