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FEN: Experimental Finance (Topic)

377,995 Total downloads

Viewing: 1 - 50 of 1,627 papers

1.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Working Paper Series
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 50,941
2.

What is Behavioral Finance?

Business, Education & Technology Journal, Vol. 2, No. 2, pp. 1-9, Fall 2000
Number of pages: 9 Posted: 09 Mar 2001 Last Revised: 27 Nov 2008
Accepted Paper Series
Washington and Lee University and Florida International University (FIU) - Department of Finance
Downloads 20,030
3.

The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides)

Number of pages: 44 Posted: 06 Sep 2017 Last Revised: 04 Oct 2018
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 19,236
4.

Behavioral Economics: Past, Present and Future

Number of pages: 22 Posted: 08 Jun 2016
Working Paper Series
University of Chicago - Booth School of Business
Downloads 10,859
5.

Fact, Fiction, and Value Investing

Published in Journal of Portfolio Management, Fall 2015, Vol. 42, No. 1
Number of pages: 31 Posted: 05 Jul 2017 Last Revised: 07 Jul 2017
Accepted Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and Yale University, Yale SOM
Downloads 10,647
6.

Machine Learning in Asset Management

JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 23 Jun 2020
Working Paper Series
The Alan Turing Institute
Downloads 6,049
7.

A Research Starting Point for the New Scholar: A Unique Perspective of Behavioral Finance

Number of pages: 21 Posted: 24 Mar 2005
Working Paper Series
Washington and Lee University

Multiple version iconThere are 2 versions of this paper

Downloads 4,426
8.

Building Diversified Portfolios That Outperform Out-of-Sample (Presentation Slides)

Number of pages: 33 Posted: 11 Jan 2016 Last Revised: 14 Aug 2016
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 4,422
9.

Experimental Research in Financial Accounting

Number of pages: 72 Posted: 28 Feb 2001
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,939
10.

Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

Quantitative Finance and Economics, 2 (1), 486-594 (2018), Swiss Finance Institute Research Paper No. 17-27
Number of pages: 127 Posted: 24 Jul 2017
Working Paper Series
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich and ETH Zurich
Downloads 3,360
11.

Hedge Fund Flows and Name Gravitas

Number of pages: 52 Posted: 23 Mar 2017 Last Revised: 20 Nov 2018
Working Paper Series
Aalto University School of Business and University at Buffalo
Downloads 3,007
12.

An Agent-Based Model of the Flash Crash of May 6, 2010, with Policy Implications

Number of pages: 39 Posted: 07 Oct 2013 Last Revised: 27 Feb 2014
Working Paper Series
Rayleigh Research and University of Cambridge
Downloads 2,969
13.

Text As Data

Number of pages: 63 Posted: 17 Mar 2017 Last Revised: 14 Jul 2018
Working Paper Series
Stanford University, Yale SOM and University of Chicago

Multiple version iconThere are 2 versions of this paper

Downloads 2,943
14.

A Corporate Beauty Contest

Duke I&E Research Paper No. 16-10
Number of pages: 26 Posted: 15 Mar 2010 Last Revised: 29 Mar 2016
Working Paper Series
Duke University, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,883
15.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,719
16.

Momentum and Trend Following Trading Strategies for Currencies Revisited - Combining Academia and Industry

Number of pages: 22 Posted: 11 Apr 2017 Last Revised: 11 Jan 2019
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences and Zurich University of Applied Sciences
Downloads 2,349
17.

The Cross-Section of Stock Returns: Evidence from Emerging Markets

World Bank Policy Research Working Paper No. 1505
Number of pages: 28 Posted: 20 Apr 2016
Working Paper Series
Bank for International Settlements (BIS), World Bank - Development Research Group (DECRG) and International Finance Corporation (IFC)
Downloads 2,225
18.

How Good is the Exponential Function Discounting Formula?: An Experimental Study

Number of pages: 44 Posted: 27 Jun 2003
Working Paper Series
Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, City University of New York, CUNY City College of New York - Department of Economics and University of Haifa - Graduate School of Business
Downloads 1,952
19.

Multi-Market Trading and Arbitrage

Journal of Financial Economics (JFE), Vol. 97, No. 1, July 2010
Number of pages: 53 Posted: 17 Aug 2004 Last Revised: 12 Jul 2010
Accepted Paper Series
Queen's University - Smith School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,820
20.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 56 Posted: 21 Nov 2016 Last Revised: 17 Apr 2020
Working Paper Series
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 1,768
21.

Short Selling and Earnings Management: A Controlled Experiment

Journal of Finance, Vol 71, No. 3 (June 2016), pp. 1251-1294
Number of pages: 44 Posted: 29 Jun 2013 Last Revised: 21 Jun 2017
Accepted Paper Series
University of Minnesota - Twin Cities - Department of Accounting, Hong Kong University of Science and Technology - Department of Accounting and University of Washington - Michael G. Foster School of Business
Downloads 1,758
22.

Online Worker Fraud and Evolving Threats to the Integrity of MTurk Data: A Discussion of Virtual Private Servers and the Limitations of IP-Based Screening Procedures

Behavioral Research in Accounting, Forthcoming
Number of pages: 38 Posted: 23 Aug 2018 Last Revised: 12 Nov 2019
Accepted Paper Series
University of Central Florida - Kenneth G. Dixon School of Accounting, Clemson University and University of Kentucky
Downloads 1,747
23.

Is Gender in the Eye of the Beholder? Identifying Cultural Attitudes with Art Auction Prices

Number of pages: 60 Posted: 04 Feb 2020
Working Paper Series
University of Oxford, Luxembourg School of Finance, Finance Discipline Group - UTS Business School and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 1,739
24.

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 1,727
25.

Decoding Black Swan: A Quantitative Approach to Tactical Stock Investing

Risk Management eJournal, Vol 4, Issue 3, January 11, 2012
Number of pages: 18 Posted: 12 Dec 2011 Last Revised: 12 Jan 2012
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Hemchandracharya North Gujarat University, Pandit Deendayal Petroleum University and Corporate Solutions Group, SBI Life Insurance Co. Ltd.
Downloads 1,694
26.

Do Short Sellers Exacerbate or Mitigate Managerial Myopia? Evidence from Patenting Activities

The 2016 American Finance Association Meetings Paper, 27th Annual Conference on Financial Economics and Accounting Paper
Number of pages: 48 Posted: 18 Jan 2014 Last Revised: 16 Sep 2016
Working Paper Series
University of Georgia - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 1,578
27.

Integrating Sustainability Reports into Financial Statements: An Experimental Study

Number of pages: 44 Posted: 29 Mar 2012 Last Revised: 26 Jun 2012
Working Paper Series
University of Bern - Institute for Accounting, University of Hamburg and DVFA
Downloads 1,558
28.

The Case for Bitcoin for Institutional Investors: Bubble Investing or Fundamentally Sound?

Number of pages: 17 Posted: 11 Dec 2017
Working Paper Series
Johns Hopkins University - Carey Business School and Maryland State Retirement and Pension System
Downloads 1,558
29.

CFO Narcissism and Financial Reporting Quality

Journal of Accounting Research, Forthcoming, Robert H. Smith School Research Paper No. RHS 2581157
Number of pages: 70 Posted: 21 Mar 2015 Last Revised: 21 Apr 2017
Accepted Paper Series
Washington University in St. Louis - John M. Olin Business School, University of North Carolina at Chapel Hill, University of Maryland - Department of Accounting & Information Assurance and Southern Methodist University

Multiple version iconThere are 2 versions of this paper

Downloads 1,542
30.

Return and Risk-Return Ratio Based Momentum Strategies: A Fresh Perspective

Journal of Finance and Investment Analysis, Vol. 2, No. 1, pp 1-13, 2013
Number of pages: 13 Posted: 24 Dec 2012 Last Revised: 20 Feb 2013
Accepted Paper Series
University of Warwick - Department of Statistics, University College London - Department of Economics and University of Cambridge
Downloads 1,520
31.

Narrative Economics

Cowles Foundation Discussion Paper No. 2069
Number of pages: 58 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Working Paper Series
Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 1,510
32.

Supercomputing for Finance: A Gentle Introduction (Presentation Slides)

Number of pages: 20 Posted: 30 Jan 2017 Last Revised: 01 Feb 2017
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,502
33.

The Profitability of a Combined Signal Approach: Bollinger Bands and the ADX

International Federation of Technical Analysts' Journal, 2014 Edition
Number of pages: 7 Posted: 10 Mar 2013 Last Revised: 04 Sep 2013
Accepted Paper Series
University College London - Department of Economics, University College London - Department of Economics and Singapore Management University
Downloads 1,491
34.

Venture Debt Financing: Determinants of the Lending Decision

Number of pages: 25 Posted: 15 Aug 2011 Last Revised: 22 Oct 2014
Working Paper Series
Technische Universität München (TUM) - TUM School of Management and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,420
35.

Analyzing Speech to Detect Financial Misreporting

Journal of Accounting Research, Forthcoming
Number of pages: 53 Posted: 06 Jan 2010 Last Revised: 10 Oct 2011
Accepted Paper Series
University of Illinois at Urbana-Champaign, Duke University - Fuqua School of Business and Duke University - Fuqua School of Business
Downloads 1,370
36.

The Past and Future of Quantitative Research (Presentation Slides)

Number of pages: 22 Posted: 11 Sep 2019 Last Revised: 17 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,369
37.

Forward and Spot Exchange Rates in a Multi-Currency World

Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-02
Number of pages: 75 Posted: 02 Jun 2013 Last Revised: 03 Feb 2017
Working Paper Series
Boston University and International Monetary Fund

Multiple version iconThere are 3 versions of this paper

Downloads 1,268
38.

Is It a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?

IGIER Working Paper No. 548
Number of pages: 24 Posted: 30 May 2015 Last Revised: 23 Sep 2019
Working Paper Series
University of Melbourne - Department of Economics and Universidad de Alicante - Fundamentos del Análisis Económico (FAE)
Downloads 1,261
39.

Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending

Number of pages: 30 Posted: 18 Jan 2015
Working Paper Series
University of California, Berkeley - Haas School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 1,197
40.

Cognitive Biases that Interfere with Critical Thinking and Scientific Reasoning: A Course Module

Number of pages: 61 Posted: 26 Apr 2017 Last Revised: 01 Jul 2017
Working Paper Series
Brooklyn College of the City University of New York
Downloads 1,174
41.

Altruism in Anonymous Dictator Games

Games and Economic Behavior, Vol. 16, p. 181, 1996
Number of pages: 11 Posted: 11 Jul 2011
Accepted Paper Series
Texas A&M University and Monash University - Department of Economics
Downloads 1,159
42.

Deflating the Sharpe Ratio

Number of pages: 43 Posted: 14 Jul 2014 Last Revised: 05 Jul 2015
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,140
43.

Can Warren Buffett Forecast Equity Market Corrections?

Number of pages: 39 Posted: 14 Jul 2015 Last Revised: 14 Jul 2017
Working Paper Series
NEOMA Business School and University of British Columbia (UBC) - Sauder School of Business
Downloads 1,134
44.

Identity, Overconfidence, and Investment Decisions

Number of pages: 58 Posted: 12 Aug 2015 Last Revised: 03 Sep 2015
Working Paper Series
Boston College
Downloads 1,130
45.

Manias and Mimesis: Applying René Girard’s Mimetic Theory to Financial Bubbles

Number of pages: 34 Posted: 23 Oct 2019
Working Paper Series
Independent and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,122
46.

Bitcoin versus Regulated Payment Systems: What Gives?

38 Cardozo Law Review 1041 (2017)
Number of pages: 57 Posted: 12 Feb 2016 Last Revised: 24 Dec 2017
Accepted Paper Series
Prairie View A&M University - College of Business and Oklahoma City University - School of Law
Downloads 1,117
47.

On the Descriptive Value of Loss Aversion in Decisions under Risk: Six Clarifications

Judgment and Decision Making, 8(3), pp. 214-235, 2013
Number of pages: 22 Posted: 06 Sep 2007 Last Revised: 11 Jun 2013
Accepted Paper Series
The Hebrew University of Jerusalem, Dept. of Environmental Economics and Management and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 1,108
48.

Do Economists Swing for the Fences after Tenure?

Journal of Economic Perspectives, Forthcoming
Number of pages: 34 Posted: 23 May 2016 Last Revised: 19 Jun 2020
Accepted Paper Series
University of Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance
Downloads 1,099
49.

Algorithm Appreciation: People Prefer Algorithmic To Human Judgment

Logg, J. M., Minson, J.A., & Moore, D.A. (2019). Algorithm Appreciation: People prefer algorithmic to human judgment. Organizational Behavior and Human Decision Processes, 151, 90-103.
Number of pages: 14 Posted: 28 Mar 2017 Last Revised: 14 Feb 2020
Accepted Paper Series
Harvard University, Harvard University - Harvard Kennedy School (HKS) and University of California, Berkeley - Haas School of Business
Downloads 1,090
50.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 1,084