Recent Top Papers (60 days)

As of: 22 Feb 2018 - 23 Apr 2018
Rank Paper Downloads
1.

Motivating Factors

Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
172
2.

The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity

Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
116
3.

Systematic Testing of Systematic Trading Strategies

University of Cape Town and Peregrine Securities
115
4.

Impact of the Dodd-Frank Act on Systemic Risk: A Counterfactual Analysis

University of Groningen, Faculty of Economics and Business
73
5.

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

University College London - Centre for the Study of Decision-Making Uncertainty, European Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
49
6.

Measuring the Capital Shortfall of Large U.S. Banks

University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne, HEC Lausanne, Institute of Banking and Finance
34
7.

Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects

University of Kiel- Faculty of Economics and Social Sciences, Observatoire Français des Conjonctures Economiques (OFCE), University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
30
8.

An Early Warning System for Systemic Risks

International Monetary Fund and CESifo
29
9.

Seeing the Forest Through the Trees: Do Investors Underestimate the Impact of Systemic Events?

Isenberg School of Management, University of Massachusetts and Georgia Institute of Technology - Scheller College of Business
29
10.

A General Equilibrium Appraisal of Capital Shortfall

University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and Banque de France
26

All Time Top Papers

As of: 02 Jan 1997 - 23 Apr 2018
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
2,581
2.

CoVaR

International Monetary Fund and Princeton University - Department of Economics
2,427
3.

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

University of South Carolina - Department of Finance
2,228
4.

Systemic Risk and Central Clearing Counterparty Design

Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
1,597
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
1,422
6.

Measuring and Allocating Systemic Risk

Princeton University - Department of Economics and ETH Zurich
1,361
7.

Learning from History: Volatility and Financial Crises

London School of Economics - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
1,200
8.

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
1,049
9.

Systematic and Unsystematic Risk Determinants of Liquidity Risk between Islamic and Conventional Banks

Universiti Utara Malaysia and Universiti Malaysia Perlis - School of Business Innovation & Techno (PPIPT)
1,036
10.

Factor High-Frequency Based Volatility (HEAVY) Models

University of Oxford - Department of Economics and Capital University of Economics and Business-International School of Economics and Management
989