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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Annual Review of Financial Economics / Annual Reviews


1.85

Impact Factor

2.2

5-Years IF

13

5-Years H index

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.10100 (%)0.05
19940.110300 (%)0.05
19950.190200 (%)0.07
19960.230200 (%)0.09
19970.270600 (%)0.09
19980.270200 (%)0.1
19990.310500 (%)0.13
20000.390300 (%)0.15
20010.410400 (%)0.16
20020.430500 (%)0.19
20030.4501300 (%)0.19
20040.510700 (%)0.21
20050.540100 (%)0.22
20060.520700 (%)0.21
20070.450600 (%)0.18
20080.480900 (%)0.2
20090.481616150.94305004 (1.3%)140.880.19
20101.940.441.941430371.2311616311631 (%)50.360.16
20111.40.531.42252480.9214530423042 (%)40.180.21
20120.860.581.191971731.03136363152621 (%)110.580.22
20131.410.711.8214851311.5423415871129 (%)0.25
20141.850.812.2191041931.8618336185187 (%)40.210.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
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: 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:


[Click on heading to sort table]

YearTitleCited
The Term Structure of Interest Rates. (2009). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:69-96.

Full description at Econpapers || Download paper

80
2012A Survey of Systemic Risk Analytics. (2012). Lo, Andrew W. ; Valavanis, Stavros ; Flood, Mark ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296.

Full description at Econpapers || Download paper

69
2009Financial Crises: Theory and Evidence. (2009). Babus, Ana ; Allen, Franklin ; Carletti, Elena . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116.

Full description at Econpapers || Download paper

61
2010Ambiguity and Asset Markets. (2010). Epstein, Larry G. ; Schneider, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346.

Full description at Econpapers || Download paper

34
2009Credit Risk Models. (2009). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:37-68.

Full description at Econpapers || Download paper

33
2009Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381.

Full description at Econpapers || Download paper

32
2010CEO Compensation. (2010). Frydman, Carola ; Jenter, Dirk . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:75-102.

Full description at Econpapers || Download paper

32
2009Finance and Inequality: Theory and Evidence. (2009). Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318.

Full description at Econpapers || Download paper

29
2011Carry Trade and Momentum in Currency Markets. (2011). Burnside, Craig ; Rebelo, Sergio ; Eichenbaum, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535.

Full description at Econpapers || Download paper

25
2009Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339.

Full description at Econpapers || Download paper

20
2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). Borio, Claudio . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117.

Full description at Econpapers || Download paper

20
2011A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345.

Full description at Econpapers || Download paper

19
2011The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85.

Full description at Econpapers || Download paper

19
The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360.

Full description at Econpapers || Download paper

13
2010Limits of Arbitrage. (2010). Gromb, Denis ; Vayanos, Dimitri . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275.

Full description at Econpapers || Download paper

12
2012Shadow Banking Regulation. (2012). Ashcraft, Adam B. ; Adrian, Tobias . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140.

Full description at Econpapers || Download paper

12
2009Financial Contracting: A Survey of Empirical Research and Future Directions. (2009). Sufi, Amir ; Roberts, Michael R.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:207-226.

Full description at Econpapers || Download paper

11
2009Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205.

Full description at Econpapers || Download paper

11
2011Global Asset Pricing. (2011). Lewis, Karen K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:435-466.

Full description at Econpapers || Download paper

10
2011Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307.

Full description at Econpapers || Download paper

9
2013Too Big to Fail: Causes, Consequences, and Policy Responses. (2013). Strahan, Philip E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:43-61.

Full description at Econpapers || Download paper

9
2011Predictability of Returns and Cash Flows. (2011). Ralph S. J. Koijen, ; van Nieuwerburgh, Stijn . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491.

Full description at Econpapers || Download paper

9
2012Economic Activity of Firms and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:361-384.

Full description at Econpapers || Download paper

9
2009Consumer Finance. (2009). Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:227-248.

Full description at Econpapers || Download paper

9
2011The Economics of Credit Default Swaps. (2011). Jarrow, Robert A.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:235-257.

Full description at Econpapers || Download paper

8
2009Modeling Financial Crises and Sovereign Risks. (2009). Gray, Dale F.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:117-144.

Full description at Econpapers || Download paper

7
2010Asset Allocation. (2010). Wachter, Jessica A.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:175-206.

Full description at Econpapers || Download paper

7
2012Regime Changes and Financial Markets. (2012). Timmermann, Allan ; Ang, Andrew . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337.

Full description at Econpapers || Download paper

7
2009What Decision Neuroscience Teaches Us About Financial Decision Making. (2009). Bossaerts, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:383-404.

Full description at Econpapers || Download paper

7
2010Shareholder Voting and Corporate Governance. (2010). Yermack, David . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125.

Full description at Econpapers || Download paper

7
2010Investment Performance Evaluation. (2010). Ferson, Wayne E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:207-234.

Full description at Econpapers || Download paper

6
2011Inflation-Indexed Bonds and the Expectations Hypothesis. (2011). Pflueger, Carolin E. ; Viceira, Luis M.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:139-158.

Full description at Econpapers || Download paper

6
2012Commodity Investing. (2012). Rouwenhorst, Geert K. ; Tang, Ke. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:447-467.

Full description at Econpapers || Download paper

6
2014Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223.

Full description at Econpapers || Download paper

5
2010Bayesian Portfolio Analysis. (2010). Avramov, Doron ; Zhou, Guofu . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47.

Full description at Econpapers || Download paper

5
2011Banking Crises: A Review. (2011). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40.

Full description at Econpapers || Download paper

5
2012Corporate Finance and Financial Institutions. (2012). Flannery, Mark J.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:233-253.

Full description at Econpapers || Download paper

5
2013Corporate Governance: What’s Special About Banks?. (2013). Laeven, Luc . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:63-92.

Full description at Econpapers || Download paper

4
2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts. (2011). Wermers, Russ . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:537-574.

Full description at Econpapers || Download paper

4
2012Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009. (2012). Fleming, Michael J.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:161-177.

Full description at Econpapers || Download paper

4
2012Narrow Banking. (2012). Pennacchi, George . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:141-159.

Full description at Econpapers || Download paper

4
2009Life-Cycle Finance and the Design of Pension Plans. (2009). Jérôme Detemple, ; Bodie, Zvi ; Rindisbacher, Marcel . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:249-286.

Full description at Econpapers || Download paper

4
2010Portfolio Theory: As I Still See It. (2010). Markowitz, Harry M.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:1-23.

Full description at Econpapers || Download paper

4
2011Microfinance and Social Investment. (2011). Conning, Jonathan ; Morduch, Jonathan . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:407-434.

Full description at Econpapers || Download paper

3
2013Financial Contagion and Network Analysis. (2013). Summer, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:277-297.

Full description at Econpapers || Download paper

3
2014Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441.

Full description at Econpapers || Download paper

3
2012Sovereign and Financial-Sector Risk: Measurement and Interactions. (2012). Gray, Dale F. ; Malone, Samuel W.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:297-312.

Full description at Econpapers || Download paper

3
2011Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay R.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374.

Full description at Econpapers || Download paper

3
2012Consumption-Based Asset Pricing Models. (2012). Mehra, Rajnish . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:385-409.

Full description at Econpapers || Download paper

3
2010Martingale Pricing. (2010). Back, Kerry . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:235-250.

Full description at Econpapers || Download paper

3

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2012A Survey of Systemic Risk Analytics. (2012). Lo, Andrew W. ; Valavanis, Stavros ; Flood, Mark ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296.

Full description at Econpapers || Download paper

63
2009Financial Crises: Theory and Evidence. (2009). Babus, Ana ; Allen, Franklin ; Carletti, Elena . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116.

Full description at Econpapers || Download paper

32
2010Ambiguity and Asset Markets. (2010). Epstein, Larry G. ; Schneider, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346.

Full description at Econpapers || Download paper

23
2010CEO Compensation. (2010). Frydman, Carola ; Jenter, Dirk . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:75-102.

Full description at Econpapers || Download paper

22
2011Carry Trade and Momentum in Currency Markets. (2011). Burnside, Craig ; Rebelo, Sergio ; Eichenbaum, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535.

Full description at Econpapers || Download paper

22
2009Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381.

Full description at Econpapers || Download paper

21
2011A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345.

Full description at Econpapers || Download paper

17
2011The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85.

Full description at Econpapers || Download paper

17
2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). Borio, Claudio . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117.

Full description at Econpapers || Download paper

17
2009Finance and Inequality: Theory and Evidence. (2009). Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318.

Full description at Econpapers || Download paper

15
2009Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339.

Full description at Econpapers || Download paper

15
2012The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360.

Full description at Econpapers || Download paper

10
2012Shadow Banking Regulation. (2012). Ashcraft, Adam B. ; Adrian, Tobias . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140.

Full description at Econpapers || Download paper

10
2011Global Asset Pricing. (2011). Lewis, Karen K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:435-466.

Full description at Econpapers || Download paper

9
2011Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307.

Full description at Econpapers || Download paper

9
2013Too Big to Fail: Causes, Consequences, and Policy Responses. (2013). Strahan, Philip E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:43-61.

Full description at Econpapers || Download paper

9
2011Predictability of Returns and Cash Flows. (2011). Ralph S. J. Koijen, ; van Nieuwerburgh, Stijn . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491.

Full description at Econpapers || Download paper

8
2009Financial Contracting: A Survey of Empirical Research and Future Directions. (2009). Sufi, Amir ; Roberts, Michael R.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:207-226.

Full description at Econpapers || Download paper

8
2010Limits of Arbitrage. (2010). Gromb, Denis ; Vayanos, Dimitri . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275.

Full description at Econpapers || Download paper

8
2012Regime Changes and Financial Markets. (2012). Timmermann, Allan ; Ang, Andrew . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337.

Full description at Econpapers || Download paper

7
2012Economic Activity of Firms and Asset Prices. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:361-384.

Full description at Econpapers || Download paper

7
2009Consumer Finance. (2009). Tufano, Peter . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:227-248.

Full description at Econpapers || Download paper

6
2012Commodity Investing. (2012). Rouwenhorst, Geert K. ; Tang, Ke. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:447-467.

Full description at Econpapers || Download paper

6
2011The Economics of Credit Default Swaps. (2011). Jarrow, Robert A.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:235-257.

Full description at Econpapers || Download paper

6
2011Inflation-Indexed Bonds and the Expectations Hypothesis. (2011). Pflueger, Carolin E. ; Viceira, Luis M.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:139-158.

Full description at Econpapers || Download paper

5
2012Corporate Finance and Financial Institutions. (2012). Flannery, Mark J.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:233-253.

Full description at Econpapers || Download paper

5
2014Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223.

Full description at Econpapers || Download paper

5
2009Modeling Financial Crises and Sovereign Risks. (2009). Gray, Dale F.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:117-144.

Full description at Econpapers || Download paper

4
2012Narrow Banking. (2012). Pennacchi, George . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:141-159.

Full description at Econpapers || Download paper

4
2009The Term Structure of Interest Rates. (2009). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:69-96.

Full description at Econpapers || Download paper

4
2013Corporate Governance: What’s Special About Banks?. (2013). Laeven, Luc . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:63-92.

Full description at Econpapers || Download paper

4
2010Portfolio Theory: As I Still See It. (2010). Markowitz, Harry M.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:1-23.

Full description at Econpapers || Download paper

4
2010Shareholder Voting and Corporate Governance. (2010). Yermack, David . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125.

Full description at Econpapers || Download paper

4
2010Investment Performance Evaluation. (2010). Ferson, Wayne E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:207-234.

Full description at Econpapers || Download paper

4
2009Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205.

Full description at Econpapers || Download paper

4
2012Federal Reserve Liquidity Provision during the Financial Crisis of 2007–2009. (2012). Fleming, Michael J.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:161-177.

Full description at Econpapers || Download paper

4
2011Performance Measurement of Mutual Funds, Hedge Funds, and Institutional Accounts. (2011). Wermers, Russ . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:537-574.

Full description at Econpapers || Download paper

4
2011Banking Crises: A Review. (2011). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40.

Full description at Econpapers || Download paper

4
2011Microfinance and Social Investment. (2011). Conning, Jonathan ; Morduch, Jonathan . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:407-434.

Full description at Econpapers || Download paper

3
2010Martingale Pricing. (2010). Back, Kerry . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:235-250.

Full description at Econpapers || Download paper

3
2009What Decision Neuroscience Teaches Us About Financial Decision Making. (2009). Bossaerts, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:383-404.

Full description at Econpapers || Download paper

3
2011Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay R.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374.

Full description at Econpapers || Download paper

3
2014Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441.

Full description at Econpapers || Download paper

3
2010Asset Allocation. (2010). Wachter, Jessica A.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:175-206.

Full description at Econpapers || Download paper

3
2013Financial Contagion and Network Analysis. (2013). Summer, Martin . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:277-297.

Full description at Econpapers || Download paper

3
2012Sovereign and Financial-Sector Risk: Measurement and Interactions. (2012). Gray, Dale F. ; Malone, Samuel W.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:297-312.

Full description at Econpapers || Download paper

3
2014Corporate Takeovers and Economic Efficiency. (2014). . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:51-74.

Full description at Econpapers || Download paper

2
2013Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm. (2013). Phillips, Gordon M. ; Maksimovic, Vojislav . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:225-244.

Full description at Econpapers || Download paper

2
2010Privatization and Finance. (2010). Megginson, William . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:145-174.

Full description at Econpapers || Download paper

2
2014Blockholders and Corporate Governance. (2014). Edmans, Alex . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:23-50.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 61:


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2014The Impact of the Global Financial Crisis on Banking Globalization. (2014). van Horen, Neeltje ; Claessens, Stijn . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10194.

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2014Size and support ratings of US banks. (2014). Werger, Charlotte ; Poghosyan, Tigran ; de Haan, Jakob . In: DNB Working Papers. RePEc:dnb:dnbwpp:434.

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2014Systemic importance of financial institutions: from a global to a local perspective? A network theory approach. (2014). Flori, Andrea ; Bonollo, Michele ; Riccaboni, Massimo ; Crimaldi, Irene ; Pammolli, Fabio . In: Working Papers. RePEc:ial:wpaper:9/2014.

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2014The Impact of the Global Financial Crisis on Banking Globalization. (2014). van Horen, Neeltje ; Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/197.

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2014Too big to fail in banking: What does it mean?. (2014). Kaufman, George G.. In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:214-223.

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2014What makes large bank failures so messy and what should be done about it?. (2014). Morgan, Donald P. ; Yorulmazer, Tanju ; Santos, Joao A. C., ; McAndrews, James J.. In: Economic Policy Review. RePEc:fip:fednep:00018.

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2014An Overview of Macroprudential Policy Tools. (2014). Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/214.

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2014Corporate Governance and Bank Insolvency Risk: International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Anginer, Deniz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10185.

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2014Corporate governance and bank insolvency risk : international evidence. (2014). Demirguc-Kunt, Asli ; Ma, Kebin ; Huizinga, Harry ; Anginer, Deniz . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7017.

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2014Thoughts on financial accounting and the banking industry. (2014). BUSHMAN, ROBERT M.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:2:p:384-395.

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2014Corporate Governance and Bank Insolvency Risk : International Evidence. (2014). Demirguc-Kunt, Asli ; Ma, K. ; Anginer, D.. In: Discussion Paper. RePEc:tiu:tiucen:3da1df9f-1cbe-4a14-91be-ffc96c88c0d1.

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2014Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities. (2014). Zhou, Yinggang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:216-228.

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2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand. (2014). . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:145-155.

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2014Extreme-quantile tracking for financial time series. (2014). Embrechts, P. ; Chavez-Demoulin, V. ; Sardy, S.. In: Journal of Econometrics. RePEc:eee:econom:v:181:y:2014:i:1:p:44-52.

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2014Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80.

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2014Global portfolio management under state dependent multiple risk premia. (2014). Tessaromatis, Nikolaos . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:0400966.

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2014Partial correlation analysis: Applications for financial markets. (2014). Kenett, Dror Y. ; Huang, Xuqing ; Havlin, Shlomo ; Vodenska, Irena ; Stanley, Eugene H.. In: Papers. RePEc:arx:papers:1402.1405.

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2014Mapping systemic risk: critical degree and failures distribution in financial networks. (2014). Gupta, Agam ; Smerlak, Matteo ; Magdanz, James S. ; Stoll, Brady . In: Papers. RePEc:arx:papers:1402.4783.

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2014An empirical study of the Mexican banking system’s network and its implications for systemic risk. (2014). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan Pablo ; Alexandrova-Kabadjova, Biliana . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:242-265.

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2014Systemic importance of financial institutions: regulations, research, open issues, proposals. (2014). Flori, Andrea ; Bonollo, Michele ; Riccaboni, Massimo ; Crimaldi, Irene ; Pammolli, Fabio . In: Working Papers. RePEc:ial:wpaper:2/2014.

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2014Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: Papers. RePEc:arx:papers:1404.4550.

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2014Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710.

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2014Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk. (2014). Sommer, Kamila . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-32.

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2014Machines vs. Machines: High Frequency Trading and Hard Information. (2014). Huh, Yesol . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-33.

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2014Model Risk of Risk Models. (2014). Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin ; Danielsson, Jon . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-34.

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2014Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Kalbaska, Alesia ; Gabbi, Giampaolo ; Vercelli, Alessandro . In: Working papers. RePEc:fes:wpaper:wpaper56.

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2014Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis. (2014). Londono, Juan M. ; Tian, Mary . In: International Finance Discussion Papers. RePEc:fip:fedgif:1117.

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2014Fire-Sale Spillovers and Systemic Risk. (2014). Duarte, Fernando ; Eisenbach, Thomas . In: 2014 Meeting Papers. RePEc:red:sed014:541.

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2014Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Guilmin, Gregory ; Bernal, Oscar ; Gnabo, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287.

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2014Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach. (2014). Nadal De Simone, Francisco de A., ; Jin, Xisong . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:81-101.

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2014Thoughts on financial accounting and the banking industry. (2014). BUSHMAN, ROBERT M.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:58:y:2014:i:2:p:384-395.

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2014Bank risk within and across equilibria. (2014). Agur, Itai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

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2014Network centrality measures and systemic risk: An application to the Turkish financial crisis. (2014). Saltolu, Burak ; omercikolu, Inci . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:203-215.

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2014Predicting distress in European banks. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Opric, Silviu ; Sarlin, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241.

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2014Aggregation operators for the measurement of systemic risk. (2014). Mezei, Jozsef ; Sarlin, Peter . In: Papers. RePEc:arx:papers:1412.5452.

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2014An Overview of Macroprudential Policy Tools. (2014). Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/214.

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2014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

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2014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

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2014Model risk of risk models. (2014). Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R. ; Danielsson, Jon . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:59296.

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2014Everything you always wanted to know about systemic importance (but were afraid to ask). (2014). . In: CFS Working Paper Series. RePEc:zbw:cfswop:463.

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2014The concept of systemic risk. (2014). Smaga, Pawel . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61214.

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2014Identifying and Regulating Systemically Important Financial Institutions. (2014). Nieri, Laura ; Bongini, Paola . In: Economic Notes. RePEc:bla:ecnote:v:43:y:2014:i:1:p:39-62.

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2014Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61217.

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2014How insurers differ from banks: a primer on systemic regulation. (2014). Thimann, Christian . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61218.

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2014Systems and systemic risk in finance and economics. (2014). Zigrand, Jean-Pierre . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61220.

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2014Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties. (2014). Menkveld, Albert J.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140065.

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2014How Insurers Differ from Banks: A Primer on Systemic Regulation. (2014). Thimann, Christian . In: PSE Working Papers. RePEc:hal:psewpa:halshs-01074933.

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2014The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913. (2014). Chambers, David ; Esteves, Rui . In: Explorations in Economic History. RePEc:eee:exehis:v:52:y:2014:i:c:p:1-21.

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2014Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy. (2014). Sierra, Jesus ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:14-3.

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2014On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-051.

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2014On the self-fulfilling prophecy of changes in sovereign ratings. (2014). . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:351-356.

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2014Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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2014Precautionary Volatility and Asset Prices. (2014). Chen, Andrew Y.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-59.

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2014The Term Structure of the Welfare Cost of Uncertainty. (2014). . In: Working papers. RePEc:bfr:banfra:521.

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2014Automated Liquidity Provision. (2014). Gerig, Austin ; Michayluk, David . In: Research Paper Series. RePEc:uts:rpaper:345.

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2014Determinants of financial distress in u.s. large bank holding companies. (2014). Xie, Li ; Zhang, Zhuang ; lu, xiangyun . In: MPRA Paper. RePEc:pra:mprapa:53545.

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2014Sovereign risk and the bank lending channel in Europe. (2014). Torre-Olmo, Begoa ; Sanfilippo-Azofra, Sergio ; Cantero-Saiz, Maria ; Lopez-Gutierrez, Carlos . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:1-20.

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2014Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Deev, Oleg . In: MPRA Paper. RePEc:pra:mprapa:62539.

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2014Learning from peers stock prices and corporate investment. (2014). Fresard, Laurent ; Foucault, Thierry . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:554-577.

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2014Evidence for countercyclical risk aversion: an experiment with financial professionals. (2014). Cohn, Alain ; Engelmann, Jan . In: UBSCENTER - Working Papers. RePEc:zur:uceswp:004.

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2014The equity premium: a deeper puzzle. (2014). Azeredo, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:347-373.

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Recent citations received in: 2014


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2014Distressed Acquisitions. (2014). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10093.

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2014Capital Gains Lock-In and Governance Choices. (2014). Weisbenner, Scott J. ; Ivkovi, Zoran ; Gerken, William C. ; Wil liam C. Gerken, ; Dimmock, Stephen G.. In: NBER Working Papers. RePEc:nbr:nberwo:20176.

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2014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

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2014Credit default swaps and corporate cash holdings. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Subrahmanyam, Marti G.. In: CFS Working Paper Series. RePEc:zbw:cfswop:462.

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2012Implications of the Dodd-Frank Act. (2012). Richardson, Matthew ; Acharya, Viral V.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:1-38.

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2012Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Arnold, Bruce ; Ellis, Luci ; Moshirian, Fariborz ; Borio, Claudio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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2012Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

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2012Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi . In: CAMA Working Papers. RePEc:een:camaaa:2012-47.

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2012Shadow banking: a review of the literature. (2012). . In: Staff Reports. RePEc:fip:fednsr:580.

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2012A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks. (2012). Papanikolaou, Dimitris ; Kogan, Leonid . In: NBER Working Papers. RePEc:nbr:nberwo:17975.

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2012Who Ran on Repo?. (2012). Metrick, Andrew ; Gorton, Gary B.. In: NBER Working Papers. RePEc:nbr:nberwo:18455.

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2012Sold below value? Why some targets accept very low and even negative takeover premiums.. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42832.

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2012Ranking systemically important financial institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi . In: Working Papers. RePEc:tas:wpaper:15473.

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2012Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20120115.

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Recent citations received in: 2011


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2011Federal policy responses to the 2007-2009 credit crunch in the US. (2011). Goczek, ukasz . In: Equilibrium. RePEc:cpn:umkequ:2011:v3:2.

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2011Leaning Against the Wind and the Timing of Monetary Pollicy. (2011). . In: DNB Working Papers. RePEc:dnb:dnbwpp:303.

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2011The New Economics of Capital Controls Imposed for Prudential Reasons+L4888. (2011). Korinek, Anton . In: IMF Working Papers. RePEc:imf:imfwpa:11/298.

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2011European Financial Supervision: The Long Road to Reform. (2011). Wolner-Rolhuber, Katharina ; Pointner, Wolfgang . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2011:i:3:b:4.

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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.