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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
18
Impact Factor (IF)
0.4
5 Years IF
0.34
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
2004 0 0.57 0.29 0 7 7 16 1 2 0 0 1 100 1 0.14 0.35
2005 0.14 0.58 0.32 0.14 15 22 39 7 9 7 1 7 1 0 6 0.4 0.36
2006 0.32 0.58 0.28 0.32 10 32 26 8 18 22 7 22 7 2 25 1 0.1 0.34
2007 0.32 0.5 0.28 0.34 15 47 285 13 31 25 8 32 11 3 23.1 2 0.13 0.29
2008 0.32 0.58 0.28 0.3 10 57 70 15 47 25 8 47 14 0 1 0.1 0.3
2009 0.6 0.56 0.27 0.33 28 85 316 23 70 25 15 57 19 1 4.3 3 0.11 0.32
2010 0.74 0.51 0.45 0.5 21 106 52 47 118 38 28 78 39 8 17 5 0.24 0.29
2011 0.65 0.6 0.52 0.62 25 131 150 68 186 49 32 84 52 9 13.2 3 0.12 0.35
2012 0.28 0.65 0.46 0.53 20 151 58 69 255 46 13 99 52 14 20.3 8 0.4 0.34
2013 0.47 0.64 0.56 0.56 20 171 76 91 351 45 21 104 58 15 16.5 10 0.5 0.34
2014 0.6 0.65 0.86 0.62 23 194 88 166 517 40 24 114 71 55 33.1 13 0.57 0.34
2015 0.7 0.63 0.91 0.45 28 222 78 201 718 43 30 109 49 117 58.2 54 1.93 0.35
2016 0.41 0.63 0.45 0.3 9 231 11 102 821 51 21 116 35 11 10.8 1 0.11 0.34
2017 0.24 0.62 0.48 0.25 7 238 15 113 936 37 9 100 25 25 22.1 0 0.34
2018 0.25 0.62 0.35 0.31 3 241 17 83 1020 16 4 87 27 2 2.4 3 1 0.35
2019 0.4 0.62 0.46 0.33 8 249 8 115 1135 10 4 70 23 12 10.4 1 0.13 0.37
2020 0.73 0.7 0.56 0.38 17 266 13 150 1285 11 8 55 21 34 22.7 7 0.41 0.72
2021 0.4 1.01 0.45 0.34 13 279 8 125 1410 25 10 44 15 14 11.2 1 0.08 0.42
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
12007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

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221
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

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166
32011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas. In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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98
42008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

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52
52014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

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42
62013Which beta is best? On the information content of option-implied betas. (2013). Korn, Olaf ; Saning, Sven ; Baule, Rainer. In: CFR Working Papers. RePEc:zbw:cfrwps:1311.

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33
72013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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32
82013Seasonal asset allocation: Evidence from mutual fund flows. (2013). Kramer, Lisa ; Wermers, Russ ; Levi, Maurice D. ; Kamstra, Mark J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1309.

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32
92013Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2013). Kempf, Alexander ; Korn, Olaf ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308.

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31
102011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

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24
112012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

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23
122007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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23
132009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

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23
142015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin. In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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22
152009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop. In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

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22
162012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

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21
172006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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20
182014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan. In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

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19
192009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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17
202013Market transparency and the marking precision of bond mutual fund managers. (2013). Gündüz, Yalin ; Cici, Gjergji ; Gunduz, Yalin ; Gibson, Scott ; Merrick, John J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1307.

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16
212009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Trapp, Monika ; Buhler, Wolfgang . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

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16
222015Resiliency: A dynamic view of liquidity. (2015). Kempf, Alexander ; Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

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16
232009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

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15
242015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.. In: CFR Working Papers. RePEc:zbw:cfrwps:1503.

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14
252015Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y. In: CFR Working Papers. RePEc:zbw:cfrwps:1503r.

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13
262009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

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13
272005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis. (2005). Timmermann, Allan ; Wermers, Russ ; Kosowski, Robert ; White, Hal . In: CFR Working Papers. RePEc:zbw:cfrwps:0514.

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12
282013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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12
292009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

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12
302010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav. In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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12
312009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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11
322015Speed of information diffusion within fund families. (2015). Kempf, Alexander ; Jaspersen, Stefan ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1502.

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11
332007Analyst recommendations, mutual fund herding, and overreaction in stock prices. (2007). Wei, Kelsey D. ; Wermers, Russ ; Brown, Nerissa C.. In: CFR Working Papers. RePEc:zbw:cfrwps:0708.

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10
342015Speed of information diffusion within fund families. (2015). Cici, Gjergji ; Kempf, Alexander ; Jaspersen, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:1502r.

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10
352007On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

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9
362015Tail risk in hedge funds: A unique view from portfolio holdings. (2015). Ruenzi, Stefan ; Agarwal, Vikas ; Weigert, Florian. In: CFR Working Papers. RePEc:zbw:cfrwps:1507.

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9
372018Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio. In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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9
382017Explaining and benchmarking corporate bond returns. (2017). Moussawi, Rabih ; Gibson, Scott ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1703.

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8
392010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Tang, Yuehua ; Jiang, Wei ; Yang, Baozhong ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

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8
402016Spoilt for choice: Order routing decisions in fragmented equity markets. (2016). Theissen, Erik ; Gomber, Peter ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit. In: CFR Working Papers. RePEc:zbw:cfrwps:1604.

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8
412018Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing. (2018). Theissen, Erik ; Rischen, Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:1803.

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8
422015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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8
432012Runs on money market mutual funds. (2012). Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:1205.

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8
442010Sturm und Drang in money market funds: When money market funds cease to be narrow. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1016.

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8
452017Do connections with buy-side analysts inform sell-side analyst research?. (2017). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1704.

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8
462005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry. (2005). Ruenzi, Stefan ; Kempf, Alexander. In: CFR Working Papers. RePEc:zbw:cfrwps:0507.

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7
472015Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Cici, Gjergji ; Rosenfeld, Claire ; Gibson, Scott . In: CFR Working Papers. RePEc:zbw:cfrwps:1601.

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7
482007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. (2007). Ruenzi, Stefan ; Niessen, Alexandra ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0716.

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7
492013Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin . In: CFR Working Papers. RePEc:zbw:cfrwps:1304.

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7
502007The investment value of mutual fund portfolio disclosure. (2007). Zhao, Jane ; Yao, Tong ; Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:0609.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

Full description at Econpapers || Download paper

73
22009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

Full description at Econpapers || Download paper

42
32011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas. In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

Full description at Econpapers || Download paper

36
42014Window dressing in mutual funds. (2014). Gay, Gerald D. ; Agarwal, Vikas ; Ling, Leng . In: CFR Working Papers. RePEc:zbw:cfrwps:1107r3.

Full description at Econpapers || Download paper

21
52008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

Full description at Econpapers || Download paper

11
62017Explaining and benchmarking corporate bond returns. (2017). Moussawi, Rabih ; Gibson, Scott ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1703.

Full description at Econpapers || Download paper

8
72009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop. In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

Full description at Econpapers || Download paper

8
82012Forecasting stock returns through an efficient aggregation of mutual fund holdings. (2012). Zhao, Jane ; Yao, Tong ; Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:0609r.

Full description at Econpapers || Download paper

8
92015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia ; Gunduz, Yalin. In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

Full description at Econpapers || Download paper

8
102018Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing. (2018). Theissen, Erik ; Rischen, Tobias. In: CFR Working Papers. RePEc:zbw:cfrwps:1803.

Full description at Econpapers || Download paper

7
112012A matter of style: The causes and consequences of style drift in institutional portfolios. (2012). Wermers, Russ. In: CFR Working Papers. RePEc:zbw:cfrwps:1204.

Full description at Econpapers || Download paper

7
122017Do connections with buy-side analysts inform sell-side analyst research?. (2017). Yang, Yanhua Sunny ; Shane, Philip B ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:1704.

Full description at Econpapers || Download paper

7
132006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

Full description at Econpapers || Download paper

6
142011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

Full description at Econpapers || Download paper

6
152019On the choice of CEO duality: Evidence from a mandatory disclosure rule. (2018). Goergen, Marc ; Scholz-Daneshgari, Meik ; Limbach, Peter. In: CFR Working Papers. RePEc:zbw:cfrwps:1806.

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5
162015Resiliency: A dynamic view of liquidity. (2015). Kempf, Alexander ; Yadav, Pradeep K. ; Gehde-Trapp, Monika ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:1504.

Full description at Econpapers || Download paper

5
172013Transatlantic systemic risk. (2013). Wewel, Claudio ; Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

Full description at Econpapers || Download paper

5
182009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

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5
192021Option return predictability with machine learning and big data. (2021). Weigert, Florian ; Moerke, Mathis ; Beckmeyer, Heiner ; Bali, Turan G. In: CFR Working Papers. RePEc:zbw:cfrwps:2108.

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4
202016Spoilt for choice: Order routing decisions in fragmented equity markets. (2016). Theissen, Erik ; Gomber, Peter ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit. In: CFR Working Papers. RePEc:zbw:cfrwps:1604.

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4
212020Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2007.

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4
222014Runs on money market mutual funds. (2014). Schmidt, Lawrence ; Wermers, Russ ; Timmermann, Allan. In: CFR Working Papers. RePEc:zbw:cfrwps:1205r.

Full description at Econpapers || Download paper

4
232018Mutual fund investment horizon and performance. (2015). Lan, Chunhua ; Wermers, Russ ; Moneta, Fabio. In: CFR Working Papers. RePEc:zbw:cfrwps:1506.

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3
242021Do ETFs increase the commonality in liquidity of underlying stocks?. (2021). Stahel, Christof W ; Moussawi, Rabih ; Hanouna, Paul ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2104.

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3
252021Private company valuations by mutual funds. (2021). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2109.

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3
262014Portfolio optimization using forward-looking information. (2014). Kempf, Alexander ; Saning, Sven ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1110r.

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3
272020Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004.

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3
282021Political uncertainty and household stock market participation. (2021). Huang, Lixin ; Aslan, Hadiye ; Agarwal, Vikas ; Ren, Honglin. In: CFR Working Papers. RePEc:zbw:cfrwps:2106.

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3
292007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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3
302020Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008.

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3
312021Redemption in kind and mutual fund liquidity management. (2021). Zhao, Haibei ; Shen, KE ; Ren, Honglin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2111.

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2
322017Mutual fund transparency and corporate myopia. (2017). Vashishtha, Rahul ; Agarwal, Vikas ; Venkatachalam, Mohan. In: CFR Working Papers. RePEc:zbw:cfrwps:1610.

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2
332021News or noise: Mobile internet technology and stock market activity. (2021). White, Roger M ; Wermers, Russ ; Elliott, Brooke W ; Brown, Nerissa C. In: CFR Working Papers. RePEc:zbw:cfrwps:2110.

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2
342016Stock Illiquidity, option prices, and option returns. (2016). Kanne, Stefan ; Uhrig-Homburg, Marliese ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:1608.

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2
352015Cross-company effects of common ownership: Dealings between borrowers and lenders with a common blockholder. (2015). Cici, Gjergji ; Rosenfeld, Claire ; Gibson, Scott . In: CFR Working Papers. RePEc:zbw:cfrwps:1601.

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2
362020Factor exposure variation and mutual fund performance. (2020). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: CFR Working Papers. RePEc:zbw:cfrwps:2006.

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2
372009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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2
382021On the valuation skills of corporate bond mutual funds. (2021). Zhang, Pei ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:2105.

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2
392021Multivariate crash risk. (2021). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: CFR Working Papers. RePEc:zbw:cfrwps:2107.

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2
402020Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:1406.

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2
412009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

Full description at Econpapers || Download paper

2
422013Seasonal asset allocation: Evidence from mutual fund flows. (2013). Kramer, Lisa ; Wermers, Russ ; Levi, Maurice D. ; Kamstra, Mark J.. In: CFR Working Papers. RePEc:zbw:cfrwps:1309.

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2
432021Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103.

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2
442013Which beta is best? On the information content of option-implied betas. (2013). Korn, Olaf ; Saning, Sven ; Baule, Rainer. In: CFR Working Papers. RePEc:zbw:cfrwps:1311.

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2
452013Managerial multitasking in the mutual fund industry. (2013). Ma, Linlin ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:1310.

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2
462021Till death (or divorce) do us part: Early-life family disruption and fund manager behavior. (2019). Schurmann, Henrik ; Rau, Raghavendra P ; Limbach, Peter ; Betzer, Andre. In: CFR Working Papers. RePEc:zbw:cfrwps:1901.

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472013Forward-looking measures of higher-order dependencies with an application to portfolio selection. (2013). Kempf, Alexander ; Korn, Olaf ; Brinkmann, Felix . In: CFR Working Papers. RePEc:zbw:cfrwps:1308.

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482015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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Citing documents used to compute impact factor: 10
YearTitle
2021News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact. (2020). Schoenle, Raphael ; Müller, Gernot ; Kuester, Keith ; Muller, Gernot J ; Dietrich, Alexander. In: Working Papers. RePEc:fip:fedcwq:87736.

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2021Wall Street analysts as investor relations officers. (2021). Moldovan, Rucsandra ; Huang, Zhongwei ; Hope, Ole-Kristian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000134.

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2021Trust and stock market volatility during the COVID-19 crisis. (2021). Krause, Miguel ; Engelhardt, Nils ; Posch, Peter N ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316871.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The M&A rumor productivity dip. (2021). Bazhutov, Dmitry ; Andres, Christian ; Limbach, Peter ; Cumming, Douglas J. In: CFR Working Papers. RePEc:zbw:cfrwps:2102.

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2021On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions. (2021). Georgoutsos, Dimitris ; Moratis, G. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-020-09496-0.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111.

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2021Hedge funds and the positive idiosyncratic volatility effect. (2021). Weigert, Florian ; Bali, Turan G. In: CFR Working Papers. RePEc:zbw:cfrwps:2101.

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2021Does secrecy signal skill? Own-investor secrecy and hedge fund performance. (2021). Kuzmina, Olga ; Kelly, Patrick ; Gorovyy, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002442.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369.

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Recent citations received in 2020

YearCiting document
2020.

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2020Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008.

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2020Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011.

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Recent citations received in 2019

YearCiting document
2019The Role of Daytime Stock Auctions in Intraday Return Seasonality. (2019). Serikova, Ekaterina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:14.

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Recent citations received in 2018

YearCiting document
2018Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Artiga Gonzalez, Tanja ; Lucivjanska, Katarina ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:606.

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2018Institutional Capital Allocation and Equity Returns: Evidence from Thai Mutual Funds Holdings. (2018). Saengchote, Kanis ; Ratanabanchuen, Roongkiat. In: PIER Discussion Papers. RePEc:pui:dpaper:97.

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2018.

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