The SSRN Blog

Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending September 18, 2009:

1. Broken Promises of Privacy: Responding to the Surprising Failure of Anonymization
by Paul Ohm (University of Colorado Law School)

2. The Equity Premium in 150 Textbooks
by Pablo Fernandez (University of Navarra - IESE Business School)

3. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)

4. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing, Inc.) and William H. Meckling (University of Rochester Simon School [deceased])

5. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)

Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending July 31, 2009:

1. A Case of Insider Trading in Spain (in Spanish)
by Pablo Fernandez (University of Navarra - IESE Business School)

2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)

3. Seven Sins of Fund Management
by James Montier (Dresdner Kleinwort Wasserstein - Global Equity Strategy)

4. Understanding the Subprime Mortgage Crisis
by Yuliya S. Demyanyk (Federal Reserve Bank of Cleveland) and Otto Van Hemert (New York University - Department of Finance)

5. Governance Matters VIII: Aggregate and Individual Governance Indicators, 1996-2008
by Daniel Kaufmann (Brookings Institution) and Aart Kraay (World Bank - Development Research Group) and Massimo Mastruzzi (World Bank Institute)

Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending June 19, 2009:

1. Betas Used by Companies and Professors in Europe: A Survey
by Pablo Fernandez (University of Navarra - IESE Business School) and Vicente J. Bermejo (University of Navarra - IESE Business School)

2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)

3. Case Closed
by Robert A. Haugen (Haugen Custom Financial Systems) and Nardin L. Baker (University of California, Irvine - Paul Merage School of Business)

4. The Black-Litterman Approach: Original Model and Extensions
by Attilio Meucci (Bloomberg ALPHA, Portfolio Analytics and Risk)

5. The Curse of the First-Mover: When Incremental Innovation Leads to Radical Change
by Thierry Rayna (London Metropolitan Business School) and Ludmila Striukova (University College London)

Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending May 29, 2009:

1. Betas Used by Professors: A Survey with 2,500 Answers
by Pablo Fernandez (University of Navarra - IESE Business School)

2. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)

3. Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007
by Gary B. Gorton (Yale School of Management; National Bureau of Economic Research)

4.Understanding the Subprime Mortgage Crisis
by Yuliya S. Demyanyk (Federal Reserve Bank of Cleveland) and Otto Van Hemert (New York University - Department of Finance)

5. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure
by Michael C. Jensen (Harvard Business School; The Monitor Company; Social Science Electronic Publishing (SSEP), Inc.) and William H. Meckling (University of Rochester Simon School [deceased])

Here are the top 5 papers downloaded from the SSRN eLibrary for the week ending May 8, 2009:

1. Too Big to Fail, Hidden Risks, and the Fallacy of Large Institutions
by Charles S. Tapiero (NYU-Poly Institute) and Nassim Nicholas Taleb (NYU-Poly Institute)

2. Interrogation’s Law
by William Ranney Levi (Yale University - Law School)

3. A Quantitative Approach to Tactical Asset Allocation
by Mebane T. Faber (Cambria Investment Management)

4. Market Risk Premium Used in 2008 by Professors: A Survey with 1,400 Answers
by Pablo Fernandez (University of Navarra - IESE Business School)

5. A Stitch in Time: The Rise and Fall of the Sewing Machine Patent Thicket
by Adam Mossoff (George Mason University - School of Law)