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Critical Finance Review / now publishers


1.64

Impact Factor

3.94

5-Years IF

6

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.360100 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.42000 (%)0.19
20050.43000 (%)0.21
20060.45000 (%)0.2
20070.39000 (%)0.17
20080.39000 (%)0.17
20090.370100 (%)0.18
20100.330300 (%)0.15
20110.410200 (%)0.2
20120.465510212900 (%)91.80.21
201330.53611191.7341515515 (%)20.330.21
20143.360.543.36516442.75611371137 (%)0.26
20151.640.63.94622713.23611181663 (%)20.330.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

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46
22012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005.

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45
32012Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001.

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42
42013Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

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27
52013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

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12
62012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

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10
72014Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

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5
82012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

4
92015Seasonal Variation in Treasury Returns. (2015). Levi, Maurice D. ; Kamstra, Mark J. ; Kramer, Lisa A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

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3
102013A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006.

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2
112015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

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2
122015(Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015.

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1
132016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

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1
142013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

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1
152014Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?. (2014). Swan, Peter ; Smith, Gavin S.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000014.

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1
162016Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028.

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1
172013Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010.

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1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005.

Full description at Econpapers || Download paper

40
22012Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001.

Full description at Econpapers || Download paper

33
32012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

31
42013Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

Full description at Econpapers || Download paper

26
52013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

Full description at Econpapers || Download paper

11
62012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

Full description at Econpapers || Download paper

6
72014Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

Full description at Econpapers || Download paper

5
82012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

4
92015Seasonal Variation in Treasury Returns. (2015). Levi, Maurice D. ; Kamstra, Mark J. ; Kramer, Lisa A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

3
102015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

2
112013A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 18:


YearTitle
2015Racial Discrimination in Local Public Services: A Field Experiment in the US. (2015). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp9290.

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2015Racial Discrimination in Local Public Services: A Field Experiment in the US. (2015). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: Working Papers. RePEc:don:donwpa:080.

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2015Racial Discrimination in Local Public Services: A Field Experiment in the US. (2015). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5537.

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2015Racial Discrimination in Local Public Services: A Field Experiment in the US. (2015). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps33.

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2015.

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2015Scale and skill in active management. (2015). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:1:p:23-45.

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2015Asset Bubbles; Re-thinking Policy for the Age of Asset Management. (2015). Jones, Bradley . In: IMF Working Papers. RePEc:imf:imfwpa:15/27.

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2015The asymmetric housing wealth effect on childbirth. (2015). Naoi, Michio ; Iwata, Shinichiro . In: MPRA Paper. RePEc:pra:mprapa:65360.

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2015Household Debt and Crises of Confidence. (2015). Koeniger, Winfried ; Hintermaier, Thomas. In: Bonn Econ Discussion Papers. RePEc:bon:bonedp:bgse06_2015.

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2015Household Debt and Crises of Confidence. (2015). Koeniger, Winfried ; Hintermaier, Thomas. In: Economics Working Paper Series. RePEc:usg:econwp:2015:18.

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2015Debt overhang and deleveraging in the US household sector: gauging the impact on consumption. (2015). Krustev, Georgi ; Albuquerque, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20151843.

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2015It’s Not All Fiscal; Effects of Income, Fiscal Policy, and Wealth on Private Consumption. (2015). Jaramillo, Laura ; Chailloux, Alexandre . In: IMF Working Papers. RePEc:imf:imfwpa:15/112.

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2015Household Debt and Crises of Confidence. (2015). Koeniger, Winfried ; Hintermaier, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp9409.

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2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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2015Household debt and crises of confidence. (2015). Koeniger, Winfried ; Hintermaier, Thomas. In: CFS Working Paper Series. RePEc:zbw:cfswop:519.

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2015A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market. (2015). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:15-39.

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2015Local Deviations from Uncovered Interest Parity: The Role of Macroeconomic Fundamentals. (2015). Holmes, Mark J. In: Working Paper Series. RePEc:rim:rimwps:15-43.

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2015Household Debt and Crises of Confidence. (2015). Koeniger, Winfried ; Hintermaier, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10865.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Keeping up with the Joneses and optimal diversification. (2015). Levy, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:29-38.

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2015Weather and SAD related mood effects on the financial market. (2015). Fruhwirth, Manfred ; Sogner, Leopold . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:11-31.

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Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document
2013Stakeholder relations and stock returns: On errors in investors expectations and learning. (2013). Borgers, Arian ; Koedijk, Kees ; Derwall, Jeroen ; Horst, Jenke Ter . In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:159-175.

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2013Do Asset Price Drops Foreshadow Recessions?. (2013). Terrones, Marco ; Bluedorn, John ; Decressin, Jrg . In: IMF Working Papers. RePEc:imf:imfwpa:13/203.

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Recent citations received in 2012

YearCiting document
2012Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Gaglianone, Wagner ; Carrasco Gutierrez, Carlos Enrique ; Carrasco-Gutierrez, Carlos Enrique . In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:4:p:425-460.

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2012Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry. In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-29.

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2012The impact of the Securities Markets Programme. (2012). Manganelli, Simone . In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:1.

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2012Conditional probabilities and contagion measures for euro area sovereign default risk. (2012). Schwaab, Bernd. In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:2.

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2012Bank dependence and investment during the financial crisis. (2012). Vermeulen, Philip. In: Research Bulletin. RePEc:ecb:ecbrbu:2012:0017:3.

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2012Growth Opportunities, Technology Shocks, and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: NBER Working Papers. RePEc:nbr:nberwo:17795.

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2012An Intertemporal CAPM with Stochastic Volatility. (2012). Polk, Christopher ; Giglio, Stefano ; Campbell, John ; Turley, Robert . In: NBER Working Papers. RePEc:nbr:nberwo:18411.

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2012Endogenous Dividend Dynamics and the Term Structure of Dividend Strips. (2012). Belo, Frederico ; Goldstein, Robert S. ; Collin-Dufresne, Pierre . In: NBER Working Papers. RePEc:nbr:nberwo:18450.

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2012Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Carrasco Gutierrez, Carlos Enrique ; Piazza, Wagner ; Carrasco-Gutierrez, Carlos Enrique . In: MPRA Paper. RePEc:pra:mprapa:66063.

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10 most frequent citing series


#SeriesCites

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team