The Review of Asset Pricing Studies / Oxford University Press
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
20
Impact Factor (IF)
1.47
5 Years IF
1.29
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
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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 | |
| 2012 | 2.25 | 0.51 | 1.25 | 2.25 | 8 | 8 | 352 | 10 | 10 | 4 | 9 | 4 | 9 | 0 | 1 | 0.13 | 0.22 | |
| 2013 | 1.75 | 0.56 | 1.35 | 1.75 | 9 | 17 | 197 | 23 | 33 | 12 | 21 | 12 | 21 | 0 | 2 | 0.22 | 0.24 | |
| 2014 | 2.47 | 0.55 | 3.04 | 3.43 | 8 | 25 | 107 | 76 | 109 | 17 | 42 | 21 | 72 | 0 | 0 | 0.23 | ||
| 2015 | 1.59 | 0.55 | 2.45 | 2.72 | 8 | 33 | 72 | 81 | 190 | 17 | 27 | 29 | 79 | 2 | 2.5 | 0 | 0.23 | |
| 2016 | 1.06 | 0.53 | 3 | 3.19 | 8 | 41 | 44 | 123 | 313 | 16 | 17 | 37 | 118 | 0 | 0 | 0.21 | ||
| 2017 | 0.69 | 0.55 | 2.28 | 1.98 | 9 | 50 | 63 | 114 | 427 | 16 | 11 | 41 | 81 | 0 | 0 | 0.21 | ||
| 2018 | 1 | 0.57 | 2.53 | 1.74 | 5 | 55 | 17 | 135 | 566 | 17 | 17 | 42 | 73 | 0 | 0 | 0.24 | ||
| 2019 | 1.14 | 0.6 | 2.02 | 1.18 | 10 | 65 | 47 | 127 | 697 | 14 | 16 | 38 | 45 | 0 | 3 | 0.3 | 0.24 | |
| 2020 | 1.2 | 0.73 | 4.59 | 1.38 | 9 | 74 | 37 | 340 | 1037 | 15 | 18 | 40 | 55 | 0 | 8 | 0.89 | 0.34 | |
| 2021 | 1.47 | 1.02 | 4.36 | 1.29 | 23 | 97 | 18 | 423 | 1460 | 19 | 28 | 41 | 53 | 1 | 0.2 | 4 | 0.17 | 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 |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic. (). Pontiff, Jeffrey ; Yannelis, Constantine ; Pagel, Michaela ; Meyer, Steffen ; Farrokhnia, Robert A ; Baker, Scott R. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:834-862.. Full description at Econpapers || Download paper | 213 | |
| 2 | 2012 | How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?. (2012). Huang, Jing-Zhi. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:153-202.. Full description at Econpapers || Download paper | 207 |
| 3 | The Unprecedented Stock Market Reaction to COVID-19. (). Viratyosin, Tasaneeya ; Sammon, Marco ; Kost, Kyle ; Davis, Steven J ; Bloom, Nicholas ; Baker, Scott R ; Pontiff, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:742-758.. Full description at Econpapers || Download paper | 195 | |
| 4 | 2011 | Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73.. Full description at Econpapers || Download paper | 105 |
| 5 | 2011 | Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95.. Full description at Econpapers || Download paper | 75 |
| 6 | 2011 | Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; Ghosh, Anisha. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136.. Full description at Econpapers || Download paper | 62 |
| 7 | 2012 | Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks. (2012). Baker, Malcolm ; Wurgler, Jeffrey. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:57-87.. Full description at Econpapers || Download paper | 51 |
| 8 | 2013 | An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176.. Full description at Econpapers || Download paper | 42 |
| 9 | 2013 | The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers || Download paper | 34 |
| 10 | 2013 | The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; Jackwerth, Jens Carsten. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257.. Full description at Econpapers || Download paper | 34 |
| 11 | 2012 | Does Mutual Fund Size Matter? The Relationship Between Size and Performance. (2012). Elton, Edwin J ; Blake, Christopher R ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:31-55.. Full description at Econpapers || Download paper | 29 |
| 12 | 2013 | Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37.. Full description at Econpapers || Download paper | 29 |
| 13 | 2012 | Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30.. Full description at Econpapers || Download paper | 28 |
| 14 | 2013 | Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228.. Full description at Econpapers || Download paper | 26 |
| 15 | 2013 | Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199.. Full description at Econpapers || Download paper | 26 |
| 16 | 2014 | Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246.. Full description at Econpapers || Download paper | 25 |
| 17 | 2017 | Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.. Full description at Econpapers || Download paper | 23 |
| 18 | 2014 | Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285.. Full description at Econpapers || Download paper | 23 |
| 19 | 2014 | Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205.. Full description at Econpapers || Download paper | 21 |
| 20 | 2015 | Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111.. Full description at Econpapers || Download paper | 21 |
| 21 | 2014 | Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117.. Full description at Econpapers || Download paper | 20 |
| 22 | 2020 | Publication Bias and the Cross-Section of Stock Returns. (2020). Zimmermann, Tom ; Chen, Andrew Y ; Pontiff, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:2:p:249-289.. Full description at Econpapers || Download paper | 20 |
| 23 | 2015 | Price Contagion through Balance Sheet Linkages. (2015). Capponi, Agostino ; Larsson, Martin. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:227-253.. Full description at Econpapers || Download paper | 18 |
| 24 | 2015 | Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184.. Full description at Econpapers || Download paper | 17 |
| 25 | 2012 | Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?. (2012). Brown, Stephen ; Pascalau, Razvan ; Gregoriou, Greg N. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:89-110.. Full description at Econpapers || Download paper | 16 |
| 26 | 2012 | Mutual Fund Industry Selection and Persistence. (2012). Busse, Jeffrey A ; Tong, Qing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:245-274.. Full description at Econpapers || Download paper | 16 |
| 27 | 2017 | Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80.. Full description at Econpapers || Download paper | 14 |
| 28 | 2019 | Relative Tick Size and the Trading Environment. (2019). Zhong, Zhuo ; Saar, Gideon ; Ohara, Maureen. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:47-90.. Full description at Econpapers || Download paper | 14 |
| 29 | Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic. (). Chen, Hui ; Mullins, William ; Engelberg, Joseph E ; Cookson, Anthony J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:863-893.. Full description at Econpapers || Download paper | 12 | |
| 30 | 2019 | Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:2:p:210-255.. Full description at Econpapers || Download paper | 12 |
| 31 | Earnings Expectations during the COVID-19 Crisis*. (). Pontiff, Jeffrey ; Thesmar, David ; Landier, Augustin. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:598-617.. Full description at Econpapers || Download paper | 10 | |
| 32 | 2019 | A Fresh Look at Return Predictability Using a More Efficient Estimator. (2019). Johnson, Travis L. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:1-46.. Full description at Econpapers || Download paper | 10 |
| 33 | 2014 | Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77.. Full description at Econpapers || Download paper | 10 |
| 34 | 2016 | Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220.. Full description at Econpapers || Download paper | 10 |
| 35 | COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission. (). Roussanov, Nikolai ; Tamoni, Andrea ; Simasek, Peter ; Hsu, Alex ; Bretscher, Lorenzo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:705-741.. Full description at Econpapers || Download paper | 10 | |
| 36 | 2016 | Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178.. Full description at Econpapers || Download paper | 9 |
| 37 | 2018 | Hedge Fund Holdings and Stock Market Efficiency. (2018). Cao, Charles ; Petrasek, Lubomir ; Lo, Andrew W ; Liang, Bing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:77-116.. Full description at Econpapers || Download paper | 9 |
| 38 | 2012 | The World Price of Credit Risk. (2012). Avramov, Doron ; Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:112-152.. Full description at Econpapers || Download paper | 8 |
| 39 | 2016 | Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices. (2016). GrÃÆüning, Patrick ; Gruning, Patrick ; Garlappi, Lorenzo ; Bena, Jan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:46-87.. Full description at Econpapers || Download paper | 7 |
| 40 | 2013 | Hard Times. (2013). Polk, Christopher ; Campbell, John ; Giglio, Stefano. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132.. Full description at Econpapers || Download paper | 7 |
| 41 | 2017 | Transparency and Liquidity in the Structured Product Market. (2017). Friewald, Nils ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:316-348.. Full description at Econpapers || Download paper | 7 |
| 42 | Monetary Policy and Corporate Bond Returns. (). Guo, Haifeng ; Maio, Paulo ; Kontonikas, Alexandros. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:3:p:441-489.. Full description at Econpapers || Download paper | 7 | |
| 43 | 2017 | Extended Stock Returns in Response to S&P 500 Index Changes. (2017). Patel, Nimesh ; Welch, Ivo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:172-208.. Full description at Econpapers || Download paper | 7 |
| 44 | 2016 | Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation. (2016). Rachwalski, Mark ; Wen, Quan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:303-328.. Full description at Econpapers || Download paper | 7 |
| 45 | 2018 | Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings. (2018). Qian, Hong ; Zhong, Zhaodong . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:117-152.. Full description at Econpapers || Download paper | 6 |
| 46 | 2020 | Learning, Fast or Slow. (2020). Barber, Brad ; Zhang, KE ; Odean, Terrance ; Liu, Yu-Jane ; Lee, Yi-Tsung. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:61-93.. Full description at Econpapers || Download paper | 6 |
| 47 | 2015 | The Impact of Hedge Funds on Asset Markets. (2015). Ramadorai, Tarun ; Patton, Andrew J ; Kruttli, Mathias S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:185-226.. Full description at Econpapers || Download paper | 6 |
| 48 | 2013 | Call-Put Implied Volatility Spreads and Option Returns. (2013). Doran, James S ; Jiang, Danling ; Fodor, Andy. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:258-290.. Full description at Econpapers || Download paper | 6 |
| 49 | 2016 | International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Solnik, Bruno ; Watewai, Thaisiri . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:221-260.. Full description at Econpapers || Download paper | 5 |
| 50 | 2017 | The Cross-Section of Expected Returns in the Secondary Corporate Loan Market. (2017). Beyhaghi, Mehdi ; Ehsani, Sina. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:243-277.. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic. (). Pontiff, Jeffrey ; Yannelis, Constantine ; Pagel, Michaela ; Meyer, Steffen ; Farrokhnia, Robert A ; Baker, Scott R. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:834-862.. Full description at Econpapers || Download paper | 212 | |
| 2 | The Unprecedented Stock Market Reaction to COVID-19. (). Viratyosin, Tasaneeya ; Sammon, Marco ; Kost, Kyle ; Davis, Steven J ; Bloom, Nicholas ; Baker, Scott R ; Pontiff, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:742-758.. Full description at Econpapers || Download paper | 194 | |
| 3 | 2012 | How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?. (2012). Huang, Jing-Zhi. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:153-202.. Full description at Econpapers || Download paper | 52 |
| 4 | 2011 | Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2011). Hirshleifer, David ; Teoh, Siew Hong ; Lim, Sonya S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:35-73.. Full description at Econpapers || Download paper | 47 |
| 5 | 2011 | Does a Central Clearing Counterparty Reduce Counterparty Risk?. (2011). Duffie, Darrell ; Zhu, Haoxiang. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:74-95.. Full description at Econpapers || Download paper | 21 |
| 6 | 2013 | An Analysis of the Amihud Illiquidity Premium. (2013). Brennan, Michael ; Subrahmanyam, Avanidhar ; Huh, Sahn-Wook. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:133-176.. Full description at Econpapers || Download paper | 17 |
| 7 | 2012 | Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks. (2012). Baker, Malcolm ; Wurgler, Jeffrey. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:57-87.. Full description at Econpapers || Download paper | 17 |
| 8 | 2020 | Publication Bias and the Cross-Section of Stock Returns. (2020). Zimmermann, Tom ; Chen, Andrew Y ; Pontiff, Jeffrey . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:2:p:249-289.. Full description at Econpapers || Download paper | 15 |
| 9 | 2017 | Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.. Full description at Econpapers || Download paper | 15 |
| 10 | 2012 | Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:1-30.. Full description at Econpapers || Download paper | 14 |
| 11 | 2012 | Does Mutual Fund Size Matter? The Relationship Between Size and Performance. (2012). Elton, Edwin J ; Blake, Christopher R ; Gruber, Martin J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:1:p:31-55.. Full description at Econpapers || Download paper | 13 |
| 12 | 2014 | Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?. (2014). Bali, Turan G ; Whitelaw, Robert F ; Cakici, Nusret. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:206-246.. Full description at Econpapers || Download paper | 13 |
| 13 | 2019 | Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan. (2019). Gianinazzi, Virginia ; Barbon, Andrea. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:2:p:210-255.. Full description at Econpapers || Download paper | 12 |
| 14 | 2015 | Managerial Activeness and Mutual Fund Performance. (2015). Doshi, Hitesh ; Simutin, Mikhail ; Elkamhi, Redouane . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:156-184.. Full description at Econpapers || Download paper | 12 |
| 15 | 2019 | Relative Tick Size and the Trading Environment. (2019). Zhong, Zhuo ; Saar, Gideon ; Ohara, Maureen. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:47-90.. Full description at Econpapers || Download paper | 12 |
| 16 | Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic. (). Chen, Hui ; Mullins, William ; Engelberg, Joseph E ; Cookson, Anthony J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:863-893.. Full description at Econpapers || Download paper | 11 | |
| 17 | 2013 | The Puzzle of Index Option Returns. (2013). Savov, Alexi ; Constantinides, George ; Jackwerth, Jens Carsten. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257.. Full description at Econpapers || Download paper | 11 |
| 18 | 2014 | Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas. (2014). Siegel, Stephan ; Kalodimos, Jonathan ; Hrdlicka, Christopher ; Gilbert, Thomas. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:78-117.. Full description at Econpapers || Download paper | 11 |
| 19 | 2014 | Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility. (2014). Christensen, Peter O ; Larsen, Kasper. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:247-285.. Full description at Econpapers || Download paper | 11 |
| 20 | 2014 | Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205.. Full description at Econpapers || Download paper | 10 |
| 21 | 2013 | The Wealth-Consumption Ratio. (2013). Van Nieuwerburgh, Stijn ; Verdelhan, Adrien ; Lustig, Hanno. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.. Full description at Econpapers || Download paper | 10 |
| 22 | 2013 | Limited Capital Market Participation and Human Capital Risk. (2013). Berk, Jonathan B ; Walden, Johan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:1:p:1-37.. Full description at Econpapers || Download paper | 10 |
| 23 | 2015 | Price Contagion through Balance Sheet Linkages. (2015). Capponi, Agostino ; Larsson, Martin. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:227-253.. Full description at Econpapers || Download paper | 10 |
| 24 | 2011 | Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; Ghosh, Anisha. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136.. Full description at Econpapers || Download paper | 9 |
| 25 | COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission. (). Roussanov, Nikolai ; Tamoni, Andrea ; Simasek, Peter ; Hsu, Alex ; Bretscher, Lorenzo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:705-741.. Full description at Econpapers || Download paper | 9 | |
| 26 | Earnings Expectations during the COVID-19 Crisis*. (). Pontiff, Jeffrey ; Thesmar, David ; Landier, Augustin. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:4:p:598-617.. Full description at Econpapers || Download paper | 9 | |
| 27 | 2017 | Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*. (2017). Doshi, Hitesh ; Zurita, Virgilio ; Jacobs, Kris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:43-80.. Full description at Econpapers || Download paper | 9 |
| 28 | 2013 | Does the Fed Control Interest Rates?. (2013). Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:180-199.. Full description at Econpapers || Download paper | 8 |
| 29 | 2016 | Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:179-220.. Full description at Econpapers || Download paper | 7 |
| 30 | 2019 | A Fresh Look at Return Predictability Using a More Efficient Estimator. (2019). Johnson, Travis L. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:1:p:1-46.. Full description at Econpapers || Download paper | 7 |
| 31 | Monetary Policy and Corporate Bond Returns. (). Guo, Haifeng ; Maio, Paulo ; Kontonikas, Alexandros. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y::i:3:p:441-489.. Full description at Econpapers || Download paper | 6 | |
| 32 | 2016 | Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation. (2016). Rachwalski, Mark ; Wen, Quan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:2:p:303-328.. Full description at Econpapers || Download paper | 6 |
| 33 | 2012 | Mutual Fund Industry Selection and Persistence. (2012). Busse, Jeffrey A ; Tong, Qing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:2:y:2012:i:2:p:245-274.. Full description at Econpapers || Download paper | 6 |
| 34 | 2018 | Hedge Fund Holdings and Stock Market Efficiency. (2018). Cao, Charles ; Petrasek, Lubomir ; Lo, Andrew W ; Liang, Bing. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:77-116.. Full description at Econpapers || Download paper | 6 |
| 35 | 2016 | Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2016). Weigert, Florian. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:135-178.. Full description at Econpapers || Download paper | 5 |
| 36 | 2013 | Call-Put Implied Volatility Spreads and Option Returns. (2013). Doran, James S ; Jiang, Danling ; Fodor, Andy. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:258-290.. Full description at Econpapers || Download paper | 5 |
| 37 | 2015 | Internationally Correlated Jumps. (2015). Pukthuanthong, Kuntara ; Roll, Richard. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:1:p:92-111.. Full description at Econpapers || Download paper | 5 |
| 38 | 2017 | Transparency and Liquidity in the Structured Product Market. (2017). Friewald, Nils ; Subrahmanyam, Marti G ; Jankowitsch, Rainer. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:316-348.. Full description at Econpapers || Download paper | 5 |
| 39 | 2020 | Learning, Fast or Slow. (2020). Barber, Brad ; Zhang, KE ; Odean, Terrance ; Liu, Yu-Jane ; Lee, Yi-Tsung. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:61-93.. Full description at Econpapers || Download paper | 5 |
| 40 | 2014 | Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. (2014). Kamstra, Mark J ; Wang, Tan ; Levi, Maurice D ; Kramer, Lisa A. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77.. Full description at Econpapers || Download paper | 5 |
| 41 | 2020 | An Evaluation of Alternative Multiple Testing Methods for Finance Applications. (2020). Harvey, Campbell R ; Pontiff, Jeffrey ; Saretto, Alessio ; Liu, Yan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:2:p:199-248.. Full description at Econpapers || Download paper | 4 |
| 42 | 2019 | Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market. (2019). Nguyen, Giang ; Fleming, Michael J. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:2:p:256-295.. Full description at Econpapers || Download paper | 4 |
| 43 | 2018 | Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings. (2018). Qian, Hong ; Zhong, Zhaodong . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:8:y:2018:i:1:p:117-152.. Full description at Econpapers || Download paper | 4 |
| 44 | 2017 | Extended Stock Returns in Response to S&P 500 Index Changes. (2017). Patel, Nimesh ; Welch, Ivo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:172-208.. Full description at Econpapers || Download paper | 4 |
| 45 | 2013 | Does Active Management Pay? New International Evidence. (2013). Dyck, Alexander ; Pomorski, Lukasz ; Lins, Karl V. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:3:y:2013:i:2:p:200-228.. Full description at Econpapers || Download paper | 4 |
| 46 | 2017 | The Cross-Section of Expected Returns in the Secondary Corporate Loan Market. (2017). Beyhaghi, Mehdi ; Ehsani, Sina. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:243-277.. Full description at Econpapers || Download paper | 3 |
| 47 | 2015 | The Impact of Hedge Funds on Asset Markets. (2015). Ramadorai, Tarun ; Patton, Andrew J ; Kruttli, Mathias S. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:5:y:2015:i:2:p:185-226.. Full description at Econpapers || Download paper | 3 |
| 48 | 2017 | Speed of Information Diffusion within Fund Families. (2017). Cici, Gjergji ; Kempf, Alexander ; Jaspersen, Stefan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:144-170.. Full description at Econpapers || Download paper | 3 |
| 49 | 2020 | Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests. (2020). Roussanov, Nikolai ; Kirby, Chris. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:2:p:290-334.. Full description at Econpapers || Download paper | 3 |
| 50 | 2021 | The Night and Day of Amihudâs (2002) Liquidity Measure. (2021). Weidenmier, Marc ; Ruchti, Thomas G ; Bernhardt, Dan ; Barardehi, Yashar H. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:2:p:269-308.. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 28
| Year | Title | |
|---|---|---|
| 2021 | Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x. Full description at Econpapers || Download paper | |
| 2021 | Aggregate expected investment growth and stock market returns. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:618-638. Full description at Econpapers || Download paper | |
| 2021 | The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546. Full description at Econpapers || Download paper | |
| 2021 | Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101. Full description at Econpapers || Download paper | |
| 2021 | Gold, platinum, and industry stock returns. (2021). Rudolf, Markus ; Thuy, Quynh Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:252-266. Full description at Econpapers || Download paper | |
| 2021 | Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379. Full description at Econpapers || Download paper | |
| 2021 | Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355. Full description at Econpapers || Download paper | |
| 2021 | Competition among liquidity providers with access to high-frequency trading technology. (2021). Van Achter, Mark ; Bongaerts, Dion. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:220-249. Full description at Econpapers || Download paper | |
| 2021 | Is there any information content of traded stocks in an emerging market? Evidence from Vietnam. (2021). Vo, Duc Hong ; Doan, Bao. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:78-87. Full description at Econpapers || Download paper | |
| 2021 | Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068. Full description at Econpapers || Download paper | |
| 2021 | The BOJs ETF purchases and its effects on Nikkei 225 stocks. (2021). Okimoto, Tatsuyoshi ; Harada, Kimie. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001605. Full description at Econpapers || Download paper | |
| 2021 | Corporate bond market reactions to quantitative easing during the COVID-19 pandemic. (2021). Qiu, Yancheng ; Nozawa, Yoshio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001114. Full description at Econpapers || Download paper | |
| 2021 | A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a âCOVID-19â Shock. (2021). Simsek, Alp ; Caballero, Ricardo J. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:11:p:5522-5580.. Full description at Econpapers || Download paper | |
| 2021 | Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536. Full description at Econpapers || Download paper | |
| 2021 | The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880. Full description at Econpapers || Download paper | |
| 2021 | The quality premium with leverage and liquidity constraints. (2021). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000429. Full description at Econpapers || Download paper | |
| 2021 | Retail investor expectations and trading preferences. (2021). Lim, Guay ; Zeng, QI ; Tsiaplias, Sarantis. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2021n27. Full description at Econpapers || Download paper | |
| 2021 | Can individual investors learn from experience in online P2P lending? Evidence from China. (2021). Cai, Lingfei ; Guo, Xiaoshuang ; Ge, Ruyi ; Li, Zhouping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001406. Full description at Econpapers || Download paper | |
| 2021 | Gamblers Learn from Experience. (2020). Olckers, Matthew ; Blumenstock, Joshua. In: Papers. RePEc:arx:papers:2011.00432. Full description at Econpapers || Download paper | |
| 2021 | Improved inference for fund alphas using high-dimensional cross-sectional tests. (2021). Yan, Yayi ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:57-81. Full description at Econpapers || Download paper | |
| 2021 | Investment styles and the multiple testing of cross-sectional stock return predictability. (2021). Lin, Hsiou-Wei ; Hsu, Yu-Chin ; Vincent, Kendro . In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300677. Full description at Econpapers || Download paper | |
| 2021 | A Bayesian Approach to Measurement of Backtest Overfitting. (2021). Witzany, JiÅÃ. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:18-:d:476849. Full description at Econpapers || Download paper | |
| 2021 | Estimating the anomaly base rate. (2021). Weber, Michael ; Neuhierl, Andreas ; Chinco, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:101-126. 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 | False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927â1987). (2021). Zaremba, Adam ; Pham, Nga ; Bianchi, Robert J ; Cakici, Nusret. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001827. Full description at Econpapers || Download paper | |
| 2021 | Have the Purchases of ETF Raised Stock Prices? Recent Japanese Case. (2021). Fukushima, Akio ; Maeda, Shinichiro ; Kurihara, Yutaka. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:1:p:109-119. Full description at Econpapers || Download paper | |
| 2021 | Short-term reversals, short-term momentum, and news-driven trading activity. (2021). Nie, Ziye Zoe ; Kirby, Chris ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000261. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841. Full description at Econpapers || Download paper | |
| 2021 | Delegated asset management and performance when some investors are unsophisticated. (2021). Malliaris, Anastasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002454. Full description at Econpapers || Download paper | |
| 2021 | To own or not to own: Stock loans around dividend payments. (2021). Fox, Corbin A ; Dixon, Peter N ; Kelley, Eric K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:539-559. Full description at Econpapers || Download paper | |
| 2021 | Passive ESG Portfolio ManagementâThe Benchmark Strategy for Socially Responsible Investors. (2021). Weinmayer, Karl ; Rammerstorfer, Margarethe ; Amon, Julian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9388-:d:618851. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Asymmetric information and daily stock prices in Brazil. (2020). Ichimura, Denis ; Videira, Raphael ; Ripamonti, Alexandre. In: Estudios Gerenciales. RePEc:col:000129:019082. Full description at Econpapers || Download paper | |
| 2020 | Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230. Full description at Econpapers || Download paper | |
| 2020 | The price effects of liquidity shocks: A study of the SECâs tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724. Full description at Econpapers || Download paper | |
| 2020 | The impact of weather on order submissions and trading performance. (2020). Weng, Pei-Shih ; Tsai, Wei-Che ; Chuang, Yi-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306685. Full description at Econpapers || Download paper | |
| 2020 | Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-39. Full description at Econpapers || Download paper | |
| 2020 | Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Feds Forecasting. (2020). Levinson, Trace J ; Chang, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-90. Full description at Econpapers || Download paper | |
| 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 |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127. Full description at Econpapers || Download paper | |
| 2019 | Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41. Full description at Econpapers || Download paper | |
| 2019 | Inverted fee structures, tick size, and market quality. (2019). Zhong, Zhuo ; Gregoire, Vincent ; Comerton-Forde, Carole. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document |
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10 most frequent citing series