Recent Top Papers (60 days)

As of: 22 Dec 2019 - 20 Feb 2020
Rank Paper Downloads
1.

The Better Turbulence Index? Forecasting Adverse Financial Markets Regimes with Persistent Homology

FERI Trust GmbH and FERI Trust GmbH
55
2.

How Do Machine Learning and Non-Traditional Data Affect Credit Scoring? New Evidence from a Chinese Fintech Firm

Bank for International Settlements (BIS), Peking University, Peking University - National School of Development and Peking University - National School of Development
54
3.

Entangled Economists: Ragnar Frisch and Jan Tinbergen

Erasmus University Rotterdam (EUR)
37
4.

In Praise of Confidence Intervals

University of California, Berkeley - Department of Economics
28
5.

Estimation and HAC-based Inference for Machine Learning Time Series Regressions

University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
26
6.

Inferring Complementarity from Correlations rather than Structural Estimation

University of Bristol and Center for Research in Economics and Statistics (CREST)
21
7.

Frequentist and Bayesian Change-Point Models: A Missing Link

HEC Montreal - Department of Decision Sciences, CeReFiM. Université de Namur. and Université Laval - Département d'Économique
21
8.

Time-Varying Network Vector Auto-Regression

Monash University - School of Mathematical Sciences
18
9.

Technology and Big Data are Changing Economics: Mining Text to Track Methods

Princeton University, Princeton University - Woodrow Wilson School of Public and International Affairs and Princeton University
17

All Time Top Papers

As of: 02 Jan 1997 - 20 Feb 2020
Rank Paper Downloads
1.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
18,286
2.

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

Lawrence Berkeley National Laboratory, University of Newcastle (Australia), Cornell University - Operations Research & Industrial Engineering and Western Michigan University
12,084
3.

Evaluating Trading Strategies

Duke University - Fuqua School of Business and Purdue University
8,570
4.

Multifactor Risk Models and Heterotic CAPM

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
5,514
5.

An Improved Moving Average Technical Trading Rule

Quantf Research and University of Peloponnese - School of Management, Economics and Informatics
4,165
6.

A Better Measure of Relative Prediction Accuracy for Model Selection and Model Estimation

University of Hertfordshire Business School
3,561
7.

A Theoretical and Empirical Comparison of Systemic Risk Measures

Université Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
3,141
8.

How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice

Stanford University - Department of Political Science, Princeton University and University of California, San Diego (UCSD) - Department of Political Science
3,101
9.

Panel Vector Autoregression in R with the Package Panelvar

Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
2,961
10.

Trend Filtering Methods for Momentum Strategies

Lyxor Asset Management, Capital Fund Management, Eisler Capital and Amundi Asset Management
2,885