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 Volatilities for Options on Backward-Looking Term Rates

Deloitte GmbH Wirtschaftsprüfungsgesellschaft
239
8.

The Effects of COVID-19 on Chinese Stock Markets: An EGARCH Approach

The University of Sydney
118
9.

The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets

Pozna? University of Economics and Business, Southampton Business School, University of Sussex, Ono Academic College and Istanbul Medeniyet University
116
10.

The Implied Cost of Capital: A Deep Learning Approach

Michigan State University - Department of Finance
90

All Time Top Papers

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

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
37,383
2.

101 Formulaic Alphas

Quantigic Solutions LLC
35,859
3.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Investment Management
31,116
4.

…and the Cross-Section of Expected Returns

Duke University - Fuqua School of Business, Purdue University and University of Oklahoma
18,692
5.

Mean-Reversion and Optimization

Quantigic Solutions LLC
15,050
6.

Phynance

Quantigic Solutions LLC
13,403
7.

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
12,906
8.

Equity Risk Premiums (ERP): Determinants, Estimation and Implications – The 2019 Edition

New York University - Stern School of Business
11,934
9.

Advances in Financial Machine Learning (Chapter 1)

Cornell University - Operations Research & Industrial Engineering
10,464
10.

Manipulation in the VIX?

University of Texas at Austin - Department of Finance and Ohio State University, Fisher College of Business
9,721