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Review of Asset Pricing Studies / Oxford University Press

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
9
Impact Factor
0.76
5 Years IF
1.4
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.39 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 4 4 50 0 0 0 0 0 0.21
2012 0.25 0.47 0.08 0.25 8 12 98 1 1 4 1 4 1 0 0 0.19
2013 0.42 0.53 0.24 0.42 9 21 58 5 6 12 5 12 5 0 0 0.22
2014 0.76 0.55 0.76 0.9 8 29 35 22 28 17 13 21 19 0 0 0.22
2015 0.41 0.56 0.35 0.45 8 37 27 13 41 17 7 29 13 0 0 0.21
2016 0.31 0.58 0.67 0.73 8 45 9 30 71 16 5 37 27 0 0 0.2
2017 0.44 0.6 0.98 1.05 9 54 12 53 124 16 7 41 43 0 0 0.22
2018 0.76 0.76 1.83 1.4 5 59 1 108 232 17 13 42 59 0 0 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
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

66
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

22
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

17
42013The 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

13
52012Comovement 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

12
62011Asset 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

12
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

11
82013The 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

9
92013Does 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

9
102013An 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

8
112014Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205..

Full description at Econpapers || Download paper

8
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

8
132012Does 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

8
142014Incomplete 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

8
152014Hybrid 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

7
162013Does 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
172013Hard 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
182015Price 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

6
192012Go 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

6
202012Diversification 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

5
212017Crowded 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..

Full description at Econpapers || Download paper

5
222014Daily 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

5
232014Seasonally 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

4
242017Economic 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

4
252015Managerial 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

4
262015A 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..

Full description at Econpapers || Download paper

3
272016Economic 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..

Full description at Econpapers || Download paper

3
282015The 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
292016Crash 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

3
302014Detecting Superior Mutual Fund Managers: Evidence from Copycats. (2014). Rau, Raghavendra ; Pukthuanthong, Kuntara ; Phillips, Blake. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:286-321..

Full description at Econpapers || Download paper

2
312016Heterogeneous 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..

Full description at Econpapers || Download paper

2
322012Mutual 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..

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2
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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2
342014Safety 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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2
352016Macro 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
362017The Cross-Section of Expected Returns in the Secondary Corporate Loan Market. (2017). Beyhaghi, Mehdi ; Ehsani, Sina. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:243-277..

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1
372016International 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
382019Relative Tick Size and the Trading Environment. (2019). Zhong, Zhuo ; Saar, Gideon ; Ohara, Maureen. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:47-90..

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1
392015Target Date Funds: Characteristics and Performance. (2015). Elton, Edwin J ; Blake, Christopher R ; de Souza, Andre ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:254-272..

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1
402018Hedge Fund Holdings and Stock Market Efficiency. (2018). Cao, Charles ; Petrasek, Lubomir ; Lo, Andrew W ; Liang, Bing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:77-116..

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1
412017Extended Stock Returns in Response to S&P 500 Index Changes. (2017). Patel, Nimesh ; Welch, Ivo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:172-208..

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1
422018Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings. (2018). Qian, Hong ; Zhong, Zhaodong . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:117-152..

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1
432016Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation. (2016). Rachwalski, Mark ; Wen, Quan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:303-328..

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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

55
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

13
32013The 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

11
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

11
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

9
62011Does 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
72013An 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

8
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

8
92012Comovement 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

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

6
112013Limited 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
122014Hybrid 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

6
132015Price 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

6
142014Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205..

Full description at Econpapers || Download paper

6
152017Crowded 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..

Full description at Econpapers || Download paper

5
162014Daily 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

5
172017Economic 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

4
182013Does 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
192014Seasonally 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

4
202012Does 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

4
212013Does 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

4
222013Hard 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
232015Managerial 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

4
242012Go 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
252012Diversification 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
262016Crash 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

3
272016Economic 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..

Full description at Econpapers || Download paper

3
282015The 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

2
292014Detecting Superior Mutual Fund Managers: Evidence from Copycats. (2014). Rau, Raghavendra ; Pukthuanthong, Kuntara ; Phillips, Blake. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:286-321..

Full description at Econpapers || Download paper

2
302016Heterogeneous 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..

Full description at Econpapers || Download paper

2
312017Transparency 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..

Full description at Econpapers || Download paper

2
322015A 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..

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 13
YearTitle
2018Can competition for and in the market co-exist in terms of delivering cost efficient services? Evidence from open access train operators and their franchised counterparts in Britain. (2018). Wheat, Phill ; Rasmussen, Torris. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:113:y:2018:i:c:p:114-124.

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2018Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics. (2018). Gruning, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:132-138.

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2018Revisiting the momentum factor in the U.K. stock market. (2018). Mohammad, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00110.

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2018Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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2018A Measure of Risk Appetite for the Macroeconomy. (2018). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:24529.

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2018Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:58-80.

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2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:24506.

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2018Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2018The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-4.

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2018The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3118.

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2018OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2018Lighting up the dark: Liquidity in the German corporate bond market. (2018). Schneider, Michael ; Pelizzon, Loriana ; Gündüz, Yalin ; Subrahmanyam, Marti G ; Ottonello, Giorgio ; Gunduz, Yalin. In: SAFE Working Paper Series. RePEc:zbw:safewp:230.

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