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
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
337
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
4
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
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
293
A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Number of pages: 52
Posted: 13 Jun 2014
Downloads
56
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
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
125
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
114
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
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
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
122
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
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)
There are 3 versions of this paper
A Structural Model of Electoral Accountability
Number of pages: 58
Posted: 24 Apr 2015
Last Revised: 22 Mar 2017
Downloads
82
A Structural Model of Electoral Accountability
NBER Working Paper No. w21151
Number of pages: 49
Posted: 11 May 2015
Downloads
6
A Structural Model of Electoral Accountability
CEPR Discussion Paper No. DP11331
Number of pages: 56
Posted: 20 Jun 2016
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
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
293
A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Number of pages: 52
Posted: 13 Jun 2014
Downloads
56
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
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.