Fun with SSRN

It never occurred to me to publish any of my research (or write a blog). My paper that I published earlier this year, “A Quant Approach to TAA“, was originally an afternoon spent trying to verify the results of some backtests at Merriman’s FundAdvice website. In fact, I only completed the paper to finish the CMT designation (and avoid taking the Level 3 test). Most of my research either ends up in the wastebasket or unpublished.

I thought it would be interesting to see if anyone is reading the paper, and SSRN keeps a tally of all the downloads and abstract views. Currently, the paper has been downloaded 5213 times. That places the paper 6th overall in total downloads for the previous 12 months. The top five papers are (and yes, that really is the title for #2):

‘I’ve Got Nothing to Hide’ and Other Misunderstandings of Privacy – DANIEL J. SOLOVE


Market Efficiency, Long-Term Returns, and Behavioral Finance – EUGENE FAMA

Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure – MICHAEL C. JENSEN & WILLIAM H. MECKLING

The Worldwide Equity Premium: A Smaller Puzzle – DIMSON & MARSH & STAUNTON

and rounding out the top 10 at #10 is:

Porn Up, Rape Down

As far as total downloads all time (there are roughly 130,000 full-text papers and 80,000+ authors), it is getting ready to break into the top 100.

It is currently behind “The Sarbanes-Oxley Act and the Making of Quack Corporate Governance” and ahead of “The Development Of Corporate Performance Measures: Benchmarks Before EVA“.