Recent Top Papers (60 days)

As of: 10 Jun 2020 - 09 Aug 2020
Rank Paper Downloads
1.

Endowment Performance

Independent
1,224
2.

Open Source Cross-Sectional Asset Pricing

Federal Reserve Board and University of Cologne
954
3.

Principal Portfolios

Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
888
4.

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

University of Technology Sydney (UTS)
704
5.

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

IESE Business School and Instituto de Estudos Sociais e Economicos (IESE)
569
6.

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

Emory University - Department of Accounting
311
7.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
310
8.

Understanding Momentum and Reversals

Yale SOM, Yale University, Yale SOM and Arizona State University (ASU) - Finance Department
307
9.

Implied Equity Duration: A Measure of Pandemic Shutdown Risk

USC Marshall School of Business, University of Southern California - Leventhal School of Accounting, University of Southern California - Leventhal School of Accounting and University of Southern California - Marshall School of Business
273
10.

Implied Volatilities for Options on Backward-Looking Term Rates

Deloitte GmbH Wirtschaftsprüfungsgesellschaft
239

All Time Top Papers

As of: 02 Jan 1997 - 09 Aug 2020
Rank Paper Downloads
1.

A Five-Factor Asset Pricing Model

University of Chicago - Finance and Dartmouth College - Tuck School of Business
55,546
2.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,682
3.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
37,383
4.

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
37,207
5.

101 Formulaic Alphas

Quantigic Solutions LLC
35,859
6.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
31,116
7.

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

Portfolio Management Consultants
28,142
8.

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

New York University - Stern School of Business
27,214
9.

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

New York University - Stern School of Business
26,544
10.

Understanding Modern Portfolio Construction

Orcam Financial Group
23,455