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JEL Code: C3

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1.

Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008

World Bank Policy Research Working Paper No. 4978
Number of pages: 105 Posted: 23 Jun 2009
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 39,649
2.

Governance Matters VI: Governance Indicators for 1996-2006

World Bank Policy Research Working Paper No. 4280
Number of pages: 94 Posted: 11 Jul 2007
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 22,949
3.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 19,769
4.

Governance Matters VII: Aggregate and Individual Governance Indicators, 1996-2007

World Bank Policy Research Working Paper No. 4654
Number of pages: 105 Posted: 20 Jun 2008 Last Revised: 26 Jun 2008
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 18,303
5.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads 14,317
6.

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Journal of Portfolio Management, pp. 23-28, Fall 2008
Number of pages: 31 Posted: 07 Aug 2008 Last Revised: 21 Jun 2013
Accepted Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments

Multiple version iconThere are 2 versions of this paper

Downloads 14,102
7.

Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site

Robert H. Smith School Research Paper No. RHS 06-065
Number of pages: 49 Posted: 08 May 2008 Last Revised: 19 Jun 2014
Working Paper Series
University of Maryland - Robert H. Smith School of Business, UCLA Anderson School of Management and Ozyegin University
Downloads 10,881
8.

Governance Matters IV: Governance Indicators for 1996-2004

World Bank Policy Research Working Paper Series No. 3630
Number of pages: 135 Posted: 05 May 2005
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 9,603
9.

Governance Matters Iii: Governance Indicators for 1996-2002

World Bank Policy Research Working Paper No. 3106
Number of pages: 116 Posted: 18 Jun 2003
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 9,581
10.

The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies

ISMA Finance Discussion Paper No. 2002-08
Number of pages: 55 Posted: 05 Aug 2002
Working Paper Series
University of Sussex Business School and University of Reading - ISMA Centre
Downloads 9,542
11.

Governance Matters

World Bank Policy Research Working Paper No. 2196
Number of pages: 64 Posted: 05 Nov 1999
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 9,289
12.

MS_Regress - The MATLAB Package for Markov Regime Switching Models

Number of pages: 39 Posted: 26 Nov 2010 Last Revised: 20 Apr 2015
Working Paper Series
Escola de Administração - UFRGS
Downloads 8,656
13.

A Stochastic Model for Order Book Dynamics

Number of pages: 23 Posted: 26 Sep 2008 Last Revised: 31 Aug 2009
Working Paper Series
University of Oxford, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 7,529
14.

Aggregating Governance Indicators

World Bank Policy Research Working Paper No. 2195
Number of pages: 42 Posted: 05 Nov 1999
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 7,155
15.

Does Mother Nature Corrupt? Natural Resources, Corruption, and Economic Growth

IMF Working Paper No. 99/85
Number of pages: 34 Posted: 14 Feb 2001
Working Paper Series
International Monetary Fund (IMF) and Federal Statistical Office
Downloads 6,952
16.

What Drives Housing Price Dynamics: Cross-Country Evidence

BIS Quarterly Review, March 2004
Number of pages: 14 Posted: 04 May 2012 Last Revised: 29 Sep 2013
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 6,400
17.

Lucky Factors

Number of pages: 90 Posted: 22 Nov 2014 Last Revised: 17 Oct 2019
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 5,648
18.

Governance Matters Ii: Updated Indicators for 2000-01

World Bank Policy Research Working Paper No. 2772
Number of pages: 56 Posted: 28 Jan 2002
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 5,308
19.

Corporate Governance and Firm Performance

Number of pages: 58 Posted: 28 Sep 2007
Working Paper Series
University of Colorado at Boulder - Department of Finance and IMD Business School, Global Board Center
Downloads 5,161
20.

Growth Without Governance

World Bank Policy Research Working Paper No. 2928
Number of pages: 60 Posted: 20 Jul 2002
Working Paper Series
Natural Resource Governance Institute (NRGI) and World Bank - Development Research Group (DECRG)
Downloads 4,840
21.

Measuring the Performance of Microfinance Institutions

Number of pages: 17 Posted: 27 Jul 2006 Last Revised: 29 Jan 2008
Working Paper Series
University of Geneva and University of Neuchatel - Institute for Research in Economics (IRENE)
Downloads 4,660
22.

Determinants of Bank Profitability: Macroeconomic Evidence from Nigeria

Number of pages: 34 Posted: 19 Aug 2008 Last Revised: 03 Sep 2008
Working Paper Series
Deakin University
Downloads 4,450
23.

Corruption, Governance and Security: Challenges for the Rich Countries and the World

Number of pages: 20 Posted: 18 Oct 2004
Working Paper Series
Natural Resource Governance Institute (NRGI)
Downloads 4,222
24.

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight: The EF3M Algorithm

Quantitative Finance, 2013, Forthcoming, Johnson School Research Paper Series No. 39-2011
Number of pages: 34 Posted: 22 Sep 2011 Last Revised: 27 Oct 2013
Accepted Paper Series
Cornell University - Operations Research & Industrial Engineering and University of California, Irvine
Downloads 3,972
25.

Myths and Realities of Governance and Corruption

Number of pages: 18 Posted: 01 Nov 2005
Working Paper Series
Natural Resource Governance Institute (NRGI)
Downloads 3,971
26.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 44 Posted: 08 Jul 2019 Last Revised: 13 Feb 2020
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business, Carnegie Mellon University, Students and Carnegie Mellon University - David A. Tepper School of Business
Downloads 3,947
27.

Predictive Regressions: A Present-Value Approach

Number of pages: 48 Posted: 04 Mar 2007 Last Revised: 15 Sep 2013
Working Paper Series
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 3,905
28.

The Economic Costs of Corruption: A Survey and New Evidence

Number of pages: 33 Posted: 02 Jun 2005
Working Paper Series
Heidelberg University and IAMO
Downloads 3,871
29.

Governance Matters V: Aggregate and Individual Governance Indicators for 1996-2005

World Bank Policy Research Working Paper No. 4012
Number of pages: 110 Posted: 20 Apr 2016
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 3,842
30.

The Impact of Inflation, GDP, Unemployment, and Money Supply On Stock Prices

Number of pages: 58 Posted: 30 Dec 2009
Working Paper Series
Arab Bank, Syria
Downloads 3,768
31.

Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes

Number of pages: 25 Posted: 19 Feb 2009 Last Revised: 17 Jul 2009
Working Paper Series
Robeco Quantitative Investments and Robeco Quantitative Investments

Multiple version iconThere are 2 versions of this paper

Downloads 3,660
32.

Tourism and Economic Growth in Latin American Countries: A Panel Data Approach

FEEM Working Paper No. 26.2004
Number of pages: 28 Posted: 22 Mar 2004
Working Paper Series
University of Las Palmas de Gran Canaria - Analisis Economico Aplicado, Universidad de Las Palmas de Gran Canaria - Facultad de Ciencias Económicas y Empresariales - Dept. de Análisis Económico Aplicado and University of Waikato - Management School
Downloads 3,625
33.

Deriving Value from Social Commerce Networks

Journal of Marketing Research, Forthcoming
Number of pages: 57 Posted: 25 Jun 2008 Last Revised: 22 Jun 2014
Working Paper Series
University of Oxford - Said Business School and Columbia Business School - Marketing
Downloads 3,589
34.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

Journal of the Operational Research Society (2015) 66, 1352–1362,
Number of pages: 25 Posted: 25 Jul 2015
Accepted Paper Series
University of Hertfordshire Business School
Downloads 3,559
35.

How to Time the Commodity Market

Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010, WBS Finance Group Research Paper No. 66
Number of pages: 16 Posted: 22 Jun 2006 Last Revised: 23 Dec 2019
Working Paper Series
SKEMA Business School - Lille Campus, Deutsche Bank AG (London) and University of Warwick - Finance Group
Downloads 3,494
36.

Discretionary-Accruals Models and Audit Qualifications

Number of pages: 41 Posted: 06 Mar 2000
Working Paper Series
NYU Stern School of Business, Monash University Sunway Campus and Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,491
37.

An Econometric Analysis of Emission Trading Allowances

Journal of Banking and Finance, Vol. 32, No. 10, 2008, Swiss Finance Institute Research Paper No. 06-26
Number of pages: 45 Posted: 26 Nov 2006 Last Revised: 21 Dec 2009
Accepted Paper Series
London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment and University of Zurich - Department of Banking and Finance
Downloads 3,422
38.

Media Exposure through the Funnel: A Model of Multi-Stage Attribution

Number of pages: 47 Posted: 08 Oct 2012 Last Revised: 18 Dec 2015
Working Paper Series
Carnegie Mellon University - H. John Heinz III School of Public Policy and Management, University of Pennsylvania - Marketing Department and University of Pennsylvania - Operations & Information Management Department
Downloads 3,411
39.

On the Use of Instrumental Variables in Accounting Research

Number of pages: 63 Posted: 07 Apr 2005 Last Revised: 13 Nov 2009
Working Paper Series
Stanford University - Graduate School of Business and University of Minnesota

Multiple version iconThere are 2 versions of this paper

Downloads 3,403
40.

Downside Correlation and Expected Stock Returns

EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of pages: 47 Posted: 09 Nov 2001
Working Paper Series
BlackRock, Inc, University of California, Davis - Graduate School of Management and Rice University
Downloads 3,144
41.

The Bad, the Weak, and the Ugly: Avoiding the Pitfalls of Instrumental Variables Estimation

Number of pages: 45 Posted: 08 Nov 2005
Working Paper Series
Bates College
Downloads 3,114
42.

ARCH, GARCH and EGARCH Models: Applications to Financial Series

Cuadernos de Economía, Vol. 27, No. 48, 2008,
Number of pages: 33 Posted: 27 Aug 2008
Accepted Paper Series
Universidad de los Andes, Colombia - Department of Economics and National University of Colombia
Downloads 3,062
43.

The Effects of Traditional and Social Earned Media on Sales: A Study of a Microlending Marketplace

Journal of Marketing Research, 49 (October).
Number of pages: 68 Posted: 29 Sep 2009 Last Revised: 05 Aug 2014
Accepted Paper Series
University of Oxford - Said Business School and Carnegie Mellon University
Downloads 3,040
44.

Arbitrage-Free Construction of the Swaption Cube

Number of pages: 13 Posted: 22 Jan 2009
Working Paper Series
Commerzbank Corporates & Markets and Commerzbank Corporates & Markets
Downloads 2,941
45.

The Joint Determination of Audit Fees, Non-Audit Fees, And Abnormal Accruals

Yale ICF Working Paper No. 02-21, Yale SOM Working Paper No. AC-15
Number of pages: 55 Posted: 07 Aug 2002
Working Paper Series
Yale School of Management, Temple University - Department of Accounting, Tulane University - Accounting & Taxation and University of New Mexico
Downloads 2,918
46.

The Free Boundary SABR: Natural Extension to Negative Rates

Number of pages: 17 Posted: 30 Jan 2015
Working Paper Series
Standard Chartered Bank, London, Numerix and Numerix
Downloads 2,912
47.

Pricing Under Rough Volatility

Quantitative Finance, Vol. 16, No. 6, 887-904, 2016.
Number of pages: 42 Posted: 25 Jan 2015 Last Revised: 13 Jun 2016
Accepted Paper Series
Weierstras Institute for Applied Analysis and Stochastics (WIAS), Technische Universität Berlin (TU Berlin) and CUNY Baruch College
Downloads 2,888
48.

Advanced Analytics for the SABR Model

Number of pages: 58 Posted: 26 Mar 2012 Last Revised: 05 Sep 2012
Working Paper Series
Standard Chartered Bank, London and Numerix
Downloads 2,887
49.

Factor Models of Asset Returns

ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Rama Cont, ed., Chicester: Wiley, 2010.
Number of pages: 10 Posted: 26 Oct 2007 Last Revised: 17 Nov 2011
Accepted Paper Series
London School of Economics & Political Science (LSE) - Department of Accounting and Finance and Northwestern University
Downloads 2,734
50.

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 2,685