Citation analysis for Annual Review of Financial Economics / Annual Reviews

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

1.53

5 Years IF

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
2009	0	0.48	1.13	0	16	16	890	17	91	0		0		1	5.9	17	1.06	0.24
2010	3	0.48	2.07	3	14	30	688	55	153	16	48	16	48	1	1.8	7	0.5	0.21
2011	2.5	0.52	1.75	2.5	22	52	853	83	244	30	75	30	75	1	1.2	8	0.36	0.24
2012	1.72	0.52	1.96	2.02	19	71	1262	136	383	36	62	52	105	2	1.5	26	1.37	0.22
2013	3	0.56	2.93	3.21	14	85	274	244	632	41	123	71	228		0		0	0.24
2014	3.18	0.55	3.05	3.28	19	104	868	315	949	33	105	85	279		0	8	0.42	0.23
2015	1.39	0.55	2.54	2.78	22	126	740	320	1269	33	46	88	245		0	14	0.64	0.23
2016	2.27	0.52	3.15	3.11	12	138	311	435	1704	41	93	96	299		0	10	0.83	0.21
2018	3.08	0.55	3.5	3.52	21	159	404	556	2722	12	37	67	236	1	0.2	12	0.57	0.23
2019	1.33	0.56	2.91	2.88	12	171	139	497	3219	21	28	74	213		0	1	0.08	0.23
2020	2.21	0.67	3.71	3.34	15	186	159	690	3909	33	73	67	224		0	3	0.2	0.32
2021	1.85	0.79	3.58	3.05	18	204	99	731	4640	27	50	60	183		0	6	0.33	0.29
2022	1.58	0.83	3.11	2.41	24	228	121	708	5348	33	52	66	159		0	7	0.29	0.25
2023	1.95	0.82	2.91	2.49	31	259	12	754	6102	42	82	90	224		0		0	0.23

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	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	446
2		The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360. Full description at Econpapers \|\| Download paper	372
3	2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	303
4	2009	Finance and Inequality: Theory and Evidence. (2009). Levine, Ross ; Demirguc-Kunt, Asli ; Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318. Full description at Econpapers \|\| Download paper	232
5	2010	Limits of Arbitrage. (2010). Vayanos, Dimitri ; Gromb, Denis. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275. Full description at Econpapers \|\| Download paper	207
6	2010	Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346. Full description at Econpapers \|\| Download paper	182
7	2011	A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345. Full description at Econpapers \|\| Download paper	177
8	2012	Regime Changes and Financial Markets. (2012). Ang, Andrew ; Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337. Full description at Econpapers \|\| Download paper	148
9	2009	Financial Crises: Theory and Evidence. (2009). Carletti, Elena ; Babus, Ana ; Allen, Franklin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:97-116. Full description at Econpapers \|\| Download paper	147
10	2014	Blockholders and Corporate Governance. (2014). Edmans, Alex. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:23-50. Full description at Econpapers \|\| Download paper	137
11	2015	An Overview of Macroprudential Policy Tools. (2015). Claessens, Stijn. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:397-422. Full description at Econpapers \|\| Download paper	130
12	2009	Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381. Full description at Econpapers \|\| Download paper	128
13	2015	Financing Innovation. (2015). Nanda, Ramana ; Kerr, William. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:445-462. Full description at Econpapers \|\| Download paper	122
14	2011	Carry Trade and Momentum in Currency Markets. (2011). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535. Full description at Econpapers \|\| Download paper	121
15	2014	Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). Thakor, Anjan ; AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223. Full description at Econpapers \|\| Download paper	117
16	2016	The Economics of High-Frequency Trading: Taking Stock. (2016). Menkveld, Albert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:1-24. Full description at Econpapers \|\| Download paper	107
17	2011	Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:87-117. Full description at Econpapers \|\| Download paper	93
18	2014	Corporate Liquidity Management: A Conceptual Framework and Survey. (2014). Weisbach, Michael ; Almeida, Heitor ; Campello, Murillo ; Cunha, Igor. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:135-162. Full description at Econpapers \|\| Download paper	86
19		The Term Structure of Interest Rates. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:69-96. Full description at Econpapers \|\| Download paper	78
20	2011	Predictability of Returns and Cash Flows. (2011). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491. Full description at Econpapers \|\| Download paper	78
21	2012	Shadow Banking Regulation. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:99-140. Full description at Econpapers \|\| Download paper	76
22	2009	Volatility Derivatives. (2009). Carr, Peter ; Lee, Roger. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:319-339. Full description at Econpapers \|\| Download paper	74
23	2015	Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending. (2015). Morse, Adair . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:463-482. Full description at Econpapers \|\| Download paper	70
24	2018	Common-Ownership Concentration and Corporate Conduct. (2018). Schmalz, Martin C. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:413-448. Full description at Econpapers \|\| Download paper	69
25	2011	Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307. Full description at Econpapers \|\| Download paper	67
26	2010	CEO Compensation. (2010). Jenter, Dirk ; Frydman, Carola. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:75-102. Full description at Econpapers \|\| Download paper	66
27	2010	Shareholder Voting and Corporate Governance. (2010). Yermack, David. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125. Full description at Econpapers \|\| Download paper	66
28	2018	Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers \|\| Download paper	65
29	2015	Governance of Family Firms. (2015). Guzman, Alexander ; Amit, Raphael ; Trujillo, Maria-Andrea ; Villalonga, Belen. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:635-654. Full description at Econpapers \|\| Download paper	63
30	2011	Global Asset Pricing. (2011). Lewis, Karen K.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:435-466. Full description at Econpapers \|\| Download paper	63
31	2011	The Consequences of Financial Innovation: A Counterfactual Research Agenda. (2011). Lerner, Josh ; Tufano, Peter. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:41-85. Full description at Econpapers \|\| Download paper	63
32	2016	AnalystsÃ¢â¬â¢ Forecasts and Asset Pricing: A Survey. (2016). Kothari, SP ; Verdi, Rodrigo ; So, Eric. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:197-219. Full description at Econpapers \|\| Download paper	59
33	2010	Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47. Full description at Econpapers \|\| Download paper	57
34	2009	Credit Risk Models. (2009). Jarrow, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:37-68. Full description at Econpapers \|\| Download paper	56
35	2011	Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374. Full description at Econpapers \|\| Download paper	55
36	2015	Disaster Risk and Its Implications for Asset Pricing. (2015). Tsai, Jerry ; Wachter, Jessica A. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:219-252. Full description at Econpapers \|\| Download paper	54
37	2013	Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm. (2013). Phillips, Gordon ; Maksimovic, Vojislav. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:225-244. Full description at Econpapers \|\| Download paper	53
38	2016	Deposit Insurance: Theories and Facts. (2016). Jaremski, Matthew ; Calomiris, Charles W. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:97-120. Full description at Econpapers \|\| Download paper	50
39	2013	Too Big to Fail: Causes, Consequences, and Policy Responses. (2013). Strahan, Philip E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:43-61. Full description at Econpapers \|\| Download paper	47
40	2019	Digital Disruption in Banking. (2019). Vives, Xavier. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:11:y:2019:p:243-272. Full description at Econpapers \|\| Download paper	47
41	2009	Financial Contracting: A Survey of Empirical Research and Future Directions. (2009). Sufi, Amir ; Roberts, Michael. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:207-226. Full description at Econpapers \|\| Download paper	46
42	2013	Interest Rates and the Bank Risk-Taking Channel. (2013). Marquez, Robert ; Dell'ariccia, Giovanni. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:123-141. Full description at Econpapers \|\| Download paper	45
43	2018	Intermediary Asset Pricing and the Financial Crisis. (2018). Krishnamurthy, Arvind ; He, Zhiguo. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:173-197. Full description at Econpapers \|\| Download paper	45
44	2011	Banking Crises: A Review. (2011). Laeven, Luc. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:17-40. Full description at Econpapers \|\| Download paper	44
45	2018	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty. (2018). Zhou, Hao. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:481-497. Full description at Econpapers \|\| Download paper	43
46	2012	Federal Reserve Liquidity Provision during the Financial Crisis of 2007Ã¢â¬â2009. (2012). Fleming, Michael. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:161-177. Full description at Econpapers \|\| Download paper	42
47	2009	Capital Market-Driven Corporate Finance. (2009). Baker, Malcolm. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:181-205. Full description at Econpapers \|\| Download paper	41
48	2013	Financial Contagion and Network Analysis. (2013). Summer, Martin. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:277-297. Full description at Econpapers \|\| Download paper	40
49	2016	Globalization and Asset Returns. (2016). Harvey, Campbell ; Bekaert, Geert ; Wang, Xiaozheng ; Kiguel, Andrea . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:221-288. Full description at Econpapers \|\| Download paper	40
50	2014	Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature. (2014). Flannery, Mark J.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:225-240. Full description at Econpapers \|\| Download paper	40

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	The Real Effects of Financial Markets. (2012). Edmans, Alex ; Bond, Philip ; Goldstein, Itay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:339-360. Full description at Econpapers \|\| Download paper	81
2	2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	55
3	2012	A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:255-296. Full description at Econpapers \|\| Download paper	40
4	2015	Financing Innovation. (2015). Nanda, Ramana ; Kerr, William. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:445-462. Full description at Econpapers \|\| Download paper	39
5	2009	Finance and Inequality: Theory and Evidence. (2009). Levine, Ross ; Demirguc-Kunt, Asli ; Asli Demirgüç-Kunt, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:287-318. Full description at Econpapers \|\| Download paper	37
6	2014	Blockholders and Corporate Governance. (2014). Edmans, Alex. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:23-50. Full description at Econpapers \|\| Download paper	34
7	2022	The Pricing and Ownership of US Green Bonds. (2022). Wurgler, Jeffrey ; Serafeim, George ; Bergstresser, Daniel ; Baker, Malcolm. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:14:y:2022:p:415-437. Full description at Econpapers \|\| Download paper	31
8	2018	Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers \|\| Download paper	30
9	2012	Regime Changes and Financial Markets. (2012). Ang, Andrew ; Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:313-337. Full description at Econpapers \|\| Download paper	29
10	2016	The Economics of High-Frequency Trading: Taking Stock. (2016). Menkveld, Albert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:1-24. Full description at Econpapers \|\| Download paper	26
11	2016	AnalystsÃ¢â¬â¢ Forecasts and Asset Pricing: A Survey. (2016). Kothari, SP ; Verdi, Rodrigo ; So, Eric. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:197-219. Full description at Econpapers \|\| Download paper	25
12	2011	A Review of Empirical Capital Structure Research and Directions for the Future. (2011). Graham, John R. ; Leary, Mark T.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:309-345. Full description at Econpapers \|\| Download paper	25
13	2010	Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:315-346. Full description at Econpapers \|\| Download paper	23
14	2019	Digital Disruption in Banking. (2019). Vives, Xavier. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:11:y:2019:p:243-272. Full description at Econpapers \|\| Download paper	23
15	2020	Textual Analysis in Finance. (2020). McDonald, Bill ; Loughran, Tim. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:12:y:2020:p:357-375. Full description at Econpapers \|\| Download paper	23
16	2018	Common-Ownership Concentration and Corporate Conduct. (2018). Schmalz, Martin C. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:413-448. Full description at Econpapers \|\| Download paper	22
17	2014	Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain?. (2014). Thakor, Anjan ; AnjanV. Thakor, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:185-223. Full description at Econpapers \|\| Download paper	22
18	2022	Factor Models, Machine Learning, and Asset Pricing. (2022). Xiu, Dacheng ; Kelly, Bryan ; Giglio, Stefano. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:14:y:2022:p:337-368. Full description at Econpapers \|\| Download paper	22
19	2015	An Overview of Macroprudential Policy Tools. (2015). Claessens, Stijn. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:397-422. Full description at Econpapers \|\| Download paper	21
20	2015	Governance of Family Firms. (2015). Guzman, Alexander ; Amit, Raphael ; Trujillo, Maria-Andrea ; Villalonga, Belen. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:635-654. Full description at Econpapers \|\| Download paper	18
21	2014	Corporate Liquidity Management: A Conceptual Framework and Survey. (2014). Weisbach, Michael ; Almeida, Heitor ; Campello, Murillo ; Cunha, Igor. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:135-162. Full description at Econpapers \|\| Download paper	18
22	2010	Limits of Arbitrage. (2010). Vayanos, Dimitri ; Gromb, Denis. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:251-275. Full description at Econpapers \|\| Download paper	17
23	2022	Zombie Lending: Theoretical, International, and Historical Perspectives. (2022). Steffen, Sascha ; Eisert, Tim ; Crosignani, Matteo ; Acharya, Viral V. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:14:y:2022:p:21-38. Full description at Econpapers \|\| Download paper	16
24	2015	Peer-to-Peer Crowdfunding: Information and the Potential for Disruption in Consumer Lending. (2015). Morse, Adair . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:463-482. Full description at Econpapers \|\| Download paper	15
25	2018	Risks in Chinas Financial System. (2018). Xiong, Wei ; Song, Zheng. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:261-286. Full description at Econpapers \|\| Download paper	15
26	2019	Direct Versus Iterated Multiperiod Volatility Forecasts. (2019). Plazzi, Alberto ; Dossani, Asad ; Rubia, Antonio ; Valkanov, Rossen ; Ghysels, Eric. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:11:y:2019:p:173-195. Full description at Econpapers \|\| Download paper	15
27	2021	The Rise of Digital Money. (2021). Mancini-Griffoli, Tommaso ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:13:y:2021:p:57-77. Full description at Econpapers \|\| Download paper	15
28	2020	Portfolio Choice Over the Life Cycle: A Survey. (2020). Gomes, Francisco . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:12:y:2020:p:277-304. Full description at Econpapers \|\| Download paper	14
29	2020	Institutions and Innovation. (2020). Tian, Xuan ; He, Jie. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:12:y:2020:p:377-398. Full description at Econpapers \|\| Download paper	14
30	2011	Predictability of Returns and Cash Flows. (2011). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:467-491. Full description at Econpapers \|\| Download paper	12
31	2021	The Economics of Central Clearing. (2021). Menkveld, Albert ; Vuillemey, Guillaume. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:13:y:2021:p:153-178. Full description at Econpapers \|\| Download paper	12
32	2015	Disaster Risk and Its Implications for Asset Pricing. (2015). Tsai, Jerry ; Wachter, Jessica A. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:219-252. Full description at Econpapers \|\| Download paper	12
33	2011	Carry Trade and Momentum in Currency Markets. (2011). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:511-535. Full description at Econpapers \|\| Download paper	12
34	2018	Systemic Risk 10 Years Later. (2018). Engle, Robert. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:125-152. Full description at Econpapers \|\| Download paper	11
35	2015	Hedge Funds: A Dynamic Industry in Transition. (2015). Lo, Andrew W ; Lee, Peter A ; Getmansky, Mila. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:7:y:2015:p:483-577. Full description at Econpapers \|\| Download paper	11
36	2014	Information Transmission in Finance. (2014). Tetlock, Paul C.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:365-384. Full description at Econpapers \|\| Download paper	11
37	2010	Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:25-47. Full description at Econpapers \|\| Download paper	10
38	2009	Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:1:y:2009:p:361-381. Full description at Econpapers \|\| Download paper	10
39	2011	Equilibrium in the Initial Public Offerings Market. (2011). Ritter, Jay. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:347-374. Full description at Econpapers \|\| Download paper	10
40	2021	Banks and Negative Interest Rates. (2021). Schepens, Glenn ; Saidi, Farzad ; Heider, Florian. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:13:y:2021:p:201-218. Full description at Econpapers \|\| Download paper	10
41	2013	Conglomerate Firms, Internal Capital Markets, and the Theory of the Firm. (2013). Phillips, Gordon ; Maksimovic, Vojislav. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:225-244. Full description at Econpapers \|\| Download paper	10
42	2010	Shareholder Voting and Corporate Governance. (2010). Yermack, David. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:2:y:2010:p:103-125. Full description at Econpapers \|\| Download paper	10
43	2021	Consumer Protection for Financial Inclusion in Low- and Middle-Income Countries: Bridging Regulator and Academic Perspectives. (2021). Zinman, Jonathan ; Sanford, Caitlin ; Mazer, Rafe ; Karlan, Dean ; Gine, Xavier ; Garz, Seth. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:13:y:2021:p:219-246. Full description at Econpapers \|\| Download paper	9
44	2018	Intermediary Asset Pricing and the Financial Crisis. (2018). Krishnamurthy, Arvind ; He, Zhiguo. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:173-197. Full description at Econpapers \|\| Download paper	9
45	2019	Measuring the Cost of Bailouts. (2019). Lucas, Deborah. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:11:y:2019:p:85-108. Full description at Econpapers \|\| Download paper	9
46	2016	Globalization and Asset Returns. (2016). Harvey, Campbell ; Bekaert, Geert ; Wang, Xiaozheng ; Kiguel, Andrea . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:8:y:2016:p:221-288. Full description at Econpapers \|\| Download paper	9
47	2011	Financial Intermediary Balance Sheet Management. (2011). Shin, Hyun Song ; Adrian, Tobias. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:3:y:2011:p:289-307. Full description at Econpapers \|\| Download paper	9
48	2020	The Information View of Financial Crises. (2020). Holmstrom, Bengt ; Gorton, Gary. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:12:y:2020:p:39-65. Full description at Econpapers \|\| Download paper	8
49	2022	Some Simple Economics of Stablecoins. (2022). Shah, Nihar ; de Gortari, Alonso ; Catalini, Christian. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:14:y:2022:p:117-135. Full description at Econpapers \|\| Download paper	8
50	2013	Too Big to Fail: Causes, Consequences, and Policy Responses. (2013). Strahan, Philip E.. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:5:y:2013:p:43-61. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor: 84

Year	Title
2024
2024
2024	Contagious stablecoins?. (2024). Zelzner, Sebastian ; Gersbach, Hans ; van Buggenum, Hugo. In: CFS Working Paper Series. RePEc:zbw:cfswop:285365. Full description at Econpapers \|\| Download paper
2024	Flight-to-qualityâMoney market mutual funds and stablecoins during the March 2023 banking crisis. (2024). Smales, Lee ; Baur, Dirk G ; Oefele, Nico. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004901. Full description at Econpapers \|\| Download paper
2024	Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988. Full description at Econpapers \|\| Download paper
2024	Digital money creation and algorithmic stablecoin run. (2024). Samphantharak, Krislert ; Saengchote, Kanis. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004653. Full description at Econpapers \|\| Download paper
2024
2024	International Banking and Nonbank Financial Intermediation: Global Liquidity, Regulation, and Implications. (2024). Goldberg, Linda ; Buch, Claudia M. In: Staff Reports. RePEc:fip:fednsr:97968. Full description at Econpapers \|\| Download paper
2024
2024	How Much Can Families Afford to Pay for College?. (2024). Hinrichs, Peter. In: NBER Chapters. RePEc:nbr:nberch:14966. Full description at Econpapers \|\| Download paper
2024	Borrow now, pay even later: A quantitative analysis of student debt payment plans. (2024). Clara, Nuno ; Boutros, Michael ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001211. Full description at Econpapers \|\| Download paper
2024	Whats in a Bill? A Model of Imperfect Moral Hazard in Healthcare. (2022). Zhu, ED ; Anderson, David M ; Hoagland, Alex. In: Papers. RePEc:arx:papers:2211.01116. Full description at Econpapers \|\| Download paper
2024	Medical bill shock and imperfect moral hazard. (2024). Hoagland, Alex ; Zhu, ED ; Anderson, David M. In: Journal of Public Economics. RePEc:eee:pubeco:v:236:y:2024:i:c:s0047272724000884. Full description at Econpapers \|\| Download paper
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2024	Zombie-lending during the pandemic in India: Did the Central Bank reduce credit misallocation concerns of forbearance?. (2024). Kaur, Jasmeet ; Chakrabarti, Prasenjit. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:1:p:153-170. Full description at Econpapers \|\| Download paper
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2024
2024	The Extent and Efficiency of Credit Reallocation During Economic Downturns. (2024). Uesugi, Iichiro ; Sakai, Koji. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:574-:d:1547766. Full description at Econpapers \|\| Download paper
2024
2024	Access to capital and investment composition: Evidence from fracking in North Dakota. (2024). Swem, Nathan ; Schiff, Avishai ; Liu, Zack. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000360. Full description at Econpapers \|\| Download paper
2024	Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers \|\| Download paper
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2024	From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779. Full description at Econpapers \|\| Download paper
2024	The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x. Full description at Econpapers \|\| Download paper
2024
2024	From fundamental signals to stock volatility: A machine learning approach. (2024). Ma, Tian ; Liao, Cunfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000349. Full description at Econpapers \|\| Download paper
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2024	Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830. Full description at Econpapers \|\| Download paper
2024	From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367. Full description at Econpapers \|\| Download paper
2024	Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56. Full description at Econpapers \|\| Download paper
2024	Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338. Full description at Econpapers \|\| Download paper
2024	Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options. (2024). Kumar, Pawan ; Singh, Vipul Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-024-00348-1. Full description at Econpapers \|\| Download paper
2024	Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715. Full description at Econpapers \|\| Download paper
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2024	Is the government always greener?. (2024). Zaghini, Andrea ; Vigne, Samuel ; Perdichizzi, Salvatore ; di Tommaso, Caterina. In: CFS Working Paper Series. RePEc:zbw:cfswop:285366. Full description at Econpapers \|\| Download paper
2024	The green sin: how exchange rate volatility and financial openness affect green premia. (2024). Zaghini, Andrea ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1447_24. Full description at Econpapers \|\| Download paper
2024	Unconventionally green. (2024). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1453_24. Full description at Econpapers \|\| Download paper
2024
2024
2024	The green corporate bond issuance premium. (2024). Rapp, Andreas C ; Caramichael, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000463. Full description at Econpapers \|\| Download paper
2024	Unconventional green. (2024). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x. Full description at Econpapers \|\| Download paper
2024	How does greenness translate into greenium? Evidence from Chinas green bonds. (2024). Li, Xiru ; Lin, Renda ; Zhu, BO ; Zhou, Sitong ; Zeng, Lidan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002196. Full description at Econpapers \|\| Download paper
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2024	Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171. Full description at Econpapers \|\| Download paper
2024	Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers \|\| Download paper
2024	Green bond issuance and credit risk: International evidence. (2024). Shen, Long ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000799. Full description at Econpapers \|\| Download paper
2024	A review on ESG investing: Investorsâ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; KrÃ¤ussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers \|\| Download paper
2024	The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533. Full description at Econpapers \|\| Download paper
2024	Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Hajek, Petr ; Sharif, Taimur ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367. Full description at Econpapers \|\| Download paper
2024
2024	Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x. Full description at Econpapers \|\| Download paper
2024	Does the international oil market interact with Chinaâs financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers \|\| Download paper
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2024	The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211. Full description at Econpapers \|\| Download paper
2024	Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290. Full description at Econpapers \|\| Download paper
2024	Financial Intermediation and Climate Change in a Production and Investment Network Model for the Euro Area. (2024). Kantur, Zeynep ; Gruning, Patrick. In: Working Papers. RePEc:ltv:wpaper:202406. Full description at Econpapers \|\| Download paper
2024
2024
2024	Collective Bargaining about Corporate Social Responsibility. (2024). Goerke, Laszlo ; Paulus, Nora. In: IAAEU Discussion Papers. RePEc:iaa:dpaper:202401. Full description at Econpapers \|\| Download paper
2024
2024	Collective bargaining about corporate social responsibility. (2024). Paulus, Nora ; Goerke, Laszlo. In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique. RePEc:wly:canjec:v:57:y:2024:i:4:p:1285-1313. Full description at Econpapers \|\| Download paper
2024
2024	Targeted policies and household consumption dynamics: Evidence from high-frequency transaction data. (2024). Bonaccorsi, Giovanni ; Scotti, Francesco ; Pierri, Francesco ; Pammolli, Fabio ; Flori, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:111-134. Full description at Econpapers \|\| Download paper
2024
2024

Recent citations

Recent citations received in 2023

Year	Citing document

Recent citations received in 2022

Year	Citing document
2022	Debt Revenue and the Sustainability of Public Debt. (2022). Reis, Ricardo. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:103-24. Full description at Econpapers \|\| Download paper
2022	Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model. (2022). Song, Kyungchul ; Rotuarescu, Andreea ; Possnig, Clemens. In: Papers. RePEc:arx:papers:2211.08995. Full description at Econpapers \|\| Download paper
2022	The Impact of US Medical Product Regulatory Complexity on Innovation: Preliminary Evidence of Interdependence, Early Acceleration, and Subsequent Inversion. (2022). Daizadeh, Iraj. In: Papers. RePEc:arx:papers:2211.12998. Full description at Econpapers \|\| Download paper
2022	Reforming public debt governance in Turkey to reach debt sustainability. (2022). TOGAN EGRICAN, Asli ; Caner, Seluk ; Erican, Asli Togan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:5:p:1057-1076. Full description at Econpapers \|\| Download paper
2022	Loan renegotiation and the long-term impact on total factor productivity. (2022). Serrano, Antonio Sanchez. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:4:s266614382200028x. Full description at Econpapers \|\| Download paper
2022	Greening the Financial Sector: Evidence from Bank Green Bonds. (2022). Bedendo, M ; Nocera, G ; Siming, L. In: Post-Print. RePEc:hal:journl:hal-04318899. Full description at Econpapers \|\| Download paper
2022	Unveiling living dead: characteristics and consequences of zombie firms. (2022). Rashid, Tayyiba ; Nasir, Adeel ; Khan, Kanwal Iqbal. In: Cogent Business & Management. RePEc:taf:oabmxx:v:9:y:2022:i:1:p:2121240. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Bank interest rate margins in a negative interest rate environment. (2021). Kakes, Jan ; Freriks, Jorien. In: Working Papers. RePEc:dnb:dnbwpp:721. Full description at Econpapers \|\| Download paper
2021	Should Central Banks Issue Digital Currency?. (2021). Sanches, Daniel ; Keister, Todd. In: Working Papers. RePEc:fip:fedpwp:93351. Full description at Econpapers \|\| Download paper
2021	Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint. (2021). Prepuk, Andrea ; Muratov-Szabo, Kira ; Friesz, Melinda ; Varadi, Kata. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:148-:d:617590. Full description at Econpapers \|\| Download paper
2021	Who owns international business?. (2021). Grosse, Robert. In: UNCTAD Transnational Corporations Journal. RePEc:unc:tncjou:80. Full description at Econpapers \|\| Download paper
2021	Fundamental questions on central counterparties: A review of the literature. (2021). Berndsen, Ron. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2009-2022. Full description at Econpapers \|\| Download paper
2021	Wealth inequality: Opportunity or unfairness?. (2021). Haliassos, Michael ; Karabulut, Yigitcan ; Jansson, Thomas. In: IMFS Working Paper Series. RePEc:zbw:imfswp:161. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	90	131
2	Journal of Financial Economics / Elsevier	295	127
3	International Review of Financial Analysis / Elsevier	71	120
4	Journal of Corporate Finance / Elsevier	96	101
5	Journal of Banking & Finance / Elsevier	176	97
6	Finance Research Letters / Elsevier	75	70
7	International Review of Economics & Finance / Elsevier	59	59
8	Journal of Finance / American Finance Association	352	58
9	MPRA Paper / University Library of Munich, Germany	131	55
10	Management Science / INFORMS	186	54
11	Energy Economics / Elsevier	164	48