SSRN Top Downloads For
Financial Economics Network

ALL TIME TOP PAPERS for all papers in this SSRN eLibrary subject area
2 Jan 1997 through 29 Jan 2015

Rank Downloads Paper Title
1 142,099 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
2 104,865 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 85,499 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 82,421 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 50,176 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
6 49,281 Company Valuation Methods
Pablo Fernandez
University of Navarra - IESE Business School
Date posted to database: 22 Jul 2001
Last Revised: 20 Jan 2015
7 41,618 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 37,454 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 36,172 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 34,606 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
30 Nov 2014 through 29 Jan 2015

Rank Downloads Paper Title
1 1,879 CAPM: The Model and 305 Comments About It
Pablo Fernandez
University of Navarra - IESE Business School
Date posted to database: 14 Nov 2014
Last Revised: 8 Jan 2015
2 1,181 Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns
Kalle Rinne, Matti Suominen and Lauri Vaittinen
Luxembourg School of Finance, Aalto University, Department of Finance and Independent
Date posted to database: 22 Nov 2014
Last Revised: 22 Nov 2014
3 784 A Century of Generalized Momentum; From Flexible Asset Allocations (FAA) to Elastic Asset Allocation (EAA)
Wouter J. Keller and Adam Butler
Flex Capital BV and BPG and Associates
Date posted to database: 31 Dec 2014
Last Revised: 21 Jan 2015
4 648 High-Frequency Trading and Extreme Price Movements
Jonathan Brogaard, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov
University of Washington - Department of Finance and Business Economics, Queen's School of Business, Wilfrid Laurier University and Wilfrid Laurier University
Date posted to database: 28 Nov 2014
Last Revised: 30 Nov 2014
5 637 The Level, Slope and Curve Factor Model for Stocks
Charles Clarke
University of Connecticut - Department of Finance
Date posted to database: 19 Nov 2014
Last Revised: 19 Nov 2014
6 592 Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date posted to database: 16 Nov 2014
Last Revised: 16 Nov 2014
7 581 Changes in Buyer Composition and the Expansion of Credit During the Boom
Manuel Adelino, Antoinette Schoar and Felipe Severino
Duke University - Fuqua School of Business, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dartmouth College - Tuck School of Business
Date posted to database: 9 Jan 2015
Last Revised: 9 Jan 2015
8 511 On the Holy Grail of 'Upside Participation and Downside Protection'
Edward E. Qian
PanAgora Asset Management
Date posted to database: 17 Nov 2014
Last Revised: 10 Dec 2014
9 319 Risk Premia and the VIX Term Structure
Travis L. Johnson
The University of Texas at Austin - Department of Finance
Date posted to database: 11 Jan 2015
Last Revised: 11 Jan 2015
10 361 An Explicit Test for Capital Structure Convergence
Costas Lambrinoudakis, Angelos A. Antzoulatos, Kostas Koufopoulos and Emmanuel D. Tsiritakis
University of Piraeus - Department of Banking and Financial Management, University of Piraeus - Department of Banking and Financial Management, University of Warwick - Finance Group and University of Piraeus
Date posted to database: 13 Oct 2011
Last Revised: 27 Feb 2014





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