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JEL Code: C3

2,274,312 Total downloads

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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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 42,844
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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 23,277
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 20,774
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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 18,655
5.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads 17,081
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 15,010
7.

Governance Matters

Number of pages: 64 Posted: 05 Nov 1999
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 12,522
8.

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 11,319
9.

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 10,382
10.

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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 10,148
11.

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 9,851
12.

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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 9,770
13.

Aggregating Governance Indicators

Number of pages: 42 Posted: 05 Nov 1999
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 8,911
14.

Countries which Primarily Use Antimalarial Drugs As COVID-19 Treatment See Slower Dynamic of Daily Deaths

Number of pages: 16 Posted: 11 Mar 2021
Working Paper Series
CEMI-Robert de Sorbon / Lycée Germaine Tillon
Downloads 8,595
15.

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 8,219
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 7,811
17.

Lucky Factors

Number of pages: 99 Posted: 22 Nov 2014 Last Revised: 08 Apr 2021
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 7,667
18.

Deep Learning in Asset Pricing

Number of pages: 75 Posted: 04 Apr 2019 Last Revised: 05 Aug 2021
Working Paper Series
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 6,851
19.

The Micro-Price: A High Frequency Estimator of Future Prices

Number of pages: 14 Posted: 19 May 2017 Last Revised: 03 Jun 2020
Working Paper Series
Cornell Financial Engineering Manhattan
Downloads 5,995
20.

Governance Matters Ii: Updated Indicators for 2000-01

Number of pages: 56 Posted: 28 Jan 2002
Working Paper Series
Results for Development, World Bank - Development Research Group (DECRG) and Stanford University - Graduate School of Business
Downloads 5,907
21.

Augmented Dickey Fuller Test

Number of pages: 19 Posted: 17 Aug 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne
Downloads 5,722
22.

Trends and Applications of Machine Learning in Quantitative Finance

8th International Conference on Economics and Finance Research (ICEFR 2019)
Number of pages: 9 Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 5,609
23.

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 University of Louisiana at Lafayette
Downloads 5,398
24.

Growth Without Governance

Number of pages: 60 Posted: 20 Jul 2002
Working Paper Series
Results for Development and World Bank - Development Research Group (DECRG)
Downloads 5,220
25.

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 5,213
26.

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 5,051
27.

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 4,937
28.

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 4,915
29.

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 4,860
30.

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 EngineeringAbu Dhabi Investment Authority and University of California, Irvine
Downloads 4,854
31.

Myths and Realities of Governance and Corruption

Number of pages: 18 Posted: 01 Nov 2005
Working Paper Series
Results for Development
Downloads 4,826
32.

Factor Models, Machine Learning, and Asset Pricing

Number of pages: 35 Posted: 18 Oct 2021 Last Revised: 18 Feb 2022
Working Paper Series
Yale School of Management, Yale SOM and University of Chicago - Booth School of Business
Downloads 4,703
33.

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

Number of pages: 52 Posted: 21 Dec 2018 Last Revised: 29 Jun 2022
Working Paper Series
Boston University - Questrom School of Business, Carnegie Mellon University, Students and Boston University - Questrom School of Business
Downloads 4,632
34.

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 4,602
35.

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

Number of pages: 20 Posted: 18 Oct 2004
Working Paper Series
Results for Development
Downloads 4,568
36.

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 4,232
37.

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 4,191
38.

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 4,147
39.

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 4,087
40.

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
Results for Development, World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads 3,981
41.

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 University - Columbia Business School, Marketing
Downloads 3,740
42.

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 3,703
43.

Bond Risk Premia with Machine Learning

WBS Finance Group Research Paper No. 252
Number of pages: 86 Posted: 26 Aug 2018 Last Revised: 08 Apr 2020
Working Paper Series
School of Economics and Finance, Queen Mary University of London, University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 3,677
44.

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 3,675
45.

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 Hong Kong Polytechnic University - School of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,569
46.

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 3,563
47.

Incrementality Bidding & Attribution

Number of pages: 40 Posted: 06 Mar 2018 Last Revised: 12 Mar 2018
Working Paper Series
Amazon and Netflix
Downloads 3,475
48.

Tracking the Middle-Income Trap: What is it, Who is in it, and Why?

Levy Economics Institute, Working Paper No. 715
Number of pages: 60 Posted: 02 May 2012
Working Paper Series
De La Salle University, Asian Development Bank and Asian Development Bank
Downloads 3,445
49.

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 3,422
50.

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 3,413