Citation analysis for Review of Asset Pricing Studies / Oxford University Press

Review of Asset Pricing Studies / Oxford University Press

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Impact Factor

0.32

5-Years IF

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
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.29			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0				0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0				0		0		(%)			0.19
2004		0.49			0				0		0		(%)			0.2
2005		0.53			0				0		0		(%)			0.21
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.47			0				0		0		(%)			0.19
2010		0.45			0				0		0		(%)			0.16
2011		0.52		4	4			14	0		0		(%)			0.2
2012	0.25	0.55	0.25	8	12	1	0.08	10	4	1	4	1	(%)			0.2
2013	0.17	0.62	0.17	9	21	2	0.1	20	12	2	12	2	(%)			0.22
2014	0.71	0.64	0.71	8	29	15	0.52		17	12	21	15	(%)			0.21
2015	0.24	0.69	0.21	8	37	6	0.16	1	17	4	29	6	(%)			0.22
2016		0.85	0.32	8	45	12	0.27		16		37	12	(%)			0.26

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:

#	Year	Title	Cited
1	2011	Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95.. Full description at Econpapers \|\| Download paper	8
2	2013	Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228.. Full description at Econpapers \|\| Download paper	5
3	2011	Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73.. Full description at Econpapers \|\| Download paper	4
4	2013	Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37.. Full description at Econpapers \|\| Download paper	4
5	2013	Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199.. Full description at Econpapers \|\| Download paper	4
6	2012	Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks. (2012). Baker, Malcolm ; Wurgler, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:57-87.. Full description at Econpapers \|\| Download paper	3
7	2012	Does Mutual Fund Size Matter? The Relationship Between Size and Performance. (2012). Elton, Edwin J ; Blake, Christopher R ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:31-55.. Full description at Econpapers \|\| Download paper	3
8	2013	Hard Times. (2013). Campbell, John Y ; Polk, Christopher ; Giglio, Stefano . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132.. Full description at Econpapers \|\| Download paper	3
9	2013	The Wealth-Consumption Ratio. (2013). Lustig, Hanno ; Verdelhan, Adrien ; van Nieuwerburgh, Stijn . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers \|\| Download paper	2
10	2013	The Puzzle of Index Option Returns. (2013). Constantinides, George M ; Savov, Alexi ; Jackwerth, Jens Carsten . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257.. Full description at Econpapers \|\| Download paper	2
11	2011	Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George M ; Ghosh, Anisha . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136.. Full description at Econpapers \|\| Download paper	2
12	2012	Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen J ; Pascalau, Razvan ; Gregoriou, Greg N. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:89-110.. Full description at Econpapers \|\| Download paper	2
13	2012	Mutual Fund Industry Selection and Persistence. (2012). Busse, Jeffrey A ; Tong, Qing . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:245-274.. Full description at Econpapers \|\| Download paper	1
14	2012	How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?. (2012). Huang, Jing-Zhi . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:153-202.. Full description at Econpapers \|\| Download paper	1
15	2015	Price Contagion through Balance Sheet Linkages. (2015). Capponi, Agostino ; Larsson, Martin . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:227-253.. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2011	Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73.. Full description at Econpapers \|\| Download paper	4
2	2013	Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37.. Full description at Econpapers \|\| Download paper	4
3	2011	Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95.. Full description at Econpapers \|\| Download paper	3
4	2012	Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen J ; Pascalau, Razvan ; Gregoriou, Greg N. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:89-110.. Full description at Econpapers \|\| Download paper	2
5	2011	Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George M ; Ghosh, Anisha . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136.. Full description at Econpapers \|\| Download paper	2
6	2013	The Puzzle of Index Option Returns. (2013). Constantinides, George M ; Savov, Alexi ; Jackwerth, Jens Carsten . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257.. Full description at Econpapers \|\| Download paper	2
7	2013	Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228.. Full description at Econpapers \|\| Download paper	2
8	2013	Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199.. Full description at Econpapers \|\| Download paper	2
9	2013	The Wealth-Consumption Ratio. (2013). Lustig, Hanno ; Verdelhan, Adrien ; van Nieuwerburgh, Stijn . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	NBER Working Papers / National Bureau of Economic Research, Inc	2
2	CEPR Discussion Papers / C.E.P.R. Discussion Papers	2
3	Pacific-Basin Finance Journal / Elsevier	2
4	Carlo Alberto Notebooks / Collegio Carlo Alberto	2
5	Papers / arXiv.org	1
6	2016 Meeting Papers / Society for Economic Dynamics	1
7	2014 Meeting Papers / Society for Economic Dynamics	1
8	Journal of Financial Intermediation / Elsevier	1
9	Working Papers / Federal Reserve Bank of Philadelphia	1
10	BIS Working Papers / Bank for International Settlements	1

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.