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Critical Finance Review / now publishers


0.55

Impact Factor

2.68

5-Years IF

8

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.370100 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.360100 (%)0.17
20100.340300 (%)0.15
20110.410300 (%)0.2
20120.455510216800 (%)91.80.21
201330.53611191.7351515515 (%)20.330.2
20143.550.553.55516462.88911391139 (%)0.25
20151.640.574.38622803.641311181670 (%)20.330.26
20160.550.662.681234772.26171162259 (%)100.830.34
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.

Full description at Econpapers || Download paper

65
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.

Full description at Econpapers || Download paper

64
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.

Full description at Econpapers || Download paper

53
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

32
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

16
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

11
72016Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036.

Full description at Econpapers || Download paper

10
82015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

8
92014Bank 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

7
102012Capital 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
112015Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

3
122013The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008.

Full description at Econpapers || Download paper

2
132017The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033.

Full description at Econpapers || Download paper

2
142017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John Y ; Viceira, Luis M ; Sunderam, Adi . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043.

Full description at Econpapers || Download paper

2
152013A 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
162016Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037.

Full description at Econpapers || Download paper

2
172016Problems 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.

Full description at Econpapers || Download paper

2
182015A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate. (2015). Rakowski, David ; Greene, Jason T.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000025.

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1
192017The Carry Trade: Risks and Drawdowns. (2017). Daniel, Kent ; Lu, Zhongjin ; Hodrick, Robert J. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051.

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1
202015(Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015.

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1
212014Do 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
222016Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032.

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1
232016No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038.

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1
242013Dynamic 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
252016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

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1
262016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

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1
272013Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010.

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1
282014Incentive Contracts are not Rigged by Powerful CEOs. (2014). Wan, Kam-Ming . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000016.

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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

45
22012The 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

42
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.

Full description at Econpapers || Download paper

35
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

24
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
62016Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036.

Full description at Econpapers || Download paper

10
72015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

8
82014Bank 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

7
92012Testing 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

5
102012Capital 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
112015Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

3
122017The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033.

Full description at Econpapers || Download paper

2
132016Problems 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.

Full description at Econpapers || Download paper

2
142013The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008.

Full description at Econpapers || Download paper

2
152016Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037.

Full description at Econpapers || Download paper

2
162017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John Y ; Viceira, Luis M ; Sunderam, Adi . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 6:


YearTitle
2016Loans on sale: Credit market seasonality, borrower need, and lender rents. (2016). Petersen, Mitchell ; Murfin, Justin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:300-326.

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2016The short trading day anomaly. (2016). Kliger, Doron ; Qadan, Mahmoud . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:62-80.

Full description at Econpapers || Download paper

2016Australian firm characteristics and the cross-section variation in equity returns. (2016). Heaney, Richard ; Lan, Yihui ; Koh, Szekee . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:104-115.

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2016Institutional investors and stock return anomalies. (2016). Edelen, Roger M ; Kadlec, Gregory B ; Ince, Ozgur S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:472-488.

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2016What is the Expected Return on a Stock?. (2016). Wagner, Christian ; Martin, Ian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11608.

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2016Will market competition trump gender discrimination in India ?. (2016). Pekkala Kerr, Sari ; Grover, Arti ; Ghani, Ejaz. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7814.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Blockholders: A Survey of Theory and Evidence. (2016). Edmans, Alex ; Holderness, Clifford . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11442.

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2016Effective macroprudential policy: Cross-sector substitution from price and quantity measures. (2016). Frost, Jon ; Cizel, Janko ; Wierts, Peter ; Houben, Aerdt . In: DNB Working Papers. RePEc:dnb:dnbwpp:498.

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2016When heirs become major shareholders: Evidence on pyramiding financed by related-party sales. (2016). Kim, Woochan ; Hwang, Sunwoo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:23-42.

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2016The impacts of economic importance difference of a joint venture (JV) held by partners and partners size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV. (2016). Zhang, Xiaoxiang ; Wen, Jie . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:46-54.

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2016Weekday variation in the leverage effect: A puzzle. (2016). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:193-196.

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2016Variance decomposition of the country, industry, firm, and firm-year effects on dividend policy. (2016). Erkan, Asligul ; Judge, William Q ; Fainshmidt, Stav. In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:6:p:1309-1320.

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2016Say on pay laws, executive compensation, pay slice, and firm valuation around the world. (2016). Correa, Ricardo ; Lel, Ugur . In: Journal of Financial Economics. RePEc:eee:jfinec:v:122:y:2016:i:3:p:500-520.

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2016Housing and Macroeconomics. (2016). Piazzesi, M ; Schneider, M. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1547.

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2016Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures. (2016). Cizel, Janko ; Wierts, Peter ; Houben, Aerdt ; Frost, Jon . In: IMF Working Papers. RePEc:imf:imfwpa:16/94.

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2016Corporate Control around the World. (2016). Papaioannou, Elias ; Aminadav, Gur . In: NBER Working Papers. RePEc:nbr:nberwo:23010.

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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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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, 1st 2017. Contact: CitEc Team