Jonathan A Cook

U.S. Securities and Exchange Commission

affiliation not provided to SSRN

SCHOLARLY PAPERS

11

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2,872

SSRN CITATIONS
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SSRN RANKINGS

Top 27,394

in Total Papers Citations

31

CROSSREF CITATIONS

9

Scholarly Papers (11)

1.

Auditors are Known by the Companies They Keep

Number of pages: 72 Posted: 19 Feb 2019 Last Revised: 04 Feb 2020
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN, University of Texas at Austin, University of Chicago - Booth School of Business, Massachusetts Institute of Technology and University of Wisconsin - Madison - Department of Accounting and Information Systems
Downloads 723 (64,565)
Citation 8

Abstract:

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auditing, audit market structure, broker-dealers, financial advisers, financial intermediation, financial misconduct, reputation

2.

On Identification and Estimation of Heckman Models

Number of pages: 17 Posted: 23 Jul 2020 Last Revised: 17 Mar 2021
Jonathan A Cook, Joon-Suk Lee and Noah Newberger
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN, Financial Industry Regulatory Authority (FINRA) and Public Company Accounting Oversight Board
Downloads 637 (75,799)
Citation 2

Abstract:

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Heckman model, sample-selection correction, endogenous treatment, bivariate probit, Stata

3.

heckroc: ROC Curves for Selected Samples

Number of pages: 8 Posted: 29 Sep 2017 Last Revised: 02 Feb 2018
Jonathan A Cook and Ashish Rajbhandari
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN and Stata Corporation
Downloads 317 (172,196)

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ROC Curves, Classifier Evaluation, Sample-Selection Bias

4.

Random Forests and Selected Samples

Number of pages: 16 Posted: 13 Nov 2017 Last Revised: 03 May 2019
Jonathan A Cook and Saad Siddiqui
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN and University of Texas at Austin
Downloads 297 (184,353)
Citation 4

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Sample-selection model, random forest, Heckman model, semiparametric estimation

5.

When to Consult Precision-Recall Curves

Number of pages: 16 Posted: 03 Apr 2019 Last Revised: 13 Jul 2019
Jonathan A Cook and Vikram Ramadas
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN and Public Company Accounting Oversight Board
Downloads 293 (187,047)
Citation 6

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Precision-recall curves, Classifier evaluation, ROC curves, Fraud detection

6.

The Effect of Firm-Level Productivity on Exchange Rate Pass-Through

Economics Letters, Forthcoming
Number of pages: 18 Posted: 16 Oct 2013 Last Revised: 12 May 2015
Jonathan A Cook
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN
Downloads 151 (346,460)
Citation 1

Abstract:

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Heterogeneous firms, exchange rate pass-through

7.

The Spread of Social Distancing

Number of pages: 15 Posted: 28 May 2020 Last Revised: 19 Aug 2020
Jonathan A Cook, Noah Newberger and Sami Smalling
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN, Public Company Accounting Oversight Board and Cornell University
Downloads 135 (378,626)
Citation 2

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COVID-19, social distancing, stay-at-home orders, spillover effects

8.

Estimating the Portion of Technical Analysts in a Market

Applied Economics, Vol. 49, No. 41, p. 4127-4137, 2017
Number of pages: 16 Posted: 29 Sep 2017
Jonathan A Cook
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN
Downloads 92 (503,102)
Citation 1

Abstract:

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Technical Analysis, Market Volatility, Model Averaging

9.

Overall Rates and Sample Selection: Inferring HIV Prevalence from a Selected Sample

Number of pages: 30 Posted: 24 May 2018
Jessica Chan and Jonathan A Cook
United Nations - Department of Economic and Social Affairs (DESA) and U.S. Securities and Exchange Commissionaffiliation not provided to SSRN
Downloads 85 (525,080)
Citation 1

Abstract:

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HIV, Sample-Selection Bias, Overall Rates

10.

Using Food Prices and Consumption to Examine Chinese Cost of Living

Number of pages: 32 Posted: 07 Feb 2014 Last Revised: 05 Oct 2018
Jonathan A Cook and H. Frederick Gale
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN and U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)
Downloads 81 (540,448)
Citation 1

Abstract:

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China, Cost of living, Food prices, CPI bias

11.

Sample-Selection-Adjusted Random Forests

International Journal of Data Science and Analytics, 14, 375–388, 2022
Number of pages: 20 Posted: 16 Nov 2022
Jonathan A Cook
U.S. Securities and Exchange Commissionaffiliation not provided to SSRN
Downloads 61 (630,148)

Abstract:

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Random forest, sample-selection bias, missing not at random, selection on unobservables, Heckman correction