Search Results
JEL Code: C57

24,605 Total downloads

Viewing: 1 - 50 of 110 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 8,538
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 1,966
3.

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 1,688
4.

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 1,653
5.

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 923
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 883
7.

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 832
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 797
9.

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 487
10.

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 480
11.

Smart Beta: The Good, the Bad and the Muddy

Journal of Portfolio Management, Forthcoming
Number of pages: 2 Posted: 17 Jul 2019 Last Revised: 10 Dec 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 479
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 448
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 339
14.

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
15.

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 291
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 234
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 231
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 207
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 202
20.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 180
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.

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 150
23.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 146
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
Indiana University Bloomington, University of Warwick - Department of Economics and California Institute of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 144
25.

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 133
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 133
27.

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 127
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 120
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 100
30.

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 87
31.

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 83
32.

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 81
33.

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 77
34.

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
35.

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 67
36.

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 66
37.

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
38.

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 60
39.

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 59
40.

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 58
41.

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 57
42.

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
43.

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 54
44.

Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator

Number of pages: 61 Posted: 11 Mar 2016 Last Revised: 17 Mar 2016
Working Paper Series
Renmin University of China, University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Department of Economics
Downloads 51
45.

Normal Approximation in Large Network Models

Number of pages: 196 Posted: 03 Jun 2019
Working Paper Series
University of Southern California - Department of Economics and University of Southern California - Department of Economics
Downloads 51
46.

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 47
47.

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 45
48.

The Impacts of Stress on Economic Decisions

Number of pages: 23 Posted: 07 Oct 2018
Working Paper Series
Texas Tech University, Texas Tech University, Texas Tech University, College of Agricultural Sciences and Natural Resources, Department of Agricultural and Applied Economics, Students, Texas Tech University, Texas Tech University, Texas Tech University, Texas Tech University and Texas Tech University
Downloads 45
49.

A Simultaneous Equation Model of Globalization, Corruption, Democracy, Human Development and Social Progress

Number of pages: 33 Posted: 05 Feb 2018 Last Revised: 07 Feb 2018
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 39
50.

Approximate Variational Estimation for a Model of Network Formation

Number of pages: 51 Posted: 02 Feb 2017 Last Revised: 06 Apr 2019
Working Paper Series
Johns Hopkins University - Carey Business School and University of Minnesota - Minneapolis
Downloads 39