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
There are 2 versions of this paper
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
Downloads
339
Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition
NBER Working Paper No. w18449
Number of pages: 65
Posted: 13 Oct 2012
Downloads
6
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
There are 2 versions of this paper
A Quadratic Kalman Filter
Number of pages: 39
Posted: 21 Dec 2013
Last Revised: 25 Nov 2014
Downloads
297
A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Number of pages: 52
Posted: 13 Jun 2014
Downloads
56
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
There are 2 versions of this paper
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
Downloads
144
Testing the Quantal Response Hypothesis
International Economic Review, Vol. 60, Issue 1, pp. 53-74, 2019
Number of pages: 22
Posted: 20 Feb 2019
Downloads
1
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
There are 3 versions of this paper
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
Downloads
133
Quantitative Modeling of Trust and Trust Management Protocols in Next Generation Social Networks Based Wireless Mobile Ad Hoc Networks
Number of pages: 25
Posted: 18 Dec 2014
Downloads
118
Quantitative Modeling of Trust and Trust Management Protocols in Next-Generation Social Networks-Based Wireless Mobile Ad Hoc Networks
The IUP Journal of Computer Sciences, Vol. XI, No. 2, April 2017, pp. 7-28
Posted: 25 Jun 2018
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
There are 4 versions of this paper
A Structural Model of Electoral Accountability
Number of pages: 58
Posted: 24 Apr 2015
Last Revised: 22 Mar 2017
Downloads
87
A Structural Model of Electoral Accountability
NBER Working Paper No. w21151
Number of pages: 49
Posted: 11 May 2015
Downloads
8
A Structural Model of Electoral Accountability
CEPR Discussion Paper No. DP11331
Number of pages: 56
Posted: 20 Jun 2016
A Structural Model of Electoral Accountability
International Economic Review, Vol. 60, Issue 2, pp. 517-545, 2019
Number of pages: 29
Posted: 22 May 2019
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
There are 2 versions of this paper
A Quadratic Kalman Filter
Number of pages: 39
Posted: 21 Dec 2013
Last Revised: 25 Nov 2014
Downloads
297
A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Number of pages: 52
Posted: 13 Jun 2014
Downloads
56
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
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