Recent Top Papers (60 days)

As of: 19 Jun 2017 - 18 Aug 2017
Rank Paper Downloads
1.

The Remaking of Wall Street

Washington University in Saint Louis - School of Law
171
2.

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
65
3.

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

Universitat Pompeu Fabra - Department of Economics and Business, Federal Reserve Bank of Chicago, University of North Carolina Kenan-Flagler Business School and Board of Governors of the Federal Reserve System
59
4.

Beta: The Good, the Bad and the Ugly

Tilburg University - Department of Finance and Robeco Asset Management
45
5.

Financial Crisis, Corporate Governance, and Bank Capital

University of Colorado at Boulder - Department of Finance
43
6.

Does Banks’ Systemic Importance Affect Their Capital Structure Adjustment Process?

Université de Limoges, LAPE, Tilburg University - Department of Finance and Universite de Limoges, LAPE
37
7.

Conservative Accounting and the Pricing of Risk: The Case of Research and Development

London School of Economics & Political Science (LSE), University of Exeter Business School - XFI Centre for Finance and Investment, University of Manchester - Manchester Business School and London School of Economics & Political Science (LSE)
34
8.

Systematic Risk and Microstructure Invariance

Ohio University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Economics and Carnegie Mellon University - Tepper School of Business
30
9.

The Bond Pricing Implications of Rating-Based Capital Requirements

Georgia State University and University of Nebraska - Lincoln
23
10.

Inference for Large Financial Systems

Stanford University - Management Science & Engineering, Boston University - Department of Finance & Economics and Imperial College London - Department of Mathematics
21

All Time Top Papers

As of: 02 Jan 1997 - 18 Aug 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
2,546
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,314
3.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,494
4.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,299
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
1,199
6.

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

University of South Carolina - Department of Finance
1,033
7.

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
986
8.

Model Risk of Risk Models

London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
952
9.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
853
10.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and University of Oxford - Department of Economics
855