Recent Top Papers (60 days)

As of: 06 Jun 2020 - 05 Aug 2020
Rank Paper Downloads
1.

Exchange Fees and Overall Trading Costs

Harvard Business School, Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
245
2.

Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis

Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
195
3.

Digital Asset Market Evolution

University of St. Thomas, Minnesota - School of Law
140
4.

The Real Effects of Modern Information Technologies

University of Pennsylvania - The Wharton School - Finance Department, The Chinese University of Hong Kong, Shenzhen and Cornell University - Samuel Curtis Johnson Graduate School of Management
133
5.

Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates

Bank for International Settlements (BIS) - Financial Stability Board (FSB), University of Chicago - Booth School of Business and Financial Conduct Authority
76
6.

Miner Collusion and the BitCoin Protocol

University of Calgary - Haskayne School of Business and University of California, Berkeley - Finance Group
62
7.

COVID-19, Government Policy Responses, and Stock Market Liquidity around the World: A Note

Pozna? University of Economics and Business, Ono Academic College, Istanbul Medeniyet University, Southampton Business School and Poznan University of Economics - Department of Investment and Capital Markets
61
8.

US Government Bond Liquidity during the COVID-19 Pandemic

Fordham University - Gabelli School of Business
53
9.

Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity

Macquarie University, University of Sydney Business School, University of Sydney Business School and University of Stavanger
51
10.

Exchange Design and Efficiency

University of Wisconsin - Madison and University College London - Department of Economics
46

All Time Top Papers

As of: 02 Jan 1997 - 05 Aug 2020
Rank Paper Downloads
1.

A Checklist for Reviewing a Paper

Stanford Graduate School of Business, Duke University - Fuqua School of Business and University of California, Irvine - Paul Merage School of Business
21,710
2.

The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading

Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
18,311
3.

The Flash Crash: High-Frequency Trading in an Electronic Market

University of Cambridge - Finance, University of Maryland, Southern Methodist University (SMU) - Finance Department and Federal Reserve Board
17,702
4.

Flow Toxicity and Liquidity in a High Frequency World

Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
16,519
5.

High Frequency Trading and the New-Market Makers

VU Amsterdam
11,734
6.

The Volume Clock: Insights into the High Frequency Paradigm

Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
11,495
7.

Preparing a Referee Report: Guidelines and Perspectives

Stanford Graduate School of Business, Duke University - Fuqua School of Business and University of California, Irvine - Paul Merage School of Business
11,036
8.

High-Frequency Trading

Goethe University Frankfurt Faculty of Economics and Business Administration, Independent, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt Faculty of Economics and Business Administration
10,931
9.

Competition and Crisis in Mortgage Securitization

University of Southern California Gould School of Law
10,398
10.

Manipulation in the VIX?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
9,719