Critical Finance Review / now publishers
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.52 | 3.6 | 0 | 5 | 5 | 516 | 18 | 18 | 0 | 0 | 0 | 18 | 3.6 | 0.22 | |||
| 2013 | 4 | 0.56 | 2.82 | 4 | 6 | 11 | 145 | 31 | 49 | 5 | 20 | 5 | 20 | 0 | 6 | 1 | 0.24 | |
| 2014 | 5.18 | 0.55 | 4 | 5.18 | 5 | 16 | 27 | 64 | 113 | 11 | 57 | 11 | 57 | 0 | 0 | 0.23 | ||
| 2015 | 1.91 | 0.55 | 4.45 | 5.25 | 6 | 22 | 80 | 98 | 211 | 11 | 21 | 16 | 84 | 0 | 2 | 0.33 | 0.23 | |
| 2016 | 0.82 | 0.53 | 3.15 | 3.86 | 12 | 34 | 237 | 107 | 318 | 11 | 9 | 22 | 85 | 0 | 11 | 0.92 | 0.21 | |
| 2017 | 1.22 | 0.55 | 2.6 | 2.56 | 11 | 45 | 135 | 117 | 435 | 18 | 22 | 34 | 87 | 0 | 16 | 1.45 | 0.21 | |
| 2018 | 1.61 | 0.56 | 2.64 | 1.53 | 5 | 50 | 3 | 132 | 567 | 23 | 37 | 40 | 61 | 0 | 0 | 0.24 | ||
| 2019 | 1.31 | 0.58 | 1.91 | 1.49 | 15 | 65 | 41 | 124 | 691 | 16 | 21 | 39 | 58 | 1 | 0.8 | 4 | 0.27 | 0.23 |
| 2020 | 0.25 | 0.7 | 2.01 | 1.78 | 8 | 73 | 7 | 147 | 838 | 20 | 5 | 49 | 87 | 0 | 0 | 0.33 | ||
| 2021 | 0.65 | 0.84 | 2.13 | 1.69 | 12 | 85 | 1 | 181 | 1019 | 23 | 15 | 51 | 86 | 0 | 1 | 0.08 | 0.31 | |
| 2022 | 0.2 | 0.93 | 1.41 | 0.63 | 22 | 107 | 21 | 151 | 1170 | 20 | 4 | 51 | 32 | 0 | 5 | 0.23 | 0.28 | |
| 2023 | 0.44 | 1.04 | 0.97 | 0.44 | 11 | 118 | 0 | 114 | 1284 | 34 | 15 | 62 | 27 | 0 | 0 | 0.28 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | Corporate 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 | 180 |
| 2 | 2012 | The 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 | 175 |
| 3 | 2012 | An 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 | 167 |
| 4 | 2016 | Shock-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 | 127 |
| 5 | 2013 | Wealth 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 | 76 |
| 6 | 2016 | Supply 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 | 68 |
| 7 | 2017 | Inflation 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 | 67 |
| 8 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 64 |
| 9 | 2013 | Should 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 | 53 |
| 10 | 2012 | Testing 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 | 41 |
| 11 | 2017 | The 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 | 35 |
| 12 | 2014 | Bank 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 | 24 |
| 13 | 2012 | Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 18 |
| 14 | 2016 | Problems 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 | 17 |
| 15 | 2013 | The 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 | 16 |
| 16 | 2015 | Seasonal 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 | 15 |
| 17 | 2022 | Open 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 | 12 |
| 18 | 2017 | The 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 | 11 |
| 19 | 2017 | Acquisitions 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 | 11 |
| 20 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 11 |
| 21 | 2013 | A 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 | 9 |
| 22 | 2019 | Liquidity 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 |
| 23 | 2016 | Past 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 | 9 |
| 24 | 2016 | No 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 | 8 |
| 25 | 2019 | Liquidity 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 | 7 |
| 26 | 2019 | Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082. Full description at Econpapers || Download paper | 6 |
| 27 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 5 |
| 28 | 2019 | Economics 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 | 5 |
| 29 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 5 |
| 30 | 2013 | Dynamic 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 | 4 |
| 31 | 2019 | Asset 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 |
| 32 | 2019 | Illiquidity 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 |
| 33 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 3 |
| 34 | 2022 | Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say ââ¬ÅOften Notââ¬. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053. Full description at Econpapers || Download paper | 3 |
| 35 | 2020 | The 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 | 3 |
| 36 | 2017 | Sensitivity, 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 | 3 |
| 37 | 2020 | Patents 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 |
| 38 | 2017 | When 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 | 3 |
| 39 | 2017 | Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034. Full description at Econpapers || Download paper | 2 |
| 40 | 2017 | An 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. Full description at Econpapers || Download paper | 2 |
| 41 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Gould, John ; Durand, Robert B ; Akhtar, Farida ; Gorman, Jake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 2 |
| 42 | 2018 | Why 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. Full description at Econpapers || Download paper | 2 |
| 43 | 2014 | Incentive 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 |
| 44 | 2015 | (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 |
| 45 | 2014 | Do 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 |
| 46 | 2022 | An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns. (2022). Park, Hyuna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000100. Full description at Econpapers || Download paper | 1 |
| 47 | 2020 | Firms from Financially Developed Economies Do Not Save Less. (2020). Vadilyev, Alexander A. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000085. Full description at Econpapers || Download paper | 1 |
| 48 | 2016 | Cumulative Prospect Theory, Aggregation, and Pricing. (2016). Ingersoll, Jonathan E. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000018. Full description at Econpapers || Download paper | 1 |
| 49 | 2022 | Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099. Full description at Econpapers || Download paper | 1 |
| 50 | 2013 | Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010. Full description at Econpapers || Download paper | 1 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Shock-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 | 43 |
| 2 | 2012 | Corporate 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 | 31 |
| 3 | 2012 | An 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 | 25 |
| 4 | 2016 | Supply 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 | 20 |
| 5 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 19 |
| 6 | 2017 | Inflation 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 | 15 |
| 7 | 2022 | Open 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 | 12 |
| 8 | 2012 | The 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 | 11 |
| 9 | 2017 | The 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 | 10 |
| 10 | 2013 | Should 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 | 8 |
| 11 | 2012 | Testing 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 | 6 |
| 12 | 2016 | Problems 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 | 5 |
| 13 | 2019 | Liquidity 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 |
| 14 | 2015 | Seasonal 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 |
| 15 | 2019 | Economics 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 | 4 |
| 16 | 2017 | Acquisitions 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 |
| 17 | 2020 | The 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 | 3 |
| 18 | 2017 | The 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 |
| 19 | 2019 | Reproducing, 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 |
| 20 | 2014 | Bank 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 | 3 |
| 21 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 3 |
| 22 | 2013 | A 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 |
| 23 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 2 |
| 24 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Gould, John ; Durand, Robert B ; Akhtar, Farida ; Gorman, Jake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 2 |
| 25 | 2013 | Dynamic 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 | 2 |
| 26 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 2 |
| 27 | 2022 | Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say ââ¬ÅOften Notââ¬. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053. Full description at Econpapers || Download paper | 2 |
| 28 | 2013 | The 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 | 2 |
| 29 | 2020 | Patents 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 | 2 |
| 30 | 2016 | No 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 | 2 |
| 31 | 2019 | Liquidity 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 | 2 |
| Year | Title | |
|---|---|---|
| 2023 | What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0. Full description at Econpapers || Download paper | |
| 2023 | The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405. Full description at Econpapers || Download paper | |
| 2023 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
| 2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317. Full description at Econpapers || Download paper | |
| 2023 | Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131. Full description at Econpapers || Download paper | |
| 2023 | The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282. Full description at Econpapers || Download paper | |
| 2023 | Analystsâ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper | |
| 2023 | Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301. Full description at Econpapers || Download paper | |
| 2023 | Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z. Full description at Econpapers || Download paper | |
| 2023 | Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336. Full description at Econpapers || Download paper | |
| 2023 | Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747. Full description at Econpapers || Download paper | |
| 2023 | Trivialization of the bottom line and losing relevance of losses. (2023). Srivastava, Anup. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-023-09794-5. Full description at Econpapers || Download paper | |
| 2023 | The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400. Full description at Econpapers || Download paper | |
| 2023 | Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336. Full description at Econpapers || Download paper | |
| 2023 | Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. Full description at Econpapers || Download paper | |
| 2022 | A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615. Full description at Econpapers || Download paper | |
| 2022 | Testing Factor Models in the Cross-Section. (2022). Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002060. Full description at Econpapers || Download paper | |
| 2022 | Is the Chinese Anticorruption Campaign Authentic? Evidence from Corporate Investigations. (2022). Shu, Tao ; Liu, Clark ; Griffin, John M. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7248-7273. Full description at Econpapers || Download paper | |
| 2022 | Schumpeter vs. Keynes redux: âStill not deadâ. (2022). Dalton, John ; Gaeto, Lillian R. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2022:i:2:p:569-592. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
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| 2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010. Full description at Econpapers || Download paper |
Recent citations received in 2020
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