Critical Finance Review / now publishers
Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
13
Impact Factor
0.25
5 Years IF
1.41
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
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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 | 0.09 | 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 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 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 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
| 2000 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
| 2001 | 0 | 0.35 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 2002 | 0 | 0.37 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.19 | |||||
| 2003 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.19 | |||||
| 2004 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2005 | 0 | 0.45 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2006 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 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 | 1 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2009 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2010 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 7 | 0 | 0 | 0 | 0 | 0.18 | |||||
| 2011 | 0 | 0.45 | 0 | 0 | 0 | 0 | 0 | 9 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2012 | 0 | 0.45 | 2 | 0 | 5 | 5 | 370 | 10 | 19 | 0 | 0 | 0 | 10 | 2 | 0.19 | |||
| 2013 | 3 | 0.5 | 1.73 | 3 | 6 | 11 | 107 | 19 | 38 | 5 | 15 | 5 | 15 | 0 | 2 | 0.33 | 0.21 | |
| 2014 | 3.73 | 0.51 | 3 | 3.73 | 5 | 16 | 21 | 48 | 86 | 11 | 41 | 11 | 41 | 0 | 0 | 0.2 | ||
| 2015 | 1.64 | 0.5 | 4.05 | 4.81 | 6 | 22 | 49 | 89 | 175 | 11 | 18 | 16 | 77 | 0 | 2 | 0.33 | 0.19 | |
| 2016 | 0.73 | 0.5 | 2.65 | 3.27 | 12 | 34 | 127 | 90 | 265 | 11 | 8 | 22 | 72 | 0 | 11 | 0.92 | 0.18 | |
| 2017 | 1 | 0.5 | 2.24 | 2.18 | 11 | 45 | 78 | 101 | 366 | 18 | 18 | 34 | 74 | 0 | 14 | 1.27 | 0.18 | |
| 2018 | 1.43 | 0.54 | 2.44 | 1.35 | 5 | 50 | 1 | 122 | 488 | 23 | 33 | 40 | 54 | 0 | 0 | 0.21 | ||
| 2019 | 1.25 | 0.58 | 1.62 | 1.36 | 15 | 65 | 18 | 105 | 593 | 16 | 20 | 39 | 53 | 1 | 1 | 3 | 0.2 | 0.21 |
| 2020 | 0.25 | 0.75 | 1.64 | 1.41 | 8 | 73 | 0 | 120 | 713 | 20 | 5 | 49 | 69 | 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 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 134 |
| 2 | 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004. Full description at Econpapers || Download paper | 128 |
| 3 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 114 |
| 4 | 2016 | Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036. Full description at Econpapers || Download paper | 63 |
| 5 | 2013 | Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009. Full description at Econpapers || Download paper | 61 |
| 6 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 44 |
| 7 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 38 |
| 8 | 2016 | Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037. Full description at Econpapers || Download paper | 37 |
| 9 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 36 |
| 10 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 27 |
| 11 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 19 |
| 12 | 2014 | Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013. Full description at Econpapers || Download paper | 18 |
| 13 | 2013 | The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008. Full description at Econpapers || Download paper | 13 |
| 14 | 2012 | Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 13 |
| 15 | 2015 | Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021. Full description at Econpapers || Download paper | 10 |
| 16 | 2016 | Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028. Full description at Econpapers || Download paper | 10 |
| 17 | 2016 | Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032. Full description at Econpapers || Download paper | 7 |
| 18 | 2013 | A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006. Full description at Econpapers || Download paper | 6 |
| 19 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 6 |
| 20 | 2017 | The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033. Full description at Econpapers || Download paper | 6 |
| 21 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 5 |
| 22 | 2019 | Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Li, Hongtao ; Velikov, Mihail . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076. Full description at Econpapers || Download paper | 5 |
| 23 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 4 |
| 24 | 2016 | No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038. Full description at Econpapers || Download paper | 4 |
| 25 | 2019 | Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Amato, Andrea ; Harris, Larry. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 3 |
| 27 | 2019 | Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data. (2019). Takeda, Fumiko ; Kazumori, Eiichiro ; Yu, Hong ; Sharman, Raj . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072. Full description at Econpapers || Download paper | 3 |
| 28 | 2017 | An Improved Version of the Volume-Synchronized Probability of Informed Trading. (2017). Ke, Wen-Chyan ; Lin, Hsiou-Wei William . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000046. Full description at Econpapers || Download paper | 2 |
| 29 | 2015 | (Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015. Full description at Econpapers || Download paper | 2 |
| 30 | 2014 | Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?. (2014). Swan, Peter ; Smith, Gavin S.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000014. Full description at Econpapers || Download paper | 2 |
| 31 | 2019 | Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082. Full description at Econpapers || Download paper | 2 |
| 32 | 2013 | Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011. Full description at Econpapers || Download paper | 2 |
| 33 | 2014 | Incentive Contracts are not Rigged by Powerful CEOs. (2014). Wan, Kam-Ming . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000016. Full description at Econpapers || Download paper | 2 |
| 34 | 2019 | Liquidity Risk?. (2019). Singla, Rohit ; Pontiff, Jeffrey . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000075. Full description at Econpapers || Download paper | 1 |
| 35 | 2016 | Uncertainty and Valuations: A Comment. (2016). Pastor, Lubos ; Veronesi, Pietro. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000022. Full description at Econpapers || Download paper | 1 |
| 36 | 2020 | Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087. Full description at Econpapers || Download paper | 1 |
| 37 | 2016 | Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031. Full description at Econpapers || Download paper | 1 |
| 38 | 2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert F ; PSTOR, LUBO. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074. Full description at Econpapers || Download paper | 1 |
| 39 | 2018 | Why Do Firms Go Public Through Debt Instead of Equity?. (2018). Glushkov, Denys ; Zhang, Jingxuan ; Rau, Raghavendra P ; Khorana, Ajay. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000057. Full description at Econpapers || Download paper | 1 |
| 40 | 2017 | When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040. Full description at Econpapers || Download paper | 1 |
| 41 | 2017 | Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034. Full description at Econpapers || Download paper | 1 |
| 42 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 1 |
| 43 | 2016 | Cumulative Prospect Theory, Aggregation, and Pricing. (2016). Ingersoll, Jonathan E. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000018. Full description at Econpapers || Download paper | 1 |
| 44 | 2013 | Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010. Full description at Econpapers || Download paper | 1 |
| 45 | 2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050. Full description at Econpapers || Download paper | 1 |
| 46 | 2018 | Closed-End Fund IPOs: Sold, Not Bought. (2018). Shao, Diana ; Ritter, Jay R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000065. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036. Full description at Econpapers || Download paper | 44 |
| 2 | 2012 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 40 |
| 3 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 33 |
| 4 | 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004. Full description at Econpapers || Download paper | 28 |
| 5 | 2016 | Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037. Full description at Econpapers || Download paper | 28 |
| 6 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 22 |
| 7 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 22 |
| 8 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 18 |
| 9 | 2013 | Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009. Full description at Econpapers || Download paper | 14 |
| 10 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 12 |
| 11 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 10 |
| 12 | 2014 | Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013. Full description at Econpapers || Download paper | 7 |
| 13 | 2012 | Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 6 |
| 14 | 2016 | Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028. Full description at Econpapers || Download paper | 6 |
| 15 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 6 |
| 16 | 2013 | The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008. Full description at Econpapers || Download paper | 5 |
| 17 | 2019 | Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Li, Hongtao ; Velikov, Mihail . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076. Full description at Econpapers || Download paper | 5 |
| 18 | 2015 | Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021. Full description at Econpapers || Download paper | 4 |
| 19 | 2017 | The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033. Full description at Econpapers || Download paper | 3 |
| 20 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 3 |
| 21 | 2016 | Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032. Full description at Econpapers || Download paper | 3 |
| 22 | 2019 | Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Amato, Andrea ; Harris, Larry. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058. Full description at Econpapers || Download paper | 3 |
| 23 | 2019 | Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data. (2019). Takeda, Fumiko ; Kazumori, Eiichiro ; Yu, Hong ; Sharman, Raj . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072. Full description at Econpapers || Download paper | 3 |
| 24 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 3 |
| 25 | 2019 | Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082. Full description at Econpapers || Download paper | 2 |
| 26 | 2016 | No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038. Full description at Econpapers || Download paper | 2 |
| 27 | 2017 | An Improved Version of the Volume-Synchronized Probability of Informed Trading. (2017). Ke, Wen-Chyan ; Lin, Hsiou-Wei William . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000046. Full description at Econpapers || Download paper | 2 |
| 28 | 2013 | A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 5
| Year | Title | |
|---|---|---|
| 2020 | Open source cross-sectional asset pricing. (2020). Zimmermann, Tom ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:2004. Full description at Econpapers || Download paper | |
| 2020 | Return dispersion and fund performance: Australia ââ¬â The land of opportunity?. (2020). Warren, Geoffrey J ; von Reibnitz, Anna ; Cao, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304822. Full description at Econpapers || Download paper | |
| 2020 | Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481. Full description at Econpapers || Download paper | |
| 2020 | Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ruenzi, Stefan ; Weigert, Florian ; Ungeheuer, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300765. Full description at Econpapers || Download paper | |
| 2020 | Reproducibility in Accounting Research: Views of the Research Community. (2020). Leuz, Christian ; Lang, Mark ; Hail, Luzi. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:2:p:519-543. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680. Full description at Econpapers || Download paper | |
| 2019 | Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165. Full description at Econpapers || Download paper | |
| 2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document |
|---|
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2017 | The Fiscal Theory of the Price Level in a World of Low Interest Rates. (2017). Cui, Wei ; Bassetto, Marco. In: Discussion Papers. RePEc:cfm:wpaper:1731. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2017 | Litigation risk and institutional monitoring. (2017). Pukthuanthong, Kuntara ; Wang, Jun ; Walker, Thomas ; Turtle, Harry . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:342-359. Full description at Econpapers || Download paper | |
| 2017 | Does local religiosity affect organizational risk-taking? Evidence from the hedge fund industry. (2017). Gao, Lei ; Zhao, Jing ; Wang, Ying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:1-22. Full description at Econpapers || Download paper | |
| 2017 | Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211. Full description at Econpapers || Download paper | |
| 2017 | The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46. Full description at Econpapers || Download paper | |
| 2017 | The effects of institutional investor objectives on firm valuation and governance. (2017). Yang, Jie ; Borochin, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:171-199. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76. Full description at Econpapers || Download paper | |
| 2017 | The fiscal theory of the price level in a world of low interest rates. (2017). Bassetto, Marco ; Cui, Wei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84951. Full description at Econpapers || Download paper | |
| 2017 | Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-58. Full description at Econpapers || Download paper | |
| 2017 | The Fiscal Theory of the Price Level in a World of Low Interest Rates. (2017). Cui, Wei ; Bassetto, Marco. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-25. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259. Full description at Econpapers || Download paper |
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