Quarterly Journal of Finance (QJF) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
10
Impact Factor
0.5
5 Years IF
0.66
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
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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 | 1 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2006 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2007 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 2008 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2009 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2010 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 2011 | 0 | 0.46 | 0.23 | 0 | 22 | 22 | 78 | 11 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2012 |  0.05 |
0.47 | 0.05 | 0.05 | 20 | 42 | 110 | 2 | 13 | 22 | 1 | 22 | 1 | 0 | 1 | 0.05 | 0.19 | |
| 2013 | 0.05 |
0.53 | 0.12 | 0.05 | 18 | 60 | 25 | 2 | 20 | 42 | 2 | 42 | 2 | 0 | 0 | 0.22 | ||
| 2014 | 0.13 |
0.55 | 0.19 | 0.2 | 19 | 79 | 32 | 13 | 35 | 38 | 5 | 60 | 12 | 0 | 1 | 0.05 | 0.22 | |
| 2015 | 0.05 |
0.56 | 0.26 | 0.3 | 20 | 99 | 53 | 24 | 61 | 37 | 2 | 79 | 24 | 3 | 12.5 | 0 | 0.21 | |
| 2016 | 0.26 |
0.58 | 0.31 | 0.28 | 20 | 119 | 33 | 35 | 98 | 39 | 10 | 99 | 28 | 7 | 20 | 1 | 0.05 | 0.2 |
| 2017 | 0.33 |
0.6 | 0.37 | 0.36 | 20 | 139 | 26 | 52 | 150 | 40 | 13 | 97 | 35 | 0 | 3 | 0.15 | 0.22 | |
| 2018 | 0.5 |
0.76 | 0.79 | 0.66 | 21 | 160 | 4 | 127 | 277 | 40 | 20 | 97 | 64 | 4 | 3.1 | 1 | 0.05 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206. Full description at Econpapers || Download paper | 40 |
| 2 | 2011 | Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067. Full description at Econpapers || Download paper | 23 |
| 3 | 2015 | The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019. Full description at Econpapers || Download paper | 18 |
| 4 | 2013 | A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018. Full description at Econpapers || Download paper | 17 |
| 5 | 2011 | Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146. Full description at Econpapers || Download paper | 14 |
| 6 | 2012 | Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085. Full description at Econpapers || Download paper | 12 |
| 7 | 2015 | Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020. Full description at Econpapers || Download paper | 12 |
| 8 | 2012 | Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061. Full description at Econpapers || Download paper | 11 |
| 9 | 2011 | Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions. (2011). Gillan, Stuart L ; Starks, Laura T ; Hartzell, Jay C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000183. Full description at Econpapers || Download paper | 10 |
| 10 | 2016 | Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063. Full description at Econpapers || Download paper | 10 |
| 11 | 2016 | Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051. Full description at Econpapers || Download paper | 10 |
| 12 | 2012 | Analyst Conflicts and Research Quality. (2012). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103. Full description at Econpapers || Download paper | 9 |
| 13 | 2017 | Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154. Full description at Econpapers || Download paper | 8 |
| 14 | 2014 | Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189. Full description at Econpapers || Download paper | 8 |
| 15 | 2012 | Where is the Value in High Frequency Trading?. (2012). Cartea, ÃÂlvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140. Full description at Econpapers || Download paper | 8 |
| 16 | 2012 | The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036. Full description at Econpapers || Download paper | 7 |
| 17 | 2011 | The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x. Full description at Econpapers || Download paper | 6 |
| 18 | 2011 | Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Khandani, Amir E ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080. Full description at Econpapers || Download paper | 6 |
| 19 | 2017 | How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082. Full description at Econpapers || Download paper | 6 |
| 20 | 2012 | The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures. (2012). Shane, Scott. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500097. Full description at Econpapers || Download paper | 5 |
| 21 | 2014 | Blockholder Ownership and Corporate Control: The Role of Liquidity. (2014). Gerken, William. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500037. Full description at Econpapers || Download paper | 5 |
| 22 | 2015 | Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Yu, Miaomiao ; Liu, Yixin ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147. Full description at Econpapers || Download paper | 5 |
| 23 | 2015 | Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral V ; Zhang, Yili ; Schaefer, Stephen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500068. Full description at Econpapers || Download paper | 5 |
| 24 | 2014 | The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141. Full description at Econpapers || Download paper | 4 |
| 25 | 2011 | Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092. Full description at Econpapers || Download paper | 4 |
| 26 | 2014 | Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500153. Full description at Econpapers || Download paper | 4 |
| 27 | 2012 | Exchange Rate Fundamentals and Order Flow. (2012). Evans, Martin ; Lyons, Richard K. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188. Full description at Econpapers || Download paper | 4 |
| 28 | 2011 | Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237. Full description at Econpapers || Download paper | 4 |
| 29 | 2016 | Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129. Full description at Econpapers || Download paper | 4 |
| 30 | 2012 | Efficiency and the Disposition Effect in NFL Prediction Markets. (2012). Hartzmark, Samuel M ; Solomon, David H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500139. Full description at Econpapers || Download paper | 3 |
| 31 | 2015 | Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202. Full description at Econpapers || Download paper | 3 |
| 32 | 2013 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions. (2013). Bartram, Söhnke ; Helwege, Jean ; Burns, Natasha. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500109. Full description at Econpapers || Download paper | 3 |
| 33 | 2011 | Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171. Full description at Econpapers || Download paper | 3 |
| 34 | 2014 | Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Berndt, Antje ; Ostrovnaya, Anastasiya. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500062. Full description at Econpapers || Download paper | 3 |
| 35 | 2012 | Filtering Out Expected Dividends and Expected Returns. (2012). Rytchkov, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500127. Full description at Econpapers || Download paper | 3 |
| 36 | 2012 | Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches. (2012). Ang, Andrew ; Sorensen, Morten. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115. Full description at Econpapers || Download paper | 3 |
| 37 | 2016 | How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?. (2016). Wiener, Zvi ; Ofir, Moran ; Mugerman, Yevgeny. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500130. Full description at Econpapers || Download paper | 3 |
| 38 | 2013 | The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055. Full description at Econpapers || Download paper | 3 |
| 39 | 2015 | Location Specific Styles and US Venture Capital Contracting. (2015). Bengtsson, Ola ; Ravid, Abraham S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500123. Full description at Econpapers || Download paper | 2 |
| 40 | 2011 | The Uncertainty Premium in an Ambiguous Economy. (2011). Izhakian, Yehuda ; Benninga, Simon. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000109. Full description at Econpapers || Download paper | 2 |
| 41 | 2011 | Metaphors, Models & Theories. (2011). Derman, Emanuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000031. Full description at Econpapers || Download paper | 2 |
| 42 | 2017 | Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors. (2017). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500069. Full description at Econpapers || Download paper | 2 |
| 43 | 2017 | Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Agrawal, Anup ; Cooper, Tommy . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142. Full description at Econpapers || Download paper | 2 |
| 44 | 2012 | Investment, Valuation, and Growth Options. (2012). Abel, Andrew B ; Eberly, Janice C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500012. Full description at Econpapers || Download paper | 2 |
| 45 | 2017 | Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112. Full description at Econpapers || Download paper | 2 |
| 46 | 2015 | Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s201013921550007x. Full description at Econpapers || Download paper | 2 |
| 47 | 2018 | The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118. Full description at Econpapers || Download paper | 2 |
| 48 | 2014 | Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500049. Full description at Econpapers || Download paper | 2 |
| 49 | 2016 | Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution. (2016). Perrakis, Stylianos ; Czerwonko, Michal . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s201013921650018x. Full description at Econpapers || Download paper | 2 |
| 50 | 2017 | Cyclical and Persistent Carry Trade Returns and Forward Premia. (2017). Al-Zoubi, Haitham. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500100. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206. Full description at Econpapers || Download paper | 21 |
| 2 | 2015 | The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019. Full description at Econpapers || Download paper | 18 |
| 3 | 2011 | Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067. Full description at Econpapers || Download paper | 17 |
| 4 | 2013 | A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018. Full description at Econpapers || Download paper | 14 |
| 5 | 2016 | Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063. Full description at Econpapers || Download paper | 10 |
| 6 | 2016 | Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051. Full description at Econpapers || Download paper | 9 |
| 7 | 2011 | Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146. Full description at Econpapers || Download paper | 8 |
| 8 | 2015 | Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020. Full description at Econpapers || Download paper | 8 |
| 9 | 2012 | Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061. Full description at Econpapers || Download paper | 8 |
| 10 | 2012 | Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085. Full description at Econpapers || Download paper | 8 |
| 11 | 2012 | Analyst Conflicts and Research Quality. (2012). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103. Full description at Econpapers || Download paper | 7 |
| 12 | 2011 | Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions. (2011). Gillan, Stuart L ; Starks, Laura T ; Hartzell, Jay C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000183. Full description at Econpapers || Download paper | 6 |
| 13 | 2017 | How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082. Full description at Econpapers || Download paper | 6 |
| 14 | 2012 | The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036. Full description at Econpapers || Download paper | 6 |
| 15 | 2014 | Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189. Full description at Econpapers || Download paper | 6 |
| 16 | 2012 | Where is the Value in High Frequency Trading?. (2012). Cartea, ÃÂlvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140. Full description at Econpapers || Download paper | 5 |
| 17 | 2014 | Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500153. Full description at Econpapers || Download paper | 4 |
| 18 | 2014 | The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141. Full description at Econpapers || Download paper | 4 |
| 19 | 2016 | Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129. Full description at Econpapers || Download paper | 4 |
| 20 | 2012 | The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures. (2012). Shane, Scott. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500097. Full description at Econpapers || Download paper | 4 |
| 21 | 2012 | Exchange Rate Fundamentals and Order Flow. (2012). Evans, Martin ; Lyons, Richard K. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188. Full description at Econpapers || Download paper | 4 |
| 22 | 2015 | Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral V ; Zhang, Yili ; Schaefer, Stephen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500068. Full description at Econpapers || Download paper | 4 |
| 23 | 2014 | Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Berndt, Antje ; Ostrovnaya, Anastasiya. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500062. Full description at Econpapers || Download paper | 3 |
| 24 | 2011 | Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092. Full description at Econpapers || Download paper | 3 |
| 25 | 2015 | Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202. Full description at Econpapers || Download paper | 3 |
| 26 | 2011 | Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171. Full description at Econpapers || Download paper | 3 |
| 27 | 2011 | Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237. Full description at Econpapers || Download paper | 3 |
| 28 | 2011 | Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Khandani, Amir E ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080. Full description at Econpapers || Download paper | 3 |
| 29 | 2015 | Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Yu, Miaomiao ; Liu, Yixin ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147. Full description at Econpapers || Download paper | 3 |
| 30 | 2012 | Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches. (2012). Ang, Andrew ; Sorensen, Morten. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115. Full description at Econpapers || Download paper | 3 |
| 31 | 2011 | The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x. Full description at Econpapers || Download paper | 3 |
| 32 | 2014 | Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500025. Full description at Econpapers || Download paper | 2 |
| 33 | 2012 | Filtering Out Expected Dividends and Expected Returns. (2012). Rytchkov, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500127. Full description at Econpapers || Download paper | 2 |
| 34 | 2018 | The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118. Full description at Econpapers || Download paper | 2 |
| 35 | 2017 | Boardroom Brawls: An Empirical Analysis of Disputes Involving Directors. (2017). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500069. Full description at Econpapers || Download paper | 2 |
| 36 | 2013 | Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions. (2013). Bartram, Söhnke ; Helwege, Jean ; Burns, Natasha. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500109. Full description at Econpapers || Download paper | 2 |
| 37 | 2018 | Monetary Policy Surprises over Time. (2018). Pericoli, Marcello ; Veronese, Giovanni. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:01:n:s2010139218400025. Full description at Econpapers || Download paper | 2 |
| 38 | 2012 | Investment, Valuation, and Growth Options. (2012). Abel, Andrew B ; Eberly, Janice C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500012. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?. (2016). Wiener, Zvi ; Ofir, Moran ; Mugerman, Yevgeny. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500130. Full description at Econpapers || Download paper | 2 |
| 40 | 2011 | The Uncertainty Premium in an Ambiguous Economy. (2011). Izhakian, Yehuda ; Benninga, Simon. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000109. Full description at Econpapers || Download paper | 2 |
| 41 | 2017 | Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Agrawal, Anup ; Cooper, Tommy . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142. Full description at Econpapers || Download paper | 2 |
| 42 | 2017 | Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154. Full description at Econpapers || Download paper | 2 |
| 43 | 2017 | Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500112. Full description at Econpapers || Download paper | 2 |
| 44 | 2015 | Financial Constraints, R&D Investment, and the Value of Cash Holdings. (2015). Ntantamis, Christos ; Booth, Laurence ; Zhou, Jun . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500111. Full description at Econpapers || Download paper | 2 |
| 45 | 2011 | Time-Varying Sharpe Ratios and Market Timing. (2011). Tang, YI ; Whitelaw, Robert F. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000122. Full description at Econpapers || Download paper | 2 |
| 46 | 2015 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns. (2015). Novales, Alfonso ; Rubio, Gonzalo ; Nieto, Belen. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214. Full description at Econpapers || Download paper | 2 |
| 47 | 2011 | Metaphors, Models & Theories. (2011). Derman, Emanuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000031. Full description at Econpapers || Download paper | 2 |
| 48 | 2017 | Cyclical and Persistent Carry Trade Returns and Forward Premia. (2017). Al-Zoubi, Haitham. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500100. Full description at Econpapers || Download paper | 2 |
| 49 | 2013 | The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055. Full description at Econpapers || Download paper | 2 |
| 50 | 2012 | Efficiency and the Disposition Effect in NFL Prediction Markets. (2012). Hartzmark, Samuel M ; Solomon, David H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500139. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 20
| Year | Title | |
|---|---|---|
| 2018 | Contingent convertible bonds: Who invests in European CoCos?. (2018). van Wijnbergen, Sweder ; Boermans, Martijn. In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:4:p:234-238. Full description at Econpapers || Download paper | |
| 2018 | How much information is incorporated in financial asset prices? Experimental Evidence. (2018). Siemroth, Christoph ; Page, Lionel. In: QuBE Working Papers. RePEc:qut:qubewp:wp054. Full description at Econpapers || Download paper | |
| 2018 | Valuation of contingent convertible catastrophe bonds - the case for equity conversion. (2018). Burnecki, Krzysztof ; Palmowski, Zbigniew ; Nicol, Mario. In: Papers. RePEc:arx:papers:1804.07997. Full description at Econpapers || Download paper | |
| 2018 | Corporate bond clawbacks as contingent capital for banks. (2018). Ramirez, Gabriel ; Liu, Liuling ; Diaz, Fernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:11-24. Full description at Econpapers || Download paper | |
| 2018 | Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18. Full description at Econpapers || Download paper | |
| 2018 | The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118. Full description at Econpapers || Download paper | |
| 2018 | The asymmetric relation between earnings management behaviors: evidence from executive compensation incentives. (2018). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:4:d:10.1007_s12197-018-9426-1. Full description at Econpapers || Download paper | |
| 2018 | How News and Its Context Drive Risk and Returns Around the World. (2018). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:24430. Full description at Econpapers || Download paper | |
| 2018 | Opinion mining in management research: the state of the art and the way forward. (2018). Mukhopadhyay, Soumya. In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:2:d:10.1007_s12597-017-0328-3. Full description at Econpapers || Download paper | |
| 2018 | Herding in analystsâ recommendations: The role of media. (2018). Frijns, Bart ; Huynh, Thanh D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340. Full description at Econpapers || Download paper | |
| 2018 | First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1233. Full description at Econpapers || Download paper | |
| 2018 | Predicting FTSE 100 returns and volatility using sentiment analysis. (2018). Johnman, Mark ; Gepp, Adrian ; Vanstone, Bruce James. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:253-274. Full description at Econpapers || Download paper | |
| 2018 | Mortgage Loans and Bank Risk Taking: Finding the Risk âSweet Spotâ. (2018). Mugerman, Yevgeny ; Jacobi, Arie ; Tzur, Joseph. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:04:n:s2010139218400086. Full description at Econpapers || Download paper | |
| 2018 | Financial reporting fraud and other forms of misconduct: a multidisciplinary review of the literature. (2018). Amiram, Dan ; Sloan, Richard ; Karpoff, Jonathan M ; Dupont, Quentin ; Cox, James D ; Bozanic, Zahn. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:2:d:10.1007_s11142-017-9435-x. Full description at Econpapers || Download paper | |
| 2018 | Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets. (2018). Å krinjariÄ, Tihana. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:140-:d:188230. Full description at Econpapers || Download paper | |
| 2018 | Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Malagon, Juliana ; Rodriguez, Rosa ; Moreno, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132. Full description at Econpapers || Download paper | |
| 2018 | Financial literacy and financial behavior: Evidence from the emerging Asian middle class. (2018). Grohmann, Antonia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:129-143. Full description at Econpapers || Download paper | |
| 2018 | Managing reputation: Evidence from biographies of corporate directors. (2018). Gow, Ian D ; Yu, Gwen ; Wahid, Aida Sijamic. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:66:y:2018:i:2:p:448-469. Full description at Econpapers || Download paper | |
| 2018 | Business cycles, financial cycles and capital structure. (2018). Al-Zoubi, Haitham ; Alwathnani, Abdulaziz M ; Osullivan, Jennifer A. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0306-z. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Deadlock on the Board. (2017). Malenko, Nadya ; Donaldson, Jason Roderick ; Piacentino, Giorgia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12503. Full description at Econpapers || Download paper | |
| 2017 | Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class. (2017). Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1702. Full description at Econpapers || Download paper | |
| 2017 | Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2. Full description at Econpapers || Download paper |
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications. (2016). Perrakis, Stylianos ; Czerwonko, Michal . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500191. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document |
|---|
10 most frequent citing series