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JEL Code: C18

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1.

Surprised by the Gambler's and Hot Hand Fallacies? A Truth in the Law of Small Numbers

IGIER Working Paper No. 552
Number of pages: 64 Posted: 07 Jul 2015 Last Revised: 21 Oct 2017
Working Paper Series
University of Alicante - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 13,404
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 2,145
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 1,108
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 Alicante - Department of Economics and Universidad de Alicante - Departamento de Fundamentos del Análisis Económico
Downloads 1,074
5.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014
Working Paper Series
Double-Digit Numerics
Downloads 1,039
6.

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 822
7.

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 818
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
Downloads 810
9.

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
USC Dornsife Institute for New Economic Thinking and Birkbeck College
Downloads 711
10.

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 663
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 642
12.

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 589
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 581
14.

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 Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Multiple version iconThere are 2 versions of this paper

Downloads 518
15.

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 496
16.

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 486
17.

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
Vrije Universiteit Brussel (VUB), CentER, Tilburg Law and Economics Center (TILEC), Tilburg University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - FEB@HUBrussel
Downloads 430
18.

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 400
19.

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 369
20.

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 342
21.

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, Cornell SC Johnson College of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 341
22.

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 328
23.

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk

Number of pages: 30 Posted: 08 Jul 2015 Last Revised: 16 Dec 2017
Working Paper Series
Charles University in Prague - Department of Economics and Charles University in Prague
Downloads 324
24.

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 319
25.

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
World Bank eMBeD (Mind, Behavior, and Development)

Multiple version iconThere are 2 versions of this paper

Downloads 317
26.

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 305
27.

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 305
28.

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 University of Aarhus - CREATES
Downloads 299
29.

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 298
30.

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 298
31.

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 292
32.

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 287
33.

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 283
34.

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 - Laboratoire PRISM
Downloads 267
35.

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 Law School and Department of History and Art History, George Mason University
Downloads 256
36.

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 255
37.

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 251
38.

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 248
39.

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 241
40.

The Missing Link between the Theory and Empirics of Path Dependence: Conceptual Clarification, Testability Issue, and Methodological Implications

Journal of Management Studies, Forthcoming
Number of pages: 24 Posted: 18 Jul 2011
Accepted Paper Series
Western University - Ivey Business School and HEC Paris - Strategy & Business Policy
Downloads 234
41.

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 231
42.

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 226
43.

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 224
44.

Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests

Cowles Foundation Discussion Paper No. 1813
Number of pages: 48 Posted: 01 Aug 2011
Working Paper Series
Yale University - Cowles Foundation, University of Pennsylvania - Department of Economics and Pennsylvania State University, College of the Liberal Arts - Department of Economic
Downloads 221
45.

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 220
46.

Toward a New Measure of Organizational Legitimacy: Method, Validation, and Illustration

Organizational Research Methods
Number of pages: 19 Posted: 18 Jul 2011
Accepted Paper Series
Western University - Ivey Business School
Downloads 219
47.

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, Cornell SC Johnson College of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 205
48.

No System is Perfect: Understanding How Registration-Based Editorial Processes Affect Reproducibility and Investment in Research Quality--Free Responses to Survey of Conference Participants

Number of pages: 127 Posted: 13 Feb 2018
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell SC Johnson College of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 196
49.

The Impact of Computational Error on the Volatility Smile

Number of pages: 41 Posted: 04 Apr 2013
Working Paper Series
Louisiana State University, Baton Rouge - Department of Finance, Kent State University - Department of Finance, Oklahoma State University and Kent State University
Downloads 189
50.

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 185