Recent Top Papers (60 days)

As of: 29 Apr 2017 - 28 Jun 2017
Rank Paper Downloads
1.

ETF Short Interest and Failures-to-Deliver: Naked Short-Selling or Operational Shorting?

University of Virginia - Darden School of Business, Villanova University - Department of Finance, Villanova University - Villanova School of Business and Villanova University - Department of Finance
80
2.

Bank Sectoral Concentration and (Systemic) Risk: Evidence from a Worldwide Sample of Banks

City University London - Sir John Cass Business School, Tilburg University - Department of Finance and Ghent University-Universiteit Gent - Faculty of Economics and Business Administration
70
3.

Clearing Algorithms and Network Centrality

University of Oxford - Mathematical Institute
57
4.

Factor Analysis for Volatility

University of Pennsylvania, School of Arts & Sciences, Department of Economics and University of Pennsylvania, School of Arts & Sciences, Department of Economics
44
5.

How Does Risk Flow in the Credit Default Swap Market?

University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
43
6.

Contingent Claims Analysis of Sovereign Default Risk in the Eurozone

University of Passau, Passau University and University of Passau
41
7.

Margin Procyclicality and Systemic Risk

University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
41
8.

Local Currency Systemic Risk

LUISS University - Department of Economics and Finance
40
9.

J-REIT Market Quality: Impact of High Frequency Trading and the Financial Crisis

University of Wyoming - College of Business - Department of Economics and Finance
36
10.

Systematic or Idiosyncratic? Spillover Effects in Corporate Bond Markets and Portfolio Implications

Athens University of Economics and Business, Darmstadt University of Technology and Deka Investment GmbH
33

All Time Top Papers

As of: 02 Jan 1997 - 28 Jun 2017
Rank Paper Downloads
1.

Can Microfinance Reduce Portfolio Volatility?

New York University - Leonard N. Stern School of Business and New York University (NYU) - Wilf Family Department of Politics
2,541
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,298
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,467
4.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,286
5.

Where the Risks Lie: A Survey on Systemic Risk

Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
1,153
6.

The Parade of the Bankers’ New Clothes Continues: 31 Flawed Claims Debunked

Stanford Graduate School of Business and Max Planck Institute for Research on Collective Goods
980
7.

Does Governance Have a Role in Pricing? Cross-Country Evidence from Bitcoin Markets

University of South Carolina - Department of Finance
953
8.

Model Risk of Risk Models

London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
948
9.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
836
10.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
839