Critical Finance Review / now publishers
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[50 most relevant papers]
[cites used to compute IF]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.51 | 3.6 | 0 | 5 | 5 | 480 | 18 | 18 | 0 | 0 | 0 | 18 | 3.6 | 0.22 | |||
| 2013 | 4 | 0.56 | 2.82 | 4 | 6 | 11 | 137 | 31 | 49 | 5 | 20 | 5 | 20 | 0 | 6 | 1 | 0.24 | |
| 2014 | 5.18 | 0.55 | 4 | 5.18 | 5 | 16 | 24 | 64 | 113 | 11 | 57 | 11 | 57 | 0 | 0 | 0.23 | ||
| 2015 | 1.91 | 0.55 | 4.5 | 5.31 | 6 | 22 | 65 | 99 | 212 | 11 | 21 | 16 | 85 | 0 | 2 | 0.33 | 0.23 | |
| 2016 | 0.73 | 0.53 | 3.12 | 3.82 | 12 | 34 | 197 | 106 | 318 | 11 | 8 | 22 | 84 | 0 | 11 | 0.92 | 0.21 | |
| 2017 | 1.17 | 0.55 | 2.58 | 2.53 | 11 | 45 | 114 | 116 | 434 | 18 | 21 | 34 | 86 | 0 | 16 | 1.45 | 0.21 | |
| 2018 | 1.61 | 0.57 | 2.58 | 1.5 | 5 | 50 | 2 | 129 | 563 | 23 | 37 | 40 | 60 | 0 | 0 | 0.24 | ||
| 2019 | 1.31 | 0.6 | 1.88 | 1.46 | 15 | 65 | 29 | 122 | 685 | 16 | 21 | 39 | 57 | 1 | 0.8 | 4 | 0.27 | 0.24 |
| 2020 | 0.25 | 0.73 | 1.99 | 1.76 | 8 | 73 | 4 | 145 | 830 | 20 | 5 | 49 | 86 | 0 | 0 | 0.34 | ||
| 2021 | 0.65 | 1.02 | 2.11 | 1.63 | 12 | 85 | 0 | 179 | 1009 | 23 | 15 | 51 | 83 | 0 | 1 | 0.08 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 173 |
| 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 | 162 |
| 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 | 156 |
| 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 | 101 |
| 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 | 75 |
| 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 | 61 |
| 7 | 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 | 61 |
| 8 | 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 | 52 |
| 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 | 49 |
| 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 | 38 |
| 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 | 28 |
| 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 | 21 |
| 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 | 16 |
| 14 | 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 | 14 |
| 15 | 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 | 14 |
| 16 | 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 | 12 |
| 17 | 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 | 9 |
| 18 | 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 | 9 |
| 19 | 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 | 9 |
| 20 | 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 | 8 |
| 21 | 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 | 8 |
| 22 | 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 | 7 |
| 23 | 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 | 6 |
| 24 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 5 |
| 25 | 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 | 4 |
| 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 | 4 |
| 27 | 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 | 4 |
| 28 | 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 | 3 |
| 29 | 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 | 3 |
| 30 | 2022 | Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112. Full description at Econpapers || Download paper | 3 |
| 31 | 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 | 3 |
| 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 | 3 |
| 33 | 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 |
| 34 | 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 |
| 35 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 2 |
| 36 | 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 |
| 37 | 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 | 2 |
| 38 | 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 |
| 39 | 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 | 2 |
| 40 | 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 | 2 |
| 41 | 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 |
| 42 | 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 |
| 43 | 2013 | Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010. Full description at Econpapers || Download paper | 1 |
| 44 | 2022 | Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099. Full description at Econpapers || Download paper | 1 |
| 45 | 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 |
| 46 | 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 |
| 47 | 2017 | Catering Through Nominal Share Prices Revisited. (2017). Perez, M. Fabricio ; Shkilko, Andriy . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000042. Full description at Econpapers || Download paper | 1 |
| 48 | 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 |
| 49 | 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 |
| 50 | 2017 | Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL. (2017). Eisdorfer, Assaf ; Kohl, Elizabeth . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000041. Full description at Econpapers || Download paper | 1 |
| # | 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 | 69 |
| 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 | 51 |
| 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 | 43 |
| 4 | 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 | 41 |
| 5 | 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 | 31 |
| 6 | 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 | 29 |
| 7 | 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 | 28 |
| 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 | 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 | 16 |
| 10 | 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 | 10 |
| 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 | 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 | 8 |
| 13 | 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 | 8 |
| 14 | 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 | 7 |
| 15 | 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 |
| 16 | 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 | 5 |
| 17 | 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 | 4 |
| 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 | 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 |
| 20 | 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 | 4 |
| 21 | 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 | 3 |
| 22 | 2022 | Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112. Full description at Econpapers || Download paper | 3 |
| 23 | 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 | 3 |
| 24 | 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 | 3 |
| 25 | 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 |
| 26 | 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 |
| 27 | 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 |
| 28 | 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 | 3 |
| 29 | 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 |
| 30 | 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 | 3 |
| 31 | 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 | 2 |
| 32 | 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 | 2 |
| 33 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 2 |
| 34 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 2 |
| 35 | 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 | 2 |
| Year | Title | |
|---|---|---|
| 2021 | Further tests of asset pricing models: Liquidity risk matters. (2021). Liu, Weimin ; Zhang, Xindong ; Ma, Xiuli. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:255-273. Full description at Econpapers || Download paper | |
| 2021 | Open Source Cross-Sectional Asset Pricing. (2021). Zimmermann, Tom ; Chen, Andrew. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-37. Full description at Econpapers || Download paper | |
| 2021 | Earnings and liquidity factors. (2021). Wroblewski, David ; Snigaroff, Robert. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:508-523. Full description at Econpapers || Download paper | |
| 2021 | The pricing of the illiquidity factorâs conditional risk with time-varying premium. (2021). Noh, Joonki ; Amihud, Yakov. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300744. Full description at Econpapers || Download paper | |
| 2021 | Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511. Full description at Econpapers || Download paper | |
| 2021 | The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318. Full description at Econpapers || Download paper | |
| 2021 | Discretionary loan loss provisioning and stock trading liquidity. (2021). McIntyre, Michael L ; Zhang, Yinlin. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:2:d:10.1057_s41261-020-00130-4. Full description at Econpapers || Download paper | |
| 2021 | Liquidity and the cross-section of international stock returns. (2021). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000819. Full description at Econpapers || Download paper | |
| 2021 | The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241. Full description at Econpapers || Download paper | |
| 2021 | Liquidity risk and stock returns: empirical evidence from industrial products and services sector in Bursa Malaysia. (2021). Geetha, Caroline ; Abdul, Mohd Rahimie ; Musneh, Rapheedah. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00106-4. Full description at Econpapers || Download paper | |
| 2021 | The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks. (2021). Racicot, François-ÃÂric ; Gregoriou, Greg N ; Theoret, Raymond. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:289-318. Full description at Econpapers || Download paper | |
| 2021 | Corporate Social Responsibility and Firm Liquidity Risk: U.S. Evidence. (2021). Wang, Jianrong ; Jiao, Zixuan ; Zhao, Hong ; Kamar, Amina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12894-:d:684614. Full description at Econpapers || Download paper | |
| 2021 | Global factor premiums. (2021). Swinkels, Laurens ; van Vliet, Pim ; Baltussen, Guido. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1128-1154. Full description at Econpapers || Download paper | |
| 2021 | Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). SADEFO, Jules ; Sadefo-Kamdem, Jules ; Assoil, Ayad. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7. Full description at Econpapers || Download paper | |
| 2021 | Technical expert CEOs and corporate innovation. (2021). Tuan, Kai-Wen ; Yang, Jimmy J ; Wang, Ming-Chun ; Ting, Hsiu-I, . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001104. Full description at Econpapers || Download paper |
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Recent citations received in 2019
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| 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 | |
| 2019 | The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test. (2019). Racicot, François-ÃÂric ; Theoret, Raymond ; Tessier, David ; Rentz, William F. In: PLOS ONE. RePEc:plo:pone00:0221599. Full description at Econpapers || Download paper |
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