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Review of Financial Studies Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228 The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988). (2) RePEc:oup:rfinst:v:1:y:1988:i:1:p:41-66 Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test (1988). (3) RePEc:oup:rfinst:v:6:y:1993:i:2:p:327-43 A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. (1993). (4) RePEc:oup:rfinst:v:1:y:1988:i:1:p:3-40 A Theory of Intraday Patterns: Volume and Price Variability (1988). (5) RePEc:oup:rfinst:v:5:y:1992:i:3:p:357-86 Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement. (1992). (6) RePEc:oup:rfinst:v:3:y:1990:i:4:p:573-92 Pricing Interest-Rate-Derivative Securities. (1990). (7) RePEc:oup:rfinst:v:3:y:1990:i:1:p:5-33 Transmission of Volatility between Stock Markets. (1990). (8) RePEc:oup:rfinst:v:5:y:1992:i:2:p:153-80 Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World. (1992). (9) RePEc:oup:rfinst:v:9:y:1996:i:2:p:385-426 Testing Continuous-Time Models of the Spot Interest Rate. (1996). (10) RePEc:oup:rfinst:v:5:y:1992:i:2:p:199-242 Stock Prices and Volume. (1992). (11) RePEc:oup:rfinst:v:9:y:1996:i:1:p:69-107 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options. (1996). (12) RePEc:oup:rfinst:v:3:y:1990:i:2:p:281-307 Correlations in Price Changes and Volatility across International Stock Markets. (1990). (13) RePEc:oup:rfinst:v:13:y:2000:i:4:p:959-84 The Interaction between Product Market and Financing Strategy: The Role of Venture Capital. (2000). (14) RePEc:oup:rfinst:v:12:y:1999:i:4:p:687-720 Modeling Term Structures of Defaultable Bonds. (1999). (15) RePEc:oup:rfinst:v:10:y:1997:i:2:p:481-523 A Markov Model for the Term Structure of Credit Risk Spreads. (1997). (16) RePEc:oup:rfinst:v:6:y:1993:i:3:p:527-66 The Risk and Predictability of International Equity Returns. (1993). (17) RePEc:oup:rfinst:v:14:y:2001:i:3:p:659-80 Familiarity Breeds Investment. (2001). (18) RePEc:oup:rfinst:v:8:y:1995:i:3:p:773-816 Predictable Risk and Returns in Emerging Markets. (1995). (19) RePEc:oup:rfinst:v:6:y:1993:i:3:p:473-506 Differences of Opinion Make a Horse Race. (1993). (20) RePEc:oup:rfinst:v:10:y:1997:i:3:p:661-91 Trade Credit: Theories and Evidence. (1997). (21) RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187 International Asset Allocation With Regime Shifts (2002). (22) RePEc:oup:rfinst:v:1:y:1988:i:4:p:427-445 On Jump Processes in the Foreign Exchange and Stock Markets (1988). (23) RePEc:oup:rfinst:v:5:y:1992:i:1:p:1-33 On the Estimation of Beta-Pricing Models. (1992). (24) RePEc:oup:rfinst:v:3:y:1990:i:2:p:175-205 When Are Contrarian Profits Due to Stock Market Overreaction? (1990). (25) RePEc:oup:rfinst:v:2:y:1989:i:1:p:73-89 Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth. (1989). (26) RePEc:oup:rfinst:v:4:y:1991:i:4:p:727-52 Stock Price Distributions with Stochastic Volatility: An Analytic Approach. (1991). (27) RePEc:oup:rfinst:v:14:y:2001:i:1:p:1-27 Learning to be Overconfident. (2001). (28) RePEc:oup:rfinst:v:7:y:1994:i:4:p:631-51 Transactions, Volume, and Volatility. (1994). (29) RePEc:oup:rfinst:v:9:y:1996:i:1:p:141-61 Dynamic Nonmyopic Portfolio Behavior. (1996). (30) RePEc:oup:rfinst:v:7:y:1994:i:1:p:125-48 The Value of the Voting Right: A Study of the Milan Stock Exchange Experience. (1994). (31) RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41 An Equilibrium Model with Restricted Stock Market Participation. (1998). (32) RePEc:oup:rfinst:v:5:y:1992:i:4:p:531-52 A Theory of the Nominal Term Structure of Interest Rates. (1992). (33) RePEc:oup:rfinst:v:15:y:2002:i:1:p:1-33 Testing Trade-Off and Pecking Order Predictions About Dividends and Debt (2002). (34) RePEc:oup:rfinst:v:6:y:1993:i:4:p:733-64 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment. (1993). (35) RePEc:oup:rfinst:v:6:y:1993:i:3:p:659-81 The Informational Content of Implied Volatility. (1993). (36) RePEc:oup:rfinst:v:15:y:2002:i:2:p:413-444 Why Dont Issuers Get Upset About Leaving Money on the Table in IPOs? (2002). (37) RePEc:oup:rfinst:v:12:y:1999:i:3:p:579-607 Deposits and Relationship Lending. (1999). (38) RePEc:oup:rfinst:v:11:y:1998:i:4:p:817-44 Modeling Asymmetric Comovements of Asset Returns. (1998). (39) RePEc:oup:rfinst:v:9:y:1996:i:1:p:37-68 Design and Valuation of Debt Contracts. (1996). (40) RePEc:oup:rfinst:v:15:y:2002:i:1:p:243-288 Quadratic Term Structure Models: Theory and Evidence (2002). (41) RePEc:oup:rfinst:v:12:y:1999:i:4:p:653-86 Conflict of Interest and the Credibility of Underwriter Analyst Recommendations. (1999). (42) RePEc:oup:rfinst:v:12:y:1999:i:1:p:197-226 Estimating the Price of Default Risk. (1999). (43) RePEc:oup:rfinst:v:3:y:1990:i:3:p:431-67 Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1990). (44) RePEc:oup:rfinst:v:13:y:2000:i:1:p:1-42 Asymmetric Volatility and Risk in Equity Markets. (2000). (45) RePEc:oup:rfinst:v:3:y:1990:i:1:p:115-31 The Stock Market and Investment. (1990). (46) RePEc:oup:rfinst:v:3:y:1990:i:1:p:77-102 Stock Volatility and the Crash of 87. (1990). (47) RePEc:oup:rfinst:v:6:y:1993:i:2:p:293-326 Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. (1993). (48) RePEc:oup:rfinst:v:10:y:1997:i:1:p:205-36 Endogenous Communication among Lenders and Entrepreneurial Incentives. (1997). (49) RePEc:oup:rfinst:v:13:y:2000:i:2:p:433-51 Recovering Risk Aversion from Option Prices and Realized Returns. (2000). (50) RePEc:oup:rfinst:v:12:y:1999:i:5:p:975-1007 Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model. (1999). Latest citations received in: | 2004 | 2003 | 2002 | 2001 Latest citations received in: 2004 (1) RePEc:bca:bocawp:04-17 International Cross-Listing and the Bonding Hypothesis (2004). Bank of Canada / Working Papers (2) RePEc:cir:cirwor:2004s-55 The Determinants of Credit Default Swap Premia (2004). CIRANO / CIRANO Working Papers (3) RePEc:cpr:ceprdp:4182 Awareness and Stock Market Participation (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:fem:femwpa:2004.150 Quid Pro Quo in IPOs: Why Book-building is Dominating Auctions (2004). Fondazione Eni Enrico Mattei / Working Papers (5) RePEc:fip:feddcl:0304 Why do financial systems differ? History matters (2004). Federal Reserve Bank of Dallas / Center for Latin America Working Papers (6) RePEc:fip:fedgif:815 Look at me now: the role of cross-listing in attracting U.S. investors (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (7) RePEc:fip:fedlwp:2004-027 Aggregate idiosyncratic volatility in G7 countries (2004). Federal Reserve Bank of St. Louis / Working Papers (8) RePEc:fip:fednsr:187 Inference, arbitrage, and asset price volatility (2004). Federal Reserve Bank of New York / Staff Reports (9) RePEc:han:dpaper:dp-308 The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate? (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (10) RePEc:hhs:sifrwp:0031 Dynamic Trading Strategies and Portfolio Choice (2004). Swedish Institute for Financial Research / SIFR Research Report Series (11) RePEc:hhs:sifrwp:0032 The Determinants of Credit Default Swap Premia (2004). Swedish Institute for Financial Research / SIFR Research Report Series (12) RePEc:hit:hitcei:2004-12 Behavioural Biases ofJapanese Institutional Investors; Fund management and Corporate Governance (2004). Institute of Economic Research, Hitotsubashi University / Working Paper Series (13) RePEc:nbr:nberwo:10224 Private Benefits and Cross-Listings in the United States (2004). National Bureau of Economic Research, Inc / NBER Working Papers (14) RePEc:nbr:nberwo:10225 World Markets for Raising New Capital (2004). National Bureau of Economic Research, Inc / NBER Working Papers (15) RePEc:nbr:nberwo:10820 Dynamic Trading Strategies and Portfolio Choice (2004). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:nbr:nberwo:10937 Patterns of Comovement: The Role of Information Technology in the U.S. Economy (2004). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:nbr:nberwo:11004 Do Liquidation Values Affect Financial Contracts? Evidence from Commercial Loan Contracts and Zoning Regulation (2004). National Bureau of Economic Research, Inc / NBER Working Papers (18) RePEc:nbr:nberwo:11006 Bank Mergers and Crime: The Real and Social Effects of Credit Market Competition (2004). National Bureau of Economic Research, Inc / NBER Working Papers (19) RePEc:rif:dpaper:950 Mandatory Auditor Choice and Small Finance: Evidence from Finland (2004). The Research Institute of the Finnish Economy / Discussion Papers (20) RePEc:sef:csefwp:125 The Distribution of Gains from Access to Stocks (2004). Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy / CSEF Working Papers (21) RePEc:wpa:wuwpfi:0407014 Investment, Hedging, and Consumption Smoothing (2004). EconWPA / Finance Latest citations received in: 2003 (1) RePEc:ecb:ecbwps:20030297 Measurement of contagion in banksâ equity prices. (2003). European Central Bank / Working Paper Series (2) RePEc:hal:papers:halshs-00165026_v1 French IPO returns and subsequent security offerings: (3) RePEc:ibm:finlab:flwp_49 Evaluating an Alternative Risk Preference in Affine Term Structure Models (2003). Finance Lab, Ibmec São Paulo / Finance Lab Working Papers (4) RePEc:nbr:nberwo:9674 Diversification and the Taxation of Capital Gains and Losses (2003). National Bureau of Economic Research, Inc / NBER Working Papers (5) RePEc:nbr:nberwo:9995 Appearing and Disappearing Dividends: The Link to Catering Incentives (2003). National Bureau of Economic Research, Inc / NBER Working Papers (6) RePEc:wbk:wbrwps:3103 Ownership Structure and Initial Public Offerings (2003). The World Bank / Policy Research Working Paper Series Latest citations received in: 2002 (1) RePEc:bon:bonedp:bgse20_2002 Trader Anonymity, Price Formation and Liquidity (2002). University of Bonn, Germany / Bonn Econ Discussion Papers (2) RePEc:cdl:anderf:1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (3) RePEc:cie:wpaper:0206 Market Participation, Information and Volatility (2002). Centro de Investigacion Economica, ITAM / Working Papers (4) RePEc:cpr:ceprdp:3314 IPO Pricing in the dot-com Bubble (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:dgr:eureri:2002263 Do Macroeconomic Announcements Cause Asymetric Volatility? (2002). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (6) RePEc:edj:ceauch:146 Bank Lending and Relationship Banking: Evidence from Chilean Firms (2002). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo (7) RePEc:fam:rpseri:rp100 Mutual Fund Flows and Performance in Rational Markets (2002). International Center for Financial Asset Management and Engineering / FAME Research Paper Series (8) RePEc:fip:fedawp:2002-23 International diversification strategies (2002). Federal Reserve Bank of Atlanta / Working Paper (9) RePEc:fip:fedhwp:wp-02-25 Local market consolidation and bank productive efficiency (2002). Federal Reserve Bank of Chicago / Working Paper Series (10) RePEc:fra:franaf:97 Avoiding the rating bounce: Why rating agencies are slow to react to new information (2002). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting (11) RePEc:nbr:nberwo:8745 Tax-Loss Trading and Wash Sales (2002). National Bureau of Economic Research, Inc / NBER Working Papers (12) RePEc:nbr:nberwo:8826 Rational Asset Prices (2002). National Bureau of Economic Research, Inc / NBER Working Papers (13) RePEc:nbr:nberwo:8987 Stocks as Money: Convenience Yield and the Tech-Stock Bubble (2002). National Bureau of Economic Research, Inc / NBER Working Papers (14) RePEc:nbr:nberwo:9032 Is There an Optimal Industry Financial Structure? (2002). National Bureau of Economic Research, Inc / NBER Working Papers (15) RePEc:nbr:nberwo:9070 Institutional Allocation In Initial Public Offerings: Empirical Evidence (2002). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:nbr:nberwo:9277 Anomalies and Market Efficiency (2002). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:por:fepwps:120 The Cross-Sectional Determinants of Returns: Evidence from Emerging Markets Stocks (2002). Universidade do Porto, Faculdade de Economia do Porto / FEP Working Papers (18) RePEc:sbs:wpsefe:2002fe06 Evidence of Information Spillovers in the Production of Investment Banking Services (2002). Oxford Financial Research Centre / OFRC Working Papers Series (19) RePEc:sbs:wpsefe:2002fe07 IPO Pricing in the Dot-com Bubble (2002). Oxford Financial Research Centre / OFRC Working Papers Series (20) RePEc:ssa:lemwps:2002/02 Which Model for the Italian Interest Rates? (2002). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (21) RePEc:tor:tecipa:shouyong-02-03 Signalling in the Internet Craze of Initial Public Offerings (2002). University of Toronto, Department of Economics / Working Papers (22) RePEc:wop:pennin:01-33 Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers (23) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002). EconWPA / Finance (24) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002). EconWPA / Finance (25) RePEc:wpa:wuwpfi:0207016 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs (2002). EconWPA / Finance Latest citations received in: 2001 (1) RePEc:aea:aecrev:v:91:y:2001:i:2:p:367-370 Trade and Exposure (2001). American Economic Review (2) RePEc:aea:aecrev:v:91:y:2001:i:2:p:391-395 Exchange-Rate Hedging: Financial versus Operational Strategies (2001). American Economic Review (3) RePEc:aea:aecrev:v:91:y:2001:i:2:p:45-50 Sharing Ambiguity (2001). American Economic Review (4) RePEc:cdl:anderf:1016 Brand Perceptions and the Market for Common Stock (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (5) RePEc:cdl:anderf:1088 The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (6) RePEc:cpr:ceprdp:2733 Outside Finance, Dominant Investors and Strategic Transparency (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:cpr:ceprdp:2988 Evidence of Information Spillovers in the Production of Investment Banking Services (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:cpr:ceprdp:3053 Hot Markets, Investor Sentiment and IPO Pricing (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:del:abcdef:2001-08 The Determinants of Cross-Border Equity Flows. (2001). DELTA (Ecole normale supérieure) / DELTA Working Papers (10) RePEc:dgr:unutaf:eifc01-1 European Financial Markets after Emu: A Review of Recent Literature and Evidence (2001). United Nations University, Institute for New Technologies / EIFC - Technology and Finance Working Papers (11) RePEc:dgr:uvatin:20010019 Outside Finance, Dominant Investors and Strategic Transparancy (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers (12) RePEc:dgr:uvatin:20010069 Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation (2001). Tinbergen Institute / Tinbergen Institute Discussion Papers (13) RePEc:ebl:ecbull:eb-01g10003 Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid (2001). Economics Bulletin (14) RePEc:esi:discus:2001-02 Illusion of Expertise in Portfolio Decisions - An Experimental Approach - (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction (15) RePEc:esi:discus:2001-03 Overconfidence in Investment Decisions: An Experimental Approach (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction (16) RePEc:fip:fedgfe:2001-57 Who benefits from a bull market? an analysis of employee stock option grants and stock prices (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (17) RePEc:fip:fednep:y:2001:i:dec:p:51-70:n:v.7no.3 The effect of interest rate options hedging on term-structure dynamics (2001). Economic Policy Review (18) RePEc:hhs:hastef:0482 Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision (2001). Stockholm School of Economics / Working Paper Series in Economics and Finance (19) RePEc:nbr:nberwo:8358 Social Interaction and Stock-Market Participation (2001). National Bureau of Economic Research, Inc / NBER Working Papers (20) RePEc:nbr:nberwo:8453 Exchange Rate Exposure (2001). National Bureau of Economic Research, Inc / NBER Working Papers (21) RePEc:nbr:nberwo:8508 The Psychophysiology of Real-Time Financial Risk Processing (2001). National Bureau of Economic Research, Inc / NBER Working Papers (22) RePEc:nbr:nberwo:8686 Equity Portfolio Diversification (2001). National Bureau of Economic Research, Inc / NBER Working Papers (23) RePEc:rif:dpaper:781 Exiting Venture Capital Investments: Lessons from Finland (2001). The Research Institute of the Finnish Economy / Discussion Papers (24) RePEc:sbs:wpsefe:2001mf09 A note on the pricing and hedging of volatility derivatives (2001). Oxford Financial Research Centre / OFRC Working Papers Series (25) RePEc:wop:humbsf:2001-44 Simultaneous Over- and Underconfidence: Evidence from Experimental Asset Markets (2001). Humboldt Universitaet Berlin / Sonderforschungsbereich 373 (26) RePEc:wpa:wuwpfi:0111004 The Market Price of Aggregate Risk and the Wealth Distribution (2001). EconWPA / Finance (27) RePEc:zbw:zewdip:5419 Dynamics in ownership and firm survival : evidence from corporate Germany (2001). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
