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JEL Code: C57

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Viewing: 1 - 50 of 69 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 Pimco
Downloads 6,901
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 1,785
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 1,477
4.

What's Past is Not Prologue

Number of pages: 5 Posted: 12 Sep 2017
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 930
5.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 26 Jan 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 849
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 752
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 725
8.

A Weak Law for Moments of Pairwise-Stable Networks

Number of pages: 54 Posted: 23 Sep 2015 Last Revised: 24 Feb 2018
Working Paper Series
University of Southern California - Department of Economics
Downloads 385
9.

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 379
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 341
11.

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 330
12.

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 286
13.

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 220
14.

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 202
15.

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 178
16.

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 175
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 167
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 144
19.

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 143
20.

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: 09 Dec 2017
Accepted Paper Series
Harvard Business School
Downloads 124
21.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 116
22.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 88
23.

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 2 versions of this paper

Downloads 86
24.

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 85
25.

Testing the Quantal Response Hypothesis

Forthcoming, International Economic Review
Number of pages: 44 Posted: 17 Mar 2016 Last Revised: 26 Mar 2018
Accepted Paper Series
Indiana University Bloomington, University of Warwick - Department of Economics and California Institute of Technology
Downloads 76
26.

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 74
27.

Identifying a Model of Screening with Multidimensional Consumer Heterogeneity

Number of pages: 38 Posted: 28 Nov 2014 Last Revised: 15 Feb 2017
Working Paper Series
University of Virginia - Department of Economics
Downloads 72
28.

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 60
29.

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 56
30.

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 53
31.

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
Laval University
Downloads 52
32.

Transaction Costs and the Duration of Contracts

Harvard Business School Strategy Unit Working Paper
Number of pages: 73 Posted: 08 Jan 2018
Working Paper Series
Harvard Business School
Downloads 45
33.

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 39
34.

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 37
35.

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 36
36.

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 34
37.

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 Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics
Downloads 34
38.

Instrument-Free Demand Estimation

Number of pages: 52 Posted: 28 Aug 2017 Last Revised: 16 Mar 2018
Working Paper Series
Harvard Business School and Georgetown University - Robert Emmett McDonough School of Business
Downloads 32
39.

Approximate Variational Estimation for a Model of Network Formation

Number of pages: 42 Posted: 02 Feb 2017
Working Paper Series
Johns Hopkins University - Carey Business School and University of Minnesota
Downloads 31
40.

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 29
41.

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 29
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 28
43.

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 27
44.

Dynamic Selection and Distributional Bounds on Search Costs in Dynamic Unit-Demand Models

Ohio State Department of Economics Working Paper 14-02
Number of pages: 36 Posted: 31 Oct 2014
Working Paper Series
Ohio State University (OSU) - Economics and Office of the Comptroller of the Currency
Downloads 25
45.

Rent Overestimation in Discriminatory Share Auctions

Number of pages: 42 Posted: 08 Feb 2016 Last Revised: 11 Feb 2017
Working Paper Series
University of Basel
Downloads 25
46.

The Cost Of Transportation As A Barrier To Trade In Economic Integration: The Case Of The Nordeste (O Custo De Transporte Como Barreira Ao Comércio na Integração Econômica: O Caso do Nordeste)

Number of pages: 20 Posted: 18 Jun 2011 Last Revised: 19 Oct 2011
Working Paper Series
Universidade Federal de Juiz de Fora and University of Sao Paulo
Downloads 25
47.

Selling 'Money' on Ebay: A Field Study of Surplus Division

Cowles Foundation Discussion Paper No. 2104
Number of pages: 38 Posted: 05 Sep 2017 Last Revised: 16 Mar 2018
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 23
48.

Identification and Estimation of a Search Model: A Procurement Auction Approach

Number of pages: 21 Posted: 16 May 2017
Working Paper Series
University College London - Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, City University London - Department of Economics and University of Surrey
Downloads 22
49.

Combining Geographical Information Systems and Input-Output Models: Concept and Initial Ideas

50th North American Meetings of the Regional Science Association International Philadelphia, Pennsylvania, November 20-22, 2003
Number of pages: 30 Posted: 21 Mar 2014 Last Revised: 24 Mar 2014
Working Paper Series
University of Sao Paulo, University of Illinois at Urbana-Champaign and University of Sao Paulo (USP) - Graduate School of Agriculture (ESALQ)
Downloads 21
50.

Measuring Market Power When Firms Price Discriminate

Number of pages: 22 Posted: 10 Apr 2017
Working Paper Series
Georgia Institute of Technology - School of Economics and Rice University - Department of Economics
Downloads 21