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Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
20
Impact Factor (IF)
0.2
5 Years IF
0.32
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
2011 0 0.52 0.27 0 22 22 278 18 0 0 0 0 0.24
2012 0.27 0.52 0.33 0.27 20 42 400 13 32 22 6 22 6 0 7 0.35 0.22
2013 0.52 0.56 0.45 0.52 18 60 107 22 59 42 22 42 22 0 0 0.24
2014 0.79 0.55 0.72 0.87 19 79 197 54 116 38 30 60 52 0 2 0.11 0.23
2015 0.76 0.55 1.02 1.18 20 99 297 98 217 37 28 79 93 3 3.1 5 0.25 0.23
2016 0.74 0.52 0.79 0.84 20 119 111 92 311 39 29 99 83 8 8.7 3 0.15 0.21
2017 0.68 0.54 0.8 0.79 20 139 177 111 422 40 27 97 77 0 4 0.2 0.22
2018 0.58 0.55 0.91 0.76 21 160 38 146 568 40 23 97 74 4 2.7 1 0.05 0.23
2019 0.73 0.56 0.88 0.84 22 182 61 161 729 41 30 100 84 1 0.6 0 0.23
2020 0.4 0.67 1.08 0.96 18 200 34 215 944 43 17 103 99 0 2 0.11 0.32
2021 0.6 0.79 1.05 0.7 20 220 26 232 1176 40 24 101 71 0 0 0.29
2022 0.32 0.83 0.83 0.59 22 242 17 201 1377 38 12 101 60 0 1 0.05 0.25
2023 0.5 0.82 0.77 0.46 22 264 0 203 1580 42 21 103 47 0 0 0.23
2024 0.2 1.05 0.53 0.32 16 280 0 148 1728 44 9 104 33 0 0 0.27
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
12012How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206.

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151
22015The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

134
32017How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082.

Full description at Econpapers || Download paper

75
42013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018.

Full description at Econpapers || Download paper

73
52014Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500153.

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59
62014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189.

Full description at Econpapers || Download paper

59
72011Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146.

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57
82015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

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56
92011Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

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55
102012Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085.

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35
112012Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

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34
122016Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063.

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28
132016Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051.

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28
142012Where is the Value in High Frequency Trading?. (2012). Cartea, Álvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140.

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26
152011Tradeoffs in Corporate Governance: Evidence From Board Structures and Charter Provisions. (2011). Gillan, Stuart L ; Starks, Laura T ; Hartzell, Jay C. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000183.

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26
162019Advertising, Attention, and Stock Returns. (2019). Chemmanur, Thomas ; Yan, AN. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500095.

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25
172011The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

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24
182012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036.

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23
192014The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141.

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22
202011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092.

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21
212015Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202.

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20
222011The Uncertainty Premium in an Ambiguous Economy. (2011). Izhakian, Yehuda ; Benninga, Simon. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000109.

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19
232015Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Yu, Miaomiao ; Liu, Yixin ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147.

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19
242011Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237.

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19
252012Analyst Conflicts and Research Quality. (2012). Agrawal, Anup ; Chen, Mark A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103.

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18
262017Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Agrawal, Anup ; Cooper, Tommy . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142.

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18
272011Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171.

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18
282014Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500049.

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18
292012The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures. (2012). Shane, Scott. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500097.

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17
302012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Fujii, Masaaki ; Takahashi, Akihiko. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500152.

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17
312015Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral V ; Zhang, Yili ; Schaefer, Stephen . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500068.

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16
322017Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Hotchkiss, Edith ; Jostova, Gergana. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

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16
332016Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129.

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16
342012Filtering Out Expected Dividends and Expected Returns. (2012). Rytchkov, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500127.

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16
352015Firm Size and Capital Structure. (2015). Kurshev, Alexander ; Strebulaev, Ilya A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081.

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15
362011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Khandani, Amir E ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080.

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14
372012Exchange Rate Fundamentals and Order Flow. (2012). Evans, Martin ; Lyons, Richard K. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500188.

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14
382018The Benefits and Costs of the TARP Bailouts: A Critical Assessment. (2018). Berger, Allen N. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500118.

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13
392012Efficiency and the Disposition Effect in NFL Prediction Markets. (2012). Hartzmark, Samuel M ; Solomon, David H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500139.

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13
402016How do Corporate Governance Decisions Affect Bondholders?. (2016). Li, Hong ; Wang, Yuan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117.

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13
412011Time-Varying Sharpe Ratios and Market Timing. (2011). Tang, YI ; Whitelaw, Robert F. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000122.

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12
422017Seasonality in Perceived Risk: A Sentiment Effect. (2017). Kaplanski, Guy ; Levy, Haim. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500154.

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12
432013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055.

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11
442017The Impact of Iceberg Orders in Limit Order Books. (2017). Frey, Stefan ; Sands, Patrik . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500070.

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10
452014Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Berndt, Antje ; Ostrovnaya, Anastasiya. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:n:s2010139214500062.

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10
462019Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation. (2019). Nasser, Tareque ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500101.

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9
472015Separating the Components of Default Risk: A Derivative-Based Approach. (2015). Le, Anh . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500056.

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8
482017Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?. (2017). Bai, Jennie ; Wei, Shang-Jin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500136.

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7
492015Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s201013921550007x.

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7
502017Cross-Sectional Determinants of Information Quality Proxies and Cost of Capital Measures. (2017). Liu, Michelle ; Wysocki, Peter . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139216500166.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015The Structure and Pricing of Corporate Debt Covenants. (2015). Bradley, Michael ; Roberts, Michael R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

33
22017How Ordinary Consumers Make Complex Economic Decisions: Financial Literacy and Retirement Readiness. (2017). Mitchell, Olivia ; Lusardi, Annamaria. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500082.

Full description at Econpapers || Download paper

28
32012How Much Does Risk Tolerance Change?. (2012). Sahm, Claudia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:04:n:s2010139212500206.

Full description at Econpapers || Download paper

22
42014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500189.

Full description at Econpapers || Download paper

15
52019Advertising, Attention, and Stock Returns. (2019). Chemmanur, Thomas ; Yan, AN. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500095.

Full description at Econpapers || Download paper

10
62013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). Gruber, Jonathan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500018.

Full description at Econpapers || Download paper

10
72014Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500153.

Full description at Econpapers || Download paper

10
82015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

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8
92012Liquidity Risk Premia in Corporate Bond Markets. (2012). de Jong, Frank ; Driessen, Joost. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

Full description at Econpapers || Download paper

8
102017Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Hotchkiss, Edith ; Jostova, Gergana. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

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7
112016How do Corporate Governance Decisions Affect Bondholders?. (2016). Li, Hong ; Wang, Yuan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117.

Full description at Econpapers || Download paper

7
122015Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202.

Full description at Econpapers || Download paper

7
132011Do Mutual Funds Perform When It Matters Most to Investors? US Mutual Fund Performance and Risk in Recessions and Expansions. (2011). Kosowski, Robert. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:03:n:s2010139211000146.

Full description at Econpapers || Download paper

7
142011Equity Trading in the 21stCentury. (2011). Angel, James ; Spatt, Chester S ; Harris, Lawrence E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

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7
152022Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls. (2022). Uyar, Ali ; Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Likitapiwat, Tanakorn. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:04:n:s2010139222500124.

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6
162015Firm Size and Capital Structure. (2015). Kurshev, Alexander ; Strebulaev, Ilya A. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081.

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6
172014The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:n:s2010139214500141.

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5
182017Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Agrawal, Anup ; Cooper, Tommy . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142.

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5
192022A Portfolio Model of Quantitative Easing. (2022). Krogstrup, Signe. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:04:n:s2010139222500112.

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5
202019China and the SDR: Financial Liberalization through the Back Door. (2019). Eichengreen, Barry ; Xia, Guangtao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500071.

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4
212020Dynamic Liquidity Preferences of Mutual Funds. (2020). Huang, Jiekun. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:04:n:s2010139220500184.

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4
222012Where is the Value in High Frequency Trading?. (2012). Cartea, Álvaro ; Penalva, Jose. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500140.

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4
232016Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500063.

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4
242012Estimation of Dynamic Term Structure Models. (2012). Duffee, Gregory R ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085.

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4
252016Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500129.

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4
262021Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation. (2021). Berrospide, Jose M. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:11:y:2021:i:04:n:s2010139221500208.

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3
272011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Maug, Ernst ; Naik, Narayan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092.

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3
282019Do Investors Perceive Marking-to-Model as Marking-to-Myth? Early Evidence from FAS 157 Disclosure. (2019). Kolev, Kalin S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:02:n:s2010139219500058.

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3
292021Do Algorithmic Traders Improve Liquidity When Information Asymmetry is High?. (2021). Khanapure, Revansiddha Basavaraj ; Jain, Chinmay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:11:y:2021:i:01:n:s2010139220500159.

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302012The Life Cycle of Hedge Funds: Fund Flows, Size, Competition, and Performance. (2012). Getmansky, Mila. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500036.

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312014Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500049.

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322017CEO Social Status and Risk-Taking. (2017). Shemesh, Joshua. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500045.

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332012The Importance of Angel Investing in Financing the Growth of Entrepreneurial Ventures. (2012). Shane, Scott. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500097.

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342020The Effect of Institutional Investors’ Voice on the Terms and Outcome of Freeze-out Tender Offers. (2020). Mugerman, Yevgeny ; Lauterbach, Beni. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:01:n:s2010139220500020.

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352021The Volatility Premium. (2021). Eraker, Bjorn. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:11:y:2021:i:03:n:s2010139221500142.

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362015Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s201013921550007x.

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372015Separating the Components of Default Risk: A Derivative-Based Approach. (2015). Le, Anh . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500056.

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382016Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s2010139216500051.

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392017Cross-Sectional Determinants of Information Quality Proxies and Cost of Capital Measures. (2017). Liu, Michelle ; Wysocki, Peter . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139216500166.

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402011Capital Structure, Risk and Asymmetric Information. (2011). Heider, Florian ; Halov, Nikolay. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000171.

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412019Blockholders on Boards and CEO Compensation, Turnover and Firm Valuation. (2019). Nasser, Tareque ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500101.

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422021How Do Banks Use Bailout Money? Optimal Capital Structure, New Equity, and the TARP. (2021). Taliaferro, Ryan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:11:y:2021:i:02:n:s2010139221500087.

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432019Short-Run Bond Risk Premia. (2019). Zhou, Hao ; Vedolin, Andrea ; Mueller, Philippe. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500113.

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442011The Origin of Behavior. (2011). Brennan, Thomas J ; Lo, Andrew W. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

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452022Communications Between Borrowers and Servicers: Evidence from COVID-19 Mortgage Forbearance Program. (2022). Bandyopadhyay, Arka Prava. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:01:n:s2010139222400043.

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462017Brain Drain: Are Mutual Funds Losing Their Best Minds?. (2017). Kostovetsky, Leonard. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500094.

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472020Benefits of Publicity. (2020). Gurun, Umit G. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:04:n:s2010139220500160.

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482016Multinational Firms, Internal Capital Markets, and the Value of Global Diversification. (2016). Sturgess, Jason. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:02:n:s201013921650004x.

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492011Stochastic Volatility in General Equilibrium. (2011). Tauchen, George. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:04:n:s2010139211000237.

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502018Corporate Financial and Investment Policies in the Presence of a Blockholder on the Board. (2018). Agrawal, Anup ; Nasser, Tareque . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s201013921850012x.

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Citing documents used to compute impact factor: 9
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2024The ambiguous December. (2024). Shust, Efrat. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000205.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98075.

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2024Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy. (2024). Zhang, Xin ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:98076.

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2024Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach. (2024). Lee, Sang Mook ; Jiraporn, Pornsit ; Singh, Simran ; Chatjuthamard, Pattanaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400259x.

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2022Optimal consumption and portfolio choices in the stochastic SIS model. (2022). Yang, Jinqiang ; Li, Tongtong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001267.

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