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1351.

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 37,070
1352.

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 22,515
1353.

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 17,999
1354.

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 9,363
1355.

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 9,313
1356.

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 7,671
1357.

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 6,799
1358.

On Default Correlation: A Copula Function Approach

Number of pages: 28 Posted: 09 Dec 1999
Working Paper Series
AIG Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 6,143
1359.

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 5,843
1360.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 289 Posted: 03 Sep 2013 Last Revised: 15 Mar 2017
Working Paper Series
RiskLab, ETH Zurich
Downloads 5,288
1361.

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 4,897
1362.

Modeling Asset Prices for Algorithmic and High Frequency Trading

Applied Mathematical Finance, Vol. 20, No. 6, 2013
Number of pages: 32 Posted: 09 Dec 2010 Last Revised: 28 Feb 2014
Working Paper Series
University of Oxford and University of Toronto - Department of Statistics
Downloads 4,504
1363.

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 4,451
1364.

Classification-Based Financial Markets Prediction Using Deep Neural Networks

Algorithmic Finance, 2016.
Number of pages: 20 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology - Stuart School of Business, IIT, Northwestern University and Northwestern University
Downloads 4,378
1365.

Financial Econometrics

International Library of Financial Econometrics, Forthcoming
Number of pages: 31 Posted: 14 Jun 2007
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 4,102
1366.

Measuring the Rule of Law

Number of pages: 120 Posted: 01 Dec 2011
Working Paper Series
World Justice Project and The World Justice Project
Downloads 3,988
1367.

Measuring Governance, Corruption, and State Capture: How Firms and Bureaucrats Shape the Business Environment in Transition Economies

World Bank Policy Research Working Paper No. 2312
Number of pages: 62 Posted: 05 Jun 2001
Working Paper Series
Natural Resource Governance Institute (NRGI), World Bank - Governance and Public Sector Reform, Massachusetts Institute of Technology (MIT) - Department of Economics and London School of Economics and Political Science
Downloads 3,907
1368.

The Occurrence and Timing of Events: The Application of Event History Models in Accounting and Finance Research

Number of pages: 79 Posted: 01 Nov 1999
Working Paper Series
Valparaiso University
Downloads 3,839
1369.

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 3,792
1370.

Automated Trading with Boosting and Expert Weighting

Quantitative Finance, Vol. 4, No. 10, pp. 401–420 ,
Number of pages: 18 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology and University of California, San Diego
Downloads 3,738
1371.

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 3,734
1372.

Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy

Number of pages: 55 Posted: 02 Feb 2005
Working Paper Series
Stanford University, Stanford University and Stanford University - Graduate School of Business (Deceased)
Downloads 3,528
1373.

Assessing the Probability of Bankruptcy

Number of pages: 47 Posted: 03 May 2002
Working Paper Series
Arizona State University (ASU) - W. P. Carey School of Business, School of Accountancy, Harvard University - John F. Kennedy School of Government, State University of New York, Oswego and VaRisk, Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 3,483
1374.

Bankruptcy Prediction With Industry Effects

Number of pages: 49 Posted: 20 Oct 2001
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,395
1375.

Myths and Realities of Governance and Corruption

Number of pages: 18 Posted: 01 Nov 2005
Working Paper Series
Natural Resource Governance Institute (NRGI)
Downloads 3,370
1376.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Number of pages: 42 Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads 3,231
1377.

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 3,182
1378.

A General Approach for Predicting the Behavior of the Supreme Court of the United States

Number of pages: 18 Posted: 09 Jul 2014 Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, LexPredict, LLC and South Texas College of Law Houston
Downloads 2,938
1379.

A Boosting Approach for Automated Trading

Journal of Trading, Vol. 2, No. 3, pp. 84-96.
Number of pages: 10 Posted: 17 Oct 2006 Last Revised: 20 Feb 2013
Accepted Paper Series
Stevens Institute of Technology and University of California, San Diego
Downloads 2,710
1380.

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Number of pages: 47 Posted: 22 Mar 1999
Working Paper Series
University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), National University of Singapore, Business School and the School of Design and Environment and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

Multiple version iconThere are 2 versions of this paper

Downloads 2,510
1381.

The Web of Law

San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39 Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads 2,490
1382.

Measuring Education Inequality: Gini Coefficients of Education

World Bank Policy Research Working Paper No. 2525
Number of pages: 37 Posted: 29 Jan 2001
Working Paper Series
World Bank - Brazil, Peking University and The World Bank
Downloads 2,456
1383.

Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit

International Journal of Theoretical and Applied Finance, Vol. 18, No. 3, 2015
Number of pages: 26 Posted: 23 Feb 2013 Last Revised: 27 Apr 2015
Accepted Paper Series
University of Washington - Department of Applied Math and Columbia University
Downloads 2,448
1384.

FINANCIAL STATEMENT ANALYSIS: A Data Envelopment Analysis Approach

Number of pages: 11 Posted: 08 Aug 2008 Last Revised: 26 Aug 2014
Accepted Paper Series
University of Washington, Tacoma - Milgard School of Business, Rutgers Business School - Camden and University of Minnesota, Duluth - Labovitz School of Business and Economics (LSBE)
Downloads 2,408
1385.

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 2,367
1386.

The Case of Gold and Silver: A New Algorithm for Pairs Trading

Number of pages: 7 Posted: 10 Apr 2013 Last Revised: 10 Apr 2013
Working Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 2,318
1387.

Estimating Lifetime Expected Credit Losses Under IFRS 9

Number of pages: 22 Posted: 04 Apr 2016 Last Revised: 05 Mar 2017
Working Paper Series
Unisys Machine Learning and Advanced Analytics Services
Downloads 2,243
1388.

Further Thoughts on Crm

ERIM Report Series Reference No. ERS-2002-83-MKT
Number of pages: 33 Posted: 05 Feb 2003
Working Paper Series
University of Groningen - Department of Marketing & Marketing Research and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2,158
1389.

Risk Adjusted Time Series Momentum

Swiss Finance Institute Research Paper No. 14-71
Number of pages: 65 Posted: 23 Jun 2014 Last Revised: 06 Jan 2015
Working Paper Series
Quantica Capital, Quantica Capital and Ecole Polytechnique Federale de Lausanne
Downloads 2,116
1390.

Advertising Effects on Awareness, Consideration and Brand Choice Using Tracking Data

ERIM Report Series Reference No. ERS-2004-028-MKT
Number of pages: 22 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Microsoft Corporation
Downloads 2,089
1391.

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 2,053
1392.

Predicting Customer Lifetime Value in Multi-Service Industries

ERIM Report Series Reference No. ERS-2003-038-MKT
Number of pages: 48 Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Groningen - Department of Marketing & Marketing Research and Tilburg University - Department of Marketing
Downloads 2,045
1393.

Outreach and Efficiency of Microfinance Institutions

Number of pages: 29 Posted: 12 Jun 2008
Working Paper Series
University of Groningen - Faculty of Economics and Business, University of Groningen - Department of Economics, Econometrics and Finance and University of Groningen - Faculty of Economics and Business
Downloads 2,038
1394.

Building A Venture Capital Index

Yale ICF Working Paper No. 00-51
Number of pages: 54 Posted: 30 Aug 2001
Working Paper Series
Smeal College of Business, The Pennsylvania State University
Downloads 1,955
1395.

Malaysia and the Asian Financial Crisis: A View from the Finance Perspective

Lancaster University Management School, Accounting and Finance Working Paper No. 99016
Number of pages: 17 Posted: 08 Nov 1999
Working Paper Series
University of Manchester - Manchester Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,930
1396.

The Price of Wine

Journal of Financial Economics (JFE), Vol. 118, No. 2, 2015, pages 431–449,
Number of pages: 50 Posted: 07 Sep 2013 Last Revised: 19 Mar 2016
Accepted Paper Series
University of Cambridge - Judge Business School, Vanderbilt University - Department of Economics and HEC Paris - Finance Department
Downloads 1,902
1397.

Cross-Commodity Analysis and Applications to Risk Management

Journal of Futures Markets, Vol. 29, No. 3, January 2009
Number of pages: 20 Posted: 18 Apr 2007 Last Revised: 16 Nov 2009
Accepted Paper Series
RWE AG, University of Oxford, University of Duisburg-Essen - Faculty of Economic Science and affiliation not provided to SSRN
Downloads 1,901
1398.

Operational Risk Management in Financial Services and the New Basel Accord

Number of pages: 16 Posted: 22 Aug 2004
Working Paper Series
FX Concepts
Downloads 1,882
1399.

Measuring National Innovation Systems Efficiency – A Review of DEA Approach

Higher School of Economics Research Paper No. WP BRP 16/STI/2013
Number of pages: 24 Posted: 03 Aug 2013 Last Revised: 23 Sep 2013
Working Paper Series
National Research University - Higher School of Economics
Downloads 1,853
1400.

A Portfolio Performance Index and Its Implications

Number of pages: 34 Posted: 07 Oct 1998
Working Paper Series
University of Colorado at Boulder - Leeds School of Business
Downloads 1,836