The Review of Asset Pricing Studies / Society for Financial Studies
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
24
Impact Factor (IF)
1.15
5 Years IF
1.26
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2011 | 0 | 0.52 | 0 | 0 | 4 | 4 | 291 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2012 | 2.25 | 0.52 | 0.83 | 2.25 | 8 | 12 | 411 | 10 | 10 | 4 | 9 | 4 | 9 | 0 | 1 | 0.13 | 0.22 | |
| 2013 | 1.67 | 0.56 | 1.05 | 1.67 | 9 | 21 | 224 | 22 | 32 | 12 | 20 | 12 | 20 | 0 | 2 | 0.22 | 0.24 | |
| 2014 | 2.47 | 0.55 | 2.62 | 3.43 | 8 | 29 | 144 | 76 | 108 | 17 | 42 | 21 | 72 | 0 | 0 | 0.23 | ||
| 2015 | 1.53 | 0.55 | 2.16 | 2.69 | 8 | 37 | 102 | 80 | 188 | 17 | 26 | 29 | 78 | 2 | 2.5 | 0 | 0.23 | |
| 2016 | 1.06 | 0.53 | 2.8 | 3.27 | 8 | 45 | 54 | 126 | 314 | 16 | 17 | 37 | 121 | 0 | 0 | 0.21 | ||
| 2017 | 0.69 | 0.54 | 2.11 | 1.98 | 9 | 54 | 94 | 114 | 428 | 16 | 11 | 41 | 81 | 0 | 0 | 0.22 | ||
| 2018 | 1 | 0.55 | 2.49 | 1.79 | 5 | 59 | 23 | 143 | 575 | 17 | 17 | 42 | 75 | 0 | 0 | 0.23 | ||
| 2019 | 1.14 | 0.57 | 1.94 | 1.18 | 10 | 69 | 86 | 130 | 709 | 14 | 16 | 38 | 45 | 0 | 4 | 0.4 | 0.23 | |
| 2020 | 1.4 | 0.68 | 4.35 | 1.45 | 9 | 78 | 56 | 339 | 1048 | 15 | 21 | 40 | 58 | 0 | 8 | 0.89 | 0.32 | |
| 2021 | 1.47 | 0.8 | 4.17 | 1.32 | 23 | 101 | 63 | 421 | 1469 | 19 | 28 | 41 | 54 | 2 | 0.5 | 4 | 0.17 | 0.29 |
| 2022 | 0.97 | 0.84 | 1.91 | 1.11 | 23 | 124 | 41 | 237 | 1706 | 32 | 31 | 56 | 62 | 1 | 0.4 | 4 | 0.17 | 0.25 |
| 2023 | 1.15 | 0.86 | 1.51 | 1.26 | 20 | 144 | 4 | 218 | 1924 | 46 | 53 | 70 | 88 | 0 | 3 | 0.15 | 0.25 |
| 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 | 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 | 240 |
| 2 | 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 | |
| 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 | 194 | |
| 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 | 138 |
| 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 | 87 |
| 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 | 67 |
| 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 | 57 |
| 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 | 51 |
| 9 | 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 | 41 |
| 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 | 39 |
| 11 | 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 | 35 |
| 12 | 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 | 35 |
| 13 | 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 | 34 |
| 14 | 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 | 31 |
| 15 | 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 | 30 |
| 16 | 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 | 30 |
| 17 | 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 | 29 |
| 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 | 28 |
| 19 | 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 | 28 |
| 20 | 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 | 27 |
| 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 | 25 |
| 22 | 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 | 25 |
| 23 | 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 | 24 |
| 24 | 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 | 24 |
| 25 | 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 | 24 |
| 26 | 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 | 23 |
| 27 | 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 | 19 |
| 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 | 18 |
| 29 | 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 | 17 |
| 30 | 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 | 15 |
| 31 | 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 | 14 |
| 32 | 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 | 14 |
| 33 | 2022 | The Cross-Section of Cryptocurrency Returns. (2022). Shakhnov, Kirill ; Borri, Nicola. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:3:p:667-705.. Full description at Econpapers || Download paper | 14 |
| 34 | 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 | 13 |
| 35 | 2022 | Working Remotely and the Supply-Side Impact of COVID-19. (2022). , Lawrence ; Papanikolaou, Dimitris. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:1:p:53-111.. Full description at Econpapers || Download paper | 12 |
| 36 | 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 | 12 |
| 37 | 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 | 12 |
| 38 | 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 | |
| 39 | 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 | |
| 40 | 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 | 10 |
| 41 | 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 | |
| 42 | 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 | 9 |
| 43 | 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 | 9 |
| 44 | 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 | 9 |
| 45 | 2017 | A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:2-42.. Full description at Econpapers || Download paper | 8 |
| 46 | 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 | 8 |
| 47 | 2021 | Investing in Socially Responsible Mutual Funds. (2021). Levin, David ; Stambaugh, Robert F ; Geczy, Christopher C. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:2:p:309-351.. Full description at Econpapers || Download paper | 8 |
| 48 | 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 | 7 |
| 49 | 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 |
| 50 | 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 48 |
| 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 | 43 |
| 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 | 25 | |
| 4 | 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 | 21 |
| 5 | 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 | 18 |
| 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 | 15 |
| 7 | 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 | 15 |
| 8 | 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 | 15 |
| 9 | 2022 | The Cross-Section of Cryptocurrency Returns. (2022). Shakhnov, Kirill ; Borri, Nicola. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:3:p:667-705.. Full description at Econpapers || Download paper | 14 |
| 10 | 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 | 14 | |
| 11 | 2022 | Working Remotely and the Supply-Side Impact of COVID-19. (2022). , Lawrence ; Papanikolaou, Dimitris. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:1:p:53-111.. Full description at Econpapers || Download paper | 12 |
| 12 | 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 | 11 |
| 13 | 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 | 9 |
| 14 | 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 | 9 |
| 15 | 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 | 8 |
| 16 | 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 | 8 |
| 17 | 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 | 8 |
| 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 | 7 |
| 19 | 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 | 7 |
| 20 | 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 | 7 |
| 21 | 2021 | Investing in Socially Responsible Mutual Funds. (2021). Levin, David ; Stambaugh, Robert F ; Geczy, Christopher C. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:2:p:309-351.. Full description at Econpapers || Download paper | 7 |
| 22 | 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 | 7 |
| 23 | 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 | 7 |
| 24 | 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 | 7 |
| 25 | 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 | 6 |
| 26 | 2021 | The Value Premium. (2021). French, Kenneth R ; Fama, Eugene F. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:1:p:105-121.. Full description at Econpapers || Download paper | 6 |
| 27 | 2019 | A Market-Based Funding Liquidity Measure. (2019). Lu, Andrea ; Chen, Zhuo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:9:y:2019:i:2:p:356-393.. Full description at Econpapers || Download paper | 6 |
| 28 | 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 |
| 29 | 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 | 5 |
| 30 | 2021 | Strategic Trading When Central Bank Intervention Is Predictable. (2021). Zhu, Haoxiang ; Yang, Liyan. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:4:p:735-761.. Full description at Econpapers || Download paper | 5 |
| 31 | 2022 | Volatility-of-Volatility Risk in Asset Pricing. (2022). Chordia, Tarun ; Chen, Te-Feng ; Lin, Ji-Chai ; Chung, San-Lin. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:1:p:289-335.. Full description at Econpapers || Download paper | 5 |
| 32 | 2020 | First to ââ¬ÅReadââ¬Â the News: News Analytics and Algorithmic Trading. (2020). Keim, Donald B ; von Beschwitz, Bastian ; Massa, Massimo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178.. Full description at Econpapers || Download paper | 5 |
| 33 | 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 | 5 |
| 34 | 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 | 5 |
| 35 | 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 | 5 |
| 36 | 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 | 5 |
| 37 | 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 | 5 |
| 38 | 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 |
| 39 | 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 |
| 40 | 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 | 5 |
| 41 | 2017 | A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:2-42.. Full description at Econpapers || Download paper | 5 |
| 42 | 2021 | Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning. (2021). Agrawal, Anup ; Azimi, Mehran. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:4:p:762-805.. Full description at Econpapers || Download paper | 4 |
| 43 | 2021 | Disagreement after News: Gradual Information Diffusion or Differences of Opinion?. (2021). Fedyk, Anastassia. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:3:p:465-501.. Full description at Econpapers || Download paper | 4 |
| 44 | 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 | 4 |
| 45 | 2021 | CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers. (2021). Sirmans, Stace ; Naranjo, Andy ; Lee, Jongsub. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:2:p:352-401.. Full description at Econpapers || Download paper | 4 |
| 46 | 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 |
| 47 | 2016 | Macro Disagreement and the Cross-Section of Stock Returns. (2016). Li, Frank Weikai. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:6:y:2016:i:1:p:1-45.. Full description at Econpapers || Download paper | 4 |
| 48 | 2020 | Stock Price Movements: Business-Cycle and Low-Frequency Perspectives. (2020). Roussanov, Nikolai ; Lan, Chunhua . In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:2:p:335-395.. Full description at Econpapers || Download paper | 4 |
| 49 | 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 | 3 |
| 50 | 2021 | Can Individual Investors Beat the Market?. (2021). Hirshleifer, David ; Coval, Joshua D ; Shumway, Tyler. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:3:p:552-579.. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 53
| Year | Title | |
|---|---|---|
| 2023 | An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311. Full description at Econpapers || Download paper | |
| 2023 | Technological Determinants of Financial Constraints. (2023). Starmans, Jan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3003-3024. Full description at Econpapers || Download paper | |
| 2023 | Value Premium in Japanese Market: Statistical (Re)appraisal. (2023). Iwaisako, Tokuo ; Cadamuro, Leonardo. In: Working Papers. RePEc:tcr:wpaper:e180. Full description at Econpapers || Download paper | |
| 2023 | RIM-based value premium and factor pricing using value-price divergence. (2023). Wang, Guojun ; George, Nathan Darden ; Cong, Lin William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000377. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | ESG Disclosure and Firm Performance: An Asset-Pricing Approach. (2023). Chotia, Varun ; Sharma, Prashant ; Khandelwal, Vinay. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:112-:d:1168830. Full description at Econpapers || Download paper | |
| 2023 | A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339. Full description at Econpapers || Download paper | |
| 2023 | Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416. Full description at Econpapers || Download paper | |
| 2023 | Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x. Full description at Econpapers || Download paper | |
| 2023 | Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic. (2023). Kissa, David ; Sokolova, Tatiana ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009649. Full description at Econpapers || Download paper | |
| 2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper | |
| 2023 | In Search of Sustainability and Financial Returns: The Case of ESG Energy Funds. (2023). Baakashvili, Guram ; Purvins, Maris ; Atstaja, Dzintra ; Kuzmina, Jekaterina ; Chkareuli, Vakhtang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2716-:d:1055613. Full description at Econpapers || Download paper | |
| 2023 | Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082. Full description at Econpapers || Download paper | |
| 2023 | Does military leadership regulate sin investments? Evidence from property/casualty insurance industry. (2023). Wang, Jinjing ; Cai, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008668. Full description at Econpapers || Download paper | |
| 2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
| 2023 | Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213. Full description at Econpapers || Download paper | |
| 2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper | |
| 2023 | The disappearing profitability of volatility-managed equity factors. (2023). Angelidis, Timotheos ; Tessaromatis, Nikolaos. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000551. Full description at Econpapers || Download paper | |
| 2023 | The colour of finance words. (2023). Rohrer, Maximilian ; Hu, Xiaowen ; Garcia, Diego. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549. Full description at Econpapers || Download paper | |
| 2023 | When can the market identify old news?. (2023). Hodson, James ; Fedyk, Anastassia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:92-113. Full description at Econpapers || Download paper | |
| 2023 | Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381. Full description at Econpapers || Download paper | |
| 2023 | Retail trading and analyst coverage. (2023). Zoican, Marius ; Martineau, Charles. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000472. Full description at Econpapers || Download paper | |
| 2023 | Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior. (2023). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2307.11012. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617. Full description at Econpapers || Download paper | |
| 2023 | Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197. Full description at Econpapers || Download paper | |
| 2023 | Yield Curve Control. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:5:a:9. Full description at Econpapers || Download paper | |
| 2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper | |
| 2023 | Do Hedge Funds Value Sell-Side Analysts Differently?. (2023). Puckett, Andy ; Chen, Haosi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001590. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers || Download paper | |
| 2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper | |
| 2023 | Germanyâs capacity to work from home. (2023). Schüller, Simone ; Falck, Oliver ; Schuller, Simone ; Alipour, Jean-Victor. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002343. Full description at Econpapers || Download paper | |
| 2023 | The role of labor in cash holdings: Evidence from the supply-side impact of COVID-19. (2023). Kang, Jangkoo ; Bae, Jaewan. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000599. Full description at Econpapers || Download paper | |
| 2023 | The Value of Employee Satisfaction in Disastrous Times: Evidence from COVID-19*. (2023). Tang, Dragon Yongjun ; Shan, Chenyu. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1027-1076.. Full description at Econpapers || Download paper | |
| 2023 | Gender differences in the effect of teleworking on job loss during the COVID-19 pandemic in Spain. (2023). Moro-Egido, Ana ; Blázquez Cuesta, Maite ; Herrarte, Ainhoa. In: Economics & Human Biology. RePEc:eee:ehbiol:v:51:y:2023:i:c:s1570677x23000801. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper | |
| 2023 | Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04. Full description at Econpapers || Download paper | |
| 2023 | Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers || Download paper | |
| 2023 | Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150. Full description at Econpapers || Download paper | |
| 2023 | An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective. (2023). de Pretis, Francesco ; Citera, Emanuele. In: Papers. RePEc:arx:papers:2310.04907. Full description at Econpapers || Download paper | |
| 2023 | Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers || Download paper | |
| 2023 | Decrypting new age international capital flows. (2023). Rogoff, Kenneth ; Reinhart, Carmen M ; von Luckner, Clemens Graf. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:104-122. Full description at Econpapers || Download paper | |
| 2023 | Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284. Full description at Econpapers || Download paper | |
| 2023 | Cryptomarket discounts. (2023). Borri, Nicola ; Shakhnov, Kirill. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300164x. Full description at Econpapers || Download paper | |
| 2023 | A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | ||
| 2023 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
| 2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper | |
| 2023 | Employment protection and the provision of trade credit. (2023). Lu, Chun ; Chewie, Tze Chuan ; Li, Tongxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001899. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers || Download paper | |
| 2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers || Download paper | |
| 2023 |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Volatility of implied volatility and mergers and acquisitions. (2022). Switzer, Lorne N ; el Meslmani, Nabil ; Betton, Sandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000864. Full description at Econpapers || Download paper | |
| 2022 | European firms, Panic Borrowing and Credit Lines Drawdowns: What did we learn from the COVID-19 shock?. (2022). Mei, Shengfeng ; Ramian, Hormoz ; Cerrato, Mario. In: Working Papers. RePEc:gla:glaewp:2022_12. Full description at Econpapers || Download paper | |
| 2022 | Profile and Financial Behaviour of Crypto Adopters â Evidence from Macedonian Population Survey. (2022). Milica, Trajkovska ; Irena, Bogoevska-Gavrilova ; Nikola, Levkov. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:17:y:2022:i:2:p:172-185:n:5. Full description at Econpapers || Download paper | |
| 2022 | Bidens economic agenda risks mid-term elections: An analysis of Bidens economic agenda and its effects on the American economy. (2022). Obst, Thomas ; Matthes, Jurgen ; Kunath, Gero. In: IW-Reports. RePEc:zbw:iwkrep:592022. Full description at Econpapers || Download paper |
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 |
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