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JEL Code: C3

2,930,667 Total downloads

Viewing: 1 - 50 of 13,604 papers

1.

Financial Machine Learning

Number of pages: 159 Posted: 13 Jul 2023
Working Paper Series
Yale SOM and University of Chicago - Booth School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 49,886
2.

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 44,419
3.

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 23,471
4.

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 21,040
5.

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 18,860
6.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads 18,694
7.

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 15,756
8.

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 14,423
9.

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 12,260
10.

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 11,123
11.

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 11,018
12.

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 10,590
13.

MS_Regress - The MATLAB Package for Markov Regime Switching Models

Number of pages: 40 Posted: 26 Nov 2010 Last Revised: 09 Jan 2024
Working Paper Series
Escola de Administração - UFRGS
Downloads 10,527
14.

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 10,089
15.

Augmented Dickey Fuller Test

Number of pages: 19 Posted: 17 Aug 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne
Downloads 10,003
16.

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

Multiple version iconThere are 2 versions of this paper

Downloads 9,823
17.

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 9,659
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 9,320
19.

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 8,972
20.

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 8,935
21.

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 8,680
22.

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 8,378
23.

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 7,782
24.

The Virtue of Complexity in Return Prediction

Swiss Finance Institute Research Paper No. 21-90, Journal of Finance, forthcoming
Number of pages: 141 Posted: 15 Dec 2021 Last Revised: 20 Oct 2023
Accepted Paper Series
Yale SOM, Ecole Polytechnique Federale de Lausanne and Yale School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 7,435
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 6,478
26.

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 6,191
27.

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 5,791
28.

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 5,630
29.

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 5,580
30.

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 5,445
31.

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 5,430
32.

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 5,382
33.

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 5,381
34.

Myths and Realities of Governance and Corruption

Number of pages: 18 Posted: 01 Nov 2005
Working Paper Series
Results for Development
Downloads 5,306
35.

Deep Learning Statistical Arbitrage

Number of pages: 75 Posted: 08 Jun 2021 Last Revised: 11 Jan 2024
Working Paper Series
BlackRock, Inc, Stanford University - Department of Management Science & Engineering and Stanford University, School of Engineering, Management Science & Engineering
Downloads 5,269
36.

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 5,144
37.

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 affiliation not provided to SSRN
Downloads 5,137
38.

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 5,058
39.

Usefulness of Correlation Analysis

Number of pages: 9 Posted: 11 Jul 2019
Working Paper Series
International Training Institute
Downloads 4,997
40.

Principal Portfolios

Swiss Finance Institute Research Paper No. 20-67, NYU Stern School of Business
Number of pages: 98 Posted: 06 Aug 2020 Last Revised: 26 May 2021
Working Paper Series
Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC

Multiple version iconThere are 2 versions of this paper

Downloads 4,880
41.

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, Cornell University, Ithaca, New York and Boston University - Questrom School of Business
Downloads 4,866
42.

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 4,785
43.

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 4,748
44.

Rain, Rain, Go Away: 195 Potential Exclusion-Restriction Violations for Studies Using Weather as an Instrumental Variable

Number of pages: 175 Posted: 02 Dec 2020 Last Revised: 10 Sep 2023
Working Paper Series
West Point - Department of Systems Engineering
Downloads 4,717
45.

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 4,608
46.

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 4,571
47.

Incrementality Bidding & Attribution

Number of pages: 40 Posted: 06 Mar 2018 Last Revised: 12 Mar 2018
Working Paper Series
Amazon and Netflix
Downloads 4,542
48.

(In)-Credibly Green: Which Bonds Trade at a Green Bond Premium?

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 53 Posted: 28 Mar 2019 Last Revised: 03 May 2021
Working Paper Series
Goethe University Frankfurt - House of FinanceUniversity of Hamburg, Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 4,541
49.

The Four Horsemen of Machine Learning in Finance

Number of pages: 24 Posted: 24 Sep 2019
Working Paper Series
Illinois Institute of Technology and Fidelity Investments, Inc.
Downloads 4,422
50.

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 4,343