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.

Machine Learning for Stock Selection

Gresham Investment Management, LLC and Arwen Advisors
446
3.

Altcoin-Bitcoin Arbitrage

Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
358
4.

Autoencoder Asset Pricing Models

University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
290
5.

Colors, Emotions, and the Auction Value of Paintings

Erasmus University Rotterdam (EUR), Tilburg University and Tilburg University - Department of Finance
254
6.

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
7.

A Decade of Alternative Beta

Aalto University School of Business and Clear Alpha Limited
143
8.

How ESG Investing Has Impacted the Asset Pricing in the Equity Market

Amundi Asset Management, National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
124
9.

The Substance Over Form Doctrine and the Up-C

Brigham Young University - J. Reuben Clark Law School
106
10.

Crypto-Currencies and ICOs: Are They Scams? An Empirical Study

Erasmus University Rotterdam (EUR), Rotterdam School of Management (RSM) and Haute école de gestion (HEG) de Fribourg
90

All Time Top Papers

As of: 02 Jan 1997 - 25 Mar 2019
Rank Paper Downloads
1.

101 Formulaic Alphas

Quantigic Solutions LLC
30,496
2.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
30,075
3.

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
4.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
29,095
5.

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

Portfolio Management Consultants
25,260
6.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Texas A&M University, Department of Finance and University of Oklahoma
17,391
7.

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
14,934
8.

Mean-Reversion and Optimization

Quantigic Solutions LLC
13,092
9.

Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask

Digital Gold Institute and Intesa Sanpaolo - Financial and Market Risk Management
10,805
10.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
9,609