Citation analysis for Annual Review of Financial Economics / Annual Reviews

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

1.58

5 Years IF

2.52

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	0.09	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	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		1	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		4	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		6	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		8	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		13	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		15	0		0			0		0	0.12
1999	0	0.27	0	0	0	0	0		20	0		0			0		0	0.13
2000	0	0.32	0	0	0	0	0		23	0		0			0		0	0.14
2001	0	0.35	0	0	0	0	0		27	0		0			0		0	0.15
2002	0	0.37	0	0	0	0	0		32	0		0			0		0	0.19
2003	0	0.4	0	0	0	0	0		45	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		52	0		0			0		0	0.2
2005	0	0.45	0	0	0	0	0		54	0		0			0		0	0.21
2006	0	0.46	0	0	0	0	0		60	0		0			0		0	0.2
2007	0	0.42	0	0	0	0	0		66	0		0			0		0	0.18
2008	0	0.44	0	0	0	0	0		74	0		0			0		0	0.2
2009	0	0.43	0.94	0	16	16	630	14	89	0		0		1	7.1	14	0.88	0.21
2010	2.31	0.43	1.63	2.31	14	30	356	42	138	16	37	16	37	1	2.4	5	0.36	0.18
2011	1.73	0.45	1.23	1.73	22	52	541	56	202	30	52	30	52	1	1.8	4	0.18	0.2
2012	0.97	0.45	1.25	1.38	19	71	672	86	291	36	35	52	72	2	2.3	12	0.63	0.19
2013	1.95	0.5	2.12	2.28	14	85	182	176	471	41	80	71	162		0		0	0.21
2014	2.45	0.51	2.39	2.55	19	104	467	247	720	33	81	85	217		0	6	0.32	0.2
2015	1.27	0.5	2.08	2.24	22	126	391	262	982	33	42	88	197		0	10	0.45	0.19
2016	1.83	0.5	2.51	2.56	12	138	153	347	1329	41	75	96	246		0	6	0.5	0.18
2017	1.53	0.5	2.74	2.34	0	138	0	378	1707	34	52	86	201		0		0	0.18
2018	3	0.54	2.81	3.03	21	159	136	446	2153	12	36	67	203	1	0.2	4	0.19	0.21
2019	1.29	0.58	2.37	2.53	12	171	11	405	2558	21	27	74	187		0		0	0.21
2020	1.58	0.75	2.82	2.52	15	186	10	525	3083	33	52	67	169		0		0	0.29

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	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	268
2	2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	164
3		The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360. Full description at Econpapers \|\| Download paper	157
4	2009	Finance and Inequality: Theory and Evidence. (2009). Levine, Ross ; Demirguc-Kunt, Asli ; Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318. Full description at Econpapers \|\| Download paper	137
5	2009	Financial Crises: Theory and Evidence. (2009). Carletti, Elena ; Babus, Ana ; Allen, Franklin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116. Full description at Econpapers \|\| Download paper	120
6	2011	A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345. Full description at Econpapers \|\| Download paper	109
7	2010	Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346. Full description at Econpapers \|\| Download paper	106
8	2011	Carry Trade and Momentum in Currency Markets. (2011). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535. Full description at Econpapers \|\| Download paper	84
9		The Term Structure of Interest Rates. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:69-96. Full description at Econpapers \|\| Download paper	79
10	2015	An Overview of Macroprudential Policy Tools. (2015). Claessens, Stijn. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:397-422. Full description at Econpapers \|\| Download paper	78
11	2014	Blockholders and Corporate Governance. (2014). Edmans, Alex. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:23-50. Full description at Econpapers \|\| Download paper	76
12	2012	Regime Changes and Financial Markets. (2012). Ang, Andrew ; Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337. Full description at Econpapers \|\| Download paper	74
13	2009	Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339. Full description at Econpapers \|\| Download paper	67
14	2009	Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381. Full description at Econpapers \|\| Download paper	67
15	2010	CEO Compensation. (2010). Jenter, Dirk ; Frydman, Carola. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:75-102. Full description at Econpapers \|\| Download paper	66
16	2011	Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117. Full description at Econpapers \|\| Download paper	66
17	2015	Financing Innovation. (2015). Nanda, Ramana ; Kerr, William. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:445-462. Full description at Econpapers \|\| Download paper	63
18	2016	The Economics of High-Frequency Trading: Taking Stock. (2016). Menkveld, Albert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:1-24. Full description at Econpapers \|\| Download paper	57
19	2014	Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). Thakor, Anjan ; AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223. Full description at Econpapers \|\| Download paper	55
20	2014	Corporate Liquidity Management: A Conceptual Framework and Survey. (2014). Weisbach, Michael ; Almeida, Heitor ; Campello, Murillo ; Cunha, Igor. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:135-162. Full description at Econpapers \|\| Download paper	47
21	2011	The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85. Full description at Econpapers \|\| Download paper	45
22	2011	Predictability of Returns and Cash Flows. (2011). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491. Full description at Econpapers \|\| Download paper	42
23	2011	Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374. Full description at Econpapers \|\| Download paper	40
24	2010	Shareholder Voting and Corporate Governance. (2010). Yermack, David. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125. Full description at Econpapers \|\| Download paper	40
25	2011	Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307. Full description at Econpapers \|\| Download paper	40
26	2010	Limits of Arbitrage. (2010). Vayanos, Dimitri ; Gromb, Denis. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275. Full description at Econpapers \|\| Download paper	37
27	2013	Interest Rates and the Bank Risk-Taking Channel. (2013). Marquez, Robert ; Dell'ariccia, Giovanni. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:123-141. Full description at Econpapers \|\| Download paper	37
28	2009	Credit Risk Models. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:37-68. Full description at Econpapers \|\| Download paper	35
29	2012	Shadow Banking Regulation. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140. Full description at Econpapers \|\| Download paper	32
30	2011	Global Asset Pricing. (2011). Lewis, Karen K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:435-466. Full description at Econpapers \|\| Download paper	31
31	2013	Too Big to Fail: Causes, Consequences, and Policy Responses. (2013). Strahan, Philip E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:43-61. Full description at Econpapers \|\| Download paper	31
32	2016	Deposit Insurance: Theories and Facts. (2016). Jaremski, Matthew ; Calomiris, Charles W. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:97-120. Full description at Econpapers \|\| Download paper	30
33	2013	Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm. (2013). Phillips, Gordon ; Maksimovic, Vojislav. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:225-244. Full description at Econpapers \|\| Download paper	30
34	2015	Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending. (2015). Morse, Adair . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:463-482. Full description at Econpapers \|\| Download paper	30
35	2009	Financial Contracting: A Survey of Empirical Research and Future Directions. (2009). Sufi, Amir ; Roberts, Michael. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:207-226. Full description at Econpapers \|\| Download paper	29
36	2015	Asset Price Bubbles. (2015). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:201-218. Full description at Econpapers \|\| Download paper	28
37	2010	Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47. Full description at Econpapers \|\| Download paper	28
38	2011	Banking Crises: A Review. (2011). Laeven, Luc. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40. Full description at Econpapers \|\| Download paper	27
39	2013	Financial Contagion and Network Analysis. (2013). Summer, Martin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:277-297. Full description at Econpapers \|\| Download paper	27
40	2012	Consumption-Based Asset Pricing Models. (2012). Mehra, Rajnish. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:385-409. Full description at Econpapers \|\| Download paper	26
41	2009	Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205. Full description at Econpapers \|\| Download paper	26
42	2015	Governance of Family Firms. (2015). Guzman, Alexander ; Amit, Raphael ; Trujillo, Maria-Andrea ; Villalonga, Belen. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:635-654. Full description at Econpapers \|\| Download paper	25
43	2015	Disaster Risk and Its Implications for Asset Pricing. (2015). Tsai, Jerry ; Wachter, Jessica A. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:219-252. Full description at Econpapers \|\| Download paper	24
44	2009	What Decision Neuroscience Teaches Us About Financial Decision Making. (2009). Bossaerts, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:383-404. Full description at Econpapers \|\| Download paper	23
45	2018	Common-Ownership Concentration and Corporate Conduct. (2018). Schmalz, Martin C. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:413-448. Full description at Econpapers \|\| Download paper	22
46	2016	AnalystsÃ¢â¬â¢ Forecasts and Asset Pricing: A Survey. (2016). Kothari, SP ; Verdi, Rodrigo ; So, Eric. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:197-219. Full description at Econpapers \|\| Download paper	22
47	2012	Federal Reserve Liquidity Provision during the Financial Crisis of 2007Ã¢â¬â2009. (2012). Fleming, Michael. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:161-177. Full description at Econpapers \|\| Download paper	21
48	2013	Corporate Governance: WhatÃ¢â¬â¢s Special About Banks?. (2013). Laeven, Luc. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:63-92. Full description at Econpapers \|\| Download paper	21
49	2010	Portfolio Theory: As I Still See It. (2010). Markowitz, Harry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:1-23. Full description at Econpapers \|\| Download paper	21
50	2010	Privatization and Finance. (2010). Megginson, William. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:145-174. Full description at Econpapers \|\| Download paper	19

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

#	Year	Title	Cited
1	2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	97
2	2012	The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360. Full description at Econpapers \|\| Download paper	70
3	2012	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	68
4	2009	Finance and Inequality: Theory and Evidence. (2009). Levine, Ross ; Demirguc-Kunt, Asli ; Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318. Full description at Econpapers \|\| Download paper	64
5	2014	Blockholders and Corporate Governance. (2014). Edmans, Alex. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:23-50. Full description at Econpapers \|\| Download paper	46
6	2015	An Overview of Macroprudential Policy Tools. (2015). Claessens, Stijn. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:397-422. Full description at Econpapers \|\| Download paper	44
7	2015	Financing Innovation. (2015). Nanda, Ramana ; Kerr, William. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:445-462. Full description at Econpapers \|\| Download paper	42
8	2012	Regime Changes and Financial Markets. (2012). Ang, Andrew ; Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337. Full description at Econpapers \|\| Download paper	39
9	2016	The Economics of High-Frequency Trading: Taking Stock. (2016). Menkveld, Albert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:1-24. Full description at Econpapers \|\| Download paper	36
10	2010	Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346. Full description at Econpapers \|\| Download paper	34
11	2011	A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345. Full description at Econpapers \|\| Download paper	32
12	2011	Carry Trade and Momentum in Currency Markets. (2011). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535. Full description at Econpapers \|\| Download paper	28
13	2014	Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). Thakor, Anjan ; AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223. Full description at Econpapers \|\| Download paper	22
14	2018	Common-Ownership Concentration and Corporate Conduct. (2018). Schmalz, Martin C. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:413-448. Full description at Econpapers \|\| Download paper	22
15	2014	Corporate Liquidity Management: A Conceptual Framework and Survey. (2014). Weisbach, Michael ; Almeida, Heitor ; Campello, Murillo ; Cunha, Igor. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:135-162. Full description at Econpapers \|\| Download paper	20
16	2009	Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339. Full description at Econpapers \|\| Download paper	19
17	2013	Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm. (2013). Phillips, Gordon ; Maksimovic, Vojislav. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:225-244. Full description at Econpapers \|\| Download paper	19
18	2018	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty. (2018). Zhou, Hao. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:481-497. Full description at Econpapers \|\| Download paper	18
19	2016	Deposit Insurance: Theories and Facts. (2016). Jaremski, Matthew ; Calomiris, Charles W. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:97-120. Full description at Econpapers \|\| Download paper	18
20	2016	AnalystsÃ¢â¬â¢ Forecasts and Asset Pricing: A Survey. (2016). Kothari, SP ; Verdi, Rodrigo ; So, Eric. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:197-219. Full description at Econpapers \|\| Download paper	18
21	2015	Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending. (2015). Morse, Adair . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:463-482. Full description at Econpapers \|\| Download paper	18
22	2015	Governance of Family Firms. (2015). Guzman, Alexander ; Amit, Raphael ; Trujillo, Maria-Andrea ; Villalonga, Belen. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:635-654. Full description at Econpapers \|\| Download paper	16
23	2011	Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374. Full description at Econpapers \|\| Download paper	16
24	2011	Predictability of Returns and Cash Flows. (2011). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491. Full description at Econpapers \|\| Download paper	15
25	2018	Intermediary Asset Pricing and the Financial Crisis. (2018). Krishnamurthy, Arvind ; He, Zhiguo. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:173-197. Full description at Econpapers \|\| Download paper	15
26	2011	Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307. Full description at Econpapers \|\| Download paper	15
27	2011	Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117. Full description at Econpapers \|\| Download paper	14
28	2018	Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers \|\| Download paper	14
29	2010	Limits of Arbitrage. (2010). Vayanos, Dimitri ; Gromb, Denis. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275. Full description at Econpapers \|\| Download paper	14
30	2009	Financial Crises: Theory and Evidence. (2009). Carletti, Elena ; Babus, Ana ; Allen, Franklin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116. Full description at Econpapers \|\| Download paper	13
31	2015	Contributions to Defined Contribution Pension Plans. (2015). Choi, James. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:161-178. Full description at Econpapers \|\| Download paper	12
32	2010	Shareholder Voting and Corporate Governance. (2010). Yermack, David. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125. Full description at Econpapers \|\| Download paper	12
33	2015	Disaster Risk and Its Implications for Asset Pricing. (2015). Tsai, Jerry ; Wachter, Jessica A. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:219-252. Full description at Econpapers \|\| Download paper	12
34	2011	The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85. Full description at Econpapers \|\| Download paper	11
35	2015	The Axiomatic Approach to Risk Measures for Capital Determination. (2015). Follmer, Hans ; Weber, Stefan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:301-337. Full description at Econpapers \|\| Download paper	11
36	2018	Risks in Chinas Financial System. (2018). Xiong, Wei ; Song, Zheng. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:261-286. Full description at Econpapers \|\| Download paper	10
37	2014	Corporate Takeovers and Economic Efficiency. (2014). Eckbo, B.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:51-74. Full description at Econpapers \|\| Download paper	10
38	2011	Banking Crises: A Review. (2011). Laeven, Luc. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40. Full description at Econpapers \|\| Download paper	10
39	2016	Globalization and Asset Returns. (2016). Harvey, Campbell ; Bekaert, Geert ; Wang, Xiaozheng ; Kiguel, Andrea . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:221-288. Full description at Econpapers \|\| Download paper	10
40	2009	Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381. Full description at Econpapers \|\| Download paper	10
41	2013	Interest Rates and the Bank Risk-Taking Channel. (2013). Marquez, Robert ; Dell'ariccia, Giovanni. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:123-141. Full description at Econpapers \|\| Download paper	10
42	2010	Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47. Full description at Econpapers \|\| Download paper	9
43	2015	Financial Stability Monitoring. (2015). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:357-395. Full description at Econpapers \|\| Download paper	9
44	2012	Consumption-Based Asset Pricing Models. (2012). Mehra, Rajnish. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:385-409. Full description at Econpapers \|\| Download paper	9
45	2015	Supervisory Stress Tests. (2015). Hirtle, Beverly ; Lehnert, Andreas . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:339-355. Full description at Econpapers \|\| Download paper	9
46	2012	Shadow Banking Regulation. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140. Full description at Econpapers \|\| Download paper	9
47	2010	Portfolio Theory: As I Still See It. (2010). Markowitz, Harry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:1-23. Full description at Econpapers \|\| Download paper	9
48	2013	Financial Contagion and Network Analysis. (2013). Summer, Martin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:277-297. Full description at Econpapers \|\| Download paper	9
49	2014	Information Transmission in Finance. (2014). Tetlock, Paul C.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:365-384. Full description at Econpapers \|\| Download paper	8
50	2009	Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor: 52

Year	Title
2020	Liquidity policies and financial fragility. (2020). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:135-153. Full description at Econpapers \|\| Download paper
2020	Market structure, common ownership and coordinated manager compensation. (2020). Unsorg, Maximiliane ; Stadler, Manfred ; Neus, Werner. In: University of TÃÂ¼bingen Working Papers in Business and Economics. RePEc:zbw:tuewef:133. Full description at Econpapers \|\| Download paper
2020	Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market. (2020). TÃÆÃÂ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304935. Full description at Econpapers \|\| Download paper
2020	Overlapping ownership, endogenous quality, and welfare. (2020). Brito, Duarte ; Vasconcelos, Helder ; Ribeiro, Ricardo. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300744. Full description at Econpapers \|\| Download paper
2020	Testing the Theory of Common Stock Ownership. (2020). Morton, Fiona Scott ; Boller, Lysle. In: NBER Working Papers. RePEc:nbr:nberwo:27515. Full description at Econpapers \|\| Download paper
2020	Common Ownership among Private Firms and Privatization Policies. (2020). Matsumura, Toshihiro ; Haraguchi, Junichi. In: MPRA Paper. RePEc:pra:mprapa:102152. Full description at Econpapers \|\| Download paper
2020	Does Joining the S&P 500 Index Hurt Firms?. (2020). Wang, Zexi ; Stulz, Rene M ; Bennett, Benjamin. In: NBER Working Papers. RePEc:nbr:nberwo:27593. Full description at Econpapers \|\| Download paper
2020	Market structure, common ownership, and coordinated manager compensation. (2020). Unsorg, Maximiliane ; Stadler, Manfred ; Neus, Werner. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:7:p:1262-1268. Full description at Econpapers \|\| Download paper
2020	Common ownership, institutional investors, and welfare. (2020). Stenbacka, Rune ; Shy, OZ. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:29:y:2020:i:3:p:706-723. Full description at Econpapers \|\| Download paper
2020	The Origin of the Sharing Economy Meets the Legacy of Fractional Ownership. (2020). Pasimeni, Francesco. In: SPRU Working Paper Series. RePEc:sru:ssewps:2020-19. Full description at Econpapers \|\| Download paper
2020	Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach. (2020). Kyei, Clement ; GUPTA, RANGAN ; Olson, Eric ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202008. Full description at Econpapers \|\| Download paper
2020	The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Azoury, Nehme ; Bouri, Elie ; El Alaoui, Marwane . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094. Full description at Econpapers \|\| Download paper
2020	Fundamentalists heterogeneity and the role of the sentiment indicator. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0167. Full description at Econpapers \|\| Download paper
2020	Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554. Full description at Econpapers \|\| Download paper
2020	A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. Full description at Econpapers \|\| Download paper
2020	Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190. Full description at Econpapers \|\| Download paper
2020	Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248. Full description at Econpapers \|\| Download paper
2020	Mood beta and seasonalities in stock returns. (2020). Hirshleifer, David ; Digiovanni, Yuting Meng ; Jiang, Danling. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:272-295. Full description at Econpapers \|\| Download paper
2020	When low beats high: Riding the sales seasonality premium. (2020). Kaba, Yamil ; Grullon, Gustavo ; Nuez-Torres, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:572-591. Full description at Econpapers \|\| Download paper
2020	The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market. (2020). Schoar, Antoinette ; McCartney, William B ; Adelino, Manuel. In: NBER Working Papers. RePEc:nbr:nberwo:27499. Full description at Econpapers \|\| Download paper
2020	The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market. (2020). Schoar, Antoinette ; ben McCartney, W ; Adelino, Manuel. In: Working Papers. RePEc:fip:fedpwp:88847. Full description at Econpapers \|\| Download paper
2020	Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570. Full description at Econpapers \|\| Download paper
2020	Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846. Full description at Econpapers \|\| Download paper
2020	Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214. Full description at Econpapers \|\| Download paper
2020	Deglobalization in a hyper-connected world. (2020). Cebrian, Manuel ; Morales, Alfredo J ; Vie, Aymeric ; Balsa-Barreiro, Jose. In: Palgrave Communications. RePEc:pal:palcom:v:6:y:2020:i:1:d:10.1057_s41599-020-0403-x. Full description at Econpapers \|\| Download paper
2020	Made in the World? Global Value Chains in the Midst of Rising Protectionism. (2020). Miroudot, Sebastien ; Nordstrom, Hkan . In: Review of Industrial Organization. RePEc:kap:revind:v:57:y:2020:i:2:d:10.1007_s11151-020-09781-z. Full description at Econpapers \|\| Download paper
2020	HOW DID RISK MANAGEMENT METHODS CHANGE AFTER THE 2007 SUB-PRIME MORTGAGE CRISIS IN THE UNITED KINGDOM?. (2020). Younas, Muhammad Zeeshan. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:9:y:2020:i:1:p:22-31. Full description at Econpapers \|\| Download paper
2020	R&D investment under financing constraints. (2020). Kraft, Kornelius ; Giebel, Marek. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20018. Full description at Econpapers \|\| Download paper
2020	Carbon Policies and Climate Financial Regulation. (2020). Hege, Ulrich ; Cherbonnier, Frederic. In: Working Paper. RePEc:avg:wpaper:en11709. Full description at Econpapers \|\| Download paper
2020	Bank capital allocation under multiple constraints. (2020). Lewrick, Ulf ; Tarashev, Nikola ; Goel, Tirupam. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:44:y:2020:i:c:s1042957319300609. Full description at Econpapers \|\| Download paper
2020	Talent in Distressed Firms: Investigating the Labor Costs of Financial Distress. (2020). Vig, Vikrant ; Thell, Viktor ; Silva, Rui C ; Baghai, Ramin P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14383. Full description at Econpapers \|\| Download paper
2020	Financial intermediation and capital reallocation. (2020). Yang, Fang ; Li, Kai ; Ai, Hengjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:663-686. Full description at Econpapers \|\| Download paper
2020	Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217. Full description at Econpapers \|\| Download paper
2020	The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001. Full description at Econpapers \|\| Download paper
2020	Overpricing in ChinaÃ¢â¬â¢s Corporate Bond Market. (2020). Xiong, Wei ; Ding, YI ; Zhang, Jinfan . In: NBER Working Papers. RePEc:nbr:nberwo:26815. Full description at Econpapers \|\| Download paper
2020	Tightening belts to buy a home: Consumption responses to rising housing prices in urban China. (2020). Barwick, Panle ; Li, Shanjun ; Liang, Yuanning ; Waxman, Andrew ; Zhao, Meng. In: Journal of Urban Economics. RePEc:eee:juecon:v:115:y:2020:i:c:s0094119019300671. Full description at Econpapers \|\| Download paper
2020	Listed zombie firms and top executive gender: Evidence from an emerging market. (2020). GÃÆÃÂ¶zgÃÆÃÂ¶r, Giray ; Lau, Chi-Keung Marco ; Gozgor, Giray ; Fang, Jianchun ; Yan, Cheng ; Wu, Wanshan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300974. Full description at Econpapers \|\| Download paper
2020	Do the Capital Requirements Affect the Effectiveness of Monetary Policy from the Credit Channel?. (2020). Diao, Xiaoqiong. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_6. Full description at Econpapers \|\| Download paper
2020	Capital Flow WavesÃ¢â¬âor Ripples? Extreme Capital Flow Movements Since the Crisis. (2020). Forbes, Kristin ; Warnock, Francis E. In: NBER Working Papers. RePEc:nbr:nberwo:26851. Full description at Econpapers \|\| Download paper
2020	A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799. Full description at Econpapers \|\| Download paper
2020	Downside uncertainty shocks in the oil and gold markets. (2020). Xu, Yahua ; Byun, Suk Joon ; Roh, Tai-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:291-307. Full description at Econpapers \|\| Download paper
2020	Volatility term structures in commodity markets. (2020). Prokopczuk, Marcel ; Hollstein, Fabian ; Wursig, Christoph. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:527-555. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611. Full description at Econpapers \|\| Download paper
2020	Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377. Full description at Econpapers \|\| Download paper
2020	Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416. Full description at Econpapers \|\| Download paper
2020	Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai. In: Staff Reports. RePEc:fip:fednsr:88380. Full description at Econpapers \|\| Download paper
2020	Intermediary asset pricing in commodity futures returns. (2020). Han, Liyan ; Nie, Jing ; Yin, Libo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1711-1730. Full description at Econpapers \|\| Download paper
2020	Is Bitcoin Really Untethered?. (2020). Shams, Amin ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1913-1964. Full description at Econpapers \|\| Download paper
2020	Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). He, Zhiguo ; Nagel, Stefan ; Song, Zhaogang. In: Working Papers. RePEc:bfi:wpaper:2020-79. Full description at Econpapers \|\| Download paper
2020	Open Banking: Credit Market Competition When Borrowers Own the Data. (2020). He, Zhiguo ; Huang, Jing ; Zhou, Jidong. In: Working Papers. RePEc:bfi:wpaper:2020-168. Full description at Econpapers \|\| Download paper
2020	Open Banking: Credit Market Competition When Borrowers Own the Data. (2020). Zhou, Jidong ; Huang, Jing ; He, Zhiguo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2262. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document

Recent citations received in 2019

Year	Citing document

Recent citations received in 2018

Year	Citing document
2018	Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers \|\| Download paper
2018	Technological Innovation in Mortgage Underwriting and the Growth in Credit: 1985-2015. (2018). Loewenstein, Lara ; Foote, Christopher ; Willen, Paul S. In: Working Papers (Old Series). RePEc:fip:fedcwp:1816. Full description at Econpapers \|\| Download paper
2018	Is size everything?. (2018). Sarkar, Asani ; Antill, Samuel. In: Staff Reports. RePEc:fip:fednsr:864. Full description at Econpapers \|\| Download paper
2018	Chinas Real Estate Market. (2018). Xiong, Wei ; Liu, Chang. In: NBER Working Papers. RePEc:nbr:nberwo:25297. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Financial Economics / Elsevier	250	120
2	Journal of Corporate Finance / Elsevier	75	103
3	NBER Working Papers / National Bureau of Economic Research, Inc	261	87
4	CEPR Discussion Papers / C.E.P.R. Discussion Papers	149	83
5	Papers / arXiv.org	65	67
6	Journal of Banking & Finance / Elsevier	148	66
7	MPRA Paper / University Library of Munich, Germany	103	56
8	International Review of Financial Analysis / Elsevier	49	40
9	Journal of Financial Stability / Elsevier	52	38
10	International Review of Economics & Finance / Elsevier	47	36
11	Economic Modelling / Elsevier	69	32