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Critical Finance Review

2012 - 2022

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Volume 11, issue 3-4, 2022

The Jobs Act Did Not Raise IPO Underpricing pp. 431-471 Downloads
Even-Tov Omri, N. Patatoukas Panos and S. Yoon Young
Analyst Recommendations Respond More Symmetrically to Major News After Regulation FD and the Global Settlement: A Replication and Extension of Conrad, Cornell, Landsman, and Rountree (2006) pp. 473-504 Downloads
Yu-An Chen and Dan Palmon
High Funding Risk and Low Hedge Fund Returns pp. 505-539 Downloads
Sven Klingler
Scale and Performance in Active Management are Not Negatively Related pp. 541-592 Downloads
John Adams, Darren Hayunga and Sattar Mansi
Diseconomies of Scale in Active Management: Robust Evidence pp. 593-611 Downloads
Luboš Pástor, Robert F. Stambaugh, Lucian A. Taylor and Min Zhu
Rest in Peace Post-Earnings Announcement Drift pp. 613-646 Downloads
Charles Martineau
It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect pp. 647-675 Downloads
Jake Gorman, Farida Akhtar, Robert B. Durand and John Gould
Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia pp. 677-745 Downloads
Minxia Chen, Joseph Cherian, Ziyun Li, Yuping Shao and Marti G. Subrahmanyam

Volume 11, issue 2, 2022

Open Source Cross-Sectional Asset Pricing pp. 207-264 Downloads
Andrew Y. Chen and Tom Zimmermann
An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns pp. 265-297 Downloads
Hyuna Park
Intangible Value pp. 299-332 Downloads
Andrea L. Eisfeldt, Edward T. Kim and Dimitris Papanikolaou
Explaining the Recent Failure of Value Investing pp. 333-360 Downloads
Baruch Lev and Srivastava Anup
Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios pp. 361-373 Downloads
Thiago de Oliveira Souza
Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment pp. 375-381 Downloads
Bryan Kelly and Seth Pruitt
Risk Neutral Skewness Predicts Price Rebounds and So Can Improve Momentum Performance pp. 383-429 Downloads
Paul Borochin and Yanhui Zhao

Volume 11, issue 1, 2022

Understanding the Performance of Components in Betting Against Beta pp. 1-36 Downloads
Xing Han
Simply Better Market Betas pp. 37-64 Downloads
Ivo Welch
Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark pp. 65-77 Downloads
Gunter Löffler
Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance pp. 79-116 Downloads
Timothy C. Johnson
On Long-Run Stock Returns After Corporate Events pp. 117-167 Downloads
James W. Kolari, Seppo Pynnonen and Ahmet M. Tuncez
Long Run Stock Returns after Corporate Events Revisited pp. 169-183 Downloads
Hendrik Bessembinder and Feng Zhang
Is Economics Research Replicable? Sixty Published Papers From Thirteen Journals Say “Often Not†pp. 185-206 Downloads
Andrew C. Chang and Phillip Li

Volume 10, issue 3, 2021

In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less pp. 329-381 Downloads
Andrew Y. Chen, Fabian Winkler and Rebecca Wasyk
High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model pp. 383-408 Downloads
Samuel Kruger
Stock Prices Still Move Too Much For Dividends But Less So: A Reappraisal of Shiller 1981 pp. 409-418 Downloads
Dan Gabriel Anghel and Petre Caraiani
Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect pp. 419-427 Downloads
Chaehyun Pyun
Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989) pp. 429-444 Downloads
Philip Gray and Thanh Huynh
Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog pp. 445-464 Downloads
Erik Hjalmarsson and Tamás Kiss
The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dog†pp. 465-470 Downloads
John H. Cochrane

Volume 10, issue 1, 2021

The Supply and Demand of S&P 500 Put Options pp. 1-20 Downloads
George Constantinides and Lei Lian
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? pp. 21-55 Downloads
Martin Wallmeier
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply pp. 57-63 Downloads
George Constantinides, Michal Czerwonko, Jens Carsten Jackwerth and Stylianos Perrakis
Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns pp. 65-81 Downloads
Panayiotis C. Andreou, Anastasios Kagkadis, Paulo Maio and Dennis Philip
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications pp. 83-123 Downloads
Robert Hodrick and Tuomas Tomunen

Volume 9, issue 1-2, 2020

Corporate Taxes and Capital Structure: A Long-Term Historical Perspective pp. 1-28 Downloads
Matthias Fleckenstein, Francis A. Longstaff and Ilya A. Strebulaev
Real Options, Taxes and Financial Leverage pp. 29-76 Downloads
Stewart C. Myers and James A. Read
Repo Priority Right and the Bankruptcy Code pp. 77-114 Downloads
Jun Kyung Auh and Suresh Sundaresan
Are Corporate Spin-offs Prone to Insider Trading? pp. 115-155 Downloads
Patrick Augustin, Menachem Brenner, Jianfeng Hu and Marti G. Subrahmanyam
Patents Do Not Measure Innovation Success pp. 157-199 Downloads
David M. Reeb and Wanli Zhao
The Choice of Valuation Techniques in Practice: Education Versus Profession pp. 201-265 Downloads
Lilia Mukhlynina and Kjell Nyborg
Are Competitive Banking Systems Really More Stable? pp. 267-303 Downloads
Bandaranayake Bandaranayake, Kuntal Das and W. Reed
Firms from Financially Developed Economies Do Not Save Less pp. 305-351 Downloads
Alexander A. Vadilyev

Volume 8, issue 1-2, 2019

Editorial: Replication in Financial Economics pp. 1-9 Downloads
Campbell R. Harvey
Editorial: Replication? Do You Even Have Access to the Data? pp. 11-13 Downloads
Matthew Spiegel
Editorial: Realistic Academic Standards and the Value of Replications pp. 15-17 Downloads
Avanidhar Subrahmanyam
Editorial: An Opinionated FAQ pp. 19-24 Downloads
Ivo Welch
Introduction pp. 25-28 Downloads
Ivo Welch
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication pp. 29-71 Downloads
Craig W. Holden and Jayoung Nam
Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data pp. 73-110 Downloads
Eiichiro Kazumori, Raj Sharman, Fumiko Takeda and Hong Yu
Economics with Market Liquidity Risk pp. 111-125 Downloads
Viral Acharya and Lasse Pedersen
A Review of the Return—Illiquidity Relationship pp. 127-171 Downloads
Jozef Drienko, Tom Smith and Anna von Reibnitz
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication pp. 173-202 Downloads
Larry Harris and Andrea Amato
Illiquidity and Stock Returns: A Revisit pp. 203-221 Downloads
Yakov Amihud
Liquidity Risk and Asset Pricing pp. 223-255 Downloads
Hongtao Li, Robert Novy-Marx and Mihail Velikov
Liquidity Risk? pp. 257-276 Downloads
Jeffrey Pontiff and Rohit Singla
Liquidity Risk After 20 Years pp. 277-299 Downloads
Pástor, Luboš and Robert Stambaugh
Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling pp. 301-304 Downloads
Ivo Welch
Page updated 2022-11-29