Search Results
JEL Code: C57

30,421 Total downloads

Viewing: 1 - 50 of 133 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 Royal Bridge Capital
Downloads 10,097
2.

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

Number of pages: 30 Posted: 03 Mar 2017 Last Revised: 31 Aug 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 2,028
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 1,885
4.

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 1,812
5.

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 1,169
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 1,035
7.

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 967
8.

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 935
9.

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 857
10.

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 581
11.

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 497
12.

Position Auctions in Practice

Number of pages: 58 Posted: 16 Nov 2014 Last Revised: 31 May 2017
Working Paper Series
Microsoft Corporation - Microsoft Research - Redmond and Microsoft Research
Downloads 475
13.

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 343
14.

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 320
15.

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 300
16.

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
Downloads 257
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
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 256
18.

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 246
19.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 235
20.

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 218
21.

Mobile App Platform Choice

Number of pages: 48 Posted: 03 Feb 2017
Working Paper Series
University College London - School of Management
Downloads 188
22.

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 183
23.

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 180
24.

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

Number of pages: 46 Posted: 27 Feb 2020 Last Revised: 31 Dec 2020
Working Paper Series
Stanford University - Department of Economics, Emory University - Department of Economics and Nanjing Audit University - Institute for Social and Economic Research
Downloads 179
25.

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, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 170
26.

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 157
27.

Neural Networks and Value at Risk

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-7
Number of pages: 43 Posted: 03 Jun 2020 Last Revised: 16 Jul 2020
Working Paper Series
University of Kaiserslautern - Sociovestix Labs - a DFKI spin-off, University of St. Gallen - Institute of Computer Science, Smurfit Graduate Business School, University College Dublin, Warburg Invest AG and affiliation not provided to SSRN
Downloads 157
28.

Discriminatory Versus Uniform Auction: Evidence From JGB Market

Number of pages: 39 Posted: 24 Sep 2020 Last Revised: 21 Jan 2021
Working Paper Series
University of Tokyo - Graduate School of Public Policy and Ministry of Finance - Japan
Downloads 156
29.

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

Multiple version iconThere are 2 versions of this paper

Downloads 155
30.

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 149
31.

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
Global Risk Management Network, LLC

Multiple version iconThere are 3 versions of this paper

Downloads 143
32.

Performance Feedback in Competitive Product Development

RAND Journal of Economics, Vol. 48, No. 2, Summer 2017, Harvard Business School Research Paper No. 16-110
Number of pages: 72 Posted: 28 Jul 2015 Last Revised: 06 Feb 2019
Accepted Paper Series
Duke University - Fuqua School of Business
Downloads 138
33.

Econometrics of Insurance Models with Multidimensional Types

Number of pages: 49 Posted: 22 Jun 2017 Last Revised: 09 Jul 2019
Working Paper Series
University of Virginia - Department of Economics, Rice University and New York University (NYU)
Downloads 129
34.

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 126
35.

The SEC’s Deterrence Effect on Corporate Fraud

Number of pages: 54 Posted: 12 Jan 2021
Working Paper Series
University of Rochester - Simon Business School
Downloads 117
36.

Markets for Ideas: Prize Structure, Entry Limits, and the Design of Ideation Contests

Kireyev, Pavel. "Markets for ideas: prize structure, entry limits, and the design of ideation contests." The RAND Journal of Economics 51.2 (2020): 563-588., INSEAD Working Paper No. 2019/40/MKT
Number of pages: 41 Posted: 17 Aug 2019 Last Revised: 21 Jul 2020
Working Paper Series
INSEAD
Downloads 113
37.

Negative Interest Rates and the Perpetuity Paradox

Number of pages: 6 Posted: 01 Jan 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads 112
38.

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 108
39.

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 106
40.

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 of Banking and Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer Science and University of Zurich - Department of Banking and Finance
Downloads 106
41.

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 100
42.

Identifying a Model of Screening with Multidimensional Consumer Heterogeneity

Number of pages: 38 Posted: 28 Nov 2014 Last Revised: 27 Apr 2018
Working Paper Series
University of Virginia - Department of Economics
Downloads 99
43.

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 98
44.

A Structural Model of Electoral Accountability

Number of pages: 58 Posted: 24 Apr 2015 Last Revised: 22 Mar 2017
Working Paper Series
University of Maryland - Department of Economics, University of Maryland - Department of Economics and Inter-American Development Bank

Multiple version iconThere are 4 versions of this paper

Downloads 93
45.

A Structural Model of Homophily and Clustering in Social Networks

Number of pages: 35 Posted: 06 Sep 2017
Working Paper Series
Johns Hopkins University - Carey Business School
Downloads 93
46.

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
Johns Hopkins University - Department of Economics
Downloads 90
47.

The Most Important Number Not Printed in the WSJ

Number of pages: 2 Posted: 16 Oct 2018 Last Revised: 10 Jul 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads 82
48.

A Case of Evolutionarily Stable Attainable Equilibrium in the Lab

Number of pages: 43 Posted: 21 Jun 2015 Last Revised: 15 Aug 2019
Working Paper Series
University of Graz - Department of Economics and University of Jena
Downloads 76
49.

Identification of Static and Dynamic Games of Incomplete Information with Multiple Equilibria in the Data

Number of pages: 31 Posted: 13 Jun 2017 Last Revised: 19 Feb 2018
Working Paper Series
University of Calgary
Downloads 72
50.

An Empirical Analysis of College Admissions with Endogenous Entrance Exam Scores

Number of pages: 57 Posted: 27 Mar 2019 Last Revised: 18 Aug 2019
Working Paper Series
University of Texas at San Antonio - College of Business - Department of Economics
Downloads 65