10.4(top 1%)
Impact Factor
11.3(top 1%)
extended IF
27(top 14%)
H-Index
23
authors
122
papers
3K
citations
417
citing journals
1.1K
citing authors

Most Cited Articles of Review of Asset Pricing Studies

TitleYearCitations
The Unprecedented Stock Market Reaction to COVID-192020353
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?2012331
Does a Central Clearing Counterparty Reduce Counterparty Risk?2011224
Limited Investor Attention and Stock Market Misreactions to Accounting Information2011187
How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic2020145
Coronavirus: Impact on Stock Prices and Growth Expectations202088
Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks201271
An Analysis of the Amihud Illiquidity Premium201369
Asset Pricing Tests with Long-run Risks in Consumption Growth201164
Go Down Fighting: Short Sellers vs. Firms201264
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?201254
A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence202051
The Puzzle of Index Option Returns201349
The Wealth-Consumption Ratio201349
Hard Times201349
Does Mutual Fund Size Matter? The Relationship Between Size and Performance201248
Mutual Fund Performance and Flows during the COVID-19 Crisis202045
Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas201441
Rating-Based Investment Practices and Bond Market Segmentation201439
Managerial Activeness and Mutual Fund Performance201534
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?201434
Limited Capital Market Participation and Human Capital Risk201333
COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission202032
Earnings Expectations during the COVID-19 Crisis*202030
Internationally Correlated Jumps201529