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
40,040
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
23,020
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
20,004
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
18,352
5.
Easy Volatility Investing
Number of pages: 34
Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads
14,784
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
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
14,217
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
1,107
Downloads
14,217
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
10,957
8.
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
9,741
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
9,675
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
Natural Resource Governance Institute (NRGI), World Bank - Development Research Group (DECRG) and World Bank Institute
Downloads
9,656
11.
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
9,612
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
8,854
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
7,606
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
7,406
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
6,991
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
6,679
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
5,993
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
5,383
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
5,199
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
4,922
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
4,697
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
4,555
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
4,276
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
4,215
25.
Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration
Number of pages: 47
Posted: 21 Dec 2018
Last Revised: 19 May 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
4,131
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
4,092
27.
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
4,030
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
3,993
29.
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
3,934
Predictive Regressions: A Present-Value Approach
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Downloads
76
Downloads
3,934
30.
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
3,865
31.
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
3,806
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
3,731
33.
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
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
3,711
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
3,711
34.
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
3,639
35.
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
3,615
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
There are 2 versions of this paper
Discretionary-Accruals Models and Audit Qualifications
Number of pages: 41
Posted: 06 Mar 2000
Downloads
3,510
Discretionary-Accruals Models and Audit Qualifications
Journal of Accounting and Economics, Vol 30, No 3, December 2000
Posted: 14 Mar 2001
Downloads
3,510
37.
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
3,506
38.
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
3,442
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
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
3,434
On the Use of Instrumental Variables in Accounting Research
Journal of Accounting & Economics (JAE), Forthcoming
Posted: 14 Nov 2009
Downloads
3,434
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
3,181
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
3,170
42.
ARCH, GARCH and EGARCH Models: Applications to Financial Series
Cuadernos de EconomÃa, 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
3,093
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
3,089
44.
The Free Boundary SABR: Natural Extension to Negative Rates
Number of pages: 17
Posted: 30 Jan 2015
Working Paper Series
Danske Bank - Danske Markets, Numerix and Numerix
Downloads
3,006
45.
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
2,968
46.
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
2,958
47.
Advanced Analytics for the SABR Model
Number of pages: 58
Posted: 26 Mar 2012
Last Revised: 05 Sep 2012
Working Paper Series
Danske Bank - Danske Markets and Numerix
Downloads
2,943
48.
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
2,930
49.
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
2,800
50.
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
2,753
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