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.

Rebalance Timing Luck: The Difference Between Hired and Fired

Newfound Research, Newfound Research and Newfound Research
631
3.

Machine Learning for Stock Selection

Gresham Investment Management, LLC and Arwen Advisors
446
4.

Altcoin-Bitcoin Arbitrage

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
358
5.

Autoencoder Asset Pricing Models

University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
290
6.

Colors, Emotions, and the Auction Value of Paintings

Erasmus University Rotterdam (EUR), Tilburg University and Tilburg University - Department of Finance
254
7.

Cash to Spend: IPO Wealth and House Prices

University of California, Los Angeles (UCLA) - Anderson School of Management, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Smeal College of Business
243
8.

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
9.

Skew and Trend Aversion

ISAM and ISAM
162
10.

A Decade of Alternative Beta

Aalto University School of Business and Clear Alpha Limited
143

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.

101 Formulaic Alphas

Quantigic Solutions LLC
30,496
3.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
30,075
4.

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
5.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
29,095
6.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2013 Edition

New York University - Stern School of Business
26,866
7.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2015 Edition

New York University - Stern School of Business
25,340
8.

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay

Portfolio Management Consultants
25,260
9.

Country Risk: Determinants, Measures and Implications - The 2015 Edition

New York University - Stern School of Business
21,842
10.

Understanding Modern Portfolio Construction

Orcam Financial Group
21,291