Default: Review of Financial Studies

ISSN: 0893-9454

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Review of Financial Studies Q1 Unclaimed

Oxford University Press United Kingdom
Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Review of Financial Studies is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 190. It has an SJR impact factor of 12,8 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 12,8.

Review of Financial Studies focuses its scope in these topics and keywords: risksdoes, ownershipsmart, outcomeswealth, options, money, monetary, menu, market, macroeconomic, performance, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

Review of Financial Studies

12,8

SJR Impact factor

190

H Index

120

Total Docs (Last Year)

334

Total Docs (3 years)

6948

Total Refs

2565

Total Cites (3 years)

334

Citable Docs (3 years)

6,23

Cites/Doc (2 years)

57,90

Ref/Doc

Aims and Scope


risksdoes, ownershipsmart, outcomeswealth, options, money, monetary, menu, market, macroeconomic, performance, pitfalls, return, reconciling, promises, predictability, predict, portfolio, poor, policy, loan, larger, information, education, credit, corporate, collateral, choicewhy, banksbond, applications, appetite, effect, eligibility, increase, growth, games, financial, financethe, fast, exposures, evidenceactive,



Best articles by citations

On the Recoverability of Preferences and Beliefs

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Active Portfolio Management: A Quantitative Approach to Providing Superior Returns and Controlling Risk

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The Econometrics of Financial Markets

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Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4

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Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit

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Return Seasonality in Stocks and Their Underlying Assets: Tax-Loss Selling Versus Information Explanations

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The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium

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Risk Aversion and the Intertemporal Behavior of Asset Prices

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The Mispricing of U.S. Treasury Bonds: A Case Study

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The Mispricing Return Premium

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Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows

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Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings

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SHOW MORE ARTICLES

On the Heterogeneity of Leveraged Going Private Transactions

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Numerical Evaluation of Multivariate Contingent Claims

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Portfolio Turnpikes

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Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models

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Financing Entrepreneurial Production: Security Design with Flexible Information Acquisition

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Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets

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Block Trading and Information Revelation around Quarterly Earnings Announcements

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Empty Promises and Arbitrage

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Client Discretion, Switching Costs, and Financial Innovation

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A Theory of Acquisition Markets: Mergers versus Tender Offers, and Golden Parachutes

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The Restrictions on Predictability Implied by Rational Asset Pricing Models

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Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing

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