Quarterly Journal of Finance (QJF) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
17
Impact Factor (IF)
0.53
5 Years IF
0.65
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2011 | 0 | 0.52 | 0.27 | 0 | 22 | 22 | 243 | 6 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2012 | 0.32 | 0.51 | 0.36 | 0.32 | 20 | 42 | 338 | 14 | 21 | 22 | 7 | 22 | 7 | 0 | 7 | 0.35 | 0.22 | |
| 2013 | 0.52 | 0.56 | 0.45 | 0.52 | 18 | 60 | 89 | 22 | 48 | 42 | 22 | 42 | 22 | 0 | 0 | 0.24 | ||
| 2014 | 0.76 | 0.55 | 0.71 | 0.85 | 19 | 79 | 153 | 53 | 104 | 38 | 29 | 60 | 51 | 0 | 2 | 0.11 | 0.23 | |
| 2015 | 0.76 | 0.55 | 1 | 1.18 | 20 | 99 | 220 | 96 | 203 | 37 | 28 | 79 | 93 | 3 | 3.1 | 3 | 0.15 | 0.23 |
| 2016 | 0.64 | 0.53 | 0.76 | 0.8 | 20 | 119 | 83 | 88 | 293 | 39 | 25 | 99 | 79 | 8 | 9.1 | 3 | 0.15 | 0.21 |
| 2017 | 0.65 | 0.55 | 0.78 | 0.78 | 20 | 139 | 119 | 108 | 401 | 40 | 26 | 97 | 76 | 0 | 4 | 0.2 | 0.21 | |
| 2018 | 0.6 | 0.57 | 0.91 | 0.75 | 21 | 160 | 28 | 145 | 546 | 40 | 24 | 97 | 73 | 4 | 2.8 | 1 | 0.05 | 0.24 |
| 2019 | 0.76 | 0.6 | 0.88 | 0.84 | 22 | 182 | 31 | 161 | 707 | 41 | 31 | 100 | 84 | 1 | 0.6 | 0 | 0.24 | |
| 2020 | 0.42 | 0.73 | 1.09 | 0.98 | 18 | 200 | 18 | 218 | 925 | 43 | 18 | 103 | 101 | 0 | 2 | 0.11 | 0.34 | |
| 2021 | 0.53 | 1.02 | 1.04 | 0.65 | 20 | 220 | 4 | 228 | 1153 | 40 | 21 | 101 | 66 | 0 | 0 | 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
| # | 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 | 125 |
| 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 | 95 |
| 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 | 60 |
| 4 | 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 | 50 |
| 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 | 47 |
| 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 | 46 |
| 7 | 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 | 44 |
| 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 | 44 |
| 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 | 43 |
| 10 | 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 | 30 |
| 11 | 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 | 26 |
| 12 | 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 | 24 |
| 13 | 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 | 23 |
| 14 | 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 | 22 |
| 15 | 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 | 22 |
| 16 | 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 | 22 |
| 17 | 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 | 19 |
| 18 | 2012 | Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Fujii, Masaaki ; Takahashi, Akihiko. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500152. Full description at Econpapers || Download paper | 17 |
| 19 | 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 | 17 |
| 20 | 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 | 17 |
| 21 | 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 | 16 |
| 22 | 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 | 16 |
| 23 | 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 | 16 |
| 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 | 16 |
| 25 | 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 | 15 |
| 26 | 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 | 15 |
| 27 | 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 | 15 |
| 28 | 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 | 14 |
| 29 | 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 | 14 |
| 30 | 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 | 14 |
| 31 | 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 | 13 |
| 32 | 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 | 12 |
| 33 | 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 | 12 |
| 34 | 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 | 12 |
| 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 | 11 |
| 36 | 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 | 11 |
| 37 | 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 | 10 |
| 38 | 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 | 10 |
| 39 | 2017 | The Impact of Iceberg Orders in Limit Order Books. (2017). Frey, Stefan ; Sands, Patrik . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500070. Full description at Econpapers || Download paper | 10 |
| 40 | 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 | 10 |
| 41 | 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 | 10 |
| 42 | 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 | 10 |
| 43 | 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 | 8 |
| 44 | 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 | 8 |
| 45 | 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 |
| 46 | 2019 | Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation. (2019). Nasser, Tareque ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500101. Full description at Econpapers || Download paper | 7 |
| 47 | 2012 | Political Influence and TARP Investments in Credit Unions. (2012). Pana, Elisabeta ; Wilson, Linus. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500176. Full description at Econpapers || Download paper | 7 |
| 48 | 2012 | Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches. (2012). Ang, Andrew ; Sorensen, Morten. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115. Full description at Econpapers || Download paper | 6 |
| 49 | 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 | 6 |
| 50 | 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 |
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 | 60 |
| 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 | 42 |
| 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 | 35 |
| 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 | 31 |
| 5 | 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 | 31 |
| 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 | 24 |
| 7 | 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 | 22 |
| 8 | 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 | 18 |
| 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 | 16 |
| 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 | 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 | 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 | 10 |
| 13 | 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 | 9 |
| 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 | 9 |
| 15 | 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 | 8 |
| 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 | 8 |
| 17 | 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 |
| 18 | 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 | 8 |
| 19 | 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 | 8 |
| 20 | 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 | 8 |
| 21 | 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 | 7 |
| 22 | 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 | 7 |
| 23 | 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 | 7 |
| 24 | 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 |
| 25 | 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 | 7 |
| 26 | 2019 | Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation. (2019). Nasser, Tareque ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500101. Full description at Econpapers || Download paper | 7 |
| 27 | 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 | 6 |
| 28 | 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 | 6 |
| 29 | 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 | 6 |
| 30 | 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 |
| 31 | 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 | 5 |
| 32 | 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 | 5 |
| 33 | 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 | 5 |
| 34 | 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 | 5 |
| 35 | 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 | 5 |
| 36 | 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 |
| 37 | 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 | 4 |
| 38 | 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 | 4 |
| 39 | 2017 | Cross-Sectional Determinants of Information Quality Proxies and Cost of Capital Measures. (2017). Liu, Michelle ; Wysocki, Peter . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139216500166. Full description at Econpapers || Download paper | 4 |
| 40 | 2015 | Location Specific Styles and US Venture Capital Contracting. (2015). Bengtsson, Ola ; Ravid, Abraham S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500123. Full description at Econpapers || Download paper | 3 |
| 41 | 2015 | Separating the Components of Default Risk: A Derivative-Based Approach. (2015). Le, Anh . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500056. Full description at Econpapers || Download paper | 3 |
| 42 | 2017 | The Impact of Iceberg Orders in Limit Order Books. (2017). Frey, Stefan ; Sands, Patrik . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500070. Full description at Econpapers || Download paper | 3 |
| 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 | 3 |
| 44 | 2020 | Is There an On-the-Run Premium in TIPS?. (2020). Shultz, Patrick J ; Lopez, Jose A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s201013922050007x. Full description at Econpapers || Download paper | 3 |
| 45 | 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 | 3 |
| 46 | 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 | 3 |
| 47 | 2019 | Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure. (2019). Kolev, Kalin S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:02:n:s2010139219500058. Full description at Econpapers || Download paper | 3 |
| 48 | 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 | 3 |
| 49 | 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 | 3 |
| 50 | 2017 | Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?. (2017). Bai, Jennie ; Wei, Shang-Jin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500136. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 21
| Year | Title | |
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| 2021 | Economic Uncertainty and Bank Lending. (2021). Suardi, Sandy ; Wu, Weishao. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:2037-2069. Full description at Econpapers || Download paper | |
| 2021 | Ambiguity, Long-Run Risks, and Asset Prices. (2021). Wei, Bin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93476. Full description at Econpapers || Download paper | |
| 2021 | Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932. Full description at Econpapers || Download paper | |
| 2021 | Getting on board: The monitoring effect of institutional directors. (2021). Liu, Chang ; Jiang, George J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303096. Full description at Econpapers || Download paper | |
| 2021 | Google search and stock returns: A study on BIST 100 stocks. (2021). Ekinci, Cumhur ; Bulut, Ali Eray. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319302017. Full description at Econpapers || Download paper | |
| 2021 | Will data on internet queries predict the performance in the marketplace: an empirical study on online searches and IPO stock returns. (2021). Jeon, Seongmin ; Kang, Hyoung-Goo ; Ah, Jung ; Bae, Kyounghun. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09417-0. Full description at Econpapers || Download paper | |
| 2021 | The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors. (2021). Sun, Xiaolei ; Guo, Kun ; Kang, Yuxin ; Liu, Fengqi. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003001. Full description at Econpapers || Download paper | |
| 2021 | Antitakeover provisions and investment in mergers and acquisitions: A causal reevaluation. (2021). Gogineni, Sridhar ; Carline, Nicholas F. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921000833. Full description at Econpapers || Download paper | |
| 2021 | Coronavirus - The Moment for Helicopter Money?. (2021). Diaconu, Ioana Raluca ; Tiliu, Bogdan Andrei. In: CES Working Papers. RePEc:jes:wpaper:y:2020:v:12:i:4:p:244-256. Full description at Econpapers || Download paper | |
| 2021 | A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202164. Full description at Econpapers || Download paper | |
| 2021 | The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802. Full description at Econpapers || Download paper | |
| 2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305. Full description at Econpapers || Download paper | |
| 2021 | Measuring Market Expectations. (2021). Baumeister, Christiane. In: Working Papers. RePEc:pre:wpaper:202163. Full description at Econpapers || Download paper | |
| 2021 | Long-run reversal in commodity returns: Insights from seven centuries of evidence. (2021). Zaremba, Adam ; Mikutowski, Mateusz ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001977. Full description at Econpapers || Download paper | |
| 2021 | The TIPS Liquidity Premium*. (2021). Riddell, Simon ; Andreasen, Martin M. In: Review of Finance. RePEc:oup:revfin:v:25:y:2021:i:6:p:1639-1675.. Full description at Econpapers || Download paper | |
| 2021 | Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462. Full description at Econpapers || Download paper | |
| 2021 | The role of directors with related supply chain industry experience in corporate acquisition decisions. (2021). Smith, Aimee Hoffmann ; Minnick, Kristina ; Burns, Natasha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000328. Full description at Econpapers || Download paper | |
| 2021 | Political connections and media slant. (2021). Faff, Robert ; Yu, Xin ; Guo, Shijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:58-80. Full description at Econpapers || Download paper | |
| 2021 | A News-based Machine Learning Model for Adaptive Asset Pricing. (2021). Wells, Martin T ; Wu, Haoxuan ; Zhu, Liao. In: Papers. RePEc:arx:papers:2106.07103. Full description at Econpapers || Download paper | |
| 2021 | Clustering Structure of Microstructure Measures. (2021). Wells, Martin T ; Sun, Ningning ; Zhu, Liao. In: Papers. RePEc:arx:papers:2107.02283. Full description at Econpapers || Download paper | |
| 2021 | The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
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Recent citations received in 2020
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| 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 |
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Recent citations received in 2018
| Year | Citing document | |
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| 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 |
10 most frequent citing series