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Review of Asset Pricing Studies / Oxford University Press


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Impact Factor

0.32

5-Years IF

4

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 (%)0.04
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.29000 (%)0.1
19990.32000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.42000 (%)0.18
20030.44000 (%)0.19
20040.49000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.47000 (%)0.19
20100.45000 (%)0.16
20110.52441400 (%)0.2
20120.250.550.2581210.08104141 (%)0.2
20130.170.620.1792120.120122122 (%)0.22
20140.710.640.71829150.5217122115 (%)0.21
20150.240.690.2183760.161174296 (%)0.22
20160.850.32845120.27163712 (%)0.26
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
12011Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95..

Full description at Econpapers || Download paper

8
22013Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228..

Full description at Econpapers || Download paper

5
32011Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73..

Full description at Econpapers || Download paper

4
42013Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37..

Full description at Econpapers || Download paper

4
52013Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199..

Full description at Econpapers || Download paper

4
62012Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks. (2012). Baker, Malcolm ; Wurgler, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:57-87..

Full description at Econpapers || Download paper

3
72012Does Mutual Fund Size Matter? The Relationship Between Size and Performance. (2012). Elton, Edwin J ; Blake, Christopher R ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:31-55..

Full description at Econpapers || Download paper

3
82013Hard Times. (2013). Campbell, John Y ; Polk, Christopher ; Giglio, Stefano . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132..

Full description at Econpapers || Download paper

3
92013The Wealth-Consumption Ratio. (2013). Lustig, Hanno ; Verdelhan, Adrien ; van Nieuwerburgh, Stijn . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94..

Full description at Econpapers || Download paper

2
102013The Puzzle of Index Option Returns. (2013). Constantinides, George M ; Savov, Alexi ; Jackwerth, Jens Carsten . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257..

Full description at Econpapers || Download paper

2
112011Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George M ; Ghosh, Anisha . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136..

Full description at Econpapers || Download paper

2
122012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen J ; Pascalau, Razvan ; Gregoriou, Greg N. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:89-110..

Full description at Econpapers || Download paper

2
132012Mutual Fund Industry Selection and Persistence. (2012). Busse, Jeffrey A ; Tong, Qing . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:245-274..

Full description at Econpapers || Download paper

1
142012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?. (2012). Huang, Jing-Zhi . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:153-202..

Full description at Econpapers || Download paper

1
152015Price Contagion through Balance Sheet Linkages. (2015). Capponi, Agostino ; Larsson, Martin . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:227-253..

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12011Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73..

Full description at Econpapers || Download paper

4
22013Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37..

Full description at Econpapers || Download paper

4
32011Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95..

Full description at Econpapers || Download paper

3
42012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen J ; Pascalau, Razvan ; Gregoriou, Greg N. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:89-110..

Full description at Econpapers || Download paper

2
52011Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George M ; Ghosh, Anisha . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136..

Full description at Econpapers || Download paper

2
62013The Puzzle of Index Option Returns. (2013). Constantinides, George M ; Savov, Alexi ; Jackwerth, Jens Carsten . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257..

Full description at Econpapers || Download paper

2
72013Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228..

Full description at Econpapers || Download paper

2
82013Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199..

Full description at Econpapers || Download paper

2
92013The Wealth-Consumption Ratio. (2013). Lustig, Hanno ; Verdelhan, Adrien ; van Nieuwerburgh, Stijn . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94..

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


Recent citations received in 2013

YearCiting document

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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