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JEL Code: C3

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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 40,804
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 23,102
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 20,314
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 18,431
5.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Working Paper Series
Double-Digit Numerics
Downloads 15,539
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

Multiple version iconThere are 2 versions of this paper

Downloads 14,421
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 11,088
8.

Governance Matters

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 10,504
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 9,881
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 9,742
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 9,658
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 9,113
13.

Aggregating Governance Indicators

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 7,830
14.

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 7,743
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 7,025
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 6,944
17.

Lucky Factors

Number of pages: 139 Posted: 22 Nov 2014 Last Revised: 02 Nov 2020
Working Paper Series
Duke University - Fuqua School of Business and Purdue University
Downloads 6,539
18.

Governance Matters Ii: Updated Indicators for 2000-01

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 5,514
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 University of Louisiana at Lafayette
Downloads 5,270
20.

Growth Without Governance

Number of pages: 60 Posted: 20 Jul 2002
Working Paper Series
Natural Resource Governance Institute (NRGI) and World Bank - Development Research Group (DECRG)
Downloads 5,020
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 4,763
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 4,681
23.

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 4,403
24.

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 4,382
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 4,375
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 4,339
27.

Focused Concept Miner (FCM): Interpretable Deep Learning for Text Exploration

Number of pages: 45 Posted: 21 Dec 2018 Last Revised: 23 Sep 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 4,321
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 4,190
29.

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 4,095
30.

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 4,001
31.

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 3,972
32.

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 3,892
33.

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 3,881
34.

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 3,843
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 3,654
36.

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 3,553
37.

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 3,543
38.

Deep Learning in Asset Pricing

Number of pages: 66 Posted: 04 Apr 2019 Last Revised: 09 Nov 2020
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 3,473
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

Multiple version iconThere are 2 versions of this paper

Downloads 3,471
40.

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 3,465
41.

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 3,392
42.

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 3,253
43.

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 3,232
44.

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 3,170
45.

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 3,154
46.

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 3,147
47.

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 3,114
48.

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 3,033
49.

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 2,979
50.

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 2,941