SSRN JEL Code: C57

1.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016

Working Paper Series

Victor Haghani and Richard Dewey

Elm Partners and Pimco

Downloads 5,591

2.

Why Markets Are Inefficient: A Gambling ‘Theory’ of Financial Markets for Practitioners and Theorists

Number of pages: 44 Posted: 03 Mar 2017 Last Revised: 12 Apr 2017

Working Paper Series

Steven Douglas Moffitt

Stuart School of Business, Illinois Institute of Technology

Downloads 1,664

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

Victor Haghani and Andrew Morton

Elm Partners and Citigroup, Inc. - Citigroup Global Markets

Downloads 1,321

4.

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

Victor Haghani and James White

Elm Partners and Independent

Downloads 804

5.

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

Victor Haghani and James White

Elm Partners and Independent

Downloads 593

6.

Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition

Economic Research Initiatives at Duke (ERID) Working Paper No. 50

Number of pages: 65 Posted: 07 May 2010 Last Revised: 31 Jan 2015

Working Paper Series

Peter Arcidiacono, Patrick J. Bayer, Jason R. Blevins and Paul B. Ellickson

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

Downloads 325

7.

Position Auctions in Practice

Number of pages: 58 Posted: 16 Nov 2014 Last Revised: 31 May 2017

Working Paper Series

Matt Goldman and Justin M. Rao

Microsoft Corporation - Microsoft Research - Redmond and Microsoft Research

Downloads 319

8.

A Quadratic Kalman Filter

Number of pages: 39 Posted: 21 Dec 2013 Last Revised: 25 Nov 2014

Working Paper Series

Alain Monfort, Jean-Paul Renne and Guillaume Roussellet

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 New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute

There are 2 versions of this paper

Downloads 277

9.

A Weak Law for Moments of Pairwise-Stable Networks

Number of pages: 61 Posted: 23 Sep 2015 Last Revised: 10 Apr 2017

Working Paper Series

Michael Leung

University of Southern California - Department of Economics

Downloads 265

10.

On a Constructive Theory of Financial Markets (Prologue)

Number of pages: 21 Posted: 12 Apr 2017

Working Paper Series

Steven Douglas Moffitt

Stuart School of Business, Illinois Institute of Technology

Downloads 184

11.

A Macro Fiscal Adjustment Model for Tamil Nadu State in India

Number of pages: 16 Posted: 13 Jul 2000

Working Paper Series

Jana V.M. Sarma and Gautam Naresh

Hyderabad University, Department of Economics and National Institute of Public Finance and Policy

Downloads 174

12.

Identification and Estimation in First-Price Auctions with Risk-Averse Bidders and Selective Entry

Number of pages: 70 Posted: 01 Apr 2015

Working Paper Series

Matthew L. Gentry, Tong Li and Jingfeng Lu

London School of Economics and Political Science - Department of Economics, Vanderbilt University and National University of Singapore (NUS) - Department of Economics

Downloads 172

13.

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

Ruli Xiao

Indiana University

Downloads 147

14.

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

Thomas Helbling and Tamim Bayoumi

International Monetary Fund (IMF) - Middle East and Central Asia Department and International Monetary Fund (IMF)

Downloads 142

15.

Underpricing Regimes in Housing Markets

Number of pages: 48 Posted: 14 Jun 2016 Last Revised: 09 Dec 2016

Working Paper Series

Anders Eskil Österling

Stockholm University, Students

Downloads 139

16.

Performance Feedback in Competitive Product Development

RAND Journal of Economics, Vol. 48, No. 2, Summer 2017

Number of pages: 70 Posted: 28 Jul 2015 Last Revised: 22 Jun 2017

Accepted Paper Series

Daniel P. Gross

Harvard Business School

Downloads 121

17.

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

Karsten Neuhoff, Nolan Ritter, Aymen Salah-Abou-El-Enien and Philippe Vassilopoulos

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 112

18.

A Structural Model of Electoral Accountability

Number of pages: 58 Posted: 24 Apr 2015 Last Revised: 22 Mar 2017

Working Paper Series

S. Borağan Aruoba, Allan Drazen and Razvan Vlaicu

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

Downloads 70

19.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017

Working Paper Series

Michel M. Dacorogna

DEAR-Consulting

Downloads 68

20.

Identifying Collusion in English Auctions

Number of pages: 49 Posted: 29 Feb 2016 Last Revised: 09 Jul 2017

Working Paper Series

Vadim Marmer, Artyom A. Shneyerov and Uma Kaplan

University of British Columbia (UBC) - Department of Economics, University of British Columbia (UBC) - Department of Economics and Concordia University, Quebec

Downloads 68

21.

A Case for Standard Theory?

Center for Mathematical Economics Working Paper No. 542

Number of pages: 33 Posted: 21 Jun 2015

Working Paper Series

Christoph Kuzmics and Daniel Rodenburger

University of Graz - Department of Economics and University of Jena

Downloads 56

22.

A Quadratic Kalman Filter

Banque de France Working Paper No. 486

Number of pages: 52 Posted: 13 Jun 2014

Working Paper Series

Alain Monfort, Jean-Paul Renne and Guillaume Roussellet

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 New York University (NYU) - Leonard N. Stern School of Business, Volatility Institute

There are 2 versions of this paper

Downloads 52

23.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017

Working Paper Series

Yongdong Liu

University College London - School of Management

Downloads 52

24.

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

Yingyao Hu

Johns Hopkins University - Department of Economics

Downloads 51

25.

Conformism and Self-Selection in Social Networks

CIRPEE Working Paper 14-24

Number of pages: 33 Posted: 12 Nov 2014

Working Paper Series

Vincent Boucher

Laval University

Downloads 48

26.

Identifying a Model of Screening with Multidimensional Consumer Heterogeneity

Number of pages: 43 Posted: 28 Nov 2014 Last Revised: 15 Feb 2017

Working Paper Series

Gaurab Aryal

University of Virginia - Department of Economics

Downloads 46

27.

Market Evolution, Bidding Strategies, and Survival of Art Dealers

Number of pages: 50 Posted: 09 Nov 2016

Working Paper Series

Dakshina G. De Silva, Marina Gertsberg and Rachel A.J. Pownall

Department of Economics, Lancaster University Management School, Maastricht University - Department of Finance and Tilburg University - Department of Finance

Downloads 45

28.

Testing the Quantal Response Hypothesis

Number of pages: 32 Posted: 17 Mar 2016 Last Revised: 25 Apr 2017

Working Paper Series

Emerson Melo, Kirill Pogorelskiy and Matthew Shum

Indiana University Bloomington, University of Warwick - Department of Economics and California Institute of Technology

Downloads 40

29.

Estimation of Social-Influence-Dependent Peer Pressures in a Large Network Game

Number of pages: 24 Posted: 09 Dec 2016

Working Paper Series

Zhongjian Lin and Haiqing Xu

Emory University - Department of Economics and Department of Economics, University of Texas at Austin

Downloads 38

30.

Interdependent Durations with Incomplete Information

Number of pages: 34 Posted: 01 Mar 2017

Working Paper Series

Zhongjian Lin and Ruixuan Liu

Emory University - Department of Economics and Emory University - Department of Economics

Downloads 28

31.

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

Number of pages: 35 Posted: 12 Apr 2016

Working Paper Series

Anjali Tandon and Shahid Ahmed

National Council of Applied Economic Research and Central University - Jamia Millia Islamia (JMI), New Delhi - Department of Economics

Downloads 27

32.

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

Alia Gizatulina and Olga Gorelkina

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 27

33.

Approximate Variational Estimation for a Model of Network Formation

Number of pages: 42 Posted: 02 Feb 2017

Working Paper Series

Angelo Mele and Lingjiong Zhu

Johns Hopkins University - Carey Business School and University of Minnesota

Downloads 25

34.

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

Eduardo Simões de Almeida and Joaquim Guilhoto

Universidade Federal de Juiz de Fora and University of Sao Paulo

Downloads 25

35.

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

Jun Ma, Vadim Marmer and Artyom A. Shneyerov

Renmin University of China, University of British Columbia (UBC) - Department of Economics and University of British Columbia (UBC) - Department of Economics

Downloads 24

36.

College Choice Allocation Mechanisms: Structural Estimates and Counterfactuals

IZA Discussion Paper No. 8550

Number of pages: 80 Posted: 25 Oct 2014

Working Paper Series

José-Raimundo Carvalho, Thierry Magnac and Qizhou Xiong

Federal University of Ceara, Toulouse School of Economics and Halle Institute for Economic Research

Downloads 22

37.

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

Jason R. Blevins and Garrett T. Senney

Ohio State University (OSU) - Economics and Office of the Comptroller of the Currency

Downloads 22

38.

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

Joaquim Guilhoto, Geoffrey J.D. Hewings and Eliza Takashiba

University of Sao Paulo, University of Illinois at Urbana-Champaign and University of Sao Paulo (USP) - Graduate School of Agriculture (ESALQ)

Downloads 20

39.

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

Yogesh Malhotra

Global Risk Management Network, LLC

There are 2 versions of this paper

Downloads 19

40.

Measuring Market Power When Firms Price Discriminate

Number of pages: 22 Posted: 10 Apr 2017

Working Paper Series

Levent Kutlu and Robin C. Sickles

Georgia Institute of Technology - School of Economics and Rice University - Department of Economics

Downloads 17

41.

Multiple Equilibria in Empirical Games of Incomplete Information

Number of pages: 25 Posted: 13 Jun 2017 Last Revised: 27 Jun 2017

Working Paper Series

Arvind Magesan

University of Calgary

Downloads 17

42.

Real Effective Exchange Rates Comovements, Common Factors and the South African Currency

Number of pages: 12 Posted: 06 Jan 2016

Working Paper Series

Leroi Raputsoane

affiliation not provided to SSRN

Downloads 15

43.

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

Number of pages: 21 Posted: 16 May 2017

Working Paper Series

Mateusz Myśliwski, Fabio Sanches, Daniel Silva Jr. and Sorawoot Srisuma

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 13

44.

Rent Overestimation in Discriminatory Share Auctions

Number of pages: 42 Posted: 08 Feb 2016 Last Revised: 11 Feb 2017

Working Paper Series

Samuel Häfner

University of Basel

Downloads 13

45.

Identification of First-Price Auctions with Biased Beliefs

FEDS Working Paper No. 2015-056, http://dx.doi.org/10.17016/FEDS.2015.056

Number of pages: 45 Posted: 19 Aug 2015

Working Paper Series

Serafin Grundl and Yu Zhu

Board of Governors of the Federal Reserve System and University of Leicester

Downloads 10

46.

Identification and Estimation of Risk Aversion in First Price Auctions with Unobserved Auction Heterogeneity

FEDS Working Paper No. 2015-089, http://dx.doi.org/10.17016/FEDS.2015.089

Number of pages: 60 Posted: 11 Oct 2015

Working Paper Series

Serafin Grundl and Yu Zhu

Board of Governors of the Federal Reserve System and University of Leicester

Downloads 9

47.

Identification of Insurance Models with Multidimensional Types

Number of pages: 25 Posted: 22 Jun 2017

Working Paper Series

Gaurab Aryal, Isabelle Perrigne and Quang Vuong

University of Virginia - Department of Economics, Rice University and New York University

Downloads 9

48.

Selfish Altruism, Fierce Cooperation and the Emergence of Cooperative Equilibria from Passing and Shooting

IZA Discussion Paper No. 7896

Number of pages: 20 Posted: 25 Jan 2014

Working Paper Series

Nikos Askitas

IZA Institute of Labor Economics

Downloads 9

49.

Risk Premiums in Life Assurance

Number of pages: 7 Posted: 10 Mar 2017 Last Revised: 13 Mar 2017

Working Paper Series

Elinor Mualem and Abraham Zaks

Technion-Israel Institute of Technology - Faculty of Mathematics and Technion-Israel Institute of Technology - Faculty of Mathematics

Downloads 8

50.

Identification of Biased Beliefs in Games of Incomplete Information Using Experimental Data

Number of pages: 38 Posted: 28 Apr 2017

Working Paper Series

Victor Aguirregabiria and Erhao Xie

University of Toronto - Department of Economics and University of Toronto

There are 2 versions of this paper

Downloads 6

Quick Links

Rankings

About