Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Quarterly Journal of Finance (QJF) / World Scientific Publishing Co. Pte. Ltd.


0.1

Impact Factor

0.15

5-Years IF

7

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
19910.1000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.11000 (%)0.04
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.39000 (%)0.14
20020.41000 (%)0.17
20030.43000 (%)0.18
20040.48000 (%)0.2
20050.520100 (%)0.21
20060.51000 (%)0.2
20070.44000 (%)0.18
20080.48000 (%)0.2
20090.490100 (%)0.19
20100.46000 (%)0.17
20110.5222210.0545001 (2.2%)0.19
20120.5320426022222 (3.3%)0.19
20130.020.590.02367860.08124214212 (16.7%)0.21
20140.070.610.1438116140.121756478112 (11.8%)10.030.2
20150.010.630.1849165230.1427741116211 (3.7%)0.2
20160.110.70.1958223340.15198710165311 (5.3%)10.020.2
20170.10.780.1520243400.16111071120130 (%)20.10.23
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
12012How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206.

Full description at Econpapers || Download paper

23
22011Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

Full description at Econpapers || Download paper

12
32011Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146.

Full description at Econpapers || Download paper

10
42015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

Full description at Econpapers || Download paper

9
52012Analyst Conflicts and Research Quality. (2012). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103.

Full description at Econpapers || Download paper

7
62017Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154.

Full description at Econpapers || Download paper

7
72012Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085.

Full description at Econpapers || Download paper

7
82013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018.

Full description at Econpapers || Download paper

7
92016Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051.

Full description at Econpapers || Download paper

6
102011Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions. (2011). Gillan, Stuart L ; Starks, Laura T ; Hartzell, Jay C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000183.

Full description at Econpapers || Download paper

5
112012Where is the Value in High Frequency Trading?. (2012). Cartea, Álvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140.

Full description at Econpapers || Download paper

5
122011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Khandani, Amir E ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080.

Full description at Econpapers || Download paper

5
132012Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

Full description at Econpapers || Download paper

5
142011The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

Full description at Econpapers || Download paper

4
152015Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Yu, Miaomiao ; Liu, Yixin ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147.

Full description at Econpapers || Download paper

4
162016Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063.

Full description at Econpapers || Download paper

4
172014Blockholder Ownership and Corporate Control: The Role of Liquidity. (2014). Gerken, William. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500037.

Full description at Econpapers || Download paper

4
182014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189.

Full description at Econpapers || Download paper

4
192012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036.

Full description at Econpapers || Download paper

3
202011Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237.

Full description at Econpapers || Download paper

3
212015The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

3
222011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092.

Full description at Econpapers || Download paper

3
232012Efficiency and the Disposition Effect in NFL Prediction Markets. (2012). Hartzmark, Samuel M ; Solomon, David H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500139.

Full description at Econpapers || Download paper

3
242017How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082.

Full description at Econpapers || Download paper

2
252015Financial Constraints, R&D Investment, and the Value of Cash Holdings. (2015). Ntantamis, Christos ; Zhou, Jun ; Booth, Laurence . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500111.

Full description at Econpapers || Download paper

2
262012Exchange Rate Fundamentals and Order Flow. (2012). Evans, Martin ; Lyons, Richard K. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188.

Full description at Econpapers || Download paper

2
272015Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral V ; Zhang, Yili ; Schaefer, Stephen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500068.

Full description at Econpapers || Download paper

2
282013Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality. (2013). Pagano, Michael S ; Strother, Shawn T. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500079.

Full description at Econpapers || Download paper

2
292012The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures. (2012). Shane, Scott . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500097.

Full description at Econpapers || Download paper

2
302013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055.

Full description at Econpapers || Download paper

2
312015Location Specific Styles and US Venture Capital Contracting. (2015). Bengtsson, Ola ; Ravid, Abraham S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500123.

Full description at Econpapers || Download paper

2
322015Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2015). Novales, Alfonso ; Rubio, Gonzalo ; Nieto, Belen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214.

Full description at Econpapers || Download paper

2
332016Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution. (2016). Perrakis, Stylianos ; Czerwonko, Michal . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s201013921650018x.

Full description at Econpapers || Download paper

2
342011Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171.

Full description at Econpapers || Download paper

2
352015Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202.

Full description at Econpapers || Download paper

2
362016How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?. (2016). Wiener, Zvi ; Ofir, Moran ; Mugerman, Yevgeny. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500130.

Full description at Econpapers || Download paper

2
372014Do Local Investors Know More? Evidence from Mutual Fund Location and Investments. (2014). Sulaeman, Johan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500104.

Full description at Econpapers || Download paper

2
382012Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches. (2012). Ang, Andrew ; Sorensen, Morten. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115.

Full description at Econpapers || Download paper

2
392013Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions. (2013). Bartram, Söhnke ; Helwege, Jean ; Burns, Natasha. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500109.

Full description at Econpapers || Download paper

1
402014The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141.

Full description at Econpapers || Download paper

1
412016Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129.

Full description at Econpapers || Download paper

1
422014The Welfare Implications of Health Capital Investment. (2014). Holland, Sara B. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500074.

Full description at Econpapers || Download paper

1
432011The Uncertainty Premium in an Ambiguous Economy. (2011). Izhakian, Yehuda ; Benninga, Simon. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000109.

Full description at Econpapers || Download paper

1
442016Idiosyncratic Volatility of Small Public Firms and Entrepreneurial Risk. (2016). Ferreira, Miguel ; Brown, David P. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:01:n:s2010139216500026.

Full description at Econpapers || Download paper

1
452014Incentives and Relative Wealth Concerns. (2014). Miglietta, Salvatore. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s201013921450013x.

Full description at Econpapers || Download paper

1
462012Political Influence and TARP Investments in Credit Unions. (2012). Pana, Elisabeta ; Wilson, Linus. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500176.

Full description at Econpapers || Download paper

1
472014Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500049.

Full description at Econpapers || Download paper

1
482016Money Market Funds and the Prospect of a US Treasury Default. (2016). Gallagher, Emily ; Collins, Sean. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:01:n:s2010139216400012.

Full description at Econpapers || Download paper

1
492017Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Agrawal, Anup ; Cooper, Tommy . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142.

Full description at Econpapers || Download paper

1
502014Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500153.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12012How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206.

Full description at Econpapers || Download paper

14
22011Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

Full description at Econpapers || Download paper

11
32015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

Full description at Econpapers || Download paper

9
42013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018.

Full description at Econpapers || Download paper

7
52012Analyst Conflicts and Research Quality. (2012). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103.

Full description at Econpapers || Download paper

5
62011Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146.

Full description at Econpapers || Download paper

5
72016Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051.

Full description at Econpapers || Download paper

5
82014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189.

Full description at Econpapers || Download paper

4
92012Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

Full description at Econpapers || Download paper

4
102012Where is the Value in High Frequency Trading?. (2012). Cartea, Álvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140.

Full description at Econpapers || Download paper

4
112016Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063.

Full description at Econpapers || Download paper

4
122012Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085.

Full description at Econpapers || Download paper

4
132012Efficiency and the Disposition Effect in NFL Prediction Markets. (2012). Hartzmark, Samuel M ; Solomon, David H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500139.

Full description at Econpapers || Download paper

3
142011The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

Full description at Econpapers || Download paper

3
152011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092.

Full description at Econpapers || Download paper

3
162015The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

3
172012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036.

Full description at Econpapers || Download paper

3
182011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Khandani, Amir E ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080.

Full description at Econpapers || Download paper

2
192013Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality. (2013). Pagano, Michael S ; Strother, Shawn T. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500079.

Full description at Econpapers || Download paper

2
202015Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral V ; Zhang, Yili ; Schaefer, Stephen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500068.

Full description at Econpapers || Download paper

2
212015Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202.

Full description at Econpapers || Download paper

2
222015Location Specific Styles and US Venture Capital Contracting. (2015). Bengtsson, Ola ; Ravid, Abraham S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500123.

Full description at Econpapers || Download paper

2
232016Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution. (2016). Perrakis, Stylianos ; Czerwonko, Michal . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s201013921650018x.

Full description at Econpapers || Download paper

2
242012Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches. (2012). Ang, Andrew ; Sorensen, Morten. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115.

Full description at Econpapers || Download paper

2
252012Exchange Rate Fundamentals and Order Flow. (2012). Evans, Martin ; Lyons, Richard K. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188.

Full description at Econpapers || Download paper

2
262011Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237.

Full description at Econpapers || Download paper

2
272013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055.

Full description at Econpapers || Download paper

2
282011Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171.

Full description at Econpapers || Download paper

2
292017How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082.

Full description at Econpapers || Download paper

2
302017Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154.

Full description at Econpapers || Download paper

2
312015Financial Constraints, R&D Investment, and the Value of Cash Holdings. (2015). Ntantamis, Christos ; Zhou, Jun ; Booth, Laurence . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500111.

Full description at Econpapers || Download paper

2
322015Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Yu, Miaomiao ; Liu, Yixin ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147.

Full description at Econpapers || Download paper

2
332015Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2015). Novales, Alfonso ; Rubio, Gonzalo ; Nieto, Belen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214.

Full description at Econpapers || Download paper

2
342014Do Local Investors Know More? Evidence from Mutual Fund Location and Investments. (2014). Sulaeman, Johan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500104.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 11:


YearTitle
2017CoCo issuance and bank fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: BIS Working Papers. RePEc:bis:biswps:678.

Full description at Econpapers || Download paper

2017Does corporate control matter to financial volatility?. (2017). Rungi, Armando ; Gianfagna, Laura. In: Working Papers. RePEc:ial:wpaper:9/2017.

Full description at Econpapers || Download paper

2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). . In: Review of Economics & Finance. RePEc:bap:journl:170102.

Full description at Econpapers || Download paper

2017Mispriced Index Option Portfolios. (2017). Perrakis, Stylianos ; Constantinides, George ; Czerwonko, Michal . In: NBER Working Papers. RePEc:nbr:nberwo:23708.

Full description at Econpapers || Download paper

2017Investor flows and fragility in corporate bond funds. (2017). Goldstein, Itay ; Ng, David T ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:592-613.

Full description at Econpapers || Download paper

2017Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis. (2017). Schmidt, Lawrence ; Gallagher, Emily ; Wermers, Russ ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11895.

Full description at Econpapers || Download paper

2017Exploring R&D Influences on Financial Performance for Business Sustainability Considering Dual Profitability Objectives. (2017). Shen, Kao-Yi ; Tzeng, Gwo-Hshiung ; Yan, Min-Ren. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:11:p:1964-:d:116709.

Full description at Econpapers || Download paper

2017Squaring Venture Capital Valuations with Reality. (2017). Strebulaev, Ilya ; Gornall, William . In: NBER Working Papers. RePEc:nbr:nberwo:23895.

Full description at Econpapers || Download paper

2017Bank Market Power and Loan Contracts: Empirical Evidence. (2017). HASAN, IFTEKHAR ; Zhen, Xinting ; Wang, Haizhi ; Liu, Liuling ; Vacca, Valerio ; Rossi, Paola ; Pagnini, Marcello . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:649-676.

Full description at Econpapers || Download paper

2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

Full description at Econpapers || Download paper

2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class. (2017). Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1702.

Full description at Econpapers || Download paper

2017Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications. (2016). Perrakis, Stylianos ; Czerwonko, Michal . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500191.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document

Recent citations received in 2014

YearCiting document
2014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

Full description at Econpapers || Download paper

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 November, 2th 2018. Contact: CitEc Team