Recent Top Papers (60 days)

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

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

University of Technology Sydney (UTS)
704
2.

Understanding Momentum and Reversals

Yale SOM, Yale University, Yale SOM and Arizona State University (ASU) - Finance Department
307
3.

Where Is the Risk in Risk Factors? Evidence from the Vietnam War to the COVID-19 Pandemic.

University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
71
4.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and Peking University
64
5.

Option-Implied Dependence and Correlation Risk Premium

University of Illinois at Chicago - Department of Finance and Grenoble Ecole de Management
57
6.

Assessing the Economic and Financial Fallout from COVID-19; Implications for Macroprudential Policy

Nkafu Policy Institute
54
7.

Credit Default Swaps and Non-GAAP Earnings Disclosure

University of Nebraska at Lincoln - School of Accountancy, City University of New York - Stan Ross Department of Accountancy and Southwestern University of Finance and Economics (SWUFE) - School of Accountancy
54
8.

Risk Forecasting in the Light of Big Data

Eyvor Institute
52
9.

Green Bond Risk Premiums: A Twin-Bond ULFP Approach

Knut Wicksell Centre for Financial Studies
48
10.

Why Do Models that Predict Failure Fail?

FDIC and UNC Charlotte
40

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.

101 Formulaic Alphas

Quantigic Solutions LLC
35,859
3.

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

New York University - Stern School of Business
27,214
4.

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

New York University - Stern School of Business
26,544
5.

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

New York University - Stern School of Business
22,999
6.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2016 Edition

New York University - Stern School of Business
19,579
7.

Size Matters, If You Control Your Junk

AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC, Yale University, Yale SOM and AQR Capital Management, LLC
16,272
8.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2018 Edition

New York University - Stern School of Business
13,078
9.

Country Risk: Determinants, Measures and Implications - The 2018 Edition

New York University - Stern School of Business
12,830
10.

Market Risk Premium and Risk-Free Rate used for 59 Countries in 2018: A Survey

IESE Business School, University of Navarra, IESE Business School and University of Navarra - University of Navarra, Students
12,769