Search Results
JEL Code: C57

53,993 Total downloads

Viewing: 1 - 50 of 183 papers

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 Proven
Downloads 13,197
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 Proven
Downloads 4,657
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 2,536
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 2,293
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 2,013
6.

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 1,431
7.

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 1,403
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 1,137
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 1,019
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 945
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 914
12.

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 666
13.

Neural Networks and Value at Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 47 Posted: 03 Jun 2020 Last Revised: 25 Oct 2023
Working Paper Series
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Pepperdine University - Pepperdine Graziadio Business School (PGBS), Smurfit Graduate Business School, University College Dublin, Deutsche Factoring Bank GmbH & Co. KG and Talanx AG - HDI Global SE
Downloads 580
14.

Adjusting for Peer-Influence in Propensity Scoring When Estimating Treatment Effects

Number of pages: 53 Posted: 19 Jul 2022 Last Revised: 04 Feb 2024
Working Paper Series
Stanford University - Department of Economics, University of Georgia and Nanjing Audit University - Institute for Social and Economic Research
Downloads 564
15.

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 563
16.

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 550
17.

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 458
18.

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

Multiple version iconThere are 2 versions of this paper

Downloads 431
19.

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 405
20.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
PRS Solutions
Downloads 395
21.

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 373
22.

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 Barbara and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 371
23.

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

Multiple version iconThere are 2 versions of this paper

Downloads 366
24.

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 366
25.

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 365
26.

Confident Risk Premiums and Investments using Machine Learning Uncertainties

Number of pages: 80 Posted: 18 Nov 2021 Last Revised: 15 May 2024
Working Paper Series
C.T. Bauer College of Business, University of Houston
Downloads 354
27.

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

Multiple version iconThere are 2 versions of this paper

Downloads 353
28.

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 349
29.

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 340
30.

Econometrics of Insurance with Multidimensional Types

Number of pages: 58 Posted: 22 Jun 2017 Last Revised: 11 Dec 2023
Working Paper Series
Washington University in St. Louis, Rice University, New York University (NYU) and Department of Economics, University of Texas at Austin
Downloads 315
31.

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 303
32.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 291
33.

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 286
34.

Empirical Framework for Cournot Oligopoly with Private Information

RAND Journal of Economics, Forthcoming
Number of pages: 60 Posted: 15 Nov 2019 Last Revised: 14 Jan 2023
Accepted Paper Series
Washington University in St. Louis and University of Nebraska at Lincoln - College of Business Administration
Downloads 264
35.

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 255
36.

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 246
37.

An Empirical Analysis of College Admissions with Endogenous Entrance Exam Scores

Number of pages: 60 Posted: 27 Mar 2019 Last Revised: 18 Mar 2022
Working Paper Series
University of Texas at San Antonio - College of Business - Department of Economics
Downloads 234
38.

Identification and Estimation of Multidimensional Screening

Number of pages: 36 Posted: 28 Nov 2014 Last Revised: 14 May 2024
Working Paper Series
Washington University in St. Louis and University of Nebraska at Lincoln - College of Business Administration
Downloads 225
39.

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
Downloads 218
40.

Cryptocurrencies: A Legal Regulatory System

Number of pages: 6 Posted: 31 Mar 2021
Working Paper Series
La Sapienza University of Rome
Downloads 217
41.

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 215
42.

Robust Bidding in First-Price Auctions: How to Bid without Knowing What Others Are Doing

Number of pages: 64 Posted: 02 Oct 2017 Last Revised: 06 Sep 2022
Working Paper Series
Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE) and University of Vienna - Department of Economics
Downloads 212
43.

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

Multiple version iconThere are 3 versions of this paper

Downloads 211
44.

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 200
45.

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 Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer Science and University of Zurich - Department Finance
Downloads 199
46.

A Closer Look at 'Cut Your Losses Early; Let Your Profits Run'

Number of pages: 4 Posted: 27 Aug 2023
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 194
47.

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 194
48.

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 192
49.

Quantifying Bargaining Power Under Incomplete Information: A Supply-Side Analysis of the Used-Car Industry

Number of pages: 63 Posted: 22 Dec 2021
Working Paper Series
Olin Business School - Washington University in St. Louis and University of Chicago - Booth School of Business
Downloads 189
50.

The Treasury Bill Risk Premium: Why T-Bills Are About as Risky as Stocks in the Long Term

Number of pages: 4 Posted: 10 Jun 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 188