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Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
17
Impact Factor (IF)
0.4
5 Years IF
0.76
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2012 0 0.5 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
50 most cited documents in this series
#YearTitleCited
12012Corporate 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
22012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

196
32012An 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
42016Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036.

Full description at Econpapers || Download paper

170
52015The Cross-section of Expected Stock Returns. (2015). Lewellen, Jonathan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000024.

Full description at Econpapers || Download paper

87
62016Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037.

Full description at Econpapers || Download paper

85
72017Inflation 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
82013Wealth 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
92013Should 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
102022Open Source Cross-Sectional Asset Pricing. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000112.

Full description at Econpapers || Download paper

55
112012Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003.

Full description at Econpapers || Download paper

44
122017The 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
132014Bank 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
142012Capital Structure Choices. (2012). French, Kenneth ; Fama, Eugene F.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

23
152017Acquisitions 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
162015Seasonal Variation in Treasury Returns. (2015). Kramer, Lisa ; Levi, Maurice D. ; Kamstra, Mark J.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000021.

Full description at Econpapers || Download paper

19
172013The 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.

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18
182019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

17
192016Problems 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.

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17
202019Reproducing, 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
212019Liquidity 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
222017The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033.

Full description at Econpapers || Download paper

13
232022Explaining the Recent Failure of Value Investing. (2022). Anup, Srivastava ; Lev, Baruch. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000115.

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12
242013A 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.

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11
252022Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say “Often Notâ€. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053.

Full description at Econpapers || Download paper

11
262016Uncertainty and Valuations. (2016). Yan, Hongjun ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

9
272016Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds. (2016). Rau, Raghavendra ; Pukthuanthong, Kantura ; Phillips, Blake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000032.

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9
282019Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Velikov, Mihail. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076.

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9
292020Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087.

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9
302016No More Weekend Effect. (2016). Robins, Russell P ; Smith, Geoffrey Peter. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000038.

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8
312016Law and Ownership Reexamined. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000029.

Full description at Econpapers || Download paper

7
322019Editorial: Replication in Financial Economics. (2019). Harvey, Campbell R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

Full description at Econpapers || Download paper

7
332022Rest 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
342019Economics with Market Liquidity Risk. (2019). Pedersen, Lasse ; Acharya, Viral. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083.

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6
352020The 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
362013Dynamic Corporate Finance is Useful: A Comment on Welch (2013). (2013). Whited, Toni ; Strebulaev, Ilya A.. In: Critical Finance Review. RePEc:now:jnlcfr:104.000000011.

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5
372017Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Ragusa, Giuseppe ; Borri, Nicola. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050.

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5
382022Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108.

Full description at Econpapers || Download paper

5
392022It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect. (2022). Durand, Robert B ; Gould, John ; Gorman, Jake ; Akhtar, Farida. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123.

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4
402019Asset 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.

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4
412022Understanding 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
422019Illiquidity 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.

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4
432017When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040.

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4
442018Why 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.

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4
452016Another Look at Market Responses to Tangible and Intangible Information. (2016). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000031.

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3
462024The 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.

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3
472021High 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.

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3
482019A Review of the Return—Illiquidity Relationship. (2019). Smith, Tom ; Drienko, Jozef ; von Reibnitz, Anna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000052.

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2
492023Conditional 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.

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2
502017Catering Through Nominal Share Prices Revisited. (2017). Perez, M. Fabricio ; Shkilko, Andriy. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000042.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12022Open 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
22016Shock-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
32015The 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
42012Corporate 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
52012An 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
62012The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment. (2012). Campbell, John ; Beeler, Jason . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000004.

Full description at Econpapers || Download paper

16
72017Inflation 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
82022Explaining 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
92016Supply 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
102022Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say “Often Notâ€. (2022). Li, Phillip ; Chang, Andrew C. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000053.

Full description at Econpapers || Download paper

9
112017Acquisitions 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
122013Should 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
132019Reproducing, 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
142020Patents 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
152022Rest 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
162019Liquidity 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
172022Simply Better Market Betas. (2022). welch, ivo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000108.

Full description at Econpapers || Download paper

5
182019Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073.

Full description at Econpapers || Download paper

4
192013Wealth 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
202015Seasonal 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
212017The 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
222020The 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
232024The 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
242016Uncertainty and Valuations. (2016). Yan, Hongjun ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020.

Full description at Econpapers || Download paper

3
252019Editorial: Replication in Financial Economics. (2019). Harvey, Campbell R. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080.

Full description at Econpapers || Download paper

3
262022Understanding 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
272024The 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.

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2
282022Diseconomies 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.

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2
292023A 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
302014Bank 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
312023Conditional 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
322016Another 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
332018Why 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
342024Identification 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.

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2
352012Capital Structure Choices. (2012). French, Kenneth ; Fama, Eugene F.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002.

Full description at Econpapers || Download paper

2
362019A Review of the Return—Illiquidity 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
372017The 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
382021Mispricing of Index Options with Respect to Stochastic Dominance Bounds?. (2021). Wallmeier, Martin. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000089.

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2
392022It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’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
402021High 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
Citing documents used to compute impact factor: 10
YearTitle
2025An 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.

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2025Machine 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.

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2025Skewness Premium for Short‐Term 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.

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2025Does 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.

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2025Does passive ownership affect corporate governance? Evidence from the Bank of Japan’s 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.

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2025CEO neuroticism and corporate cash holdings: Evidence from CEOs’ 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.

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2025Too 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.

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2025Defining 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.

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2025Do “captive” 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.

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2025Beyond 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.

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2025Adverse 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.

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Recent citations received in 2022

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2022A 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.

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

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

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

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