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

Critical Finance Review / now publishers

3

Impact Factor

3

5-Years IF

6

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
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.360100 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.43000 (%)0.22
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.38000 (%)0.17
20090.350100 (%)0.17
20100.320300 (%)0.15
20110.410200 (%)0.2
20120.465561.28000 (%)510.21
20132.80.492.8611181.6423514514 (%)20.330.22
201430.563516402.5511331133 (%)0.3
 
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
2012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Beeler, Jason ; Campbell, John Y.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

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32
2012An 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.

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28
2012Corporate 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.

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24
2013Wealth Effects Revisited 1975-2012. (2013). Quigley, John M. ; Shiller, Robert J. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

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16
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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6
2013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Petajisto, Antti ; CREMERS, MARTIJN ; Zitzewitz, Eric . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

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6
2014Bank Deregulation and Racial Inequality in America. (2014). Levkov, Alexey ; Rubinstein, Yona ; Levine, Ross . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

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4
2012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

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2
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
2013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Strebulaev, Ilya A. ; Whited, Toni M.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

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1
2014Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?. (2014). Smith, Gavin S. ; Swan, Peter L.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000014.

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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

50 most relevant documents in this series:

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

YearTitleCited
2012An 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

27
2012Corporate 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

24
2012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Beeler, Jason ; Campbell, John Y.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

23
2013Wealth Effects Revisited 1975-2012. (2013). Quigley, John M. ; Shiller, Robert J. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009.

Full description at Econpapers || Download paper

16
2013Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Petajisto, Antti ; CREMERS, MARTIJN ; Zitzewitz, Eric . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007.

Full description at Econpapers || Download paper

6
2014Bank Deregulation and Racial Inequality in America. (2014). Levkov, Alexey ; Rubinstein, Yona ; Levine, Ross . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013.

Full description at Econpapers || Download paper

4
2012Testing 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

4
2012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 33:

[Click on heading to sort table]

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]
2014Performance and performance persistence of UK closed-end equity funds. (2014). Nitzsche, Dirk ; Cuthbertson, Keith ; Thomas, Dylan C. ; Bredin, Don . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:189-199.

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[Citation Analysis]
2014Bias correction in the estimation of dynamic panel models in corporate finance. (2014). Alpert, Karen ; Zhou, Qing . 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). Sufi, Amir ; Mian, Atif . In: NBER Working Papers. RePEc:nbr:nberwo:20152.

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[Citation Analysis]
2014Evolution of Monetary Policy in the US: The Role of Asset Prices. (2014). Simo -Kengne, Beatrice D. ; Miller, Stephen M. ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:ipg:wpaper:2014-459.

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[Citation Analysis]
2014Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach. (2014). Das, Sonali ; Nyakabawo, Wendy ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-476.

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[Citation Analysis]
2014Understanding housing: The intellectual legacy of John Quigley. (2014). Glaeser, Edward L.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:47:y:2014:i:c:p:3-12.

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[Citation Analysis]
2014Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter?. (2014). Li, Guo ; Ashley, Richard . In: Journal of Housing Economics. RePEc:eee:jhouse:v:26:y:2014:i:c:p:109-118.

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[Citation Analysis]
2014Assessing House Price Effects on Unemployment Dynamics. (2014). Geerolf, Franois . In: Working Papers. RePEc:cii:cepidt:2014-25.

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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]
2014. . . and the Cross-Section of Expected Returns. (2014). Zhu, Heqing ; Liu, Yan . In: NBER Working Papers. RePEc:nbr:nberwo:20592.

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

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[Citation Analysis]
2014Corporate distress and lobbying: Evidence from the Stimulus Act. (2014). Adelino, Manuel ; DINC, SERDAR I.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:2:p:256-272.

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[Citation Analysis]
2014Financing Constraints and Unemployment: Evidence from the Great Recession. (2014). Leykov, Alexey ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-92.

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[Citation Analysis]
2014The Impact of the Financial Crisis on Innovation and Growth: Evidence from Technology Research and Development. (2014). Alfranseder, Emanuel ; Dzhamalova, Valeriia . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_008.

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[Citation Analysis]
2014Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and ‘Normal’ Economic Times. (2014). Mas, Alexandre ; Nguyen, Hoai-Luu . In: NBER Working Papers. RePEc:nbr:nberwo:20704.

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[Citation Analysis]
2014Funding Liquidity Risk From a Regulatory Perspective. (2014). Gourieroux, Christian ; Heam, Jean-Cyprien . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/14986.

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[Citation Analysis]
2014The Global Crisis and Equity Market Contagion. (2014). Fratzscher, Marcel . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:6:p:2597-2649.

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[Citation Analysis]
2014Rare Booms and Disasters in a Multi-sector Endowment Economy. (2014). Tsai, Jerry ; Wachter, Jessica A.. 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). Fung, Ka Wai Terence, ; Lau, Chi Keung Marco, . 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). Carlin, Bruce ; Hasler, Michael ; Andrei, Daniel . In: NBER Working Papers. RePEc:nbr:nberwo:20190.

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[Citation Analysis]
2014Long-run risk is the worst-case scenario: ambiguity aversion and non-parametric estimation of the endowment process. (2014). Dew-Becker, Ian . In: Working Paper Series. RePEc:fip:fedfwp:2014-16.

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[Citation Analysis]
2014Expectations of Returns and Expected Returns. (2014). Greenwood, Robin Marc . In: Scholarly Articles. RePEc:hrv:faseco:11880390.

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[Citation Analysis]
2014Housing, Finance and the Macroeconomy. (2014). van Nieuwerburgh, Stijn . In: NBER Working Papers. RePEc:nbr:nberwo:20287.

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[Citation Analysis]
2014The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141675.

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[Citation Analysis]
2014Asset prices in affine real business cycle models. (2014). Malkhozov, Aytek . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:45:y:2014:i:c:p:180-193.

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[Citation Analysis]
2014Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures. (2014). Cakici, Nusret ; Tan, Sinan . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:44:y:2014:i:c:p:179-209.

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[Citation Analysis]
2014The VIX, the variance premium and stock market volatility. (2014). Bekaert, Geert ; Hoerova, Marie . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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[Citation Analysis]
2014Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard . In: 2014 Meeting Papers. RePEc:red:sed014:560.

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

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[Citation Analysis]
2014Cross-Country Heterogeneity in Intertemporal Substitution. (2014). Rusnak, Marek . In: Working Papers. RePEc:cnb:wpaper:2014/06.

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[Citation Analysis]
2014On the systematic volatility of unpriced earnings. (2014). Lee, Jaehoon ; Johnson, Timothy C. ; TimothyC. Johnson, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:1:p:84-104.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee

Recent citations received in: 2013

[Click on heading to sort table]

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). Bluedorn, John C ; Decressin, Jrg . In: IMF Working Papers. RePEc:imf:imfwpa:13/203.

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[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

YearTitleSee
2012Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry G. ; 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). Kogan, Leonid . In: NBER Working Papers. RePEc:nbr:nberwo:17795.

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[Citation Analysis]
2012An Intertemporal CAPM with Stochastic Volatility. (2012). Polk, Christopher ; Giglio, Stefano ; Turley, Robert ; Campbell, John Y.. 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]
2012Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Carrasco-Gutierrez, Carlos Enrique ; Piazza, Wagner . In: MPRA Paper. RePEc:pra:mprapa:66063.

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[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

SeriesCited

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.