Recent Top Papers (60 days)

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

Breaking Bad Trends

Research Affiliates LLC, Research Affiliates, LLC, Duke University - Fuqua School of Business and Research Affiliates, LLC
1,115
2.

Option Pricing: Channels, Target Zones and Sideways Markets

Quantigic Solutions LLC
309
3.

Implied Volatilities for Options on Backward-Looking Term Rates

Deloitte GmbH Wirtschaftsprüfungsgesellschaft
235
4.

Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?

Australian Catholic University, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, Trinity Business School, Trinity College Dublin and Borsa Istanbul
197
5.

The Forecasting Power of Short-term Options

ESADE Business School and ESADE Business School
183
6.

Unusual Option Activity: Is it Smart to Follow ‘Smart Money’?

Washington State University and U.S. Securities and Exchange Commission
144
7.

Debt Rollover Risk, Credit Default Swap Spread and Stock Returns: Evidence from the COVID-19 Crisis

The University of Sydney - Discipline of Finance, University of Sydney Business School and Board of Governors of the Federal Reserve System
72
8.

COVID-19 and Market Expectations: Evidence from Option-Implied Densities

University of Liechtenstein, Free University of Bozen-Bolzano and Free University of Bolzano Bozen
69
9.

Riding the Nordic German Power-Spread: The Einar Aas Experiment

University of Glasgow, affiliation not provided to SSRN, Norwegian Agricultural Economics Research Institute, Lillehammer University College and Peking University
62
10.

Predictability Puzzles

University of Wisconsin - Madison - Department of Finance, Investment and Banking
46

All Time Top Papers

As of: 02 Jan 1997 - 05 Aug 2020
Rank Paper Downloads
1.

151 Trading Strategies

Quantigic Solutions LLC and University of CEMA
42,512
2.

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
12,891
3.

Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation

Boston University - Department of Finance & Economics
10,953
4.

Finding Yield in a 2% World

Cambria Investment Management
7,560
5.

Dissecting Investment Strategies in the Cross Section and Time Series

Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man Group plc
7,540
6.

Why Indexing Works

One Hat Research LLC, University of Chicago - Booth School of Business and University College London - Department of Mathematics
6,307
7.

Two Centuries of Price Return Momentum

University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
5,766
8.

CDS Rate Construction Methods by Machine Learning Techniques

University of Reims Champagne-Ardenne and Birkbeck, University of London
5,007
9.

Is There a Dark Side to Exchange Traded Funds? An Information Perspective

IDC Herzliya - Arison School of Business, Stanford University - Graduate School of Business and Emory University - Goizueta Business School
4,692
10.

Rebalancing Risk

Man AHL, Independent, Duke University - Fuqua School of Business, Man Group plc and Man - AHL
4,463