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Review of Asset Pricing Studies / Oxford University Press


0.44

Impact Factor

0.93

5-Years IF

7

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.04
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.26000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.39000 (%)0.14
20020.4000 (%)0.17
20030.43000 (%)0.18
20040.48000 (%)0.19
20050.52000 (%)0.2
20060.51000 (%)0.2
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.49000 (%)0.19
20100.46000 (%)0.17
20110.49443900 (%)0.19
20120.250.520.2581210.08604141 (%)0.19
20130.330.580.3392140.1947124124 (%)0.2
20140.880.61829210.721917152121 (%)0.2
20150.410.610.45837130.35171772913 (%)0.19
20160.250.680.62845230.5161643723 (%)0.2
20170.440.730.93954460.8551674138 (%)0.22
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:


#YearTitleCited
12012How 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

35
22011Limited 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

19
32011Does 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

12
42012Comovement 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

10
52011Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; 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

8
62013The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94..

Full description at Econpapers || Download paper

8
72015Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111..

Full description at Econpapers || Download paper

7
82013Does 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

7
92013Hard Times. (2013). Polk, Christopher ; Campbell, John ; 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

7
102013The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; 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

7
112013Does 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

7
122013Limited 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

6
132014Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285..

Full description at Econpapers || Download paper

6
142013An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176..

Full description at Econpapers || Download paper

6
152012Does 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

5
162014Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Chen, Zhihua ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205..

Full description at Econpapers || Download paper

5
172015Price 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

4
182012Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30..

Full description at Econpapers || Download paper

4
192012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen ; 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

4
202017Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80..

Full description at Econpapers || Download paper

3
212014Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117..

Full description at Econpapers || Download paper

3
222015The Impact of Hedge Funds on Asset Markets. (2015). Ramadorai, Tarun ; Patton, Andrew J ; Kruttli, Mathias S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:185-226..

Full description at Econpapers || Download paper

3
232012Mutual 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

2
242014Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77..

Full description at Econpapers || Download paper

2
252014Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246..

Full description at Econpapers || Download paper

2
262015Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184..

Full description at Econpapers || Download paper

2
272016Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178..

Full description at Econpapers || Download paper

2
282016Macro Disagreement and the Cross-Section of Stock Returns. (2016). Li, Frank Weikai. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:1-45..

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1
292015A Credit Spread Puzzle for Reduced-Form Models. (2015). Berndt, Antje. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:48-91..

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1
302016International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Solnik, Bruno ; Watewai, Thaisiri . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:221-260..

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1
312016Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220..

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1
322014Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns. (2014). Viale, Ariel ; Giannetti, Antoine ; Garcia-Feijoo, Luis. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:118-159..

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1
332017Transparency and Liquidity in the Structured Product Market. (2017). Friewald, Nils ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:316-348..

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1
342016Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices. (2016). Grüning, Patrick ; Gruning, Patrick ; Garlappi, Lorenzo ; Bena, Jan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:46-87..

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1
352017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242..

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1

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


#YearTitleCited
12012How 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

31
22011Limited 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

15
32012Comovement 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

8
42015Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111..

Full description at Econpapers || Download paper

7
52011Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; 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

6
62013The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94..

Full description at Econpapers || Download paper

6
72011Does 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

6
82014Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285..

Full description at Econpapers || Download paper

6
92013The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; 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

6
102013Limited 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

6
112013An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176..

Full description at Econpapers || Download paper

6
122013Does 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

5
132014Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Chen, Zhihua ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205..

Full description at Econpapers || Download paper

4
142015Price 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

4
152013Hard Times. (2013). Polk, Christopher ; Campbell, John ; 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

4
162017Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80..

Full description at Econpapers || Download paper

3
172015The Impact of Hedge Funds on Asset Markets. (2015). Ramadorai, Tarun ; Patton, Andrew J ; Kruttli, Mathias S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:185-226..

Full description at Econpapers || Download paper

3
182014Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117..

Full description at Econpapers || Download paper

3
192012Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen ; 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

3
202013Does 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

3
212012Does 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

2
222016Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178..

Full description at Econpapers || Download paper

2
232014Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246..

Full description at Econpapers || Download paper

2
242015Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184..

Full description at Econpapers || Download paper

2
252012Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30..

Full description at Econpapers || Download paper

2
262014Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77..

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 7:


YearTitle
2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

Full description at Econpapers || Download paper

2017Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

Full description at Econpapers || Download paper

2017The Long Memory of Equity Volatility: International Evidence. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-614.

Full description at Econpapers || Download paper

2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

Full description at Econpapers || Download paper

2017Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Working Papers. RePEc:fip:fedlwp:2017-011.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Working Papers. RePEc:ofr:wpaper:17-07.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

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Recent citations received in 2015

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Recent citations received in 2014

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team