Recent Top Papers (60 days)

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

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

University of Technology Sydney (UTS)
435
2.

ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction

RAM Active Investments
46
3.

Why Has the Equal Weight Portfolio Underperformed and What Can We Do About It?

University of Pretoria and University of Pretoria
28
4.

Contagion or Interdependence? Comparing Signed and Unsigned Spillovers

University of Tasmania and Tasmania School of Business and Economics, University of Tasmania
26
5.

Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia

The Australian National University and University of Tasmania - School of Economics and Finance
18

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
55,510
2.

The Volatility Effect: Lower Risk Without Lower Return

Robeco Quantitative Investments and Robeco Quantitative Investments
10,539
3.

An Intermarket Approach to Tactical Risk Rotation: Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation

Lead-Lag Publishing, LLC and affiliation not provided to SSRN
6,849
4.

Core Earnings: New Data and Evidence

Harvard Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School
6,451
5.

Backtesting

Duke University - Fuqua School of Business and Purdue University
5,763
6.

Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less

VU University Amsterdam and TrendXplorer
5,578
7.

Decoding Stock Market with Quant Alphas

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
3,710
8.

Relationship between Inventory Management and Profitability: An Empirical Analysis of Indian Cement Companies

NMIMS University
3,482
9.

Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA)

VU University Amsterdam and TrendXplorer
2,910
10.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
2,880