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

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.4

5 Years IF

0.9

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	0.09	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	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	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	0.22	0	0	0	0	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.27	0	0	0	0	0		0	0		0			0		0	0.13
2000	0	0.32	0	0	0	0	0		0	0		0			0		0	0.14
2001	0	0.35	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.37	0	0	0	0	0		0	0		0			0		0	0.19
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.45	0	0	0	0	0		1	0		0			0		0	0.21
2006	0	0.46	0	0	0	0	0		1	0		0			0		0	0.2
2007	0	0.42	0	0	0	0	0		1	0		0			0		0	0.18
2008	0	0.44	0	0	0	0	0		2	0		0			0		0	0.2
2009	0	0.43	0	0	0	0	0		3	0		0			0		0	0.21
2010	0	0.43	0	0	0	0	0		6	0		0			0		0	0.18
2011	0	0.45	0.23	0	22	22	140		11	0		0			0		0	0.2
2012	0.09	0.45	0.07	0.09	20	42	192	3	14	22	2	22	2		0	1	0.05	0.19
2013	0.05	0.5	0.12	0.05	18	60	56	2	21	42	2	42	2		0		0	0.21
2014	0.29	0.51	0.27	0.3	19	79	98	19	42	38	11	60	18		0	1	0.05	0.2
2015	0.11	0.5	0.31	0.37	20	99	152	29	73	37	4	79	29	3	10.3		0	0.19
2016	0.26	0.5	0.35	0.33	20	119	66	40	115	39	10	99	33	7	17.5	1	0.05	0.18
2017	0.43	0.5	0.42	0.43	20	139	80	59	174	40	17	97	42		0	3	0.15	0.18
2018	0.58	0.54	0.85	0.71	21	160	20	136	310	40	23	97	69	4	2.9	1	0.05	0.21
2019	0.71	0.58	0.82	0.8	22	182	17	150	460	41	29	100	80	1	0.7		0	0.21
2020	0.4	0.75	0.98	0.9	18	200	12	196	656	43	17	103	93		0	2	0.11	0.29

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 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	80
2	2015	The 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	63
3	2013	A 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	38
4	2011	Equity 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	38
5	2017	How 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	32
6	2015	Equity 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	32
7	2011	Do 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	29
8	2014	Why 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	29
9	2014	Information 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	25
10	2016	Underreaction 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	20
11	2016	Stabilizing 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	19
12	2012	Estimation 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	19
13	2012	Liquidity 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	17
14	2011	Tradeoffs 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	14
15	2015	Information 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	14
16	2011	The 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	12
17	2015	Liquidity 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	12
18	2012	The 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	11
19	2012	Analyst 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	10
20	2012	Where is the Value in High Frequency Trading?. (2012). Cartea, ÃÆÃÂlvaro ; 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	10
21	2014	Realized 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	10
22	2017	Seasonality 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	9
23	2017	Corporate 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	9
24	2012	The 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	9
25	2014	The 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	9
26	2011	Stochastic 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	9
27	2012	Filtering Out Expected Dividends and Expected Returns. (2012). Rytchkov, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500127. Full description at Econpapers \|\| Download paper	8
28	2012	Exchange 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	8
29	2011	Herding 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	8
30	2011	Illiquidity 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	7
31	2011	Capital 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	7
32	2015	Is 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	7
33	2014	Blockholder 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	7
34	2016	How 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	6
35	2016	Effects 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	6
36	2018	The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118. Full description at Econpapers \|\| Download paper	6
37	2011	The 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	6
38	2017	Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors. (2017). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500069. Full description at Econpapers \|\| Download paper	6
39	2019	Advertising, Attention, and Stock Returns. (2019). Chemmanur, Thomas ; Yan, AN. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500095. Full description at Econpapers \|\| Download paper	6
40	2015	Firm Size and Capital Structure. (2015). Kurshev, Alexander ; Strebulaev, Ilya A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081. Full description at Econpapers \|\| Download paper	5
41	2011	Time-Varying Sharpe Ratios and Market Timing. (2011). Tang, YI ; Whitelaw, Robert F. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000122. Full description at Econpapers \|\| Download paper	5
42	2012	Efficiency 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	5
43	2017	Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112. Full description at Econpapers \|\| Download paper	5
44	2014	Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500025. Full description at Econpapers \|\| Download paper	4
45	2015	Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s201013921550007x. Full description at Econpapers \|\| Download paper	4
46	2014	Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Berndt, Antje ; Ostrovnaya, Anastasiya. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500062. Full description at Econpapers \|\| Download paper	4
47	2017	Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Hotchkiss, Edith ; Jostova, Gergana. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033. Full description at Econpapers \|\| Download paper	4
48	2013	The 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	4
49	2015	Macroeconomic 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	4
50	2016	How do Corporate Governance Decisions Affect Bondholders?. (2016). Li, Hong ; Wang, Yuan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2015	The 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	52
2	2012	How 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	36
3	2017	How 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	30
4	2014	Why 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	26
5	2011	Equity 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	22
6	2013	A 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	21
7	2015	Equity 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	21
8	2014	Information 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	19
9	2011	Do 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	14
10	2016	Underreaction 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	11
11	2016	Stabilizing 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	11
12	2014	Realized 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	9
13	2015	Information 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	8
14	2011	Tradeoffs 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	7
15	2017	Corporate 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	7
16	2012	Liquidity 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	6
17	2014	The 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	6
18	2012	Where is the Value in High Frequency Trading?. (2012). Cartea, ÃÆÃÂlvaro ; 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	6
19	2012	The 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	6
20	2011	Stochastic 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	6
21	2018	The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118. Full description at Econpapers \|\| Download paper	6
22	2015	Liquidity 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	6
23	2011	The 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	5
24	2012	Estimation 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	5
25	2012	The 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	5
26	2015	Is 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	5
27	2017	Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112. Full description at Econpapers \|\| Download paper	5
28	2019	Advertising, Attention, and Stock Returns. (2019). Chemmanur, Thomas ; Yan, AN. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500095. Full description at Econpapers \|\| Download paper	5
29	2017	Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors. (2017). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500069. Full description at Econpapers \|\| Download paper	4
30	2012	Investment, Valuation, and Growth Options. (2012). Abel, Andrew B ; Eberly, Janice C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500012. Full description at Econpapers \|\| Download paper	4
31	2017	Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Hotchkiss, Edith ; Jostova, Gergana. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033. Full description at Econpapers \|\| Download paper	4
32	2016	Effects 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	4
33	2016	How do Corporate Governance Decisions Affect Bondholders?. (2016). Li, Hong ; Wang, Yuan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117. Full description at Econpapers \|\| Download paper	4
34	2011	Herding 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	4
35	2012	Exchange 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	4
36	2011	Capital 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	4
37	2019	Ambiguity Aversion and the Variance Premium. (2019). Miao, Jianjun ; Zhou, Hao ; Wei, Bin . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:02:n:s2010139219500034. Full description at Econpapers \|\| Download paper	4
38	2015	Firm Size and Capital Structure. (2015). Kurshev, Alexander ; Strebulaev, Ilya A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081. Full description at Econpapers \|\| Download paper	4
39	2011	The 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	4
40	2018	Risk Premia in the 8:30 Economy. (2018). Faust, Jon ; Wright, Jonathan H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500106. Full description at Econpapers \|\| Download paper	4
41	2020	An Empirical Analysis of Commodity Convenience Yields. (2020). Simin, Timothy ; Khokher, Zeigham ; Dincerler, Cantekin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s2010139220500093. Full description at Econpapers \|\| Download paper	4
42	2011	Time-Varying Sharpe Ratios and Market Timing. (2011). Tang, YI ; Whitelaw, Robert F. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000122. Full description at Econpapers \|\| Download paper	3
43	2016	How 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	3
44	2014	International Capital Flows and Bond Risk Premia. (2014). Sierra, Jesus . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500013. Full description at Econpapers \|\| Download paper	3
45	2017	Brain Drain: Are Mutual Funds Losing Their Best Minds?. (2017). Kostovetsky, Leonard. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500094. Full description at Econpapers \|\| Download paper	3
46	2017	CEO Social Status and Risk-Taking. (2017). Shemesh, Joshua. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500045. Full description at Econpapers \|\| Download paper	3
47	2014	Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500025. Full description at Econpapers \|\| Download paper	3
48	2015	Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s201013921550007x. Full description at Econpapers \|\| Download paper	3
49	2012	Filtering Out Expected Dividends and Expected Returns. (2012). Rytchkov, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500127. Full description at Econpapers \|\| Download paper	3
50	2020	High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model. (2020). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:04:n:s2010139220500172. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 17

Year	Title
2020	Dual-Class Firms and Innovation after NAFTA. (2020). Zagorchev, Andrey ; Gao, Lei. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:23:y:2020:i:01:n:s0219091520500071. Full description at Econpapers \|\| Download paper
2020	Do bank bailouts affect the provision of trade credit?11All errors are our own. The views expressed in this paper are solely those of the authors and should not be interpreted as reflecting the views . (2020). Norden, Lars ; Wang, Teng ; Udell, Gregory F. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307636. Full description at Econpapers \|\| Download paper
2020	The real effects of bank distress: Evidence from bank bailouts in Germany. (2020). Degryse, Hans ; Stein, Ingrid ; Kick, Thomas ; Bersch, Johannes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308149. Full description at Econpapers \|\| Download paper
2020	Banks and the real economy: An assessment of the research. (2020). Wilson, John ; Molyneux, Philip ; John , ; Berger, Allen N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919307813. Full description at Econpapers \|\| Download paper
2020	Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability. (2020). Sedunov, John ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300129. Full description at Econpapers \|\| Download paper
2020	Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation. (2020). Turtle, Harry J ; Starks, Laura ; Sias, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:27638. Full description at Econpapers \|\| Download paper
2020	Asymmetric effects of unanticipated monetary shocks on stock prices: Emerging market evidence. (2020). Canh, Nguyen ; Maiti, Moinak ; Thanh, Su Dinh ; Dinhthanh, SU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:40-55. Full description at Econpapers \|\| Download paper
2020	A new model for supply chain risk propagation considering herd mentality and risk preference under warning information on multiplex networks. (2020). Guo, Hongyuan ; Huo, Liangan ; Xie, Xiaoxiao ; Cheng, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319569. Full description at Econpapers \|\| Download paper
2020	Portfolio optimization of credit risky bonds: a semi-Markov process approach. (2020). Pasricha, Puneet ; Manca, Raimondo ; Damico, Guglielmo ; Selvamuthu, Dharmaraja. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00186-1. Full description at Econpapers \|\| Download paper
2020	The stock marketÃ¢â¬â¢s reaction to macroeconomic news under ambiguity. (2020). Garcia-Feijoo, Luis ; Giannetti, Antoine ; Viale, Ariel M. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-019-00342-3. Full description at Econpapers \|\| Download paper
2020	What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294. Full description at Econpapers \|\| Download paper
2020	Does the Mark-to-Model Fair Value Measure Make Assets Impairment Noisy?: A Literature Review. (2020). Pranikow, Jadwiga ; Dudycz, Tadeusz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1504-:d:321900. Full description at Econpapers \|\| Download paper
2020	Fair value accounting: Current practice and perspectives for future research. (2020). Shakespeare, Catherine ; Panaretou, Argyro ; McDonough, Ryan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:303-332. Full description at Econpapers \|\| Download paper
2020	Effects of board characteristics on post-acquisition performance: A study of cross-border acquisitions by firms in the manufacturing sector. (2020). Basuil, Dynah A ; Datta, Deepak K ; Agarwal, Ankita . In: International Business Review. RePEc:eee:iburev:v:29:y:2020:i:3:s0969593120300123. Full description at Econpapers \|\| Download paper
2020	A new perspective into the relationship between CEO pay and firm performance: evidence from NigeriaÃ¢â¬â¢s listed firms. (2020). Olaniyi, Clement ; Olayeni, Olaolu. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:22:y:2020:i:2:d:10.1007_s40847-020-00103-3. Full description at Econpapers \|\| Download paper
2020	Attention-grabbing IPOs in early stages for IT firms: An empirical analysis of post-IPO performance. (2020). Kwon, Youngok ; Chang, Young Bong. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:111-119. Full description at Econpapers \|\| Download paper
2020	Distraction effects on stock return co-movements: Confirmation from the Shenzhen and Shanghai stock markets. (2020). Haghighi, Afshin ; Zhaunerchyk, Katsiaryna ; Oliver, Barry. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19305815. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192. Full description at Econpapers \|\| Download paper
2020	Bond Lending and the Law of One Price in Chinas Treasury Markets. (2020). Wang, Yabin ; Magnani, Jacopo. In: MPRA Paper. RePEc:pra:mprapa:105027. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document

Recent citations received in 2018

Year	Citing document
2018	Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Deadlock on the Board. (2017). Malenko, Nadya ; Donaldson, Jason Roderick ; Piacentino, Giorgia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12503. Full description at Econpapers \|\| Download paper
2017	Financial 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
2017	Weather 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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Corporate Finance / Elsevier	75	31
2	Journal of Financial Economics / Elsevier	250	24
3	NBER Working Papers / National Bureau of Economic Research, Inc	261	24
4	Papers / arXiv.org	65	22
5	Journal of Banking & Finance / Elsevier	148	18
6	Management Science / INFORMS	156	18
7	CEPR Discussion Papers / C.E.P.R. Discussion Papers	149	15
8	International Review of Economics & Finance / Elsevier	47	15
9	Quarterly Journal of Finance (QJF) / World Scientific Publishing Co. Pte. Ltd.	14	12
10	The North American Journal of Economics and Finance / Elsevier	36	12
11	Journal of Futures Markets / John Wiley & Sons, Ltd.	38	12