Search Results
JEL Code: C57

26,942 Total downloads

Viewing: 1 - 50 of 120 papers

1.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads 9,085
2.

Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists

Number of pages: 30 Posted: 03 Mar 2017 Last Revised: 31 Aug 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 1,990
3.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 1,740
4.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 1,719
5.

The Equity Risk Premium: A Novel Perspective on the Past Fifty Years

Number of pages: 4 Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 1,055
6.

What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing

Number of pages: 8 Posted: 10 Feb 2017 Last Revised: 06 Sep 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 929
7.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 08 Aug 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads 928
8.

Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy (Or, How We Learned to Stop Worrying and Love Bounded Rationality)

Number of pages: 57 Posted: 26 May 2018
Working Paper Series
New York University (NYU) - NYU Tandon School of Engineering and New York University (NYU) - NYU Tandon School of Engineering
Downloads 897
9.

When (If Ever) Has it Paid to Wait for a Stock Market Correction?

Number of pages: 3 Posted: 26 Sep 2017 Last Revised: 26 Sep 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 841
10.

A Brief History of Sharpe Ratio, and Beyond

Number of pages: 3 Posted: 13 Dec 2017 Last Revised: 16 Dec 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 536
11.

A Weak Law for Moments of Pairwise Stable Networks

Number of pages: 56 Posted: 23 Sep 2015 Last Revised: 04 Mar 2019
Working Paper Series
University of Southern California - Department of Economics
Downloads 484
12.

Position Auctions in Practice

Number of pages: 58 Posted: 16 Nov 2014 Last Revised: 31 May 2017
Working Paper Series
Microsoft Corporation - Microsoft Research - Redmond and Microsoft Research
Downloads 459
13.

Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition

Review of Economic Studies, 83(3), pp. 889-931, 2016.
Number of pages: 65 Posted: 07 May 2010 Last Revised: 29 Sep 2017
Accepted Paper Series
Duke University - Department of Economics, Duke University - Department of Economics, Ohio State University (OSU) - Economics and University of Rochester - Simon Business School

Multiple version iconThere are 2 versions of this paper

Downloads 340
14.

Identification and Inference in First-Price Auctions with Risk-Averse Bidders and Selective Entry

Number of pages: 57 Posted: 01 Apr 2015 Last Revised: 26 Nov 2017
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics, Vanderbilt University and National University of Singapore (NUS) - Department of Economics
Downloads 300
15.

A Quadratic Kalman Filter

Number of pages: 39 Posted: 21 Dec 2013 Last Revised: 25 Nov 2014
Working Paper Series
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 297
16.

On a Constructive Theory of Financial Markets (Prologue)

Number of pages: 21 Posted: 12 Apr 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 239
17.

Identification and Estimation of Incomplete Information Games with Multiple Equilibria

Number of pages: 42 Posted: 08 Apr 2015 Last Revised: 11 Sep 2015
Working Paper Series
Indiana University
Downloads 237
18.

Intraday Markets for Power: Discretizing the Continuous Trading?

DIW Berlin Discussion Paper No. 1544
Number of pages: 22 Posted: 28 Jan 2016
Working Paper Series
German Institute for Economic Research (DIW Berlin), Rhine-Westphalia Institute for Economic Research (RWI-Essen), EPEX Spot SE - Product Design and EPEX Spot SE - Product Design
Downloads 230
19.

Underpricing Regimes in Housing Markets

Number of pages: 48 Posted: 14 Jun 2016 Last Revised: 09 Dec 2016
Working Paper Series
Stockholm University, Students
Downloads 209
20.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 203
21.

A Macro Fiscal Adjustment Model for Tamil Nadu State in India

Number of pages: 16 Posted: 13 Jul 2000
Working Paper Series
Hyderabad University, Department of Economics and National Institute of Public Finance and Policy
Downloads 178
22.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 161
23.

Are They All in the Same Boat? The 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages

IMF Working Paper No. 03/46
Number of pages: 42 Posted: 29 Jan 2006
Working Paper Series
International Monetary Fund (IMF) - Middle East and Central Asia Department and International Monetary Fund (IMF)
Downloads 152
24.

Testing the Quantal Response Hypothesis

International Economic Review, Volume 60, Issue 1, February 2019, Pages 53-74
Number of pages: 22 Posted: 17 Mar 2016 Last Revised: 22 Feb 2019
Accepted Paper Series
affiliation not provided to SSRN, University of Warwick - Department of Economics and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 150
25.

Market Resilience

Number of pages: 51 Posted: 11 May 2018
Working Paper Series
London School of Economics - Systemic Risk Centre, University College London - Financial Computing and Analytics Group, Department of Computer Science, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 142
26.

Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile AD HOC Networks

IUP Journal of Computer Sciences, Vol. XI, No. 2, pp. 7-28. April 2017
Number of pages: 23 Posted: 10 Jun 2017 Last Revised: 12 Jun 2017
Accepted Paper Series
Global Risk Management Network, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 138
27.

Performance Feedback in Competitive Product Development

RAND Journal of Economics, Vol. 48, No. 2, Summer 2017, Harvard Business School Research Paper No. 16-110
Number of pages: 72 Posted: 28 Jul 2015 Last Revised: 06 Feb 2019
Accepted Paper Series
Harvard Business School
Downloads 135
28.

Identifying Collusion in English Auctions

Number of pages: 49 Posted: 29 Feb 2016 Last Revised: 09 Jul 2017
Working Paper Series
University of British Columbia (UBC) - Department of Economics, University of British Columbia (UBC) - Department of Economics and Concordia University, Quebec
Downloads 122
29.

Econometrics of Insurance Models with Multidimensional Types

Number of pages: 49 Posted: 22 Jun 2017 Last Revised: 09 Jul 2019
Working Paper Series
University of Virginia - Department of Economics, Rice University and New York University (NYU)
Downloads 111
30.

When it Pays to Pay Capital Gains

Number of pages: 2 Posted: 06 Apr 2019
Working Paper Series
Elm Partners, Independent and Elm Partners
Downloads 93
31.

A Structural Model of Electoral Accountability

Number of pages: 58 Posted: 24 Apr 2015 Last Revised: 22 Mar 2017
Working Paper Series
University of Maryland - Department of Economics, University of Maryland - Department of Economics and Inter-American Development Bank

Multiple version iconThere are 4 versions of this paper

Downloads 91
32.

Microeconomic Models with Latent Variables: Applications of Measurement Error Models in Empirical Industrial Organization and Labor Economics

Number of pages: 36 Posted: 26 Jan 2015
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads 85
33.

Identifying a Model of Screening with Multidimensional Consumer Heterogeneity

Number of pages: 38 Posted: 28 Nov 2014 Last Revised: 27 Apr 2018
Working Paper Series
University of Virginia - Department of Economics
Downloads 84
34.

Hierarchical PCA and Applications to Portfolio Management

Number of pages: 29 Posted: 21 Oct 2019
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 81
35.

Markets for Ideas: Prize Structure, Entry Limits, and the Design of Ideation Contests

RAND Journal of Economics, Forthcoming, INSEAD Working Paper No. 2019/40/MKT
Number of pages: 41 Posted: 17 Aug 2019 Last Revised: 13 Sep 2019
Working Paper Series
INSEAD
Downloads 79
36.

Adjusting for Peer-Influence in Propensity Scoring When Estimating Treatment Effects

Number of pages: 36 Posted: 27 Feb 2020
Working Paper Series
Stanford University - Department of Economics, Emory University - Department of Economics and Nanjing Audit University - Institute for Social and Economic Research
Downloads 78
37.

Bookmaker Margins and Favourite-Longshot Bias in Football Prediction Markets

Number of pages: 27 Posted: 15 Sep 2017 Last Revised: 29 Sep 2017
Working Paper Series
Multifactor Analytics and Consulting
Downloads 78
38.

A Structural Model of Homophily and Clustering in Social Networks

Number of pages: 35 Posted: 06 Sep 2017
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads 76
39.

The Most Important Number Not Printed in the WSJ

Number of pages: 2 Posted: 16 Oct 2018 Last Revised: 10 Jul 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 73
40.

A Case of Evolutionarily Stable Attainable Equilibrium in the Lab

Number of pages: 43 Posted: 21 Jun 2015 Last Revised: 15 Aug 2019
Working Paper Series
University of Graz - Department of Economics and University of Jena
Downloads 72
41.

The Treasury Bill Risk Premium: Why T-Bills Are About as Risky as Stocks in the Long Term

Number of pages: 4 Posted: 10 Jun 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 71
42.

Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio

Number of pages: 5 Posted: 29 Apr 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 70
43.

Identification of Static and Dynamic Games of Incomplete Information with Multiple Equilibria in the Data

Number of pages: 31 Posted: 13 Jun 2017 Last Revised: 19 Feb 2018
Working Paper Series
University of Calgary
Downloads 67
44.

Negative Interest Rates and the Perpetuity Paradox

Number of pages: 6 Posted: 01 Jan 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 67
45.

Measuring Energy Linkages in the Indian Economy: An Input-Output Analysis

Number of pages: 35 Posted: 12 Apr 2016
Working Paper Series
Institute for Studies in Industrial Development and Jamia Millia Islamia (A Central University) - Economics
Downloads 62
46.

Conformism and Self-Selection in Social Networks

CRREP Working Paper 2014-02
Number of pages: 33 Posted: 12 Nov 2014 Last Revised: 29 Mar 2018
Working Paper Series
Université Laval
Downloads 60
47.

A Quadratic Kalman Filter

Banque de France Working Paper No. 486
Number of pages: 52 Posted: 13 Jun 2014
Working Paper Series
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and McGill University - Desautels Faculty of Management

Multiple version iconThere are 2 versions of this paper

Downloads 56
48.

Normal Approximation in Large Network Models

Number of pages: 65 Posted: 03 Jun 2019 Last Revised: 15 Apr 2020
Working Paper Series
University of Southern California - Department of Economics and University of Southern California - Department of Economics
Downloads 55
49.

Inference in Models of Discrete Choice with Social Interactions Using Network Data

Number of pages: 109 Posted: 07 Sep 2019 Last Revised: 17 Oct 2019
Working Paper Series
University of Southern California - Department of Economics
Downloads 54
50.

A Penny Saved Is Two Pennies Earned

Number of pages: 2 Posted: 03 May 2018 Last Revised: 10 Jul 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 52