Critical Finance Review / now publishers
Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
16
Impact Factor (IF)
0.73
5 Years IF
0.51
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 | 0.52 | 3.6 | 0 | 5 | 5 | 547 | 18 | 27 | 0 | 0 | 0 | 18 | 3.6 | 0.22 | |||
| 2013 | 4 | 0.56 | 2.82 | 4 | 6 | 11 | 151 | 31 | 58 | 5 | 20 | 5 | 20 | 0 | 6 | 1 | 0.24 | |
| 2014 | 5.18 | 0.55 | 4 | 5.18 | 5 | 16 | 29 | 64 | 122 | 11 | 57 | 11 | 57 | 0 | 0 | 0.23 | ||
| 2015 | 1.91 | 0.55 | 4.5 | 5.31 | 6 | 22 | 91 | 99 | 221 | 11 | 21 | 16 | 85 | 0 | 2 | 0.33 | 0.23 | |
| 2016 | 0.82 | 0.52 | 3.15 | 3.86 | 12 | 34 | 263 | 107 | 328 | 11 | 9 | 22 | 85 | 0 | 11 | 0.92 | 0.21 | |
| 2017 | 1.22 | 0.54 | 2.6 | 2.56 | 11 | 45 | 150 | 117 | 445 | 18 | 22 | 34 | 87 | 0 | 16 | 1.45 | 0.22 | |
| 2018 | 1.61 | 0.55 | 2.62 | 1.53 | 5 | 50 | 4 | 131 | 576 | 23 | 37 | 40 | 61 | 0 | 0 | 0.23 | ||
| 2019 | 1.38 | 0.56 | 1.91 | 1.49 | 15 | 65 | 47 | 124 | 700 | 16 | 22 | 39 | 58 | 1 | 0.8 | 4 | 0.27 | 0.23 |
| 2020 | 0.25 | 0.67 | 2 | 1.78 | 8 | 73 | 9 | 146 | 846 | 20 | 5 | 49 | 87 | 0 | 0 | 0.32 | ||
| 2021 | 0.65 | 0.79 | 2.19 | 1.73 | 12 | 85 | 5 | 186 | 1032 | 23 | 15 | 51 | 88 | 0 | 1 | 0.08 | 0.29 | |
| 2022 | 0.2 | 0.83 | 1.39 | 0.63 | 22 | 107 | 47 | 149 | 1181 | 20 | 4 | 51 | 32 | 0 | 4 | 0.18 | 0.25 | |
| 2023 | 0.56 | 0.82 | 1.1 | 0.52 | 11 | 118 | 0 | 130 | 1311 | 34 | 19 | 62 | 32 | 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 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 191 |
| 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 | 183 |
| 3 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 177 |
| 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 | 138 |
| 5 | 2016 | Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors. (2016). Davidoff, Thomas. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000037. Full description at Econpapers || Download paper | 77 |
| 6 | 2013 | Wealth Effects Revisited 1975-2012. (2013). Shiller, Robert ; Quigley, John M. ; Case, Karl E.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000009. Full description at Econpapers || Download paper | 77 |
| 7 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 75 |
| 8 | 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 | 72 |
| 9 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 58 |
| 10 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 44 |
| 11 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 37 |
| 12 | 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 |
| 13 | 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 | 24 |
| 14 | 2012 | Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 19 |
| 15 | 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 | 17 |
| 16 | 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 |
| 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 | 16 |
| 18 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 15 |
| 19 | 2019 | Illiquidity and Stock Returns: A Revisit. (2019). Amihud, Yakov. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000073. Full description at Econpapers || Download paper | 12 |
| 20 | 2017 | The Changing Nature of Institutional Stock Investing. (2017). Blume, Marshall E ; Keim, Donald B. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000033. Full description at Econpapers || Download paper | 11 |
| 21 | 2019 | Liquidity Risk and Asset Pricing. (2019). Novy-Marx, Robert ; Li, Hongtao ; Velikov, Mihail . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000076. Full description at Econpapers || Download paper | 9 |
| 22 | 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 | 9 |
| 23 | 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 |
| 24 | 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 |
| 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 | 8 |
| 26 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 8 |
| 27 | 2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert F ; PSTOR, LUBO. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074. Full description at Econpapers || Download paper | 8 |
| 28 | 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 | 8 |
| 29 | 2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper | 6 |
| 30 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 5 |
| 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 | 5 |
| 32 | 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 | 5 |
| 33 | 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 ; Kazumori, Eiichiro ; Yu, Hong ; Sharman, Raj . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000072. Full description at Econpapers || Download paper | 4 |
| 34 | 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 | 4 |
| 35 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 4 |
| 36 | 2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050. Full description at Econpapers || Download paper | 4 |
| 37 | 2020 | Patents Do Not Measure Innovation Success. (2020). Zhao, Wanli ; Reeb, David M. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000087. Full description at Econpapers || Download paper | 3 |
| 38 | 2017 | When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance. (2017). von Reibnitz, Anna . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000040. Full description at Econpapers || Download paper | 3 |
| 39 | 2019 | Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication. (2019). Amato, Andrea ; Harris, Larry. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000058. Full description at Econpapers || Download paper | 3 |
| 40 | 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 |
| 41 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Gould, John ; Durand, Robert B ; Akhtar, Farida ; Gorman, Jake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 3 |
| 42 | 2017 | Obesity and Household Financial Distress. (2017). Guthrie, Katherine ; Sokolowsky, Jan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000034. Full description at Econpapers || Download paper | 2 |
| 43 | 2017 | An Improved Version of the Volume-Synchronized Probability of Informed Trading. (2017). Ke, Wen-Chyan ; Lin, Hsiou-Wei William . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000046. Full description at Econpapers || Download paper | 2 |
| 44 | 2022 | Diseconomies of Scale in Active Management: Robust Evidence. (2022). Zhu, Min ; Taylor, Lucian A ; Stambaugh, Robert F ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000121. Full description at Econpapers || Download paper | 2 |
| 45 | 2015 | (Im)Possible Frontiers: A Comment. (2015). Levy, Moshe ; Roll, Richard. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000015. Full description at Econpapers || Download paper | 2 |
| 46 | 2021 | Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog. (2021). Hjalmarsson, Erik ; Kiss, Tams. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000105. Full description at Econpapers || Download paper | 2 |
| 47 | 2018 | Why Do Firms Go Public Through Debt Instead of Equity?. (2018). Glushkov, Denys ; Zhang, Jingxuan ; Rau, Raghavendra P ; Khorana, Ajay. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000057. Full description at Econpapers || Download paper | 2 |
| 48 | 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 |
| 49 | 2014 | Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?. (2014). Swan, Peter ; Smith, Gavin S.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000014. Full description at Econpapers || Download paper | 2 |
| 50 | 2020 | Are Corporate Spin-offs Prone to Insider Trading?. (2020). Brenner, Menachem ; Augustin, Patrick ; Subrahmanyam, Marti G ; Hu, Jianfeng. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000084. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Shock-Based Causal Inference in Corporate Finance and Accounting Research. (2016). Black, Bernard ; Atanasov, Vladimir. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000036. Full description at Econpapers || Download paper | 24 |
| 2 | 2012 | Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis. (2012). Laranjeira, Bruno ; Weisbenner, Scott ; Campello, Murillo ; Almeida, Heitor . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000001. Full description at Econpapers || Download paper | 23 |
| 3 | 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 | 23 |
| 4 | 2012 | An Empirical Evaluation of the Long-Run Risks Model for Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000005. Full description at Econpapers || Download paper | 18 |
| 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 | 17 |
| 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 | 15 |
| 7 | 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2017). Campbell, John ; Viceira, Luis M ; Sunderam, Adi. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000043. Full description at Econpapers || Download paper | 12 |
| 8 | 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 | 11 |
| 9 | 2013 | Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation. (2013). Zitzewitz, Eric ; Petajisto, Antti ; Cremers, Martijn. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000007. Full description at Econpapers || Download paper | 8 |
| 10 | 2017 | The Carry Trade: Risks and Drawdowns. (2017). Hodrick, Robert ; Lu, Zhongjin ; Daniel, Kent. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000051. Full description at Econpapers || Download paper | 7 |
| 11 | 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 | 6 |
| 12 | 2017 | Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes. (2017). Schneider, Christoph ; Spalt, Oliver . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000035. Full description at Econpapers || Download paper | 6 |
| 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 | 5 |
| 14 | 2012 | Testing Factor-Model Explanations of Market Anomalies. (2012). Daniel, Kent ; Titman, Sheridan. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000003. Full description at Econpapers || Download paper | 5 |
| 15 | 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 | 5 |
| 16 | 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 | 5 |
| 17 | 2014 | Bank Deregulation and Racial Inequality in America. (2014). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000013. Full description at Econpapers || Download paper | 5 |
| 18 | 2019 | Liquidity Risk After 20 Years. (2019). Stambaugh, Robert F ; PSTOR, LUBO. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000074. Full description at Econpapers || Download paper | 4 |
| 19 | 2022 | It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelawââ¬â¢s Max Effect. (2022). Gould, John ; Durand, Robert B ; Akhtar, Farida ; Gorman, Jake. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000123. Full description at Econpapers || Download paper | 3 |
| 20 | 2019 | Editorial: Replication in Financial Economics. (2019). Harvey, Campbellr. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000080. Full description at Econpapers || Download paper | 3 |
| 21 | 2016 | Uncertainty and Valuations. (2016). Cremers, Martijn ; Yan, Hongjun . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000020. Full description at Econpapers || Download paper | 3 |
| 22 | 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 |
| 23 | 2012 | Capital Structure Choices. (2012). Fama, Eugene F. ; French, Kenneth R.. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000002. Full description at Econpapers || Download paper | 2 |
| 24 | 2019 | Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers || Download paper | 2 |
| 25 | 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 |
| 26 | 2020 | Are Corporate Spin-offs Prone to Insider Trading?. (2020). Brenner, Menachem ; Augustin, Patrick ; Subrahmanyam, Marti G ; Hu, Jianfeng. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000084. Full description at Econpapers || Download paper | 2 |
| 27 | 2017 | Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006). (2017). Borri, Nicola ; Ragusa, Giuseppe. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000050. Full description at Econpapers || Download paper | 2 |
| 28 | 2020 | The Choice of Valuation Techniques in Practice: Education Versus Profession. (2020). Nyborg, Kjell G ; Mukhlynina, Lilia . In: Critical Finance Review. RePEc:now:jnlcfr:104.00000088. Full description at Econpapers || Download paper | 2 |
| 29 | 2022 | An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns. (2022). Park, Hyuna. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000100. Full description at Econpapers || Download paper | 2 |
| 30 | 2016 | Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration. (2016). Holderness, Clifford G. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000028. Full description at Econpapers || Download paper | 2 |
| 31 | 2022 | Diseconomies of Scale in Active Management: Robust Evidence. (2022). Zhu, Min ; Taylor, Lucian A ; Stambaugh, Robert F ; Pstor, Lubo. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000121. Full description at Econpapers || Download paper | 2 |
| 32 | 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 | 2 |
Citing documents used to
compute impact factor: 24
| Year | Title | |
|---|---|---|
| 2024 | ||
| 2024 | ||
| 2024 | ||
| 2024 | ||
| 2024 | A scoping review on metrics to quantify reproducibility: a multitude of questions leads to a multitude of metrics. (2024). Wrbel, Hanno ; Frese, Joris ; Heyard, Rachel ; Held, Leonhard ; McCann, Sarah ; Voelkl, Bernhard ; Pawel, Samuel ; Townsin, Louise ; Hartmann, Helena. In: MetaArXiv. RePEc:osf:metaar:apdxk. Full description at Econpapers || Download paper | |
| 2024 | Anatomy of recent value premiums travails. (2024). Liao, Huiyi ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002576. Full description at Econpapers || Download paper | |
| 2024 | Persistent and transitory components of firm characteristics: Implications for asset pricing. (2024). Tamoni, Andrea ; Boons, Martijn ; Baba-Yara, Fahiz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400031x. Full description at Econpapers || Download paper | |
| 2024 | ||
| 2024 | Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365. Full description at Econpapers || Download paper | |
| 2024 | Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071. Full description at Econpapers || Download paper | |
| 2024 | Income illusions: challenging the high yield stock narrative. (2024). Israelov, Roni ; Chen, Yin. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1. Full description at Econpapers || Download paper | |
| 2024 | Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.. Full description at Econpapers || Download paper | |
| 2024 | Missing values handling for machine learning portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000382. Full description at Econpapers || Download paper | |
| 2024 | Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers || Download paper | |
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| 2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper | |
| 2024 | Asset Pricing in the Resource-Constrained Brain. (2024). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:120526. Full description at Econpapers || Download paper | |
| 2024 | ||
| 2024 | Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29. Full description at Econpapers || Download paper | |
| 2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
| 2024 | ETF MAX and MIN effects. (2024). Yang, Joey W ; Sun, Zhiyue ; Gould, John. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012072. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. 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 ; Liu, Clark ; Griffin, John M. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7248-7273. Full description at Econpapers || Download paper | |
| 2022 | Schumpeter vs. Keynes redux: âStill not deadâ. (2022). Dalton, John ; Gaeto, Lillian R. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2022:i:2:p:569-592. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010. Full description at Econpapers || Download paper |
10 most frequent citing series