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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
21
Impact Factor (IF)
0.26
5 Years IF
0.29
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 0.51 0.27 0 22 22 283 18 0 0 0 0 0.23
2012 0.27 0.5 0.33 0.27 20 42 418 13 32 22 6 22 6 0 7 0.35 0.21
2013 0.52 0.54 0.45 0.52 18 60 116 22 59 42 22 42 22 0 0 0.24
2014 0.79 0.53 0.72 0.87 19 79 209 54 116 38 30 60 52 0 2 0.11 0.22
2015 0.76 0.52 1.02 1.18 20 99 327 98 217 37 28 79 93 3 3.1 5 0.25 0.22
2016 0.74 0.5 0.8 0.85 20 119 122 93 312 39 29 99 84 8 8.6 3 0.15 0.2
2017 0.7 0.52 0.82 0.82 20 139 205 114 426 40 28 97 80 0 4 0.2 0.21
2018 0.58 0.53 0.91 0.76 21 160 39 146 572 40 23 97 74 4 2.7 1 0.05 0.22
2019 0.78 0.54 0.9 0.86 22 182 66 164 736 41 32 100 86 1 0.6 0 0.21
2020 0.42 0.64 1.09 0.98 18 200 43 218 954 43 18 103 101 0 2 0.11 0.3
2021 0.6 0.74 1.07 0.7 20 220 32 235 1189 40 24 101 71 0 0 0.27
2022 0.32 0.73 0.84 0.6 22 242 30 203 1392 38 12 101 61 0 1 0.05 0.22
2023 0.45 0.69 0.77 0.44 22 264 6 204 1596 42 19 103 45 0 0 0.2
2024 0.32 0.81 0.66 0.43 21 285 5 188 1784 44 14 104 45 0 1 0.05 0.23
2025 0.26 0.38 0.29 18 303 0 116 1900 43 11 103 30 0 0
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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157
22015The Structure and Pricing of Corporate Debt Covenants. (2015). Roberts, Michael R ; Bradley, Michael. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

150
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

89
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

79
52014Information 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.

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63
62014Why 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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62
72015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Harris, Lawrence E ; Spatt, Chester S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

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59
82011Do 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
92011Equity Trading in the 21stCentury. (2011). Angel, James ; Harris, Lawrence E ; Spatt, Chester S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

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56
102012Estimation of Dynamic Term Structure Models. (2012). Duffee, Greg ; 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). Driessen, Joost ; de Jong, Frank. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

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35
122016Underreaction 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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31
132016Stabilizing 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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29
142019Advertising, 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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28
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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27
162012Where 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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27
172011The Origin of Behavior. (2011). Lo, Andrew ; Brennan, Thomas J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

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26
182017Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Cooper, Tommy ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142.

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25
192012The 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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24
202015Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Liu, Yixin ; Yu, Miaomiao ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147.

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24
212014The 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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23
222015Is 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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21
232011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation. (2011). Naik, Narayan ; Maug, Ernst. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000092.

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21
242011Capital 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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19
252011The 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
262011Stochastic 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
272012Analyst Conflicts and Research Quality. (2012). Chen, Mark A ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103.

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19
282012The 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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18
292014Realized 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
302016Effects 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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17
312017Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Jostova, Gergana ; Hotchkiss, Edith. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

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17
322012Perturbative 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
332015Firm Size and Capital Structure. (2015). Strebulaev, Ilya A ; Kurshev, Alexander. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081.

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17
342012Exchange 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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16
352012Filtering 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
362015Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Acharya, Viral ; 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
372016How do Corporate Governance Decisions Affect Bondholders?. (2016). Wang, Yuan ; Li, Hong. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117.

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14
382011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios. (2011). Lo, Andrew ; Khandani, Amir E. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000080.

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14
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
402018The 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
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
432014Do 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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11
442013The 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
452012Investment, Valuation, and Growth Options. (2012). Eberly, Janice ; Abel, Andrew B. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500012.

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10
462017The Impact of Iceberg Orders in Limit Order Books. (2017). Sandas, Patrik ; 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
472019Blockholders 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
482015Separating the Components of Default Risk: A Derivative-Based Approach. (2015). Le, An H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500056.

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9
492022Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls. (2022). Likitapiwat, Tanakorn ; Treepongkaruna, Sirimon ; Jiraporn, Pornsit ; Uyar, Ali. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:04:n:s2010139222500124.

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9
502020An Empirical Analysis of Commodity Convenience Yields. (2020). Khokher, Zeigham ; Simin, Timothy ; Dincerler, Cantekin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s2010139220500093.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017How 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

30
22015The Structure and Pricing of Corporate Debt Covenants. (2015). Roberts, Michael R ; Bradley, Michael. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:n:s2010139215500019.

Full description at Econpapers || Download paper

25
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

14
42014Why 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
52013A 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

9
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

9
72017Corporate Governance Consequences of Accounting Scandals: Evidence from Top Management, CFO and Auditor Turnover. (2017). Cooper, Tommy ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139216500142.

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8
82022A 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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7
92015Equity Trading in the 21st Century: An Update. (2015). Angel, James ; Harris, Lawrence E ; Spatt, Chester S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500020.

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7
102019Advertising, 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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7
112015Information Asymmetry and Corporate Governance. (2015). Qian, Yiming ; Liu, Yixin ; Yu, Miaomiao ; Cai, Jie. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500147.

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6
122022Corporate Culture, Innovation, and Female Board Representation: Evidence from Earnings Conference Calls. (2022). Likitapiwat, Tanakorn ; Treepongkaruna, Sirimon ; Jiraporn, Pornsit ; Uyar, Ali. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:04:n:s2010139222500124.

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6
132015Is 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

5
142015Separating the Components of Default Risk: A Derivative-Based Approach. (2015). Le, An H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:n:s2010139215500056.

Full description at Econpapers || Download paper

4
152012Investment, Valuation, and Growth Options. (2012). Eberly, Janice ; Abel, Andrew B. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:01:n:s2010139212500012.

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4
162012Liquidity Risk Premia in Corporate Bond Markets. (2012). Driessen, Joost ; de Jong, Frank. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500061.

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4
172022Risk and Ambiguity in Turbulent Times. (2022). Izhakian, Yehuda ; Brenner, Menachem. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:01:n:s2010139222400018.

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4
182017Determinants of Corporate Bond Trading: A Comprehensive Analysis. (2017). Jostova, Gergana ; Hotchkiss, Edith. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s2010139217500033.

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4
192015Firm Size and Capital Structure. (2015). Strebulaev, Ilya A ; Kurshev, Alexander. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:n:s2010139215500081.

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4
202011Do 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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3
212020Corporate Tax Avoidance and Firm Value Discount. (2020). Herron, Richard ; Nahata, Rajarishi. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s2010139220500081.

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3
222020Dynamic 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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3
232016How do Corporate Governance Decisions Affect Bondholders?. (2016). Wang, Yuan ; Li, Hong. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:n:s2010139216500117.

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3
242012The 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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3
252022Designing Bankers€™ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives. (2022). Raviv, Alon ; Hilscher, Jens ; Lazar, Sharon Peleg. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:12:y:2022:i:01:n:s2010139222400055.

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3
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
272012Analyst Conflicts and Research Quality. (2012). Chen, Mark A ; Agrawal, Anup. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500103.

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3
282012Where 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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292016Underreaction 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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302011Equity Trading in the 21stCentury. (2011). Angel, James ; Harris, Lawrence E ; Spatt, Chester S. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s2010139211000067.

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3
312024Option Pricing in an Incomplete Market. (2024). Jarrow, Robert ; Grigorian, Karen. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:14:y:2024:i:03:n:s2010139224500095.

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322021Do Bond Investors Price Tail Risk Exposures of Financial Institutions?. (2021). Chava, Sudheer ; Yerramilli, Vijay ; Ganduri, Rohan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:11:y:2021:i:01:n:s2010139221500038.

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2
332019Do 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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342021Do 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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352012Estimation of Dynamic Term Structure Models. (2012). Duffee, Greg ; Stanton, Richard H. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:02:y:2012:i:02:n:s2010139212500085.

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362012Exchange 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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372019Short-Run Bond Risk Premia. (2019). Mueller, Philippe ; Zhou, Hao ; Vedolin, Andrea. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:03:n:s2010139219500113.

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382024Performance Monitoring and the Incentives for Exertion of Effort. (2024). Mugerman, Yevgeny ; Yafeh, Tomer ; Winter, Eyal. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:14:y:2024:i:02:n:s2010139224400056.

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392011The Origin of Behavior. (2011). Lo, Andrew ; Brennan, Thomas J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:01:y:2011:i:01:n:s201013921100002x.

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402012Filtering 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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2
412016Stabilizing 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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422016How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?. (2016). Wiener, Zvi ; Mugerman, Yevgeny ; Ofir, Moran. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:04:n:s2010139216500130.

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2
432021How 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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442016Multinational 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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452011Tradeoffs 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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462011Stochastic 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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472017Brain 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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482013Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management. (2013). Garcia, René ; Boyer, M. Martin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500092.

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492020Is There an On-the-Run Premium in TIPS?. (2020). Lopez, Jose ; Shultz, Patrick J. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:10:y:2020:i:02:n:s201013922050007x.

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502023Why Does Volatility Uncertainty Predict Equity Option Returns?. (2023). Zhan, Xintong Eunice ; Xiao, Xiao ; Cao, Jie Jay ; Vasquez, Aurelio. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:13:y:2023:i:01:n:s2010139223500052.

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Citing documents used to compute impact factor: 11
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2025Deposit insurance in a sequential-service constrained environment. (2025). Silva, Diego ; Delalibera, Bruno R ; Cruz, Samuel ; Barros, Fernando. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:136:y:2025:i:c:s0165489625000496.

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2025Trade shocks and destinations transfer of new energy vehicle safety incidents based on media coverage. (2025). Gao, Yuandong ; Hao, Yutong ; Huang, Shiyuan ; Cao, LI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006847.

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2025The Grant Proposal Game. (2025). Mugerman, Yevgeny ; Yafeh, Tomer ; Winter, Eyal. In: Working Papers. RePEc:lan:wpaper:423283787.

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2025Exploring the impact of identity fusion on managerial decision-making in eponymous firms. (2025). Mugerman, Yevgeny ; Rooz, Ruth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000759.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025A prosocial legacy of COVID-19 among healthcare professionals?. (2025). Costa-Font, Joan ; Gatti, Nicolo ; Wiesen, Daniel ; Turati, Gilberto. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def145.

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2025Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252.

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2025Local Estimation for Option Pricing: Improving Forecasts with Market State Information. (2025). Oh, Dong Hwan ; Kim, Hyung Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-76.

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2025Circular economy and firm-specific risks: A risk management perspective. (2025). Soana, Maria Gaia ; Allodi, Evita. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005411.

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2025Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees. (2025). Bossu, Sebastien ; Grabchak, Michael. In: Papers. RePEc:arx:papers:2508.17014.

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2025Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective. (2025). Jarrow, Robert ; Grigorian, Karen. In: Papers. RePEc:arx:papers:2511.01486.

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Recent citations
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