7(top 2%)
Impact Factor
7.6(top 2%)
extended IF
273(top 1%)
H-Index
340
authors
2.3K
papers
292.8K
citations
4.1K
citing journals
24.6K
citing authors

Most Cited Articles of Review of Financial Studies

TitleYearCitations
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches20096K
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options19934.8K
Market Liquidity and Funding Liquidity20092.4K
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors19882.3K
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test19882.1K
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors20081.9K
A Theory of Intraday Patterns: Volume and Price Variability19881.9K
What Matters in Corporate Governance?20091.8K
Valuing American Options by Simulation: A Simple Least-Squares Approach20011.7K
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction20081.7K
Testing Trade-Off and Pecking Order Predictions About Dividends and Debt20021.6K
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?20091.5K
Modeling Term Structures of Defaultable Bonds19991.4K
New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index20101.3K
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options19961.3K
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?20081.2K
Pricing Interest-Rate-Derivative Securities19901.2K
Transmission of Volatility between Stock Markets19901.2K
Correlations in Price Changes and Volatility across International Stock Markets19901.2K
Trade Credit: Theories and Evidence19971.1K
Financial Constraints Risk20061.1K
When Are Contrarian Profits Due to Stock Market Overreaction?19901.1K
Familiarity Breeds Investment20011K
International Asset Allocation With Regime Shifts2002909
Forecasting Default with the Merton Distance to Default Model2008897