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Critical Finance Review

2012 - 2022

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Volume 7, issue 2, 2018

Closed-End Fund IPOs: Sold, Not Bought pp. 201-240 Downloads
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 Downloads
John Adams, Darren Hayunga and Sattar Mansi
Conditional Benchmarks and Predictors of Mutual Fund Performance pp. 331-372 Downloads
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 Downloads
Harrison Hong and Wenxi Jiang

Volume 7, issue 1, 2017

The Changing Nature of Institutional Stock Investing pp. 1-41 Downloads
Marshall E. Blume and Donald B. Keim
Catering Through Nominal Share Prices Revisited pp. 43-75 Downloads
M. Fabricio Perez and Andriy Shkilko
Why Do Firms Go Public Through Debt Instead of Equity? pp. 85-110 Downloads
Denys Glushkov, Ajay Khorana, Raghavendra Rau and Jingxuan Zhang
Obesity and Household Financial Distress pp. 133-178 Downloads
Katherine Guthrie and Jan Sokolowsky
Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL pp. 179-209 Downloads
Assaf Eisdorfer and Elizabeth Kohl

Volume 6, issue 2, 2017

The Carry Trade: Risks and Drawdowns pp. 211-262 Downloads
Kent Daniel, Robert Hodrick and Zhongjin Lu
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds pp. 263-301 Downloads
John Campbell, Adi Sunderam and Luis Viceira
When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance pp. 303-356 Downloads
Anna von Reibnitz
An Improved Version of the Volume-Synchronized Probability of Informed Trading pp. 357-376 Downloads
Wen-Chyan Ke and Hsiou-Wei William Lin
An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment pp. 377-379 Downloads
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Sensitivity, Moment Conditions, and the Risk-Free Rate in Yogo (2006) pp. 381-393 Downloads
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 Downloads
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 Downloads
Thomas Davidoff
Shock-Based Causal Inference in Corporate Finance and Accounting Research pp. 207-304 Downloads
Vladimir Atanasov and Bernard Black
Cumulative Prospect Theory, Aggregation, and Pricing pp. 305-350 Downloads
Jonathan E. Ingersoll
Past Performance May Be an Illusion: Performance, Flows, and Fees in Mutual Funds pp. 351-398 Downloads
Blake Phillips, Kantura Pukthuanthong and Raghavendra Rau
How Should Firms Hedge Market Risk? pp. 399-415 Downloads
Bhagwan Chowdhry and Eduardo Schwartz
No More Weekend Effect pp. 417-424 Downloads
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 Downloads
Clifford G. Holderness
Law and Ownership Reexamined pp. 41-83 Downloads
Clifford G. Holderness
Uncertainty and Valuations pp. 85-128 Downloads
Martijn Cremers and Hongjun Yan
Uncertainty and Valuations: A Comment pp. 129-134 Downloads
Lubos Pastor and Pietro Veronesi
Market Reactions to Tangible and Intangible Information Revisited pp. 135-163 Downloads
Joseph Gerakos and Juhani T. Linnainmaa
Another Look at Market Responses to Tangible and Intangible Information pp. 165-175 Downloads
Kent Daniel and Sheridan Titman

Volume 4, issue 1, 2015

The Cross-section of Expected Stock Returns pp. 1-44 Downloads
Jonathan Lewellen
Seasonal Variation in Treasury Returns pp. 45-115 Downloads
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 Downloads
Jason T. Greene and David Rakowski
(Im)Possible Frontiers: A Comment pp. 139-148 Downloads
Moshe Levy and Richard Roll
Always Possible Frontiers pp. 149-155 Downloads
Ingersoll, Jr., Jonathan E.
Reply to “(Im)Possible Frontiers: A Comment†pp. 157-171 Downloads
Thomas J. Brennan and Andrew Lo

Volume 3, issue 1, 2014

Bank Deregulation and Racial Inequality in America pp. 1-48 Downloads
Ross Levine, Yona Rubinstein and Alexey Levkov
Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives? pp. 49-83 Downloads
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 Downloads
Jay C. Hartzell and Laura T. Starks
Incentive Contracts are not Rigged by Powerful CEOs pp. 99-152 Downloads
Kam-Ming Wan
Compensation Rigging by Powerful CEOs: A Reply and Cross-Sectional Evidence pp. 153-190 Downloads
Adair Morse, Vikram Nanda and Amit Seru

Volume 2, issue 1, 2013

Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation pp. 1-48 Downloads
Martijn Cremers, Antti Petajisto and Eric Zitzewitz
The Housing Wealth Effect: The Crucial Roles of Demographics, Wealth Distribution and Wealth Shares pp. 049-099 Downloads
Charles Calomiris, Stanley D. Longhofer and William Miles
Wealth Effects Revisited 1975-2012 pp. 101-128 Downloads
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 Downloads
Ivo Welch
Dynamic Corporate Finance is Useful: A Comment on Welch (2013) pp. 173-191 Downloads
Ilya A. Strebulaev and Toni Whited
Model Before Measurement pp. 193-215 Downloads
Christopher A. Hennessy

Volume 1, issue 1, 2012

Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis pp. 3-58 Downloads
Heitor Almeida, Murillo Campello, Bruno Laranjeira and Scott Weisbenner
Capital Structure Choices pp. 59-101 Downloads
Eugene F. Fama and Kenneth R. French
Testing Factor-Model Explanations of Market Anomalies pp. 103-139 Downloads
Kent Daniel and Sheridan Titman
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment pp. 141-182 Downloads
Jason Beeler and John Campbell
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices pp. 183-221 Downloads
Ravi Bansal, Dana Kiku and Amir Yaron
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