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Review of Asset Pricing Studies
›
Top Articles
Review of Asset Pricing Studies
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
Title
Year
Citations
The Unprecedented Stock Market Reaction to COVID-19
2020
353
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
2012
331
Does a Central Clearing Counterparty Reduce Counterparty Risk?
2011
224
Limited Investor Attention and Stock Market Misreactions to Accounting Information
2011
187
How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic
2020
145
Coronavirus: Impact on Stock Prices and Growth Expectations
2020
88
Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks
2012
71
An Analysis of the Amihud Illiquidity Premium
2013
69
Asset Pricing Tests with Long-run Risks in Consumption Growth
2011
64
Go Down Fighting: Short Sellers vs. Firms
2012
64
Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?
2012
54
A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence
2020
51
The Puzzle of Index Option Returns
2013
49
The Wealth-Consumption Ratio
2013
49
Hard Times
2013
49
Does Mutual Fund Size Matter? The Relationship Between Size and Performance
2012
48
Mutual Fund Performance and Flows during the COVID-19 Crisis
2020
45
Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas
2014
41
Rating-Based Investment Practices and Bond Market Segmentation
2014
39
Managerial Activeness and Mutual Fund Performance
2015
34
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
2014
34
Limited Capital Market Participation and Human Capital Risk
2013
33
COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission
2020
32
Earnings Expectations during the COVID-19 Crisis*
2020
30
Internationally Correlated Jumps
2015
29
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How are inpact factors calculated?
The impact factor (IF) is calculated by counting citations from peer-reviewed journals only.
extended IF
also counts citations from books and conference papers. However, no patent, abstract, working papers, online documents, etc., are covered.
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