Critical Finance Review
2012 - 2022
From now publishers Bibliographic data for series maintained by Alet Heezemans (). Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 7, issue 2, 2018
- Closed-End Fund IPOs: Sold, Not Bought pp. 201-240

- Diana Shao and Jay Ritter
- Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us? pp. 273-329

- John Adams, Darren Hayunga and Sattar Mansi
- Conditional Benchmarks and Predictors of Mutual Fund Performance pp. 331-372

- Scott Cederburg, O’Doherty, Michael S., N. E. Savin and Ashish Tiwari
- Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response pp. 373-377

- Harrison Hong and Wenxi Jiang
Volume 7, issue 1, 2017
- The Changing Nature of Institutional Stock Investing pp. 1-41

- Marshall E. Blume and Donald B. Keim
- Catering Through Nominal Share Prices Revisited pp. 43-75

- M. Fabricio Perez and Andriy Shkilko
- Why Do Firms Go Public Through Debt Instead of Equity? pp. 85-110

- Denys Glushkov, Ajay Khorana, Raghavendra Rau and Jingxuan Zhang
- Obesity and Household Financial Distress pp. 133-178

- Katherine Guthrie and Jan Sokolowsky
- Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL pp. 179-209

- Assaf Eisdorfer and Elizabeth Kohl
Volume 6, issue 2, 2017
- The Carry Trade: Risks and Drawdowns pp. 211-262

- Kent Daniel, Robert Hodrick and Zhongjin Lu
- Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds pp. 263-301

- John Campbell, Adi Sunderam and Luis Viceira
- When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance pp. 303-356

- Anna von Reibnitz
- An Improved Version of the Volume-Synchronized Probability of Informed Trading pp. 357-376

- Wen-Chyan Ke and Hsiou-Wei William Lin
- An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment pp. 377-379

- David Easley, Marcos Lopez de Prado and Maureen O'Hara
- Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) pp. 381-393

- Nicola Borri and Giuseppe Ragusa
Volume 6, issue 1, 2017
- Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes pp. 77-132

- Christoph Schneider and Oliver Spalt
Volume 5, issue 2, 2016
- Supply Constraints Are Not Valid Instrumental Variables for Home Prices Because They Are Correlated With Many Demand Factors pp. 177-206

- Thomas Davidoff
- Shock-Based Causal Inference in Corporate Finance and Accounting Research pp. 207-304

- Vladimir Atanasov and Bernard Black
- Cumulative Prospect Theory, Aggregation, and Pricing pp. 305-350

- Jonathan E. Ingersoll
- Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds pp. 351-398

- Blake Phillips, Kantura Pukthuanthong and Raghavendra Rau
- How Should Firms Hedge Market Risk? pp. 399-415

- Bhagwan Chowdhry and Eduardo Schwartz
- No More Weekend Effect pp. 417-424

- Russell P. Robins and Geoffrey Peter Smith
Volume 5, issue 1, 2016
- Problems Using Aggregate Data to Infer Individual Behavior: Evidence from Law, Finance, and Ownership Concentration pp. 1-40

- Clifford G. Holderness
- Law and Ownership Reexamined pp. 41-83

- Clifford G. Holderness
- Uncertainty and Valuations pp. 85-128

- Martijn Cremers and Hongjun Yan
- Uncertainty and Valuations: A Comment pp. 129-134

- Lubos Pastor and Pietro Veronesi
- Market Reactions to Tangible and Intangible Information Revisited pp. 135-163

- Joseph Gerakos and Juhani T. Linnainmaa
- Another Look at Market Responses to Tangible and Intangible Information pp. 165-175

- Kent Daniel and Sheridan Titman
Volume 4, issue 1, 2015
- The Cross-section of Expected Stock Returns pp. 1-44

- Jonathan Lewellen
- Seasonal Variation in Treasury Returns pp. 45-115

- Mark J. Kamstra, Lisa Kramer and Maurice Levi
- A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate pp. 117-138

- Jason T. Greene and David Rakowski
- (Im)Possible Frontiers: A Comment pp. 139-148

- Moshe Levy and Richard Roll
- Always Possible Frontiers pp. 149-155

- Ingersoll, Jr., Jonathan E.
- Reply to “(Im)Possible Frontiers: A Comment†pp. 157-171

- Thomas J. Brennan and Andrew Lo
Volume 3, issue 1, 2014
- Bank Deregulation and Racial Inequality in America pp. 1-48

- Ross Levine, Yona Rubinstein and Alexey Levkov
- Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives? pp. 49-83

- Gavin S. Smith and Peter Swan
- Institutional Investors and Executive Compensation Redux: A Comment on "Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives" pp. 85-97

- Jay C. Hartzell and Laura T. Starks
- Incentive Contracts are not Rigged by Powerful CEOs pp. 99-152

- Kam-Ming Wan
- Compensation Rigging by Powerful CEOs: A Reply and Cross-Sectional Evidence pp. 153-190

- Adair Morse, Vikram Nanda and Amit Seru
Volume 2, issue 1, 2013
- Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation pp. 1-48

- Martijn Cremers, Antti Petajisto and Eric Zitzewitz
- The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares pp. 049-099

- Charles Calomiris, Stanley D. Longhofer and William Miles
- Wealth Effects Revisited 1975-2012 pp. 101-128

- Karl Case, John Quigley and Robert Shiller
- A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond pp. 131-172

- Ivo Welch
- Dynamic Corporate Finance is Useful: A Comment on Welch (2013) pp. 173-191

- Ilya A. Strebulaev and Toni Whited
- Model Before Measurement pp. 193-215

- Christopher A. Hennessy
Volume 1, issue 1, 2012
- Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis pp. 3-58

- Heitor Almeida, Murillo Campello, Bruno Laranjeira and Scott Weisbenner
- Capital Structure Choices pp. 59-101

- Eugene F. Fama and Kenneth R. French
- Testing Factor-Model Explanations of Market Anomalies pp. 103-139

- Kent Daniel and Sheridan Titman
- The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment pp. 141-182

- Jason Beeler and John Campbell
- An Empirical Evaluation of the Long-Run Risks Model for Asset Prices pp. 183-221

- Ravi Bansal, Dana Kiku and Amir Yaron
| |