SSRN Top Downloads For
Financial Economics Network

ALL TIME TOP PAPERS for all papers in this SSRN eLibrary subject area
2 Jan 1997 through 20 Dec 2014

Rank Downloads Paper Title
1 140,118 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
2 104,315 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 82,242 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
4 81,323 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
5 49,902 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 48,295 Company Valuation Methods
Pablo Fernandez
University of Navarra - IESE Business School
Date posted to database: 22 Jul 2001
Last Revised: 25 Nov 2013
7 41,581 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 37,257 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 36,049 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 34,494 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
21 Oct 2014 through 20 Dec 2014

Rank Downloads Paper Title
1 1,618 CAPM: The Model and 233 Comments About It
Pablo Fernandez
University of Navarra - IESE Business School
Date posted to database: 14 Nov 2014
Last Revised: 14 Nov 2014
2 1,449 A Compendium of Private Equity Tax Games
Gregg D. Polsky
University of North Carolina (UNC) at Chapel Hill - School of Law
Date posted to database: 16 Nov 2014
Last Revised: 26 Nov 2014
3 980 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
4 837 Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013
Jack Vogel and Yang Xu
Alpha Architect and Alpha Architect
Date posted to database: 18 Oct 2014
Last Revised: 18 Oct 2014
5 753 Facts and Fantasies About Factor Investing
Zélia Cazalet and Thierry Roncalli
Lyxor Asset Management and Lyxor Asset Management
Date posted to database: 16 Nov 2014
Last Revised: 28 Nov 2014
6 676 Momentum Trading, Return Chasing and Predictable Crashes
Benjamin Remy Chabot, Eric Ghysels and Ravi Jagannathan
Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Northwestern University - Kellogg School of Management
Date posted to database: 1 Nov 2014
Last Revised: 3 Dec 2014
7 655 From the Stockholder to the Stakeholder: How Sustainability Can Drive Financial Outperformance
Gordon L. Clark, Andreas Feiner and Michael Viehs
Oxford University - Smith School of Enterprise and the Environment, Arabesque Asset Management and Oxford University Smith School of Enterprise and the Environment
Date posted to database: 22 Oct 2014
Last Revised: 22 Oct 2014
8 653 Factor Investing in the Corporate Bond Market
Patrick Houweling and Jeroen van Zundert
Robeco Quantitative Strategies and Robeco Quantitative Strategies
Date posted to database: 31 Oct 2014
Last Revised: 10 Nov 2014
9 550 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
10 530 Tail Risk Protection in Asset Management
Cristian Homescu
Independent
Date posted to database: 16 Nov 2014
Last Revised: 16 Nov 2014





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