1.
Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu
Number of pages: 124
Posted: 03 Aug 2022
Last Revised: 03 Aug 2022
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
86,911
2.
The Best Strategies for Inflationary Times
Number of pages: 32
Posted: 29 Mar 2021
Last Revised: 25 May 2021
Working Paper Series
Man Group, Ruffer LLP, CCLA Investment Management, Duke University - Fuqua School of Business and Man AHL
Downloads
50,543
3.
The Financial Instability Hypothesis
The Jerome Levy Economics Institute Working Paper No. 74
Number of pages: 10
Posted: 30 Jul 1999
Working Paper Series
affiliation not provided to SSRN (deceased)
Downloads
25,429
4.
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
There are 3 versions of this paper
Downloads
17,674
Carry
NBER Working Paper No. w19325
Number of pages: 65
Posted: 17 Aug 2013
Last Revised: 22 Apr 2023
Downloads
495
Downloads
17,674
5.
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
There are 2 versions of this paper
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
Downloads
16,020
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
Journal of Portfolio Management, pp. 23-28, Fall 2008, ERIM Report Series Reference No. ERS-2008-033-F&A
Number of pages: 34
Posted: 08 Oct 2008
Last Revised: 18 Aug 2010
Downloads
1,363
Downloads
16,020
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
14,628
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
13,568
8.
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
12,337
9.
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
11,735
10.
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
9,633
11.
Black Money and Demonetisation
Number of pages: 24
Posted: 14 Nov 2016
Working Paper Series
University of Mumbai
Downloads
9,220
12.
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
7,998
13.
Where Siegel Went Awry: Outdated Sources & Incomplete Data
Number of pages: 44
Posted: 26 Mar 2021
Last Revised: 14 Nov 2023
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads
7,921
14.
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
7,435
15.
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
7,164
16.
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 and George Washington University - Elliott School of International Affairs
Downloads
6,867
17.
Trend Following: Equity and Bond Crisis Alpha
Number of pages: 19
Posted: 30 Aug 2016
Working Paper Series
Man AHL, Man Group plc and Man AHL
Downloads
6,529
18.
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)
There are 2 versions of this paper
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
Downloads
6,113
The Crisis: Basic Mechanisms and Appropriate Policies
IMF Working Paper No. 09/80
Number of pages: 24
Posted: 28 Apr 2009
Downloads
1,155
Downloads
6,113
19.
Tiered CBDC and the Financial System
Number of pages: 42
Posted: 04 Jan 2020
Working Paper Series
European Central Bank (ECB)
Downloads
6,003
20.
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
5,987
21.
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
5,751
22.
War and Policy: Investor Expectations on the Net-Zero Transition
Swiss Finance Institute Research Paper No. 22-29
Number of pages: 78
Posted: 11 Apr 2022
Last Revised: 27 Jul 2023
Working Paper Series
University of Zurich - Department Finance, University of Zurich, University of Zurich - Department of Finance and University of Zurich - Department Finance
There are 2 versions of this paper
War and Policy: Investor Expectations on the Net-Zero Transition
Swiss Finance Institute Research Paper No. 22-29
Number of pages: 78
Posted: 11 Apr 2022
Last Revised: 27 Jul 2023
Downloads
5,730
Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG
CEPR Discussion Paper No. DP17207
Number of pages: 53
Posted: 27 May 2022
Last Revised: 23 Jun 2022
Downloads
26
Downloads
5,730
23.
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
5,625
24.
The Pollution Premium
Journal of Finance, Forthcoming
Number of pages: 154
Posted: 12 May 2020
Last Revised: 13 Feb 2023
Accepted Paper Series
National Tsing Hua University - Department of Quantitative Finance, Peking University HSBC Business School and The University of Manchester - Alliance Manchester Business School
Downloads
5,612
25.
Investing in Deflation, Inflation, and Stagflation Regimes
Financial Analysts Journal, 2023, Vol. 79. No.3., p.5-32.
Number of pages: 45
Posted: 07 Jul 2022
Last Revised: 09 Sep 2023
Accepted Paper Series
Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Quantitative Investments
Downloads
5,355
26.
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
There are 2 versions of this paper
Technological Innovation, Resource Allocation and Growth
Quarterly Journal of Economics, Forthcoming
Number of pages: 78
Posted: 22 Dec 2012
Last Revised: 02 Mar 2018
Downloads
5,321
Technological Innovation, Resource Allocation, and Growth
NBER Working Paper No. w17769
Number of pages: 46
Posted: 21 Jan 2012
Last Revised: 22 Jul 2023
Downloads
815
Downloads
5,321
27.
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
There are 2 versions of this paper
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
Downloads
5,219
What Explains High Unemployment? The Aggregate Demand Channel
NBER Working Paper No. w17830
Number of pages: 61
Posted: 10 Feb 2012
Last Revised: 22 Mar 2023
Downloads
135
Downloads
5,219
28.
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
5,139
29.
Climate Finance
NYU Stern School of Business Forthcoming
Number of pages: 31
Posted: 14 Dec 2020
Working Paper Series
Yale School of Management, Yale SOM and New York University (NYU) - Leonard N. Stern School of Business
There are 5 versions of this paper
Downloads
4,791
Climate Finance
NBER Working Paper No. w28226
Number of pages: 32
Posted: 21 Dec 2020
Last Revised: 15 Feb 2023
Downloads
85
Downloads
5
Downloads
4,791
30.
Computational Antitrust: An Introduction and Research Agenda
Stanford Computational Antitrust (Vol. 1) 2021
Number of pages: 15
Posted: 19 Jan 2021
Accepted Paper Series
Vrije Universiteit Amsterdam
Downloads
4,789
31.
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
4,777
32.
How to Help Small Businesses Survive COVID-19
Columbia Law and Economics Working Paper No. 620
Number of pages: 12
Posted: 10 Apr 2020
Working Paper Series
Richard Paul Richman Center for Business, Law & Public Policy and Columbia University - Law School
Downloads
4,387
33.
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
There are 2 versions of this paper
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
Downloads
4,369
What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?
NBER Working Paper No. w16712
Number of pages: 47
Posted: 24 Jan 2011
Last Revised: 02 Mar 2023
Downloads
145
Downloads
4,369
34.
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
There are 2 versions of this paper
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
Downloads
4,350
Household Debt and Business Cycles Worldwide
NBER Working Paper No. w21581
Number of pages: 64
Posted: 28 Sep 2015
Last Revised: 21 Jun 2023
Downloads
66
Downloads
4,350
35.
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
4,343
36.
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
4,336
37.
Causes of Inflation in Turkey: A Literature Survey with Special Reference to Theories of Inflation
UIUC Working Paper No. 01-0115
Number of pages: 35
Posted: 28 Jul 2001
Working Paper Series
Turkish-German University
Downloads
4,307
38.
Empirical evidence on the stock-bond correlation
Number of pages: 52
Posted: 26 Jul 2023
Last Revised: 09 Feb 2024
Working Paper Series
affiliation not provided to SSRN, State of Wisconsin Investment Board, Erasmus University Rotterdam (EUR) and State of Wisconsin Investment Board
Downloads
4,229
39.
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) (2022) 51(3) Industrial Law Journal 511–559 , Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34
Posted: 05 Oct 2017
Last Revised: 30 May 2023
Accepted Paper Series
School of Law, King's College, London; Centre for Business Research, University of Cambridge
There are 2 versions of this paper
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) (2022) 51(3) Industrial Law Journal 511–559 , Centre for Business Research, University of Cambridge, Working Paper no. 496
Number of pages: 34
Posted: 05 Oct 2017
Last Revised: 30 May 2023
Downloads
4,225
Will Robots Automate Your Job Away? Full Employment, Basic Income, and Economic Democracy
(2022) 51(3) Industrial Law Journal 511–559, King's College London Law School Research Paper No. 2018-12, TLI Think! Paper 3/2018
Number of pages: 34
Posted: 07 Feb 2018
Last Revised: 21 Feb 2023
Downloads
422
Downloads
4,225
40.
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
4,204
41.
Predicting Stock Market Returns Using the Shiller CAPE — An Improvement Towards Traditional Value Indicators?
Number of pages: 39
Posted: 24 Feb 2016
Working Paper Series
Taunus Trust GmbH
Downloads
4,172
42.
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
3,921
43.
The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements
Number of pages: 92
Posted: 16 Jun 2018
Last Revised: 31 Dec 2020
Working Paper Series
Northwestern University
Downloads
3,875
44.
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), National Bureau of Economic Research (NBER)University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER) and King's College London
There are 3 versions of this paper
The U.S. Current Account and the Dollar
NBER Working Paper No. w11137
Number of pages: 42
Posted: 15 Mar 2005
Last Revised: 08 Dec 2022
Downloads
162
Downloads
3,774
45.
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
3,737
46.
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) and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads
3,641
47.
The Yield Curve and Predicting Recessions
FEDs Working Paper No. 2006-7
Number of pages: 21
Posted: 03 May 2006
Working Paper Series
Johns Hopkins University - Department of Economics
Downloads
3,508
48.
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
3,457
49.
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
3,431
50.
Forced Entrepreneurs
Journal of Finance, Forthcoming
Number of pages: 45
Posted: 29 Jun 2016
Last Revised: 21 Oct 2021
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads
3,424
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