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
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
1,089
Incorrect Inferences When Using Residuals as Dependent Variables
Journal of Accounting Research, Vol. 56, No. 3, 2018
Posted: 15 Aug 2018
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
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
570
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
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
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
68
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
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
439
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
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
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
381
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
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
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
354
Empirical Comparative Law
Annual Review of Law and Social Science, Vol. 11, pp. 131-153, 2015
Posted: 11 Nov 2015
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
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
323
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
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
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