SSRN Top Downloads For
Financial Economics Network

ALL TIME TOP PAPERS for all papers in this SSRN eLibrary subject area
2 Jan 1997 through 3 Jul 2015

Rank Downloads Paper Title
1 150,432 A Quantitative Approach to Tactical Asset Allocation
Mebane T. Faber
Cambria Investment Management
Date posted to database: 11 Feb 2007
Last Revised: 3 Mar 2014
2 107,935 Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
Michael C. Jensen and William H. Meckling
Social Science Electronic Publishing (SSEP), Inc. and Simon School, University of Rochester (Deceased)
Date posted to database: 19 Jul 1998
Last Revised: 18 May 2013
3 94,089 A Brief Introduction to the Basics of Game Theory
Matthew O. Jackson
Stanford University - Department of Economics
Date posted to database: 5 Dec 2011
Last Revised: 25 Oct 2013
4 83,059 Market Efficiency, Long-Term Returns, and Behavioral Finance
Eugene F. Fama
University of Chicago - Finance
Date posted to database: 30 Apr 1997
Last Revised: 1 Dec 2002
5 52,403 Company Valuation Methods
Pablo Fernandez
University of Navarra - IESE Business School
Date posted to database: 22 Jul 2001
Last Revised: 20 Jan 2015
6 51,117 Option Traders Use (very) Sophisticated Heuristics, Never the Black–Scholes–Merton Formula
Espen Gaarder Haug and Nassim Nicholas Taleb
affiliation not provided to SSRN and New York University-Poly School of Engineering
Date posted to database: 11 Sep 2007
Last Revised: 16 Nov 2012
7 41,849 Understanding the Subprime Mortgage Crisis
Yuliya S. Demyanyk and Otto Van Hemert
Federal Reserve Bank of Cleveland and IMC Asset Management
Date posted to database: 10 Oct 2007
Last Revised: 20 Jun 2009
8 38,473 Value Maximization, Stakeholder Theory, and the Corporate Objective Function
Michael C. Jensen
Social Science Electronic Publishing (SSEP), Inc.
Date posted to database: 11 Apr 2000
Last Revised: 11 Dec 2012
9 36,694 Corporate Governance and Control
Marco Becht, Patrick Bolton and Ailsa Röell
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, Columbia Business School - Department of Economics and Columbia University, School of International and Public Affairs
Date posted to database: 31 Oct 2002
Last Revised: 1 Jul 2011
10 35,071 Value Versus Growth: The International Evidence
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Date posted to database: 1 May 1997
Last Revised: 27 Jul 2000

RECENT TOP PAPERS for all papers first announced in the last 60 days
4 May 2015 through 3 Jul 2015

Rank Downloads Paper Title
1 1,411 Facts and Fantasies About Commodity Futures Ten Years Later
Geetesh Bhardwaj, Gary B. Gorton and K. Geert Rouwenhorst
SummerHaven Investment Management, Yale School of Management and Yale School of Management - International Center for Finance
Date posted to database: 27 May 2015
Last Revised: 27 May 2015
2 1,407 215 Years of Global Multi-Asset Momentum: 1800-2014 (Equities, Sectors, Currencies, Bonds, Commodities and Stocks)
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Forefront Analytics
Date posted to database: 20 May 2015
Last Revised: 20 May 2015
3 1,177 Momentum and Markowitz: A Golden Combination
Wouter J. Keller, Adam Butler and Ilya Kipnis
Flex Capital BV, BPG and Associates and QuantStrat TradeR
Date posted to database: 16 May 2015
Last Revised: 5 Jun 2015
4 942 Expected Skewness and Momentum
Heiko Jacobs, Tobias Regele and Martin Weber
University of Mannheim - Department of Business Administration and Finance, Especially Banking, University of Mannheim - Department of Business Administration and Finance, especially Banking and University of Mannheim - Department of Banking and Finance
Date posted to database: 29 Apr 2015
Last Revised: 4 May 2015
5 917 Uncovering Trend Rules
Paul Beekhuizen and Winfried G. Hallerbach
Robeco Asset Management and Robeco Asset Management, Quantitative Strategies
Date posted to database: 12 May 2015
Last Revised: 12 May 2015
6 900 Which Trend Is Your Friend?
Ari Levine and Lasse Heje Pedersen
AQR Capital Management and New York University (NYU) - Department of Finance
Date posted to database: 10 May 2015
Last Revised: 5 Jun 2015
7 691 Berle-Means Convergence and Its Implications for Corporate Ownership and Control
Andy Jia-Yuh Yeh
National Taiwan University
Date posted to database: 1 Jun 2015
Last Revised: 1 Jul 2015
8 567 A Practitioner's Defense of Return Predictability
Blair Hull and Xiao Qiao
Hull Investments LLC and University of Chicago - Booth School of Business
Date posted to database: 26 May 2015
Last Revised: 31 May 2015
9 450 Backtesting
Marcos Lopez de Prado
Guggenheim Partners, LLC
Date posted to database: 16 May 2015
Last Revised: 18 May 2015
10 424 The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods
Hossein Rad, Rand Kwong Yew Low and Robert W. Faff
University of Queensland - Business School, University of Queensland Business School and University of Queensland
Date posted to database: 5 Jun 2015
Last Revised: 5 Jun 2015





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