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Management Science
Papers 9844
1 page of 985 pages (9,844 results)
Published on Jul 18, 2019in Management Science 3.54
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Published on Apr 25, 2016
Sumit Agarwal33
Estimated H-index: 33
(Georgetown University),
Jia He2
Estimated H-index: 2
(NKU: Nankai University)
+ 3 AuthorsWei-Kang Wong7
Estimated H-index: 7
(NUS: National University of Singapore)
For most people, buying a home is their single largest financial commitment. Previous research shows that Chinese buyers pay less for homes with unlucky addresses and more for homes with lucky addresses. Using Singapore data on housing transactions combined with a plethora of individual buyer characteristics including ethnicity, age, nationality, education, and employment, we study the source of these preferences. We find evidence that buyers are heterogeneous. Consistent with superstition, olde...
6 Citations Source Cite
Published on Aug 21, 2018
Oleg Rytchkov11
Estimated H-index: 11
Xun Zhong
This paper studies the interaction between information aggregation and data snooping in the context of predicting stock returns. Using simulations, we demonstrate that the aggregation of predictors by standard techniques amplifies the distortions of test sizes produced by data snooping. The proposed alternative aggregation technique, which is a modification of 3PRF/PLS, penalizes likely spurious predictors and thereby mitigates data snooping concerns. We illustrate our approach by applying vario...
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Published on Jul 3, 2019in Management Science 3.54
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Published on Jul 30, 2018
Yuyan Guan7
Estimated H-index: 7
Congcong Li + 1 AuthorsM. H. Franco Wong14
Estimated H-index: 14