Critical Finance Review / now publishers
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
17
Impact Factor (IF)
1.06
5 Years IF
0.74
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.5 | 3.8 | 0 | 5 | 5 | 576 | 19 | 28 | 0 | 0 | 0 | 19 | 3.8 | 0.21 | |||
| 2013 | 4 | 0.54 | 2.82 | 4 | 6 | 11 | 160 | 31 | 59 | 5 | 20 | 5 | 20 | 0 | 6 | 1 | 0.24 | |
| 2014 | 5.18 | 0.53 | 4.06 | 5.18 | 5 | 16 | 29 | 65 | 124 | 11 | 57 | 11 | 57 | 0 | 0 | 0.22 | ||
| 2015 | 1.91 | 0.53 | 4.5 | 5.31 | 6 | 22 | 99 | 99 | 223 | 11 | 21 | 16 | 85 | 0 | 2 | 0.33 | 0.22 | |
| 2016 | 0.82 | 0.5 | 3.18 | 3.91 | 12 | 34 | 295 | 108 | 331 | 11 | 9 | 22 | 86 | 0 | 11 | 0.92 | 0.2 | |
| 2017 | 1.22 | 0.52 | 2.62 | 2.59 | 11 | 45 | 160 | 118 | 449 | 18 | 22 | 34 | 88 | 0 | 16 | 1.45 | 0.21 | |
| 2018 | 1.61 | 0.53 | 2.64 | 1.53 | 5 | 50 | 6 | 132 | 581 | 23 | 37 | 40 | 61 | 0 | 0 | 0.22 | ||
| 2019 | 1.38 | 0.54 | 1.92 | 1.51 | 15 | 65 | 61 | 125 | 706 | 16 | 22 | 39 | 59 | 1 | 0.8 | 4 | 0.27 | 0.21 |
| 2020 | 0.25 | 0.64 | 2.05 | 1.82 | 8 | 73 | 12 | 150 | 856 | 20 | 5 | 49 | 89 | 0 | 0 | 0.3 | ||
| 2021 | 0.65 | 0.74 | 2.25 | 1.73 | 12 | 85 | 8 | 191 | 1047 | 23 | 15 | 51 | 88 | 0 | 1 | 0.08 | 0.27 | |
| 2022 | 0.25 | 0.74 | 1.48 | 0.65 | 22 | 107 | 82 | 158 | 1205 | 20 | 5 | 51 | 33 | 0 | 4 | 0.18 | 0.22 | |
| 2023 | 0.62 | 0.7 | 1.29 | 0.6 | 11 | 118 | 2 | 152 | 1357 | 34 | 21 | 62 | 37 | 0 | 0 | 0.2 | ||
| 2024 | 1.06 | 0.82 | 1.2 | 0.74 | 14 | 132 | 4 | 158 | 1515 | 33 | 35 | 68 | 50 | 0 | 0 | 0.24 |
| 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 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor ; Laranjeira, Bruno . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 201 |
| 2 | 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004. Full description at Econpapers || Download paper | 194 |
| 3 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Bansal, Ravi ; Kiku, Dana ; Yaron, Amir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 188 |
| 4 | 2016 | Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036. Full description at Econpapers || Download paper | 162 |
| 5 | 2016 | Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037. Full description at Econpapers || Download paper | 83 |
| 6 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 79 |
| 7 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Viceira, Luis ; Campbell, John ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 79 |
| 8 | 2013 | Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Case, Karl E. ; Quigley, John M.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009. Full description at Econpapers || Download paper | 78 |
| 9 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Cremers, Martijn ; Petajisto, Antti. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 61 |
| 10 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 44 |
| 11 | 2022 | Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112. Full description at Econpapers || Download paper | 43 |
| 12 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Daniel, Kent ; Lu, Zhongjin. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 37 |
| 13 | 2014 | Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013. Full description at Econpapers || Download paper | 26 |
| 14 | 2012 | Capital Structure Choices. (2012). French, Kenneth ; Fama, Eugene F.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 23 |
| 15 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Spalt, Oliver ; Schneider, Christoph. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 19 |
| 16 | 2013 | The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008. Full description at Econpapers || Download paper | 18 |
| 17 | 2015 | Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021. Full description at Econpapers || Download paper | 18 |
| 18 | 2016 | Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028. Full description at Econpapers || Download paper | 17 |
| 19 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 16 |
| 20 | 2019 | Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082. Full description at Econpapers || Download paper | 13 |
| 21 | 2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert ; Pastor, Lubos ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074. Full description at Econpapers || Download paper | 12 |
| 22 | 2017 | The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033. Full description at Econpapers || Download paper | 11 |
| 23 | 2013 | A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006. Full description at Econpapers || Download paper | 11 |
| 24 | 2022 | Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say ââ¬ÅOften Notââ¬. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053. Full description at Econpapers || Download paper | 11 |
| 25 | 2022 | Explaining 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 | 9 |
| 26 | 2019 | Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Velikov, Mihail. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076. Full description at Econpapers || Download paper | 9 |
| 27 | 2016 | Uncertainty and Valuations. (2016). Yan, Hongjun ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 9 |
| 28 | 2016 | Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032. Full description at Econpapers || Download paper | 9 |
| 29 | 2016 | No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038. Full description at Econpapers || Download paper | 8 |
| 30 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbell R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 7 |
| 31 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 7 |
| 32 | 2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse ; Acharya, Viral. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper | 6 |
| 33 | 2020 | Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087. Full description at Econpapers || Download paper | 6 |
| 34 | 2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Ragusa, Giuseppe ; Borri, Nicola. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050. Full description at Econpapers || Download paper | 5 |
| 35 | 2013 | Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011. Full description at Econpapers || Download paper | 5 |
| 36 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell ; Mukhlynina, Lilia. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 4 |
| 37 | 2019 | Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data. (2019). Takeda, Fumiko ; Sharman, Raj ; Yu, Hong ; Kazumori, Eiichiro. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072. Full description at Econpapers || Download paper | 4 |
| 38 | 2018 | Why Do Firms Go Public Through Debt Instead of Equity?. (2018). Rau, Raghavendra ; Zhang, Jingxuan ; Glushkov, Denys ; Khorana, Ajay. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000057. Full description at Econpapers || Download paper | 4 |
| 39 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Durand, Robert B ; Gould, John ; Gorman, Jake ; Akhtar, Farida. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 4 |
| 40 | 2022 | Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108. Full description at Econpapers || Download paper | 4 |
| 41 | 2016 | Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031. Full description at Econpapers || Download paper | 3 |
| 42 | 2017 | When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040. Full description at Econpapers || Download paper | 3 |
| 43 | 2019 | Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Harris, Larry ; Amato, Andrea. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058. Full description at Econpapers || Download paper | 3 |
| 44 | 2021 | High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model. (2021). Kruger, Samuel. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000093. Full description at Econpapers || Download paper | 3 |
| 45 | 2022 | Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099. Full description at Econpapers || Download paper | 3 |
| 46 | 2022 | Rest in Peace Post-Earnings Announcement Drift. (2022). Martineau, Charles. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000122. Full description at Econpapers || Download paper | 3 |
| 47 | 2024 | The Cash Flow Sensitivity of Cash: Replication, Extension, and Robustness. (2024). Weisbach, Michael S ; Almeida, Heitor ; Campello, Murillo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000142. Full description at Econpapers || Download paper | 3 |
| 48 | 2018 | Closed-End Fund IPOs: Sold, Not Bought. (2018). Ritter, Jay ; Shao, Diana. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000065. Full description at Econpapers || Download paper | 2 |
| 49 | 2022 | Diseconomies of Scale in Active Management: Robust Evidence. (2022). Stambaugh, Robert ; Pastor, Lubos ; Zhu, Min ; Taylor, Lucian A ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000121. Full description at Econpapers || Download paper | 2 |
| 50 | 2013 | Model Before Measurement. (2013). Hennessy, Christopher A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000010. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036. Full description at Econpapers || Download paper | 47 |
| 2 | 2022 | Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112. Full description at Econpapers || Download paper | 42 |
| 3 | 2012 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor ; Laranjeira, Bruno . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 31 |
| 4 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Bansal, Ravi ; Kiku, Dana ; Yaron, Amir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 24 |
| 5 | 2015 | The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024. Full description at Econpapers || Download paper | 23 |
| 6 | 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004. Full description at Econpapers || Download paper | 19 |
| 7 | 2016 | Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037. Full description at Econpapers || Download paper | 19 |
| 8 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Viceira, Luis ; Campbell, John ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 16 |
| 9 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Cremers, Martijn ; Petajisto, Antti. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 11 |
| 10 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Spalt, Oliver ; Schneider, Christoph. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 10 |
| 11 | 2019 | Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling. (2019). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000082. Full description at Econpapers || Download paper | 10 |
| 12 | 2022 | Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say ââ¬ÅOften Notââ¬. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053. Full description at Econpapers || Download paper | 9 |
| 13 | 2022 | Explaining 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 | 9 |
| 14 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Daniel, Kent ; Lu, Zhongjin. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 7 |
| 15 | 2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert ; Pastor, Lubos ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074. Full description at Econpapers || Download paper | 7 |
| 16 | 2015 | Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021. Full description at Econpapers || Download paper | 6 |
| 17 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 5 |
| 18 | 2014 | Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013. Full description at Econpapers || Download paper | 5 |
| 19 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 5 |
| 20 | 2012 | Capital Structure Choices. (2012). French, Kenneth ; Fama, Eugene F.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 5 |
| 21 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbell R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 5 |
| 22 | 2022 | Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108. Full description at Econpapers || Download paper | 4 |
| 23 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Durand, Robert B ; Gould, John ; Gorman, Jake ; Akhtar, Farida. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 4 |
| 24 | 2020 | Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087. Full description at Econpapers || Download paper | 3 |
| 25 | 2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Ragusa, Giuseppe ; Borri, Nicola. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | Uncertainty and Valuations. (2016). Yan, Hongjun ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 3 |
| 27 | 2024 | The Cash Flow Sensitivity of Cash: Replication, Extension, and Robustness. (2024). Weisbach, Michael S ; Almeida, Heitor ; Campello, Murillo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000142. Full description at Econpapers || Download paper | 3 |
| 28 | 2018 | Why Do Firms Go Public Through Debt Instead of Equity?. (2018). Rau, Raghavendra ; Zhang, Jingxuan ; Glushkov, Denys ; Khorana, Ajay. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000057. Full description at Econpapers || Download paper | 3 |
| 29 | 2022 | Rest in Peace Post-Earnings Announcement Drift. (2022). Martineau, Charles. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000122. Full description at Econpapers || Download paper | 3 |
| 30 | 2013 | A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond. (2013). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000006. Full description at Econpapers || Download paper | 3 |
| 31 | 2016 | Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029. Full description at Econpapers || Download paper | 2 |
| 32 | 2020 | Are Corporate Spin-offs Prone to Insider Trading?. (2020). Augustin, Patrick ; Brenner, Menachem ; Subrahmanyam, Marti G ; Hu, Jianfeng. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000084. Full description at Econpapers || Download paper | 2 |
| 33 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell ; Mukhlynina, Lilia. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 2 |
| 34 | 2022 | Diseconomies of Scale in Active Management: Robust Evidence. (2022). Stambaugh, Robert ; Pastor, Lubos ; Zhu, Min ; Taylor, Lucian A ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000121. Full description at Econpapers || Download paper | 2 |
| 35 | 2013 | Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011. Full description at Econpapers || Download paper | 2 |
| 36 | 2016 | Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028. Full description at Econpapers || Download paper | 2 |
| 37 | 2022 | An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns. (2022). Park, Hyuna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000100. Full description at Econpapers || Download paper | 2 |
| 38 | 2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse ; Acharya, Viral. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper | 2 |
| 39 | 2013 | The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares. (2013). Calomiris, Charles ; Miles, William ; Longhofer, Stanley D.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000008. Full description at Econpapers || Download paper | 2 |
| 40 | 2022 | Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia. (2022). Li, Ziyun ; Shao, Yuping ; Chen, Minxia ; Subrahmanyam, Marti G ; Cherian, Joseph. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000124. Full description at Econpapers || Download paper | 2 |
| 41 | 2022 | Understanding the Performance of Components in Betting Against Beta. (2022). Han, Xing. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000099. Full description at Econpapers || Download paper | 2 |
| 42 | 2021 | Mispricing of Index Options with Respect to Stochastic Dominance Bounds?. (2021). Wallmeier, Martin. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000089. Full description at Econpapers || Download paper | 2 |
| 43 | 2013 | Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Case, Karl E. ; Quigley, John M.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009. Full description at Econpapers || Download paper | 2 |
| 44 | 2021 | High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model. (2021). Kruger, Samuel. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000093. Full description at Econpapers || Download paper | 2 |
| 45 | 2016 | Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 35
| Year | Title | |
|---|---|---|
| 2024 | Promoting Reproducibility and Replicability in Political Science. (2024). Peters, Jörg ; Miguel, Edward ; Kotsadam, Andreas ; Johannesson, Magnus ; Dreber, Anna ; Brodeur, Abel ; Desposato, Scott ; Green, Donald P ; Bueno, Natalia S ; Hepplewhite, Matthew ; Young, Lauren ; Esterling, Kevin ; Ankel-Peters, Jorg ; de la Guardia, Fernando Hoces ; Velez, Yamil R ; Genovese, Federica. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:100. Full description at Econpapers || Download paper | |
| 2024 | p-Hacking, Data type and Data-Sharing Policy. (2024). Neisser, Carina ; Cook, Nikolai ; Brodeur, Abel. In: The Economic Journal. RePEc:oup:econjl:v:134:y:2024:i:659:p:985-1018.. Full description at Econpapers || Download paper | |
| 2024 | Do Replications Really Receive Fewer Citations?. (2024). Reed, W. ; Coupé, Tom ; Logchies, Thomas ; Coupe, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:24/15. Full description at Econpapers || Download paper | |
| 2024 | A Comment on Motivated Errors by Exley and Kessler (2024). (2024). Holzmeister, Felix ; Ulasik, Maria ; Auer, Tobias. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:161. Full description at Econpapers || Download paper | |
| 2024 | A scoping review on metrics to quantify reproducibility: a multitude of questions leads to a multitude of metrics. (2024). McCann, Sarah ; Voelkl, Bernhard ; Pawel, Samuel ; Townsin, Louise ; Hartmann, Helena ; Wrbel, Hanno ; Frese, Joris ; Heyard, Rachel ; Held, Leonhard. In: MetaArXiv. RePEc:osf:metaar:apdxk. Full description at Econpapers || Download paper | |
| 2024 | A scoping review on metrics to quantify reproducibility: a multitude of questions leads to a multitude of metrics. (2024). Wrbel, Hanno ; Voelkl, Bernhard ; Frese, Joris ; Pawel, Samuel ; Heyard, Rachel ; Townsin, Louise ; Hartmann, Helena ; Held, Leonhard ; McCann, Sarah. In: MetaArXiv. RePEc:osf:metaar:apdxk_v1. Full description at Econpapers || Download paper | |
| 2024 | Anatomy of recent value premiums travails. (2024). Yin, Libo ; Liao, Huiyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576. Full description at Econpapers || Download paper | |
| 2024 | Nominal price illusion, return skewness, and momentum. (2024). Yan, Shu ; Xu, Zheng ; Jia, Yuecheng ; Zhang, Runyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009292. Full description at Econpapers || Download paper | |
| 2024 | Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Boons, Martijn ; Baba-Yara, Fahiz ; Tamoni, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x. Full description at Econpapers || Download paper | |
| 2024 | Do analysts disseminate anomaly information in China?. (2024). Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001389. Full description at Econpapers || Download paper | |
| 2024 | Missing Values Handling for Machine Learning Portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper | |
| 2024 | Income illusions: challenging the high yield stock narrative. (2024). Chen, Yin ; Israelov, Roni. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1. Full description at Econpapers || Download paper | |
| 2024 | Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Cakici, Nusret ; Metko, Daniel ; Fieberg, Christian ; Zaremba, Adam. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.. Full description at Econpapers || Download paper | |
| 2024 | Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382. Full description at Econpapers || Download paper | |
| 2024 | Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers || Download paper | |
| 2024 | Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411. Full description at Econpapers || Download paper | |
| 2024 | Conditional nonparametric variable screening by neural factor regression. (2024). Fan, Jianqing ; Zhao, Yue ; Wang, Weining. In: Papers. RePEc:arx:papers:2408.10825. Full description at Econpapers || Download paper | |
| 2024 | Evaluation 1 of Biodiversity Risk. (2024). . In: The Unjournal Evaluations. RePEc:bjn:evalua:e1biodiversityrisk. Full description at Econpapers || Download paper | |
| 2024 | VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850. Full description at Econpapers || Download paper | |
| 2024 | Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
| 2024 | Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720. Full description at Econpapers || Download paper | |
| 2024 | The battle of factors. (2024). Sy, Oumar ; Attig, Najah ; Assoe, Kodjovi. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760. Full description at Econpapers || Download paper | |
| 2024 | Comparing factor models with price-impact costs. (2024). Martn-Utrera, Alberto ; Demiguel, Victor ; Li, Sicong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001727. Full description at Econpapers || Download paper | |
| 2024 | A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823. Full description at Econpapers || Download paper | |
| 2024 | Momentum effect on the Moroccan stock market upon the announcement of the organization of the 2030 World Cup â Analysis by abnormal returns and time series. (2024). MAGHNIWI, Rachid ; Oukassi, Mustapha. In: Post-Print. RePEc:hal:journl:hal-04786632. Full description at Econpapers || Download paper | |
| 2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper | |
| 2024 | Asset Pricing in the Resource-Constrained Brain. (2024). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:120526. Full description at Econpapers || Download paper | |
| 2024 | Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537. Full description at Econpapers || Download paper | |
| 2024 | Opportunity discovery or judgment? Value investingâs incompatibility with Austrian economics revisited. (2024). Daher, Trevor ; Rapp, David J. In: The Review of Austrian Economics. RePEc:kap:revaec:v:37:y:2024:i:2:d:10.1007_s11138-023-00616-0. Full description at Econpapers || Download paper | |
| 2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper | |
| 2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
| 2024 | ETF MAX and MIN effects. (2024). Sun, Zhiyue ; Gould, John ; Yang, Joey W. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012072. Full description at Econpapers || Download paper | |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper | |
| 2024 | Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document |
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Recent citations received in 2023
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Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | A reexamination of factor momentum: How strong is it?. (2022). Li, Youwei ; Fan, Minyou ; Liao, Ming ; Liu, Jiadong. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615. Full description at Econpapers || Download paper | |
| 2022 | Testing 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. Full description at Econpapers || Download paper | |
| 2022 | Is the Chinese Anticorruption Campaign Authentic? Evidence from Corporate Investigations. (2022). Shu, Tao ; Griffin, John M ; Liu, Clark. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7248-7273. Full description at Econpapers || Download paper | |
| 2022 | Schumpeter vs. Keynes redux: âStill not deadâ. (2022). Dalton, John ; Gaeto, Lillian R. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2022:i:2:p:569-592. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Predicting 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. Full description at Econpapers || Download paper |
10 most frequent citing series