Recent Top Papers (60 days)

As of: 24 Jan 2019 - 25 Mar 2019
Rank Paper Downloads
1.

Global Factor Premiums

Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) and Robeco Asset Management - Quantitative Investing
4,242
2.

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and USC Marshall School of Business
2,936
3.

Low Interest Rates, Market Power, and Productivity Growth

Princeton University, Princeton University - Department of Economics and University of Chicago - Booth School of Business
1,434
4.

Strategic Rebalancing

Man AHL, Duke University - Fuqua School of Business, Man AHL and Man AHL
648
5.

Rebalance Timing Luck: The Difference Between Hired and Fired

Newfound Research, Newfound Research and Newfound Research
631
6.

Deep Learning Volatility

ETH Zurich - Department of Mathematics, Imperial College London and Ecole Polytechnique
575
7.

Altcoin-Bitcoin Arbitrage

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
358
8.

Autoencoder Asset Pricing Models

University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
290
9.

Colors, Emotions, and the Auction Value of Paintings

Erasmus University Rotterdam (EUR), Tilburg University and Tilburg University - Department of Finance
254
10.

Crowded Trades and Tail Risk

University of North Carolina (UNC) at Chapel Hill - Finance Area, Wake Forest University - School of Business and University of North Carolina Kenan-Flagler Business School
195

All Time Top Papers

As of: 02 Jan 1997 - 25 Mar 2019
Rank Paper Downloads
1.

A Five-Factor Asset Pricing Model

University of Chicago - Finance and Dartmouth College - Tuck School of Business
47,701
2.

The Capital Asset Pricing Model: Theory and Evidence

University of Chicago - Finance and Dartmouth College - Tuck School of Business
42,758
3.

We Don't Quite Know What We are Talking About When We Talk About Volatility

Microsoft Research New York City and New York University (NYU) - NYU Tandon School of Engineering
36,352
4.

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
32,687
5.

What Matters in Corporate Governance?

Harvard Law School, Tel Aviv University - Eitan Berglas School of Economics and Harvard Law School
32,677
6.

101 Formulaic Alphas

Quantigic Solutions LLC
30,496
7.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
30,075
8.

Tesla: Anatomy of a Run-Up Value Creation or Investor Sentiment?

California Institute of Technology and New York University - Stern School of Business
29,651
9.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
29,095
10.

Corporate Governance and Firm Performance

Temple University - Department of Accounting and Kennesaw State University
28,806