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
86,467
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
46,730
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
24,463
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
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
15,595
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
1,242
Downloads
15,595
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
There are 3 versions of this paper
Downloads
15,559
Carry
NBER Working Paper No. w19325
Number of pages: 65
Posted: 17 Aug 2013
Last Revised: 22 Apr 2023
Downloads
346
Downloads
15,559
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
13,516
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
12,404
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
11,242
9.
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
10,922
10.
Black Money and Demonetisation
Number of pages: 24
Posted: 14 Nov 2016
Working Paper Series
University of Mumbai
Downloads
9,151
11.
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
8,750
12.
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
7,323
13.
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
6,710
14.
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
6,610
15.
Stocks for the Long Run? Sometimes Yes. Sometimes No.
Number of pages: 43
Posted: 26 Mar 2021
Last Revised: 05 Aug 2021
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads
6,584
16.
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
6,262
17.
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)Peterson Institute for International Economics
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
6,086
The Crisis: Basic Mechanisms and Appropriate Policies
IMF Working Paper No. 09/80
Number of pages: 24
Posted: 28 Apr 2009
Downloads
1,138
Downloads
6,086
18.
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
5,913
19.
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
5,857
20.
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
5,718
21.
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
5,419
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 of Banking and Finance, University of Zurich, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and 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
5,089
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
8
Downloads
5,089
23.
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
5,075
24.
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
5,067
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
754
Downloads
5,067
25.
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
5,024
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
120
Downloads
5,024
26.
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), Robeco Quantitative Investments and Robeco Quantitative Investments
Downloads
4,794
27.
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
4,614
28.
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
4,283
29.
Tiered CBDC and the Financial System
Number of pages: 42
Posted: 04 Jan 2020
Working Paper Series
European Central Bank (ECB)
Downloads
4,279
30.
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
4,265
31.
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
4,222
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
120
Downloads
4,222
32.
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
4,142
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
59
Downloads
4,142
33.
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
4,120
Climate Finance
NBER Working Paper No. w28226
Number of pages: 32
Posted: 21 Dec 2020
Last Revised: 15 Feb 2023
Downloads
41
Downloads
3
Downloads
4,120
34.
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
4,113
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
4,108
36.
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
4,077
37.
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 Law School
Downloads
3,846
38.
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
3,828
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
385
Downloads
3,828
39.
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
3,759
40.
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)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
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
155
Downloads
3,751
41.
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
Ankara University
Downloads
3,649
42.
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)Peterson Institute for International Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads
3,559
43.
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
3,533
44.
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
3,486
45.
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
3,417
46.
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
3,380
47.
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
3,339
48.
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
There are 2 versions of this paper
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
Downloads
3,221
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
NBER Working Paper No. w20076
Number of pages: 66
Posted: 28 Apr 2014
Last Revised: 11 May 2023
Downloads
74
Downloads
3,221
49.
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
3,209
50.
'Real' Assets
Columbia Business School Research Paper No. 12-60
Number of pages: 64
Posted: 13 Oct 2012
Working Paper Series
BlackRock, Inc
Downloads
3,196
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