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
38,763
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
22,831
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
19,133
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
18,209
5.
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 Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing
There are 2 versions of this paper
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
Downloads
13,778
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, pp. 23-28, Fall 2008, ERIM Report Series Reference No. ERS-2008-033-F&A
Number of pages: 34
Posted: 08 Oct 2008
Last Revised: 18 Aug 2010
Downloads
1,035
Downloads
13,778
6.
Easy Volatility Investing
Number of pages: 34
Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads
13,557
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
10,673
8.
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
9,532
9.
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
9,512
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 - School of Business, Management and Economics and University of Reading - ISMA Centre
Downloads
9,313
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
8,545
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
8,184
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
7,346
14.
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
6,854
15.
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
6,708
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
5,774
17.
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
5,175
18.
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
5,072
19.
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
4,727
20.
Lucky Factors
Number of pages: 98
Posted: 22 Nov 2014
Last Revised: 17 Jan 2018
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads
4,659
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
4,517
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
4,254
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
4,108
24.
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
There are 2 versions of this paper
Predictive Regressions: A Present-Value Approach
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
Downloads
3,825
Predictive Regressions: A Present-Value Approach
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Downloads
71
Downloads
3,825
25.
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
3,806
26.
Myths and Realities of Governance and Corruption
Number of pages: 18
Posted: 01 Nov 2005
Working Paper Series
Natural Resource Governance Institute (NRGI)
Downloads
3,804
27.
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
AQR Capital Management, LLC and University of California, Irvine
Downloads
3,728
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
3,662
29.
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
3,540
30.
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 Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Investing
There are 2 versions of this paper
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Number of pages: 25
Posted: 19 Feb 2009
Last Revised: 17 Jul 2009
Downloads
3,518
Dynamic Strategic Asset Allocation: Risk and Return Across Economic Regimes
Journal of Asset Management, Vol. 12, No. 5, pp. 360-375, 2011
Posted: 10 Oct 2011
Downloads
3,518
31.
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
3,457
32.
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
There are 2 versions of this paper
Discretionary-Accruals Models and Audit Qualifications
Number of pages: 41
Posted: 06 Mar 2000
Downloads
3,434
Discretionary-Accruals Models and Audit Qualifications
Journal of Accounting and Economics, Vol 30, No 3, December 2000
Posted: 14 Mar 2001
Downloads
3,434
33.
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
3,432
34.
How to Time the Commodity Market
Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Number of pages: 16
Posted: 22 Jun 2006
Last Revised: 10 Sep 2016
Working Paper Series
SKEMA Business School - Lille Campus, Deutsche Bank AG (London) and University of Warwick - Finance Group
Downloads
3,430
35.
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
3,356
36.
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
There are 2 versions of this paper
On the Use of Instrumental Variables in Accounting Research
Number of pages: 63
Posted: 07 Apr 2005
Last Revised: 13 Nov 2009
Downloads
3,335
On the Use of Instrumental Variables in Accounting Research
Journal of Accounting & Economics (JAE), Forthcoming
Posted: 14 Nov 2009
Downloads
3,335
37.
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
3,097
38.
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
3,086
39.
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
3,018
40.
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
2,993
41.
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
2,963
42.
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
2,905
43.
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
2,896
44.
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
2,859
45.
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
2,786
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
2,743
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
2,730
48.
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
2,660
49.
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
2,607
50.
Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask
European Journal of Finance, Forthcoming
Number of pages: 35
Posted: 01 Feb 2011
Accepted Paper Series
Moscow School of Economics, Moscow State University and National Research University Higher School of Economics
Downloads
2,603
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.