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JEL Code: C3

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1281.

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 37,232
1282.

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 22,557
1283.

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 18,015
1284.

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 17,812
1285.

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 Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 12,772
1286.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads 10,582
1287.

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 9,997
1288.

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 9,377
1289.

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 9,334
1290.

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 8,820
1291.

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 7,729
1292.

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 7,007
1293.

A Stochastic Model for Order Book Dynamics

Number of pages: 23 Posted: 26 Sep 2008 Last Revised: 31 Aug 2009
Working Paper Series
Imperial College London, Cornell Financial Engineering Manhattan and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 6,876
1294.

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 6,330
1295.

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 5,929
1296.

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 4,918
1297.

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 Portland State University - School of Business Administration
Downloads 4,758
1298.

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 4,479
1299.

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 4,288
1300.

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 4,282
1301.

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 3,828
1302.

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 3,743
1303.

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 3,720
1304.

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 New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 3,610
1305.

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 3,449
1306.

Myths and Realities of Governance and Corruption

Number of pages: 18 Posted: 01 Nov 2005
Working Paper Series
Natural Resource Governance Institute (NRGI)
Downloads 3,422
1307.

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 3,312
1308.

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 3,311
1309.

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 Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 3,273
1310.

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 3,248
1311.

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 3,244
1312.

Lucky Factors

Number of pages: 74 Posted: 22 Nov 2014 Last Revised: 02 Jun 2017
Working Paper Series
Duke University - Fuqua School of Business and Texas A&M University, Department of Finance
Downloads 3,231
1313.

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
Guggenheim Partners, LLC and University of California, Irvine
Downloads 3,221
1314.

The Economic Costs of Corruption: A Survey and New Evidence

Number of pages: 33 Posted: 02 Jun 2005
Working Paper Series
University of Heidelberg and IAMO
Downloads 3,131
1315.

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 3,083
1316.

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 2,959
1317.

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 2,951
1318.

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 2,840
1319.

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 2,784
1320.

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 2,782
1321.

An E-ARCH Model for the Term Structure of Implied Volatility of FX Options

Number of pages: 25 Posted: 01 Apr 1997
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences and Tsinghua University - School of Economics & Management
Downloads 2,571
1322.

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 2,561
1323.

The Free Boundary SABR: Natural Extension to Negative Rates

Number of pages: 17 Posted: 30 Jan 2015
Working Paper Series
Numerix, Numerix and Numerix
Downloads 2,513
1324.

Advanced Analytics for the SABR Model

Number of pages: 58 Posted: 26 Mar 2012 Last Revised: 05 Sep 2012
Working Paper Series
Numerix and Numerix
Downloads 2,496
1325.

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 - Kellogg School of Management
Downloads 2,468
1326.
Downloads 2,451
1327.

Pecking Order Versus Trade-off: An Empirical Approach to the Small and Medium Enterprise Capital Structure

Number of pages: 36 Posted: 29 May 2003
Working Paper Series
Universidad CEU Cardenal Herrera - Department of Business and Economics and University of Valencia - Department of Accounting
Downloads 2,441
1328.

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 2,428
1329.

Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets

EFMA 2002 London Meetings
Number of pages: 26 Posted: 12 May 2000
Working Paper Series
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads 2,410
1330.

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 2,400