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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
15
Impact Factor (IF)
0.2
5 Years IF
0.63
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2012 0 0.52 3.6 0 5 5 510 18 18 0 0 0 18 3.6 0.22
2013 4 0.56 2.82 4 6 11 143 31 49 5 20 5 20 0 6 1 0.24
2014 5.18 0.55 4 5.18 5 16 26 64 113 11 57 11 57 0 0 0.23
2015 1.91 0.55 4.45 5.25 6 22 79 98 211 11 21 16 84 0 2 0.33 0.23
2016 0.82 0.53 3.15 3.86 12 34 231 107 318 11 9 22 85 0 11 0.92 0.21
2017 1.22 0.54 2.6 2.56 11 45 132 117 435 18 22 34 87 0 16 1.45 0.22
2018 1.61 0.56 2.62 1.53 5 50 3 131 566 23 37 40 61 0 0 0.24
2019 1.31 0.58 1.91 1.49 15 65 36 124 690 16 21 39 58 1 0.8 4 0.27 0.23
2020 0.25 0.7 2.01 1.78 8 73 6 147 837 20 5 49 87 0 0 0.33
2021 0.65 0.87 2.13 1.69 12 85 1 181 1018 23 15 51 86 0 1 0.08 0.32
2022 0.2 1 1.41 0.63 22 107 17 151 1169 20 4 51 32 0 5 0.23 0.31
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
#YearTitleCited
12012Corporate 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

176
22012The 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

175
32012An 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

165
42016Shock-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

122
52013Wealth 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

76
62016Supply 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

68
72017Inflation 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

65
82015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

63
92013Should 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

51
102012Testing 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

41
112017The 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

34
122014Bank 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

23
132012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

18
142013The 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

16
152016Problems 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

16
162015Seasonal 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

15
172022Open 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

11
182017Acquisitions 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

11
192017The 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

11
202019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

10
212016Past 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

9
222013A 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

9
232019Liquidity 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
242016No 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

8
252019Liquidity 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

6
262019Economics 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

5
272016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

5
282016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

5
292013Dynamic 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

4
302019Asset 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
312019Reproducing, 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
322017Sensitivity, 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

3
332020The 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

3
342017When 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

3
352019Illiquidity 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.

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3
362019Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

Full description at Econpapers || Download paper

3
372020Patents 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
382022Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say “Often Notâ€. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053.

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2
392014Incentive Contracts are not Rigged by Powerful CEOs. (2014). Wan, Kam-Ming . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000016.

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2
402015(Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015.

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2
412014Do 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.

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2
422017Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034.

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2
432017An 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.

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2
442018Why 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.

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2
452019Liquidity Risk?. (2019). Singla, Rohit ; Pontiff, Jeffrey . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000075.

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1
462022Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099.

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1
472017Catering Through Nominal Share Prices Revisited. (2017). Perez, M. Fabricio ; Shkilko, Andriy . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000042.

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1
482018Closed-End Fund IPOs: Sold, Not Bought. (2018). Shao, Diana ; Ritter, Jay R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000065.

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1
492016Uncertainty and Valuations: A Comment. (2016). Pastor, Lubos ; Veronesi, Pietro. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000022.

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1
502022It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect. (2022). Gould, John ; Durand, Robert B ; Akhtar, Farida ; Gorman, Jake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Shock-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

66
22012Corporate 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

49
32012An 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

42
42016Supply 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

35
52015The 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
62012The 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

24
72017Inflation 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
82017The 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

15
92013Should 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

13
102022Open 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

11
112012Testing 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
122019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

8
132016Problems 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
142015Seasonal 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

6
152013Wealth 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

6
162019Liquidity 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

6
172019Liquidity 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

6
182019Economics 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

5
192017Acquisitions 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
202016No 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
212012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

4
222017The 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
232016Past 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
242013The 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
252020The 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

3
262019Asset 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
272014Bank 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

3
282013A 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
292020Patents 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
302016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

2
312017When 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
322017Sensitivity, 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
332016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

2
342013Dynamic 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
352019Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

Full description at Econpapers || Download paper

2
362019Reproducing, 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
Citing documents used to compute impact factor: 4
YearTitle
2022The reward and contract theories of patents in a model of endogenous growth. (2022). Klein, Michael. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122001003.

Full description at Econpapers || Download paper

2022Australian innovation: Patent database construction and first evidence. (2022). Vojvoda, Kristina ; Ma, Nelson ; Bedford, Anna. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000713.

Full description at Econpapers || Download paper

2022Refining the general equilibrium relation that subsists between stock returns, and each of investors’ risk preferences and information sets. (2022). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004098.

Full description at Econpapers || Download paper

2022Presidential Address: Corporate Finance and Reality. (2022). Graham, John R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:1975-2049.

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Recent citations
Recent citations received in 2022

YearCiting document
2022Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2022A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2022Testing Factor Models in the Cross-Section. (2022). Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002060.

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2022Is the Chinese Anticorruption Campaign Authentic? Evidence from Corporate Investigations. (2022). Shu, Tao ; Liu, Clark ; Griffin, John M. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7248-7273.

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2022Schumpeter vs. Keynes redux: “Still not dead”. (2022). Dalton, John ; Gaeto, Lillian R. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2022:i:2:p:569-592.

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Recent citations received in 2021

YearCiting document
2021Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010.

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Recent citations received in 2020

YearCiting document

Recent citations received in 2019

YearCiting document
2019Liquidity Risk After 20 Years. (2019). Pastor, Lubos ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13680.

Full description at Econpapers || Download paper

2019Asset 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

2019Economics 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

2019The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test. (2019). Racicot, François-Éric ; Theoret, Raymond ; Tessier, David ; Rentz, William F. In: PLOS ONE. RePEc:plo:pone00:0221599.

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