Search Results
JEL Code: C57

22,047 Total downloads

Viewing: 1 - 50 of 91 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 7,855
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 1,912
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 1,585
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 1,584
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 914
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: 13 Feb 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 855
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 806
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 658
9.

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 459
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 439
11.

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 430
12.

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 337
13.

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 293
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 259
15.

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 222
16.

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 215
17.

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 185
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 183
19.

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 176
20.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 151
21.

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 146
22.

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 132
23.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 131
24.

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 125
25.

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 122
26.

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 104
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 99
28.

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 (IDB)

Multiple version iconThere are 3 versions of this paper

Downloads 82
29.

Demand Estimation in Models of Imperfect Competition

Number of pages: 59 Posted: 28 Aug 2017 Last Revised: 20 Oct 2018
Working Paper Series
Harvard Business School and Georgetown University - Robert Emmett McDonough School of Business
Downloads 78
30.

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 78
31.

Identification of Insurance Models with Multidimensional Types

Number of pages: 25 Posted: 22 Jun 2017 Last Revised: 18 Feb 2018
Working Paper Series
University of Virginia - Department of Economics, Rice University and New York University (NYU)
Downloads 69
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 68
33.

The Most Important Number Not Printed in the WSJ

Number of pages: 2 Posted: 16 Oct 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads 64
34.

A Case for Standard Theory?

Center for Mathematical Economics Working Paper No. 542
Number of pages: 33 Posted: 21 Jun 2015
Working Paper Series
University of Graz - Department of Economics and University of Jena
Downloads 58
35.

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 57
36.

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
37.

Contract Duration and the Costs of Market Transactions

Harvard Business School Strategy Unit Working Paper
Number of pages: 73 Posted: 08 Jan 2018 Last Revised: 13 Oct 2018
Working Paper Series
Harvard Business School
Downloads 55
38.

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 51
39.

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 49
40.

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

Number of pages: 35 Posted: 12 Apr 2016
Working Paper Series
National Council of Applied Economic Research and Jamia Millia Islamia (A Central University) - Economics
Downloads 49
41.

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 47
42.

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 42
43.

A Penny Saved Is Two Pennies Earned

Number of pages: 2 Posted: 03 May 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads 40
44.

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 38
45.

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 37
46.

Selling Money on Ebay: A Field Study of Surplus Division

MPI Collective Goods Preprint, No. 2016/20
Number of pages: 47 Posted: 12 Dec 2016
Working Paper Series
Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Research on Collective Goods and University of Liverpool - Management School (ULMS)
Downloads 37
47.

College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals

IZA Discussion Paper No. 8550
Number of pages: 80 Posted: 25 Oct 2014
Working Paper Series
Federal University of Ceara, Toulouse School of Economics and Halle Institute for Economic Research
Downloads 36
48.

Identification of Multiplex Interdependent Durations Model

Number of pages: 19 Posted: 01 Mar 2017 Last Revised: 23 Nov 2018
Working Paper Series
Emory University - Department of Economics and Emory University - Department of Economics
Downloads 35
49.

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 35
50.

Risk-Return Optimisations Can Lead to Favourite-Longshot Bias in Prediction Markets Operated by Bookmakers

Number of pages: 17 Posted: 30 Sep 2017
Working Paper Series
Multifactor Analytics and Consulting
Downloads 32