ISSN: 0893-9454

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Review of Financial Studies Q1 Unclaimed

Oxford University Press United Kingdom

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Review of Financial Studies is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 218. It has an SJR impact factor of 12,239 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 12,239.

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

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Accounting (Q1) Economics and Econometrics (Q1) Finance (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

12,239

SJR Impact factor

218

H Index

101

Total Docs (Last Year)

407

Total Docs (3 years)

6256

Total Refs

4135

Total Cites (3 years)

406

Citable Docs (3 years)

9.54

Cites/Doc (2 years)

61.94

Ref/Doc

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Aims and Scope

Best articles by citations

On the Recoverability of Preferences and Beliefs

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

The Econometrics of Financial Markets

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

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

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

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

Risk Aversion and the Intertemporal Behavior of Asset Prices

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

The Mispricing Return Premium

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

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

SHOW MORE ARTICLES

On the Heterogeneity of Leveraged Going Private Transactions

Numerical Evaluation of Multivariate Contingent Claims

Portfolio Turnpikes

Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models

Financing Entrepreneurial Production: Security Design with Flexible Information Acquisition

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

Block Trading and Information Revelation around Quarterly Earnings Announcements

Empty Promises and Arbitrage

Client Discretion, Switching Costs, and Financial Innovation

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

The Restrictions on Predictability Implied by Rational Asset Pricing Models

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