Citation analysis for Review of Asset Pricing Studies / Oxford University Press

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.86

5 Years IF

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2005	0	0.47	0	0	0	0	0		0	0		0			0		0	0.22
2006	0	0.47	0	0	0	0	0		0	0		0			0		0	0.21
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.19
2008	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2009	0	0.44	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.44	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.46	0	0	4	4	57		0	0		0			0		0	0.21
2012	0.25	0.47	0.08	0.25	8	12	123	1	1	4	1	4	1		0		0	0.19
2013	0.58	0.53	0.33	0.58	9	21	67	7	8	12	7	12	7		0		0	0.22
2014	0.82	0.55	0.83	0.95	8	29	40	24	32	17	14	21	20		0		0	0.21
2015	0.41	0.55	0.35	0.45	8	37	32	13	45	17	7	29	13		0		0	0.21
2016	0.31	0.56	0.73	0.81	8	45	14	33	78	16	5	37	30		0		0	0.2
2017	0.44	0.58	1.02	1.1	9	54	16	55	133	16	7	41	45		0		0	0.21
2018	0.76	0.7	1.86	1.4	5	59	2	110	243	17	13	42	59		0		0	0.28
2019	0.86	0.88	1.41	1	10	69	5	97	340	14	12	38	38		0	3	0.3	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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

#	Year	Title	Cited
1	2012	How 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	84
2	2011	Limited 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	27
3	2011	Does 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	19
4	2013	The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers \|\| Download paper	14
5	2012	Comovement 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	14
6	2015	Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111.. Full description at Econpapers \|\| Download paper	13
7	2011	Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; 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	12
8	2013	The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; 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	12
9	2013	Does 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	11
10	2013	Limited 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	11
11	2012	Does 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	11
12	2014	Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246.. Full description at Econpapers \|\| Download paper	10
13	2014	Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285.. Full description at Econpapers \|\| Download paper	9
14	2013	An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176.. Full description at Econpapers \|\| Download paper	9
15	2014	Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205.. Full description at Econpapers \|\| Download paper	8
16	2015	Price 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	8
17	2012	Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30.. Full description at Econpapers \|\| Download paper	7
18	2013	Hard Times. (2013). Polk, Christopher ; Campbell, John ; 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	7
19	2013	Does 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	7
20	2017	Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.. Full description at Econpapers \|\| Download paper	7
21	2012	Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen ; 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	5
22	2014	Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117.. Full description at Econpapers \|\| Download paper	5
23	2014	Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77.. Full description at Econpapers \|\| Download paper	4
24	2015	Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184.. Full description at Econpapers \|\| Download paper	4
25	2017	Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80.*. Full description at Econpapers \|\| Download paper	4
26	2016	Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178.. Full description at Econpapers \|\| Download paper	4
27	2014	Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns. (2014). Viale, Ariel ; Giannetti, Antoine ; Garcia-Feijoo, Luis. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:118-159.. Full description at Econpapers \|\| Download paper	3
28	2019	Relative Tick Size and the Trading Environment. (2019). Zhong, Zhuo ; Saar, Gideon ; Ohara, Maureen. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:47-90.. Full description at Econpapers \|\| Download paper	3
29	2015	A Credit Spread Puzzle for Reduced-Form Models. (2015). Berndt, Antje. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:48-91.. Full description at Econpapers \|\| Download paper	3
30	2016	Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220.. Full description at Econpapers \|\| Download paper	3
31	2016	Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices. (2016). GrÃÂ¼ning, Patrick ; Gruning, Patrick ; Garlappi, Lorenzo ; Bena, Jan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:46-87.. Full description at Econpapers \|\| Download paper	3
32	2015	The Impact of Hedge Funds on Asset Markets. (2015). Ramadorai, Tarun ; Patton, Andrew J ; Kruttli, Mathias S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:185-226.. Full description at Econpapers \|\| Download paper	3
33	2012	Mutual 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	3
34	2016	Macro Disagreement and the Cross-Section of Stock Returns. (2016). Li, Frank Weikai. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:1-45.. Full description at Econpapers \|\| Download paper	2
35	2016	International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Solnik, Bruno ; Watewai, Thaisiri . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:221-260.. Full description at Econpapers \|\| Download paper	2
36	2018	Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings. (2018). Qian, Hong ; Zhong, Zhaodong . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:117-152.. Full description at Econpapers \|\| Download paper	2
37	2017	Transparency and Liquidity in the Structured Product Market. (2017). Friewald, Nils ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:316-348.. Full description at Econpapers \|\| Download paper	2
38	2017	The Cross-Section of Expected Returns in the Secondary Corporate Loan Market. (2017). Beyhaghi, Mehdi ; Ehsani, Sina. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:243-277.. Full description at Econpapers \|\| Download paper	2
39	2014	Detecting Superior Mutual Fund Managers: Evidence from Copycats. (2014). Rau, Raghavendra ; Pukthuanthong, Kuntara ; Phillips, Blake. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:286-321.. Full description at Econpapers \|\| Download paper	2
40	2016	The Noninformation Cost of Trading and Its Relative Importance inAsset Pricing. (2016). Chung, Keeh ; Huh, Sahn-Wook. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:261-302.. Full description at Econpapers \|\| Download paper	1
41	2018	Hedge Fund Holdings and Stock Market Efficiency. (2018). Cao, Charles ; Petrasek, Lubomir ; Lo, Andrew W ; Liang, Bing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:77-116.. Full description at Econpapers \|\| Download paper	1
42	2017	Extended Stock Returns in Response to S&P 500 Index Changes. (2017). Patel, Nimesh ; Welch, Ivo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:172-208.. Full description at Econpapers \|\| Download paper	1
43	2019	Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:2:p:210-255.. Full description at Econpapers \|\| Download paper	1
44	2015	Target Date Funds: Characteristics and Performance. (2015). Elton, Edwin J ; Blake, Christopher R ; de Souza, Andre ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:254-272.. Full description at Econpapers \|\| Download paper	1
45	2017	A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:2-42.. Full description at Econpapers \|\| Download paper	1
46	2019	The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds. (2019). Naranjo, Patricia ; Michenaud, Sebastien ; Crotty, Kevin ; Crane, Alan D. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:137-170.. Full description at Econpapers \|\| Download paper	1
47	2015	Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach. (2015). Kitwiwattanachai, Chanatip ; Pearson, Neil D. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:112-154.. Full description at Econpapers \|\| Download paper	1
48	2016	Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation. (2016). Rachwalski, Mark ; Wen, Quan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:303-328.. Full description at Econpapers \|\| Download paper	1
49	2019	A Fresh Look at Return Predictability Using a More Efficient Estimator. (2019). Johnson, Travis L. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:1-46.. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2012	How 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	48
2	2011	Limited 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	15
3	2013	The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers \|\| Download paper	10
4	2015	Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111.. Full description at Econpapers \|\| Download paper	9
5	2012	Comovement 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	9
6	2014	Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285.. Full description at Econpapers \|\| Download paper	9
7	2014	Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246.. Full description at Econpapers \|\| Download paper	9
8	2013	An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176.. Full description at Econpapers \|\| Download paper	8
9	2013	The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; 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	8
10	2015	Price 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	8
11	2017	Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.. Full description at Econpapers \|\| Download paper	7
12	2012	Does 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	7
13	2011	Does 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	7
14	2013	Limited 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	6
15	2012	Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30.. Full description at Econpapers \|\| Download paper	5
16	2011	Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; 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	5
17	2013	Does 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
18	2014	Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117.. Full description at Econpapers \|\| Download paper	4
19	2017	Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80.*. Full description at Econpapers \|\| Download paper	4
20	2015	Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184.. Full description at Econpapers \|\| Download paper	4
21	2014	Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205.. Full description at Econpapers \|\| Download paper	4
22	2016	Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178.. Full description at Econpapers \|\| Download paper	4
23	2019	Relative Tick Size and the Trading Environment. (2019). Zhong, Zhuo ; Saar, Gideon ; Ohara, Maureen. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:47-90.. Full description at Econpapers \|\| Download paper	3
24	2016	Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220.. Full description at Econpapers \|\| Download paper	3
25	2014	Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77.. Full description at Econpapers \|\| Download paper	3
26	2017	The Cross-Section of Expected Returns in the Secondary Corporate Loan Market. (2017). Beyhaghi, Mehdi ; Ehsani, Sina. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:243-277.. Full description at Econpapers \|\| Download paper	2
27	2012	Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen ; 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
28	2018	Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings. (2018). Qian, Hong ; Zhong, Zhaodong . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:117-152.. Full description at Econpapers \|\| Download paper	2
29	2016	International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Solnik, Bruno ; Watewai, Thaisiri . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:221-260.. Full description at Econpapers \|\| Download paper	2
30	2014	Detecting Superior Mutual Fund Managers: Evidence from Copycats. (2014). Rau, Raghavendra ; Pukthuanthong, Kuntara ; Phillips, Blake. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:286-321.. Full description at Econpapers \|\| Download paper	2
31	2015	A Credit Spread Puzzle for Reduced-Form Models. (2015). Berndt, Antje. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:48-91.. Full description at Econpapers \|\| Download paper	2
32	2016	Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices. (2016). GrÃÂ¼ning, Patrick ; Gruning, Patrick ; Garlappi, Lorenzo ; Bena, Jan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:46-87.. Full description at Econpapers \|\| Download paper	2
33	2014	Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns. (2014). Viale, Ariel ; Giannetti, Antoine ; Garcia-Feijoo, Luis. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:118-159.. Full description at Econpapers \|\| Download paper	2
34	2016	Macro Disagreement and the Cross-Section of Stock Returns. (2016). Li, Frank Weikai. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:1-45.. Full description at Econpapers \|\| Download paper	2
35	2012	Mutual 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	2
36	2017	Transparency and Liquidity in the Structured Product Market. (2017). Friewald, Nils ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:316-348.. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 12

Year	Title
2019	Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975. Full description at Econpapers \|\| Download paper
2019	Pitfalls of central clearing in the presence of systematic risk. (2019). Pelizzon, Loriana ; Sherman, Mila Getmansky ; Kubitza, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:235. Full description at Econpapers \|\| Download paper
2019	The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800. Full description at Econpapers \|\| Download paper
2019	Anti-cyclical versus risk-sensitive margin strategies in central clearing. (2019). DÃÂ¶mÃÂ¶tÃÂ¶r, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:117-131. Full description at Econpapers \|\| Download paper
2019	The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826. Full description at Econpapers \|\| Download paper
2019	Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833. Full description at Econpapers \|\| Download paper
2019	Institutional investors and loan dynamics: Evidence from loan renegotiations. (2019). Wald, John K ; Nguyen, CA ; Beyhaghi, Mehdi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:482-505. Full description at Econpapers \|\| Download paper
2019	Factor Momentum and the Momentum Factor. (2019). Linnainmaa, Juhani T ; Ehsani, Sina. In: NBER Working Papers. RePEc:nbr:nberwo:25551. Full description at Econpapers \|\| Download paper
2019	The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John. In: MPRA Paper. RePEc:pra:mprapa:95298. Full description at Econpapers \|\| Download paper
2019	Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287. Full description at Econpapers \|\| Download paper
2019	Do corporate site visits impact hedge fund performance?. (2019). Kang, DI ; Zhuang, Zhuang ; Hong, Xin ; Wang, Zhibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:113-128. Full description at Econpapers \|\| Download paper
2019	Institutional Trading Around M&A Announcements. (2019). Sialm, Clemens ; Lantushenko, Viktoriya ; Fich, Eliezer. In: NBER Working Papers. RePEc:nbr:nberwo:25814. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127. Full description at Econpapers \|\| Download paper
2019	Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41. Full description at Econpapers \|\| Download paper
2019	Inverted fee structures, tick size, and market quality. (2019). Zhong, Zhuo ; Gregoire, Vincent ; Comerton-Forde, Carole. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

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Recent citations received in 2016

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10 most frequent citing series

#	Series	H	Cites
1	Journal of Financial Economics / Elsevier	221	23
2	NBER Working Papers / National Bureau of Economic Research, Inc	243	20
3	CEPR Discussion Papers / C.E.P.R. Discussion Papers	134	15
4	Papers / arXiv.org	54	12
5	Journal of Banking & Finance / Elsevier	133	11
6	Journal of Empirical Finance / Elsevier	62	10
7	Journal of International Financial Markets, Institutions and Money / Elsevier	49	8
8	Pacific-Basin Finance Journal / Elsevier	38	8
9	European Journal of Operational Research / Elsevier	91	7
10	European Financial Management / European Financial Management Association	38	7
11	Journal of Financial Markets / Elsevier	46	7