Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Critical Finance Review / now publishers

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38010000.17
20020.39000000.19
20030.42000000.19
20040.43000000.19
20050.45000000.23
20060.46000000.2
20070.4000000.17
20080.4000000.18
20090.37010000.18
20100.33030000.16
20110.45020000.22
20120.485551310040.80.24
20132.60.54611171.556513020.330.26
20141.090.23516171.061111200.17
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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
%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

 

Most cited documents in this series:

YearTitleCited
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.

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18
2012An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Bansal, Ravi ; Yaron, Amir ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005.

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10
2012Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Almeida, Heitor ; Weisbenner, Scott ; Laranjeira, Bruno ; Campello, Murillo . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001.

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6
2012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

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3
2013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Cremers, Martijn ; Zitzewitz, Eric ; Petajisto, Antti . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

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3
2013Wealth Effects Revisited 1975-2012. (2013). Case, Karl E. ; Shiller, Robert J. ; Quigley, John M.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

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2
2014Do 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.

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1
2013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

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1
2013A 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.

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

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1

Citing documents used to compute impact factor 12:

YearTitleSee
2014Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46.

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[Citation Analysis]
2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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[Citation Analysis]
2014Bias correction in the estimation of dynamic panel models in corporate finance. (2014). faff, robert ; Zhou, Qing ; Alpert, Karen . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:494-513.

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[Citation Analysis]
2014House Price Gains and U.S. Household Spending from 2002 to 2006. (2014). Mian, Atif ; Sufi, Amir . In: NBER Working Papers. RePEc:nbr:nberwo:20152.

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[Citation Analysis]
2014Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380.

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[Citation Analysis]
2014The Global Crisis and Equity Market Contagion. (2014). Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael ; Bekaert, Geert. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1352.

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[Citation Analysis]
2014Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Wachter, Jessica ; Tsai, Jerry . In: NBER Working Papers. RePEc:nbr:nberwo:20062.

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[Citation Analysis]
2014The conditional equity premium, cross-sectional returns and stochastic volatility. (2014). Lau, Chi Keung ; Chan, Kwok Ho ; Lau, Chi Keung Marco, ; Fung, Ka Wai Terence, . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:316-327.

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[Citation Analysis]
2014Model Disagreement and Economic Outlook. (2014). Andrei, Daniel ; Hasler, Michael ; Carlin, Bruce . In: NBER Working Papers. RePEc:nbr:nberwo:20190.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Asset Pricing with Countercyclical Household Consumption Risk. (2014). Constantinides, George M. ; Ghosh, Anisha . In: NBER Working Papers. RePEc:nbr:nberwo:20110.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Stakeholder relations and stock returns: On errors in investors expectations and learning. (2013). Borgers, Arian ; Koedijk, Kees ; Derwall, Jeroen ; Horst, Jenke ter . In: Journal of Empirical Finance. RePEc:eee:empfin:v:22:y:2013:i:c:p:159-175.

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[Citation Analysis]
2013Do Asset Price Drops Foreshadow Recessions?. (2013). Terrones, Marco ; Bluedorn, John ; Decressin, Jrg . In: IMF Working Papers. RePEc:imf:imfwpa:13/203.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry ; Ji, Shaolin . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-29.

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[Citation Analysis]
2012Growth Opportunities, Technology Shocks, and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: NBER Working Papers. RePEc:nbr:nberwo:17795.

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[Citation Analysis]
2012An Intertemporal CAPM with Stochastic Volatility. (2012). Giglio, Stefano ; Campbell, John ; Polk, Christopher ; Turley, Robert . In: NBER Working Papers. RePEc:nbr:nberwo:18411.

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[Citation Analysis]
2012Endogenous Dividend Dynamics and the Term Structure of Dividend Strips. (2012). Belo, Frederico ; Goldstein, Robert S. ; Collin-Dufresne, Pierre . In: NBER Working Papers. RePEc:nbr:nberwo:18450.

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[Citation Analysis]

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.