Recent Top Papers (60 days)

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

Breaking Bad Trends

Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
1,115
2.

Open Source Cross-Sectional Asset Pricing

Federal Reserve Board and University of Cologne
941
3.

Principal Portfolios

Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
818
4.

Predicting Bond Returns: 70 Years of International Evidence

Erasmus University Rotterdam (EUR), Erasmus University Rotterdam and Robeco Asset Management
787
5.

Shareholder Return of the Euro Stoxx 50 Companies: 2004 – 2020

IESE Business School and Instituto de Estudos Sociais e Economicos (IESE)
568
6.

From Free Markets to Fed Markets: How Unconventional Monetary Policy Distorts Equity Markets

University of Technology Sydney (UTS)
436
7.

Can Machines 'Learn' Finance?

AQR Capital Management, LLC, Yale SOM and Yale University, Yale SOM
380
8.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
309
9.

Understanding Momentum and Reversals

Yale SOM, Yale University, Yale SOM and Arizona State University (ASU) - Finance Department
301
10.

50 years of Capital Markets Research in Accounting: Achievements So Far and Opportunities Ahead

Emory University - Department of Accounting
299

All Time Top Papers

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

A Five-Factor Asset Pricing Model

University of Chicago - Finance and Dartmouth College - Tuck School of Business
55,511
2.

The Capital Asset Pricing Model: Theory and Evidence

University of Chicago - Finance and Dartmouth College - Tuck School of Business
45,139
3.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,512
4.

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
37,537
5.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
37,359
6.

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

Anderson Graduate School of Management, UCLA and New York University - Stern School of Business
37,142
7.

101 Formulaic Alphas

Quantigic Solutions LLC
35,833
8.

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
35,411
9.

What Matters in Corporate Governance?

Harvard Law School, Harvard Law School and Harvard Law School
34,067
10.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
31,110