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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
14
Impact Factor (IF)
0.65
5 Years IF
1.63
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
2012 0 0.51 3.6 0 5 5 480 18 18 0 0 0 18 3.6 0.22
2013 4 0.56 2.82 4 6 11 137 31 49 5 20 5 20 0 6 1 0.24
2014 5.18 0.55 4 5.18 5 16 24 64 113 11 57 11 57 0 0 0.23
2015 1.91 0.55 4.5 5.31 6 22 65 99 212 11 21 16 85 0 2 0.33 0.23
2016 0.73 0.53 3.12 3.82 12 34 197 106 318 11 8 22 84 0 11 0.92 0.21
2017 1.17 0.55 2.58 2.53 11 45 114 116 434 18 21 34 86 0 16 1.45 0.21
2018 1.61 0.57 2.58 1.5 5 50 2 129 563 23 37 40 60 0 0 0.24
2019 1.31 0.6 1.88 1.46 15 65 29 122 685 16 21 39 57 1 0.8 4 0.27 0.24
2020 0.25 0.73 1.99 1.76 8 73 4 145 830 20 5 49 86 0 0 0.34
2021 0.65 1.02 2.11 1.63 12 85 0 179 1009 23 15 51 83 0 1 0.08 0.38
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
12012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

173
22012Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001.

Full description at Econpapers || Download paper

162
32012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005.

Full description at Econpapers || Download paper

156
42016Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036.

Full description at Econpapers || Download paper

101
52013Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

Full description at Econpapers || Download paper

75
62017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043.

Full description at Econpapers || Download paper

61
72016Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037.

Full description at Econpapers || Download paper

61
82015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

52
92013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

Full description at Econpapers || Download paper

49
102012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

Full description at Econpapers || Download paper

38
112017The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051.

Full description at Econpapers || Download paper

28
122014Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

Full description at Econpapers || Download paper

21
132012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

16
142013The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008.

Full description at Econpapers || Download paper

14
152016Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028.

Full description at Econpapers || Download paper

14
162015Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

12
172017The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033.

Full description at Econpapers || Download paper

9
182019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

9
192019Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Li, Hongtao ; Velikov, Mihail . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076.

Full description at Econpapers || Download paper

9
202016Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032.

Full description at Econpapers || Download paper

8
212013A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006.

Full description at Econpapers || Download paper

8
222017Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035.

Full description at Econpapers || Download paper

7
232016No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038.

Full description at Econpapers || Download paper

6
242016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

5
252019Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data. (2019). Takeda, Fumiko ; Kazumori, Eiichiro ; Yu, Hong ; Sharman, Raj . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072.

Full description at Econpapers || Download paper

4
262016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

4
272019Liquidity Risk After 20 Years. (2019). Stambaugh, Robert F ; PSTOR, LUBO. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074.

Full description at Econpapers || Download paper

4
282019Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082.

Full description at Econpapers || Download paper

3
292020Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087.

Full description at Econpapers || Download paper

3
302022Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112.

Full description at Econpapers || Download paper

3
312019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

Full description at Econpapers || Download paper

3
322013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

Full description at Econpapers || Download paper

3
332019Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Amato, Andrea ; Harris, Larry. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058.

Full description at Econpapers || Download paper

3
342014Incentive Contracts are not Rigged by Powerful CEOs. (2014). Wan, Kam-Ming . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000016.

Full description at Econpapers || Download paper

2
352020The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088.

Full description at Econpapers || Download paper

2
362015(Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015.

Full description at Econpapers || Download paper

2
372017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050.

Full description at Econpapers || Download paper

2
382014Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?. (2014). Swan, Peter ; Smith, Gavin S.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000014.

Full description at Econpapers || Download paper

2
392017When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040.

Full description at Econpapers || Download paper

2
402017Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034.

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2
412017An Improved Version of the Volume-Synchronized Probability of Informed Trading. (2017). Ke, Wen-Chyan ; Lin, Hsiou-Wei William . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000046.

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2
422016Cumulative Prospect Theory, Aggregation, and Pricing. (2016). Ingersoll, Jonathan E. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000018.

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1
432013Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010.

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1
442022Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099.

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1
452018Why Do Firms Go Public Through Debt Instead of Equity?. (2018). Glushkov, Denys ; Zhang, Jingxuan ; Rau, Raghavendra P ; Khorana, Ajay. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000057.

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1
462019Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

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1
472017Catering Through Nominal Share Prices Revisited. (2017). Perez, M. Fabricio ; Shkilko, Andriy . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000042.

Full description at Econpapers || Download paper

1
482016Uncertainty and Valuations: A Comment. (2016). Pastor, Lubos ; Veronesi, Pietro. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000022.

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1
492016Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031.

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1
502017Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL. (2017). Eisdorfer, Assaf ; Kohl, Elizabeth . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000041.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036.

Full description at Econpapers || Download paper

69
22012Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001.

Full description at Econpapers || Download paper

51
32012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005.

Full description at Econpapers || Download paper

43
42016Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037.

Full description at Econpapers || Download paper

41
52012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

31
62015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

29
72017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043.

Full description at Econpapers || Download paper

28
82017The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051.

Full description at Econpapers || Download paper

18
92013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

Full description at Econpapers || Download paper

16
102013Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

Full description at Econpapers || Download paper

10
112012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

Full description at Econpapers || Download paper

10
122016Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028.

Full description at Econpapers || Download paper

8
132019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

8
142019Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Li, Hongtao ; Velikov, Mihail . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076.

Full description at Econpapers || Download paper

7
152012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

6
162014Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

Full description at Econpapers || Download paper

5
172017Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035.

Full description at Econpapers || Download paper

4
182015Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

4
192016No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038.

Full description at Econpapers || Download paper

4
202019Liquidity Risk After 20 Years. (2019). Stambaugh, Robert F ; PSTOR, LUBO. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074.

Full description at Econpapers || Download paper

4
212019Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082.

Full description at Econpapers || Download paper

3
222022Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112.

Full description at Econpapers || Download paper

3
232013The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008.

Full description at Econpapers || Download paper

3
242019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

Full description at Econpapers || Download paper

3
252016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

3
262019Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data. (2019). Takeda, Fumiko ; Kazumori, Eiichiro ; Yu, Hong ; Sharman, Raj . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072.

Full description at Econpapers || Download paper

3
272019Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Amato, Andrea ; Harris, Larry. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058.

Full description at Econpapers || Download paper

3
282020Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087.

Full description at Econpapers || Download paper

3
292017The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033.

Full description at Econpapers || Download paper

3
302013A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006.

Full description at Econpapers || Download paper

3
312017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050.

Full description at Econpapers || Download paper

2
322016Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032.

Full description at Econpapers || Download paper

2
332020The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088.

Full description at Econpapers || Download paper

2
342016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

2
352017When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 15
YearTitle
2021Further tests of asset pricing models: Liquidity risk matters. (2021). Liu, Weimin ; Zhang, Xindong ; Ma, Xiuli. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:255-273.

Full description at Econpapers || Download paper

2021Open Source Cross-Sectional Asset Pricing. (2021). Zimmermann, Tom ; Chen, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-37.

Full description at Econpapers || Download paper

2021Earnings and liquidity factors. (2021). Wroblewski, David ; Snigaroff, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:508-523.

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2021The pricing of the illiquidity factor’s conditional risk with time-varying premium. (2021). Noh, Joonki ; Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300744.

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2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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2021The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318.

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2021Discretionary loan loss provisioning and stock trading liquidity. (2021). McIntyre, Michael L ; Zhang, Yinlin. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:2:d:10.1057_s41261-020-00130-4.

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2021Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Liquidity risk and stock returns: empirical evidence from industrial products and services sector in Bursa Malaysia. (2021). Geetha, Caroline ; Abdul, Mohd Rahimie ; Musneh, Rapheedah. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00106-4.

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2021The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-Éric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318.

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2021Corporate Social Responsibility and Firm Liquidity Risk: U.S. Evidence. (2021). Wang, Jianrong ; Jiao, Zixuan ; Zhao, Hong ; Kamar, Amina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12894-:d:684614.

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2021Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154.

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2021Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). SADEFO, Jules ; Sadefo-Kamdem, Jules ; Assoil, Ayad. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7.

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2021Technical expert CEOs and corporate innovation. (2021). Tuan, Kai-Wen ; Yang, Jimmy J ; Wang, Ming-Chun ; Ting, Hsiu-I, . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001104.

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2019Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680.

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2019Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165.

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2019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

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2019The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test. (2019). Racicot, François-Éric ; Theoret, Raymond ; Tessier, David ; Rentz, William F. In: PLOS ONE. RePEc:plo:pone00:0221599.

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