Recent Top Papers (60 days)

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

Open Source Cross-Sectional Asset Pricing

Federal Reserve Board and University of Cologne
954
2.

Principal Portfolios

Yale SOM, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
888
3.

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

IESE Business School and Instituto de Estudos Sociais e Economicos (IESE)
569
4.

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

Emory University - Department of Accounting
311
5.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
310
6.

Understanding Momentum and Reversals

Yale SOM, Yale University, Yale SOM and Arizona State University (ASU) - Finance Department
307
7.

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
8.

Implied Volatilities for Options on Backward-Looking Term Rates

Deloitte GmbH Wirtschaftsprüfungsgesellschaft
239
9.

COVID-19 Effects on the US Stock Index Returns: An Event Study Approach

Chittagong Independent University and Hajee Mohammad Danesh Science and Technology University
208
10.

The COVID-19 Stock Market Downturn: Expected Growth or Discount Rate?

Tilburg University - TIAS School for Business and Society and Tilburg School of Economics and Management and University of Basel - Center for Economic Science (WWZ)
140

All Time Top Papers

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

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,682
2.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
37,383
3.

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
4.

101 Formulaic Alphas

Quantigic Solutions LLC
35,859
5.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
31,116
6.

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

Portfolio Management Consultants
28,142
7.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
18,692
8.

A Review of IPO Activity, Pricing and Allocations

University of California, Los Angeles (UCLA) and University of Florida - Department of Finance, Insurance and Real Estate
15,369
9.

Mean-Reversion and Optimization

Quantigic Solutions LLC
15,051
10.

Phynance

Quantigic Solutions LLC
13,403