SSRN Microeconomics: Search; Learning; Information Costs & Specific Knowledge; Expectation & Speculation eJournal

1.

Six Provocations for Big Data

A Decade in Internet Time: Symposium on the Dynamics of the Internet and Society, September 2011

Number of pages: 17 Posted: 13 Sep 2011 Last Revised: 30 Oct 2012

Working Paper Series

danah boyd and Kate Crawford

Data & Society Research Institute and Microsoft Research

Downloads 39,297

2.

The Tragedy of the Risk-Perception Commons: Culture Conflict, Rationality Conflict, and Climate Change

Temple University Legal Studies Research Paper No. 2011-26, Cultural Cognition Project Working Paper No. 89, Yale Law & Economics Research Paper No. 435, Yale Law School, Public Law Working Paper No. 230

Number of pages: 31 Posted: 24 Jun 2011 Last Revised: 16 Apr 2013

Working Paper Series

Dan M. Kahan, Maggie Wittlin, Ellen Peters, Paul Slovic, Lisa Larrimore Ouellette, Donald Braman and Gregory N. Mandel

Yale University - Law School, University of Nebraska at Lincoln - College of Law, Ohio State University - Psychology Department, Decision Research, Stanford Law School, George Washington University - Law School and Temple University - James E. Beasley School of Law

Downloads 9,930

3.

High-Frequency Trading

Number of pages: 86 Posted: 06 Jun 2011

Working Paper Series

Peter Gomber, Björn Arndt, Marco Lutat and Tim Uhle

Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration

Downloads 9,503

4.

The Rise of the News Aggregator: Legal Implications and Best Practices

Berkman Center Research Publication No. 2010-10

Number of pages: 30 Posted: 03 Sep 2010

Working Paper Series

Kimberley A. Isbell

U.S. Copyright Office

Downloads 6,931

5.

Endogenous Commitment and Nash Equilibria in Competitive Markets with Adverse Selection

Number of pages: 19 Posted: 14 Jun 2010

Working Paper Series

Kostas Koufopoulos

University of Warwick - Finance Group

Downloads 6,169

6.

Behind the Scenes: The Corporate Governance Preferences of Institutional Investors

Journal of Finance, Forthcoming

Number of pages: 46 Posted: 15 Mar 2010 Last Revised: 07 Jul 2015

Accepted Paper Series

Joseph A. McCahery, Zacharias Sautner and Laura T. Starks

Tilburg University - School of Law; European Banking Center (EBC), Frankfurt School of Finance & Management gemeinnützige GmbH and University of Texas at Austin - Department of Finance

Downloads 5,318

7.

Optimal Insurance Under Adverse Selection and Ambiguity Aversion

Number of pages: 25 Posted: 31 Dec 2010 Last Revised: 16 Mar 2014

Working Paper Series

Kostas Koufopoulos and Roman Kozhan

University of Warwick - Finance Group and University of Warwick, Warwick Business School

There are 2 versions of this paper

Downloads 5,008

8.

Is Portfolio Theory Harming Your Portfolio?

Number of pages: 14 Posted: 15 May 2011 Last Revised: 10 Jun 2011

Working Paper Series

Scott Vincent

Green River Asset Management

There are 2 versions of this paper

Downloads 4,449

9.

How Biases Affect Investor Behaviour

The European Financial Review, February-March 2014, pp. 7-10

Number of pages: 4 Posted: 23 Jun 2014

Accepted Paper Series

H. Kent Baker and Victor Ricciardi

American University - Kogod School of Business and Goucher College - Department of Business Management

Downloads 4,331

10.

How did Financial Reporting Contribute to the Financial Crisis?

European Accounting Review 19, no. 3: 399-423. , Rock Center for Corporate Governance at Stanford University Working Paper No. 79

Number of pages: 38 Posted: 10 May 2010 Last Revised: 19 Sep 2012

Accepted Paper Series

Mary E. Barth and Wayne R. Landsman

Stanford University - Graduate School of Business and University of North Carolina Kenan-Flagler Business School

Downloads 4,256

11.

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

IMF Working Paper No. 11/68

Number of pages: 28 Posted: 05 Apr 2011

Working Paper Series

Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy

International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department

There are 2 versions of this paper

Downloads 4,064

12.

Information Aggregation and Adverse Selection

Number of pages: 31 Posted: 11 Dec 2010

Working Paper Series

Kostas Koufopoulos and Aristotelis Boukouras

University of Warwick - Finance Group and affiliation not provided to SSRN

Downloads 3,694

13.

What Makes a Helpful Review? A Study of Customer Reviews on Amazon.com

MIS Quarterly, 34(1), March, pp.185-200, 2010

Number of pages: 17 Posted: 13 Nov 2012

Accepted Paper Series

Susan M. Mudambi and David Schuff

Temple University - Department of Management Information Systems and Temple University - Department of Management Information Systems

Downloads 3,646

14.

Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors

Yale ICF Working Paper No. 08-21

Number of pages: 42 Posted: 08 Oct 2008 Last Revised: 17 Aug 2013

Working Paper Series

Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst

SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance

There are 2 versions of this paper

Downloads 3,626

15.

An Improved Moving Average Technical Trading Rule

Quantf Research Working Paper Series No. WP01/2014

Number of pages: 32 Posted: 13 Sep 2011 Last Revised: 02 Jun 2014

Working Paper Series

Fotis Papailias and Dimitrios D. Thomakos

Quantf Research and University of Peloponnese - School of Management and Economics

Downloads 3,622

16.

A Caricature (Model) of the World Economy

MIT Department of Economics Working Paper No. 10-17

Number of pages: 18 Posted: 14 Dec 2010

Working Paper Series

Ricardo J. Caballero

Massachusetts Institute of Technology (MIT) - Department of Economics

Downloads 3,553

17.

A Dysfunctional Role of High Frequency Trading in Electronic Markets

Johnson School Research Paper Series No. 08-2011

Number of pages: 16 Posted: 09 Mar 2011 Last Revised: 30 Jun 2011

Working Paper Series

Robert A. Jarrow and Philip Protter

Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University

Downloads 3,268

18.

The Determinants of Stock and Bond Return Comovements

The Review of Financial Studies, Vol. 23, Issue 6, pp. 2374-2428, 2010, National Bank of Belgium Working Paper No. 119, AFA 2009 San Francisco Meetings Paper, EFA 2009 Bergen Meetings Paper

Number of pages: 67 Posted: 05 Oct 2010

Accepted Paper Series

Lieven Baele, Geert Bekaert and Koen Inghelbrecht

Tilburg University - Department of Finance, Columbia Business School - Finance and Economics and Ghent University - Department of Financial Economics

There are 2 versions of this paper

Downloads 3,153

19.

Credit Value Adjustment and Funding Value Adjustment All Together

Number of pages: 21 Posted: 08 Apr 2011

Working Paper Series

Dongsheng Lu and Frank Juan

The Bank of New York Mellon and JP Morgan Chase

Downloads 3,149

20.

Tweets and Trades: The Information Content of Stock Microblogs

Number of pages: 89 Posted: 06 Nov 2010 Last Revised: 10 Aug 2014

Working Paper Series

Timm O. Sprenger and Isabell M. Welpe

Technische Universität München (TUM) - School of Management and Technische Universität München (TUM) - School of Management

There are 2 versions of this paper

Downloads 3,068

21.

Technical Analysis and Individual Investors

Journal of Economic Behavior and Organization, 107 (November), pp. 487-511

Number of pages: 67 Posted: 27 Feb 2014 Last Revised: 13 Jan 2015

Accepted Paper Series

Arvid O. I. Hoffmann and Hersh Shefrin

University of Adelaide - Business School and Santa Clara University - Leavey School of Business

Downloads 3,001

22.

The BP Oil Disaster: Stock and Option Market Reactions

Number of pages: 33 Posted: 30 Jun 2010 Last Revised: 26 Dec 2010

Working Paper Series

Andy Fodor and John D. Stowe

Ohio University and Ohio University

Downloads 3,001

23.

How to Detect an Asset Bubble

Johnson School Research Paper Series No. 28-2010

Number of pages: 32 Posted: 07 Jun 2010 Last Revised: 16 Mar 2011

Working Paper Series

Robert A. Jarrow, Younes Kchia and Philip Protter

Cornell University - Samuel Curtis Johnson Graduate School of Management, affiliation not provided to SSRN and Cornell University

Downloads 2,926

24.

Nonlinear Support Vector Machines Can Systematically Identify Stocks with High and Low Future Returns

Algorithmic Finance (2013), 2:1, 45-58

Number of pages: 15 Posted: 20 Sep 2011 Last Revised: 20 Jan 2014

Accepted Paper Series

Ramon Huerta, Charles Elkan and Fernando Corbacho

University of California, San Diego (UCSD), University of California, San Diego (UCSD) and Universidad Autonoma de Madrid

Downloads 2,917

25.

Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity

Number of pages: 48 Posted: 14 Jul 2011 Last Revised: 15 Nov 2012

Working Paper Series

Aleksandar Andonov, Rob Bauer and Martijn Cremers

Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame

Downloads 2,841

26.

Can Bitcoin Become a Major Currency?

GMU Working Paper in Economics No. 14-17

Number of pages: 9 Posted: 06 Jun 2014 Last Revised: 21 Jul 2014

Working Paper Series

William J. Luther and Lawrence H. White

Kenyon College and George Mason University - Department of Economics

Downloads 2,715

27.

Principal Components as a Measure of Systemic Risk

MIT Sloan Research Paper No. 4785-10

Number of pages: 33 Posted: 02 Jul 2010

Working Paper Series

Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 2,659

28.

Fake It Till You Make It: Reputation, Competition, and Yelp Review Fraud

Harvard Business School NOM Unit Working Paper No. 14-006

Number of pages: 35 Posted: 13 Jul 2013 Last Revised: 05 May 2015

Working Paper Series

Michael Luca and Georgios Zervas

Harvard Business School - Negotiations, Organizations & Markets Unit and Questrom School of Business, Boston University

Downloads 2,646

29.

Expected Earnings and the Post-Earnings-Announcement Drift

Number of pages: 43 Posted: 11 Aug 2009 Last Revised: 05 Feb 2013

Working Paper Series

Yaniv Konchitchki, Xiaoxia Lou, Gil Sadka and Ronnie Sadka

University of California, Berkeley - Haas School of Business, University of Delaware - Alfred Lerner College of Business and Economics, University of Texas at Dallas and Boston College - Carroll School of Management

Downloads 2,623

30.

The Pre-FOMC Announcement Drift

Journal of Finance, Forthcoming, FRB of New York Staff Report No. 512

Number of pages: 62 Posted: 07 Sep 2011 Last Revised: 01 Aug 2013

Working Paper Series

David O. Lucca and Emanuel Moench

Federal Reserve Banks - Federal Reserve Bank of New York and Deutsche Bundesbank

Downloads 2,614

31.

A Study on Customer Satisfaction & Service Gaps in Selected Private, Public & Foreign Banks

3rd IIMA Conference, Marketing Paradigms for Emerging Economies, Indian Institute of Management, 2009

Number of pages: 16 Posted: 22 Dec 2009 Last Revised: 30 Aug 2012

Working Paper Series

Prasanta Kumar Padhy and Biranchi Narayan Swar

Berhampur University, India and Symbiosis Institute of Business Management

Downloads 2,594

32.

Data Protection and Data Security Issues Related to Cloud Computing in the EU

ISSE 2010 Securing Electronic Business Processes - Highlights of the Information Security Solutions Europe Conference 2010, Tilburg Law School Research Paper No. 022/2010

Number of pages: 12 Posted: 21 Aug 2010 Last Revised: 04 Mar 2014

Accepted Paper Series

Paolo Balboni

ICT Legal Consulting (Rome-Milan-Bologna-Amserdam) / European Privacy Association / Italian Institute for Privacy / Tilburg University

Downloads 2,453

33.

Credit-Informed Tactical Asset Allocation

Number of pages: 13 Posted: 26 Jun 2011

Working Paper Series

David Klein

Capital Context

Downloads 2,418

34.

Word-of-Mouth for Movies: Its Dynamics and Impact on Box Office Revenue

Journal of Marketing, Vol. 70, No. 3, pp. 74-89, 2006

Number of pages: 49 Posted: 26 Oct 2011 Last Revised: 08 Feb 2012

Accepted Paper Series

Yong Liu

University of Arizona

Downloads 2,374

35.

Role of Auditors in Corporate Governance

Number of pages: 8 Posted: 14 Oct 2009

Working Paper Series

Navajyoti Samanta and Tirthankar Das

School of Law, University of Sheffield and The West Bengal National University of Juridical Sciences

Downloads 2,364

36.

Measuring Readability in Financial Disclosures

Journal of Finance, Forthcoming

Number of pages: 44 Posted: 01 Sep 2011 Last Revised: 16 Jul 2013

Accepted Paper Series

Tim Loughran and Bill McDonald

University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance

Downloads 2,345

37.

Just Say No to Wall Street: Putting a Stop to the Earnings Game

Journal of Applied Corporate Finance, Vol. 22, No. 1, Winter 2010, Harvard Business School NOM Unit Working Paper No. 10-090

Number of pages: 9 Posted: 05 Apr 2010 Last Revised: 18 May 2013

Accepted Paper Series

Joseph Fuller and Michael C. Jensen

The Monitor Company and SSRN

There are 3 versions of this paper

Downloads 2,336

38.

Sentiment and Momentum

Number of pages: 54 Posted: 27 Sep 2009 Last Revised: 09 Mar 2014

Working Paper Series

John A. Doukas, Constantinos Antoniou and Avanidhar Subrahmanyam

Old Dominion University - Strome College of Business, University of Warwick - Warwick Business School and University of California, Los Angeles (UCLA) - Finance Area

Downloads 2,321

39.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12

Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015

Accepted Paper Series

Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

There are 5 versions of this paper

Downloads 2,293

40.

Psychology and the Financial Crisis of 2007-2008

Number of pages: 16 Posted: 18 Jan 2011 Last Revised: 03 Sep 2011

Working Paper Series

Nicholas Barberis

Yale School of Management

Downloads 2,253

41.

Overconfidence and Speculative Bubbles

13th Annual Utah Winter Finance Conference; AFA 2003 Washington, DC Meetings

Number of pages: 46 Posted: 31 Jul 2003

Working Paper Series

Jose A. Scheinkman and Wei Xiong

Columbia University and Princeton University - Department of Economics

There are 2 versions of this paper

Downloads 2,161

42.

Technical, Fundamental, and Combined Information for Separating Winners from Losers

Pacific-Basin Finance Journal, Forthcoming

Number of pages: 52 Posted: 16 Apr 2010 Last Revised: 29 Jul 2016

Accepted Paper Series

Hong-Yi Chen, Cheng-Few Lee and Wei-Kang Shih

National Chengchi University - Department of Finance, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 2,072

43.

The Fisher Effect under Deflationary Expectations

Number of pages: 23 Posted: 27 Jan 2011 Last Revised: 23 Dec 2013

Working Paper Series

David Glasner

Federal Trade Commission

Downloads 2,072

44.

Mixed-Scanning: A 'Third' Approach to Decision-Making

Public Administration Review, Vol. 27, No. 5 (Dec., 1967), pp. 385-392

Number of pages: 9 Posted: 20 Nov 2013

Accepted Paper Series

Amitai Etzioni

George Washington University

Downloads 1,988

45.

Who Fears the HPV Vaccine, Who Doesn't, and Why? An Experimental Study of the Mechanisms of Cultural Cognition

Law and Human Behavior, Vol. 34, pp. 501-16, 2010, Cultural Cognition Project Working Paper No. 38, Harvard Law School Program on Risk Regulation Research Paper No. 08-19, Yale Law School, Public Law Working Paper No. 163

Number of pages: 49 Posted: 17 Jul 2008 Last Revised: 16 Apr 2013

Accepted Paper Series

Dan M. Kahan, Donald Braman, Geoffrey L. Cohen, Paul Slovic and John Gastil

Yale University - Law School, George Washington University - Law School, University of Colorado - Department of Psychology, Decision Research and Pennsylvania State University

Downloads 1,954

46.

Is Bitcoin a Real Currency? An Economic Appraisal

Number of pages: 23 Posted: 02 Dec 2013 Last Revised: 02 Nov 2014

Working Paper Series

David Yermack

New York University (NYU) - Stern School of Business

Downloads 1,918

47.

Behavioral Portfolio Analysis of Individual Investors

Number of pages: 45 Posted: 24 Jun 2010 Last Revised: 05 Oct 2010

Working Paper Series

Arvid O. I. Hoffmann, Hersh Shefrin and Joost M. E. Pennings

University of Adelaide - Business School, Santa Clara University - Leavey School of Business and Maastricht University

Downloads 1,904

48.

Knowing What Others Know: Common Knowledge, Accounting, and Capital Markets

Yale ICF Working Paper No. 00-74; Yale SOM Working Paper No. AC-08

Number of pages: 36 Posted: 08 Aug 2001

Working Paper Series

Shyam Sunder

Yale University - School of Management

There are 2 versions of this paper

Downloads 1,904

49.

Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class

Tuck School of Business Working Paper No. 2546427, Duke I&E Research Paper No. 15-8

Number of pages: 53 Posted: 09 Jan 2015 Last Revised: 22 Mar 2016

Working Paper Series

Manuel Adelino, Antoinette Schoar and Felipe Severino

Duke University, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Tuck School of Business at Dartmouth

Downloads 1,868

50.

When You Hedge Discretely: Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs

Journal of Investment Strategies, 2013, Vol. 3, No. 1, pp. 19-59

Number of pages: 37 Posted: 19 Jun 2011 Last Revised: 08 Dec 2015

Accepted Paper Series

Artur Sepp

Julius Baer

Downloads 1,858

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