Recent Top Papers (60 days)

As of: 24 Jan 2019 - 25 Mar 2019
Rank Paper Downloads
1.

Autoencoder Asset Pricing Models

University of Chicago - Booth School of Business, Yale SOM and University of Chicago - Booth School of Business
290
2.

Colors, Emotions, and the Auction Value of Paintings

Erasmus University Rotterdam (EUR), Tilburg University and Tilburg University - Department of Finance
254
3.

A Decade of Alternative Beta

Aalto University School of Business and Clear Alpha Limited
143
4.

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
5.

Word Power: Content Analysis in the Presence of Competing Information

University of Cologne - Cologne Graduate School in Management, Economics and Social Sciences
89
6.

Do Fundamentals Drive Cryptocurrency Prices?

University of Miami, School of Business Administration, Department of Accounting, University of Miami - Department of Finance and University of Miami
82
7.

The Night and Day of Amihud's (2002) Liquidity Measure

Chapman University - Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Claremont McKenna College - Robert Day School of Economics and Finance
68
8.

Characteristic Function-Based Estimation of Affine Option Pricing Models

Goethe University Frankfurt - Department of Finance
63
9.

Step-By-Step Application of Econometrics in Finance. A Practical Guide for Postgraduate and Research Students.

Parental House
58
10.

From SA-CCR to RSA-CCR: Making SA-CCR Self-Consistent and Appropriately Risk-Sensitive by Cashflow Decomposition in a 3-Factor Gaussian Market Model

Lloyds Banking Group, Lloyds Banking Group and MUFG Securities EMEA plc
55

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.

Is Bitcoin Really Un-Tethered?

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
29,095
4.

…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
5.

Mean-Reversion and Optimization

Quantigic Solutions LLC
13,091
6.

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
7.

Manipulation in the VIX?

University of Texas at Austin - Department of Finance and University of Texas at Austin - Department of Finance
9,137
8.

Phynance

Quantigic Solutions LLC
8,434
9.

Advances in Financial Machine Learning (Chapter 1)

AQR Capital Management, LLC
7,946
10.

Volatility-Managed Portfolios

University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
6,985