verified SJR 16,546 · Q1 • database Scopus / SJR & Web of Science indexed

United Kingdom · Oxford University Press

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Review of Financial Studies

Review of Financial Studies is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 250. It has an SJR impact factor of 16,546 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 16,546.

Review of Financial Studies focuses its scope in these topics and keywords: reconciling, choicewhy, eligibility, predictability, ownershipsmart, outcomeswealth, evidenceactive, macroeconomic, roboadvising, applications, ...

ISSN: 0893-9454

Editorial: Oxford University Press

Category: Economics and Econometrics

Indexation: verifiedScopus / SJR verifiedWeb of Science

Unclaimed profile — some fields may be incomplete.

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SJR Impact Factor trending_up

16,546 Q1

H-index 250

Tasa de Aceptación pie_chart

19% Selectiva

Fuente Acceptance_Rate

Tiempo a publicación hourglass_top

NPD

Campo Sin dato

Coste de Publicación (APC) payments

NPD Subscription

Ruta Non-OA NPD

Metrics

Campos Scimago / CoP — sin series inventadas

Scopus / SJR Web of Science

SJR Impact

16,546

H-index

250

Docs (year)

Docs 3y

408

Total refs

5703

Cites 3y

3934

Citable 3y

407

Cites/Doc 2y

7.09

Ref/Doc

64.81

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

Claimholder Incentive Conflicts in Reorganization: The Role of Bankruptcy Law

Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs

Discussion of "Underreaction to Self-Selected News Events"

Discussion of "Momentum and Autocorrelation in Stock Returns": Table 1

Discussion of "Competing Theories of Financial Anomalies"

Design and Marketing of Financial Products

Derivatives: A PowerPlus Picture Book

Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis

Corporate Real Estate Holdings and the Cross-Section of Stock Returns

Conditional Methods in Event Studies and an Equilibrium Justification for Standard Event-Study Procedures

Competitive Equilibrium with Type Convergence in an Asymmetrically Informed Market

Communication Costs, Information Acquisition, and Voting Decisions in Proxy Contests

SHOW MORE ARTICLES

Client Discretion, Switching Costs, and Financial Innovation

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

Career Concerns and Resource Allocation in Conglomerates

Capital Structure and Dividend Irrelevance with Asymmetric Information

Capital and Ownership Structures, and the Market for Corporate Control

Borrowing High versus Borrowing Higher: Price Dispersion and Shopping Behavior in the U.S. Credit Card Market

Book Review. Prices in Financial Markets. Michael U. Dothan

Block Trading and Information Revelation around Quarterly Earnings Announcements

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

An Intemporal Model of Asset Prices in a Markov Economy with a Limiting Stationary Distribution

Adaptive Learning in Financial Markets

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

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