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
11,643
2.
Night Moves: Is the Overnight Drift the Grandmother of All Market Anomalies
Number of pages: 12
Posted: 30 Jun 2022
Working Paper Series
Elm Partners, Independent and Royal Bridge Capital
Downloads
3,390
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
2,142
4.
Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists
Number of pages: 29
Posted: 03 Mar 2017
Last Revised: 06 Jul 2021
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads
2,128
5.
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
1,884
6.
The Equity Risk Premium: A Novel Perspective on the Past Fifty Years
Number of pages: 4
Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
1,294
7.
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
Fidelity Investments, Inc. and New York University (NYU) - NYU Tandon School of Engineering
Downloads
1,267
8.
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
1,040
9.
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
955
10.
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
894
11.
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
742
12.
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
516
13.
Position Auctions in Practice
Number of pages: 58
Posted: 16 Nov 2014
Last Revised: 31 May 2017
Working Paper Series
UC San DiegoMicrosoft Corporation - Microsoft Research - Redmond and Microsoft Research
Downloads
509
14.
Neural Networks and Value at Risk
Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 43
Posted: 03 Jun 2020
Last Revised: 16 Jul 2020
Working Paper Series
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Smurfit Graduate Business School, University College Dublin, Deutsche Factoring Bank GmbH & Co. KG and Talanx AG - HDI Global SE
Downloads
379
15.
Adjusting for Peer-Influence in Propensity Scoring When Estimating Treatment Effects
Number of pages: 45
Posted: 19 Jul 2022
Last Revised: 19 Jul 2022
Working Paper Series
Stanford University - Department of Economics, Clemson University and Nanjing Audit University - Institute for Social and Economic Research
Downloads
375
16.
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
356
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
Last Revised: 30 May 2022
Downloads
16
Downloads
356
17.
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 Aug 2020
Working Paper Series
Florida State University, Vanderbilt University and National University of Singapore (NUS) - Department of Economics
There are 2 versions of this paper
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 Aug 2020
Downloads
330
Identification and Inference in First-Price Auctions with Risk Averse Bidders and Selective Entry
Number of pages: 60
Posted: 15 Oct 2020
Downloads
42
Downloads
330
18.
Man Doth Not Invest by Earnings Yield Alone
Number of pages: 16
Posted: 09 Feb 2022
Last Revised: 14 Feb 2022
Working Paper Series
Elm Partners and Elm Partners
Downloads
322
19.
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
308
A Quadratic Kalman Filter
Banque de France Working Paper No. 486
Number of pages: 52
Posted: 13 Jun 2014
Downloads
58
Downloads
308
20.
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
295
21.
Approaches and Techniques to Validate Internal Model Results
Number of pages: 19
Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads
291
22.
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 Bloomington - Department of Economics
Downloads
285
23.
Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio
Number of pages: 5
Posted: 29 Apr 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
281
24.
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, University of California Santa Barbaraaffiliation not provided to SSRN and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads
263
25.
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
262
26.
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
250
27.
Mobile App Platform Choice
Number of pages: 48
Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads
242
28.
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
235
29.
George Costanza at it Again: The Leveraged ETF Episode
Number of pages: 5
Posted: 09 Jun 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
227
30.
Deterrence Effect and Opportunistic Corporate Fraud
Number of pages: 54
Posted: 12 Jan 2021
Last Revised: 07 Mar 2022
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads
225
31.
Parimutuel Betting Markets: Racetracks and Lotteries Revisited
Number of pages: 55
Posted: 15 Jun 2021
Last Revised: 21 Dec 2021
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business
Downloads
221
32.
Econometrics of Insurance Models with Multidimensional Types
Number of pages: 49
Posted: 22 Jun 2017
Last Revised: 09 Jul 2019
Working Paper Series
Washington University in St. Louis, Rice University and New York University (NYU)
Downloads
204
33.
Ethereum Gas Price Statistics
University of Zurich, Department of Economics, Working Paper No. 373, 2020
Number of pages: 26
Posted: 15 Jan 2021
Working Paper Series
ETH Zurich and University of Zurich, Department of Economics
Downloads
203
34.
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
183
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
183
35.
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
182
36.
Discriminatory versus uniform auctions under non-competitive auction: Evidence from Japan
Number of pages: 38
Posted: 24 Sep 2020
Last Revised: 22 Mar 2022
Working Paper Series
University of Tokyo - Graduate School of Public Policy and Ministry of Finance - Japan
Downloads
168
37.
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
163
38.
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
Amazon Web Services Partner
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
161
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
125
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
161
39.
Cryptocurrencies: A Legal Regulatory System
Number of pages: 6
Posted: 31 Mar 2021
Working Paper Series
La Sapienza University of Rome
Downloads
157
40.
Optimal Risk-Sharing Across a Network of Insurance Companies
Insurance: Mathematics and Economics, 95, 39-47 (2020), Swiss Finance Institute Research Paper No. 20-52
Number of pages: 23
Posted: 29 Jun 2020
Last Revised: 09 Sep 2020
Accepted Paper Series
University of Basel, Actuarial Science, Department of Mathematics and Computer Science, University of Zurich - Department of Banking and Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer Science and University of Zurich - Department of Banking and Finance
Downloads
155
41.
Markets for Ideas: Prize Structure, Entry Limits, and the Design of Ideation Contests
Kireyev, Pavel. "Markets for ideas: prize structure, entry limits, and the design of ideation contests." The RAND Journal of Economics 51.2 (2020): 563-588., INSEAD Working Paper No. 2019/40/MKT
Number of pages: 41
Posted: 17 Aug 2019
Last Revised: 21 Jul 2020
Working Paper Series
INSEAD
Downloads
154
42.
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
152
43.
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
Duke University - Fuqua School of Business
Downloads
150
44.
Confident Risk Premiums and Investments using Machine Learning Uncertainties
Number of pages: 80
Posted: 18 Nov 2021
Last Revised: 08 Dec 2021
Working Paper Series
C.T. Bauer College of Business, University of Houston
Downloads
149
45.
Empirical Framework for Cournot Oligopoly with Private Information
Number of pages: 48
Posted: 15 Nov 2019
Last Revised: 01 Sep 2021
Working Paper Series
Washington University in St. Louis and University of Nebraska at Lincoln - College of Business Administration
Downloads
148
46.
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
Washington University in St. Louis
Downloads
148
47.
No Place to Hide: Investing in a World With No Risk-Free Asset
Number of pages: 4
Posted: 13 Aug 2021
Last Revised: 18 Oct 2021
Working Paper Series
Elm Partners and Elm Partners
Downloads
148
48.
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) - Vancouver School of Economics, University of British Columbia (UBC) - Department of Economics and Concordia University, Quebec
Downloads
144
49.
Negative Interest Rates and the Perpetuity Paradox
Number of pages: 6
Posted: 01 Jan 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
143
50.
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
132
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