[Raw
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[50 most relevant papers]
[cites used to compute IF]
[Recent
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| 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 | 586 | 19 | 28 | 0 | 0 | 0 | 19 | 3.8 | 0.21 | |||
| 2013 | 4 | 0.54 | 2.82 | 4 | 6 | 11 | 163 | 31 | 59 | 5 | 20 | 5 | 20 | 0 | 6 | 1 | 0.23 | |
| 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 | 0.52 | 4.5 | 5.31 | 6 | 22 | 108 | 99 | 223 | 11 | 21 | 16 | 85 | 0 | 2 | 0.33 | 0.22 | |
| 2016 | 0.82 | 0.5 | 3.18 | 3.91 | 12 | 34 | 305 | 108 | 331 | 11 | 9 | 22 | 86 | 0 | 11 | 0.92 | 0.2 | |
| 2017 | 1.22 | 0.51 | 2.62 | 2.59 | 11 | 45 | 170 | 118 | 449 | 18 | 22 | 34 | 88 | 0 | 16 | 1.45 | 0.2 | |
| 2018 | 1.61 | 0.52 | 2.64 | 1.53 | 5 | 50 | 6 | 132 | 581 | 23 | 37 | 40 | 61 | 0 | 0 | 0.22 | ||
| 2019 | 1.38 | 0.53 | 1.92 | 1.51 | 15 | 65 | 67 | 125 | 706 | 16 | 22 | 39 | 59 | 1 | 0.8 | 4 | 0.27 | 0.21 |
| 2020 | 0.25 | 0.63 | 2.05 | 1.82 | 8 | 73 | 18 | 150 | 856 | 20 | 5 | 49 | 89 | 0 | 0 | 0.3 | ||
| 2021 | 0.65 | 0.73 | 2.25 | 1.73 | 12 | 85 | 8 | 191 | 1047 | 23 | 15 | 51 | 88 | 0 | 1 | 0.08 | 0.27 | |
| 2022 | 0.25 | 0.72 | 1.48 | 0.65 | 22 | 107 | 101 | 158 | 1205 | 20 | 5 | 51 | 33 | 0 | 4 | 0.18 | 0.22 | |
| 2023 | 0.62 | 0.67 | 1.3 | 0.6 | 11 | 118 | 4 | 153 | 1358 | 34 | 21 | 62 | 37 | 0 | 0 | 0.19 | ||
| 2024 | 1.09 | 0.73 | 1.2 | 0.76 | 14 | 132 | 7 | 159 | 1517 | 33 | 36 | 68 | 52 | 0 | 0 | 0.22 | ||
| 2025 | 0.4 | 0.96 | 0.98 | 0.76 | 16 | 148 | 1 | 145 | 1662 | 25 | 10 | 67 | 51 | 0 | 1 | 0.06 | 0.28 |
| 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 |
| # | 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 | 204 |
| 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 | 196 |
| 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 | 194 |
| 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 | 170 |
| 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 | 87 |
| 6 | 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 | 85 |
| 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 | 83 |
| 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 | 80 |
| 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 | 62 |
| 10 | 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 | 55 |
| 11 | 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 |
| 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 | 39 |
| 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 | 20 |
| 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 | 19 |
| 17 | 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 |
| 18 | 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 | 17 |
| 19 | 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 |
| 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 | 14 |
| 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 | 13 |
| 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 | 13 |
| 23 | 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 | 12 |
| 24 | 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 |
| 25 | 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 |
| 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 | 9 |
| 27 | 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 |
| 28 | 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 |
| 29 | 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 | 9 |
| 30 | 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 |
| 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 | 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 |
| 33 | 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 | 6 |
| 34 | 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 |
| 35 | 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 | 6 |
| 36 | 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 |
| 37 | 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 |
| 38 | 2022 | Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108. Full description at Econpapers || Download paper | 5 |
| 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 | 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 |
| 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 | 4 |
| 42 | 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 | 4 |
| 43 | 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 | 4 |
| 44 | 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 |
| 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 | 3 |
| 46 | 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 |
| 47 | 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 |
| 48 | 2019 | A Review of the Returnâââ‰â¬ÂIlliquidity Relationship. (2019). Smith, Tom ; Drienko, Jozef ; von Reibnitz, Anna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000052. Full description at Econpapers || Download paper | 2 |
| 49 | 2023 | Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence. (2023). Harvey, Campbell R ; Siddique, Akhtar. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000134. Full description at Econpapers || Download paper | 2 |
| 50 | 2017 | Catering Through Nominal Share Prices Revisited. (2017). Perez, M. Fabricio ; Shkilko, Andriy. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000042. Full description at Econpapers || Download paper | 2 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 40 |
| 2 | 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 | 31 |
| 3 | 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 | 22 |
| 4 | 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 | 21 |
| 5 | 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 | 20 |
| 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 | 16 |
| 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 | 15 |
| 8 | 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 | 11 |
| 9 | 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 | 11 |
| 10 | 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 |
| 11 | 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 | 8 |
| 12 | 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 | 8 |
| 13 | 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 | 7 |
| 14 | 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 |
| 15 | 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 | 6 |
| 16 | 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 | 5 |
| 17 | 2022 | Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108. Full description at Econpapers || Download paper | 5 |
| 18 | 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 | 4 |
| 19 | 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 | 4 |
| 20 | 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 | 4 |
| 21 | 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 | 4 |
| 22 | 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 | 3 |
| 23 | 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 |
| 24 | 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 |
| 25 | 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 | 3 |
| 26 | 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 |
| 27 | 2024 | The Relation Between Equity Misvaluation and Stock Payment in Mergers is Spurious. (2024). Officer, Micah S ; Cousin, Jean-Gabriel ; de Bodt, Eric. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000144. Full description at Econpapers || Download paper | 2 |
| 28 | 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 |
| 29 | 2023 | A New Look at Expected Stock Returns and Volatility. (2023). Robins, Russell P ; Smith, Geoffrey Peter. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000130. Full description at Econpapers || Download paper | 2 |
| 30 | 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 | 2 |
| 31 | 2023 | Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence. (2023). Harvey, Campbell R ; Siddique, Akhtar. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000134. Full description at Econpapers || Download paper | 2 |
| 32 | 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 |
| 33 | 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 | 2 |
| 34 | 2024 | Identification Using Russell 1000/2000 Index Assignments: A Discussion of Methodologies. (2024). Keim, Donald B ; Gormley, Todd A ; Appel, Ian R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000139. Full description at Econpapers || Download paper | 2 |
| 35 | 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 | 2 |
| 36 | 2019 | A Review of the Returnâââ‰â¬ÂIlliquidity Relationship. (2019). Smith, Tom ; Drienko, Jozef ; von Reibnitz, Anna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000052. Full description at Econpapers || Download paper | 2 |
| 37 | 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 | 2 |
| 38 | 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 |
| 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 | 2 |
| 40 | 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 |
| Year | Title | |
|---|---|---|
| 2025 | An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x. Full description at Econpapers || Download paper | |
| 2025 | Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518. Full description at Econpapers || Download paper | |
| 2025 | Skewness Premium for ShortâTerm Exposure to Squared Market Returns. (2025). Wallmeier, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1091-1099. Full description at Econpapers || Download paper | |
| 2025 | Does the CAPM drive misvaluations in M&As?. (2025). Schneider, Christoph ; Hark, Paul F. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:2:d:10.1007_s11573-024-01216-5. Full description at Econpapers || Download paper | |
| 2025 | Does passive ownership affect corporate governance? Evidence from the Bank of Japanâs ETF purchasing program. (2025). Yamada, Kazuo ; Sai, Masumi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001801. Full description at Econpapers || Download paper | |
| 2025 | CEO neuroticism and corporate cash holdings: Evidence from CEOsâ tweets. (2025). Lin, Chih-Yung ; Bui, Dien Giau ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001002. Full description at Econpapers || Download paper | |
| 2025 | Too big to fail? Asymmetric effects of quantitative easing. (2025). Lin, Chih-Yung ; Chou, Robin K ; Lu, Chien-Lin ; Chen, Hsuan-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000142. Full description at Econpapers || Download paper | |
| 2025 | Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash. (2025). Görtz, Christoph ; Grtz, Christoph ; Cho, Rachel ; Schrder, Max ; McGowan, Danny. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12054. Full description at Econpapers || Download paper | |
| 2025 | Do âcaptiveâ spin-offs create value? Evidence from Korea. (2025). Lee, Sangwon ; Kang, Hyung Cheol. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010840. Full description at Econpapers || Download paper | |
| 2025 | Beyond Russell reconstitution: A re-examination of methodologies for natural experiments. (2025). Young, Alex ; Wei, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001470. Full description at Econpapers || Download paper |
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| 2025 | Adverse selection in deposit insurance and government funding following the 2023 banking crisis. (2025). Huberdeau-Reid, David A ; Pennacchi, George G. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000336. Full description at Econpapers || Download paper |
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| 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 |