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JEL Code: E3

2,087,284 Total downloads

Viewing: 1 - 50 of 15,698 papers

1.

Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu

Number of pages: 56 Posted: 26 Mar 2020 Last Revised: 11 Jun 2020
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 83,681
2.

The Financial Instability Hypothesis

The Jerome Levy Economics Institute Working Paper No. 74
Number of pages: 10 Posted: 30 Jul 1999
Working Paper Series
Deceased
Downloads 23,082
3.

The Best Strategies for Inflationary Times

Number of pages: 32 Posted: 29 Mar 2021 Last Revised: 25 May 2021
Working Paper Series
Man Group, Man Group, Man Group, Duke University - Fuqua School of Business and Man AHL
Downloads 17,487
4.

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 14,670
5.

Carry

Fama-Miller Working Paper
Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016
Working Paper Series
University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Multiple version iconThere are 3 versions of this paper

Downloads 12,849
6.

Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations

"Market Momentum: Theory and Practice", Wiley, 2020 (Forthcoming)
Number of pages: 49 Posted: 02 Sep 2012 Last Revised: 09 Sep 2019
Accepted Paper Series
Imperial College Business SchoolGoldman Sachs International and Imperial College Business School
Downloads 11,600
7.

Explaining the Recent Failure of Value Investing

NYU Stern School of Business
Number of pages: 29 Posted: 28 Aug 2019 Last Revised: 31 Mar 2020
Working Paper Series
New York University - Stern School of Business and University of Calgary - Haskayne School of Business
Downloads 9,955
8.

Hayek Money: The Cryptocurrency Price Stability Solution

Number of pages: 51 Posted: 17 Apr 2014 Last Revised: 23 Aug 2016
Working Paper Series
Digital Gold Institute
Downloads 9,360
9.

Black Money and Demonetisation

Number of pages: 24 Posted: 14 Nov 2016
Working Paper Series
University of Mumbai
Downloads 8,856
10.

Momentum Strategies in Futures Markets and Trend-following Funds

Number of pages: 60 Posted: 06 Dec 2011 Last Revised: 29 Jan 2021
Working Paper Series
Imperial College Business SchoolGoldman Sachs International and Imperial College Business School
Downloads 8,841
11.

Prospective Analysis: Guidelines for Forecasting Financial Statements

INVESTMENT MANAGEMENT: A MODERN GUIDE TO SECURITY ANALYSIS AND STOCK SELECTION, Ramanna Vishwanath, Chandrasekhar Krishnamurti, eds., 2009
Number of pages: 78 Posted: 31 Oct 2007 Last Revised: 01 Apr 2009
Accepted Paper Series
Grupo Consultor CAV Capital Advisory & Valuation and Educational Independent Consultant
Downloads 7,008
12.

Stress-Testing Financial Systems: An Overview of Current Methodologies

BIS Working Paper No. 165
Number of pages: 41 Posted: 20 Sep 2007
Working Paper Series
World Bank Group - International Finance Corporation
Downloads 6,235
13.

The Crisis: Basic Mechanisms, and Appropriate Policies

MIT Department of Economics Working Paper No. 09-01
Number of pages: 34 Posted: 10 Jan 2009 Last Revised: 15 Jan 2009
Working Paper Series
National Bureau of Economic Research (NBER)Peter G. Peterson Institute for International Economics

Multiple version iconThere are 2 versions of this paper

Downloads 6,016
14.

Construction of Free Cash Flows: A Pedagogical Note. Part I

Number of pages: 23 Posted: 02 Dec 1999
Case and Teaching Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 5,787
15.

Herd Behavior in Financial Markets: A Review

IMF Working Paper No. 2000/048
Number of pages: 34 Posted: 10 May 2000
Working Paper Series
University of California, Los Angeles - Anderson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 5,736
16.

Demography and the Long-Run Predictability of the Stock Market

Number of pages: 33 Posted: 24 Sep 2002
Working Paper Series
Yale University, University of Southern California - Department of Economics and University of California, Davis - Department of Economics
Downloads 5,605
17.

Understanding the Fed Model, Capital Structure, and Then Some

Number of pages: 25 Posted: 24 Apr 2011 Last Revised: 15 Aug 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 4,940
18.

What Explains the 2007-2009 Drop in Employment?

Fama-Miller Working Paper , Chicago Booth Research Paper No. 13-43
Number of pages: 51 Posted: 17 Nov 2011 Last Revised: 01 Mar 2014
Working Paper Series
Princeton University - Department of Economics and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 4,737
19.

Technological Innovation, Resource Allocation and Growth

Quarterly Journal of Economics, Forthcoming
Number of pages: 78 Posted: 22 Dec 2012 Last Revised: 02 Mar 2018
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Northwestern University - Kellogg School of Management - Department of Finance, Stanford University and Indiana University - Kelley School of Business - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 4,708
20.

The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?

Number of pages: 26 Posted: 31 May 2019
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads 4,649
21.

Household Balance Sheets, Consumption, and the Economic Slump

Chicago Booth Research Paper No. 13-42, Fama-Miller Working Paper
Number of pages: 50 Posted: 18 Nov 2011 Last Revised: 07 Jun 2013
Working Paper Series
Princeton University - Department of Economics, MasterCard Advisors and University of Chicago - Booth School of Business
Downloads 4,361
22.

Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu

Number of pages: 18 Posted: 07 Aug 2020 Last Revised: 22 Aug 2021
Working Paper Series
TR, Duke University - Fuqua School of Business and Ritholtz Wealth Management
Downloads 4,327
23.

An Impressionistic View of the 'Real' Price of Gold Around the World

Number of pages: 29 Posted: 19 Sep 2012 Last Revised: 20 Sep 2012
Working Paper Series
TR and Duke University - Fuqua School of Business
Downloads 4,087
24.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012
Accepted Paper Series
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,983
25.

Nonlinear Effects of Inflation on Economic Growth

IMF Working Paper No. 95/56
Number of pages: 26 Posted: 15 Feb 2006
Working Paper Series
Independent
Downloads 3,950
26.

Household Debt and Business Cycles Worldwide

Fama-Miller Working Paper, Chicago Booth Research Paper, Kreisman Working Papers Series in Housing Law and Policy No. 38
Number of pages: 63 Posted: 05 Sep 2015 Last Revised: 09 Feb 2017
Working Paper Series
Princeton University - Department of Economics, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 3,757
27.

The U.S. Current Account and the Dollar

Number of pages: 69 Posted: 27 Jan 2005
Working Paper Series
National Bureau of Economic Research (NBER)Peter G. Peterson Institute for International Economics, National Bureau of Economic Research (NBER)University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and King's College London

Multiple version iconThere are 3 versions of this paper

Downloads 3,707
28.

Liquidity and Leverage

FRB of New York Staff Report No. 328
Number of pages: 39 Posted: 04 Jun 2008 Last Revised: 11 Nov 2010
Working Paper Series
International Monetary Fund and Bank for International Settlements (BIS)
Downloads 3,572
29.

Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals

Number of pages: 23 Posted: 27 Jul 2006
Working Paper Series
University of Oklahoma - Division of Finance and Oklahoma City University
Downloads 3,500
30.

Construction of Free Cash Flows: A Pedagogical Note. Part Ii

Number of pages: 14 Posted: 19 Jan 2000
Case and Teaching Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 3,374
31.

The Macroeconomic Effects of Oil Price Shocks: Why are the 2000s so Different from the 1970s?

MIT Department of Economics Working Paper No. 07-21
Number of pages: 76 Posted: 26 Aug 2007 Last Revised: 01 Apr 2008
Working Paper Series
National Bureau of Economic Research (NBER)Peter G. Peterson Institute for International Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 3,370
32.

Guide for Forecasting Financial Statements and Financial Valuation of a Business Plan (in Spanish)

Number of pages: 81 Posted: 23 Jun 2004
Working Paper Series
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 3,307
33.

Changes in the U.S. Financial System and the Subprime Crisis

Levy Economics Institute Working Paper No. 530
Number of pages: 21 Posted: 23 Apr 2008
Working Paper Series
Bard College - The Levy Economics Institute
Downloads 3,161
34.

Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution

Columbia Business Law Review, Vol. 2011, No. 1, p. 118, 2011, Seton Hall Public Law Research Paper No. 1632084
Number of pages: 104 Posted: 17 Jul 2010 Last Revised: 25 Apr 2011
Accepted Paper Series
University of Southern California Gould School of Law and Davis Polk & Wardwell LLP - New York Office
Downloads 3,115
35.

Network Centrality and the Cross Section of Stock Returns

Number of pages: 72 Posted: 07 Jan 2013 Last Revised: 17 Dec 2013
Working Paper Series
University of Southern California - Marshall School of Business
Downloads 3,049
36.

The State of Macro

MIT Department of Economics Working Paper No. 08-12
Number of pages: 32 Posted: 20 Aug 2008 Last Revised: 26 Aug 2008
Working Paper Series
National Bureau of Economic Research (NBER)Peter G. Peterson Institute for International Economics

Multiple version iconThere are 4 versions of this paper

Downloads 3,043
37.

Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy

(2021) Industrial Law Journal (forthcoming) Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34 Posted: 05 Oct 2017 Last Revised: 10 Aug 2021
Accepted Paper Series
School of Law, King's College, London; Centre for Business Research, University of Cambridge

Multiple version iconThere are 2 versions of this paper

Downloads 2,979
38.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,967
39.

'Real' Assets

Columbia Business School Research Paper No. 12-60
Number of pages: 64 Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads 2,854
40.

Capital Structure Choice: Macroeconomic Conditions and Financial Constraints

AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50 Posted: 04 Mar 2002
Working Paper Series
Northwestern University and Moody's KMV
Downloads 2,772
41.

Inflation and Nominal Financial Reporting: Implications for Performance and Stock Prices

The Accounting Review, Year 2011, Volume 86, Number 3 (May), Pages 1045-1085
Number of pages: 54 Posted: 26 Feb 2009 Last Revised: 27 Apr 2016
Accepted Paper Series
University of California, Berkeley - Haas School of Business
Downloads 2,738
42.

Stock Market Fluctuations and the Business Cycle

Number of pages: 31 Posted: 24 Sep 2001
Working Paper Series
University of California Riverside

Multiple version iconThere are 2 versions of this paper

Downloads 2,717
43.
Downloads 2,711
44.

Coronavirus Fears and Macroeconomic Expectations

Number of pages: 34 Posted: 09 Mar 2020 Last Revised: 02 Apr 2020
Working Paper Series
Haverford College - Department of Economics
Downloads 2,633
45.

Do Mutual Funds Perform When it Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions

Number of pages: 53 Posted: 30 Aug 2006 Last Revised: 02 Sep 2011
Working Paper Series
Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 2,631
46.

How Does Globalization Affect the Synchronization of Business Cycles?

Number of pages: 18 Posted: 16 Mar 2003
Working Paper Series
World Bank, Cornell University - Dyson School of Applied Economics and Management and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 2,587
47.

Sectoral Effects of Social Distancing

HEC Paris Research Paper No. FIN-2020-1371
Number of pages: 31 Posted: 15 Apr 2020 Last Revised: 07 Jul 2020
Working Paper Series
HEC ParisHEC Paris, Bocconi University - Department of Economics and Bocconi University
Downloads 2,583
48.

The Impact of Volatility Targeting

Number of pages: 28 Posted: 17 May 2018 Last Revised: 11 Jul 2018
Working Paper Series
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
Downloads 2,557
49.

The Yield Curve as a Predictor of U.S. Recessions

Current Issues in Economics and Finance, Vol. 2, No. 7, June 1996
Number of pages: 6 Posted: 21 Jul 2007
Working Paper Series
Rensselaer Polytechnic Institute and Columbia Business School - Finance and Economics
Downloads 2,556
50.

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 69 Posted: 07 Dec 2012 Last Revised: 11 Jun 2020
Accepted Paper Series
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 2,548