Default: Review of Financial Studies

ISSN: 0893-9454

Journal Home

Journal Guideline

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 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: -


- €

Inmediate OA


Embargoed OA

- €

Non OA


Review of Financial Studies


SJR Impact factor


H Index


Total Docs (Last Year)


Total Docs (3 years)


Total Refs


Total Cites (3 years)


Citable Docs (3 years)


Cites/Doc (2 years)




No comments ... Be the first to comment!

Aims and Scope

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

Best articles by citations

On the Recoverability of Preferences and Beliefs

View more

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

View more

The Econometrics of Financial Markets

View more

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

View more

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

View more

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

View more

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

View more

Risk Aversion and the Intertemporal Behavior of Asset Prices

View more

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

View more

The Mispricing Return Premium

View more

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

View more

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

View more

On the Heterogeneity of Leveraged Going Private Transactions

View more

Numerical Evaluation of Multivariate Contingent Claims

View more

Portfolio Turnpikes

View more

Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models

View more

Financing Entrepreneurial Production: Security Design with Flexible Information Acquisition

View more

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

View more

Block Trading and Information Revelation around Quarterly Earnings Announcements

View more

Empty Promises and Arbitrage

View more

Client Discretion, Switching Costs, and Financial Innovation

View more

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

View more

The Restrictions on Predictability Implied by Rational Asset Pricing Models

View more

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

View more