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Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
16
Impact Factor (IF)
0.5
5 Years IF
0.48
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 5 528 18 27 0 0 0 18 3.6 0.22
2013 4 0.56 2.82 4 6 11 147 31 58 5 20 5 20 0 6 1 0.24
2014 5.18 0.55 4 5.18 5 16 27 64 122 11 57 11 57 0 0 0.23
2015 1.91 0.55 4.45 5.25 6 22 82 98 220 11 21 16 84 0 2 0.33 0.23
2016 0.82 0.53 3.15 3.86 12 34 247 107 327 11 9 22 85 0 11 0.92 0.21
2017 1.22 0.55 2.6 2.56 11 45 140 117 444 18 22 34 87 0 16 1.45 0.22
2018 1.61 0.56 2.64 1.53 5 50 4 132 576 23 37 40 61 0 0 0.24
2019 1.31 0.57 1.91 1.49 15 65 42 124 700 16 21 39 58 1 0.8 4 0.27 0.23
2020 0.25 0.69 2.01 1.78 8 73 8 147 847 20 5 49 87 0 0 0.33
2021 0.65 0.82 2.14 1.71 12 85 4 182 1029 23 15 51 87 0 1 0.08 0.31
2022 0.2 0.89 1.41 0.63 22 107 29 151 1180 20 4 51 32 0 4 0.18 0.27
2023 0.5 0.99 1.04 0.48 11 118 0 123 1303 34 17 62 30 0 0 0.29
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

183
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

179
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

171
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

132
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

77
62017Inflation 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

70
72016Supply 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

70
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

64
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

54
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

42
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

36
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

24
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

19
142016Problems 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

17
152013The 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
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

16
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

16
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

12
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

11
212019Liquidity 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
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
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.

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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

7
262016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

6
272019Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082.

Full description at Econpapers || Download paper

6
282016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

5
292019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

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5
302019Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

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4
312019Asset 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.

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4
322013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

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4
332019Illiquidity 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
342022It 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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3
352022Is 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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3
362020The 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
372022Explaining the Recent Failure of Value Investing. (2022). Anup, Srivastava ; Lev, Baruch. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000115.

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3
382017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050.

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3
392020Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087.

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3
402017When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040.

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3
412017Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034.

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2
422017An 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
432015(Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015.

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2
442021Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog. (2021). Hjalmarsson, Erik ; Kiss, Tams. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000105.

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2
452018Why 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
462014Do 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
472020Are Corporate Spin-offs Prone to Insider Trading?. (2020). Brenner, Menachem ; Augustin, Patrick ; Subrahmanyam, Marti G ; Hu, Jianfeng. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000084.

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2
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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2
492016Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031.

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2
502014Incentive 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
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

47
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

34
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

29
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

22
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

19
62017Inflation 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

18
72022Open 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

16
82012The 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

15
92017The 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

11
102013Should 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

9
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

7
122016Problems 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

5
132015Seasonal 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

5
142017Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035.

Full description at Econpapers || Download paper

5
152019Liquidity 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
162019Economics 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

4
172014Bank 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
182017The 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
192013A 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
202019Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

Full description at Econpapers || Download paper

3
212020The 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
222019Reproducing, 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
232022Explaining the Recent Failure of Value Investing. (2022). Anup, Srivastava ; Lev, Baruch. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000115.

Full description at Econpapers || Download paper

3
242019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

3
252022It 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.

Full description at Econpapers || Download paper

3
262022Is 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.

Full description at Econpapers || Download paper

2
272016No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038.

Full description at Econpapers || Download paper

2
282013Dynamic 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
292016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

2
302020Patents 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

2
312016Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

2
322019Liquidity 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

2
332013The 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

2
342012Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

2
352020Are Corporate Spin-offs Prone to Insider Trading?. (2020). Brenner, Menachem ; Augustin, Patrick ; Subrahmanyam, Marti G ; Hu, Jianfeng. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000084.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 17
YearTitle
2023What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0.

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2023The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405.

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2023Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

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2023Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336.

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2023Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747.

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2023Momentum in machine learning: Evidence from the Taiwan stock market. (2023). Lin, Chih-Yung ; Kong, De-Rong ; Bui, Dien Giau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002494.

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2023Improving factor momentum: Statistical significance matters. (2023). Zhao, Senyang ; Luo, Ronghua ; Liu, Yangyi. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004706.

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2023Trivialization of the bottom line and losing relevance of losses. (2023). Srivastava, Anup. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-023-09794-5.

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2023The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400.

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2023Prospect theory and mutual fund flows: Evidence from China. (2023). Han, Jing ; Wang, Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001336.

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2023Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395.

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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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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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