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Review of Asset Pricing Studies
H-index 17

Review of Asset Pricing Studies

2045-9920

Published by: Oxford University Press

https://academic.oup.com/raps

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 104 35 30 17

Additional Metrics

Number of Best Scientists*: 36
Documents by Best Scientists*: 31
Top 100 Ranked Scientists*: 3
SCIMAGO H-index: 33
SCIMAGO SJR: 4.621
Impact Factor: 1.5

Overview

Top Research Topics at The Review of Asset Pricing Studies?

The Review of Asset Pricing Studies was organized to reinforce research efforts on Econometrics, Monetary economics, Capital asset pricing model, Financial economics and Volatility (finance). The journal tackles research works in Econometrics as well as Treasury. Some problems in Monetary economics that were presented in it overlapped with concepts under Bond, Sample (statistics), Hedge fund and Stock market.

Topics in Bond explored in the journal were investigated in conjunction with research in Market liquidity, Investment management and Credit risk. Equity premium puzzle studies in the realm of Capital asset pricing model interact with fields like Constraint (mathematics). The Review of Asset Pricing Studies discusses concepts in Diversification (finance) under Financial economics and how they intertwine with disciplines like Web site and Crash.

The journal focuses on Diversification (finance) but sometimes tackles the closely related topic of Equity (finance) which is concerned with Emerging markets, Earnings and Basis point. The presented research on Volatility (finance) deals specifically with Value (economics) but it also addresses topics in Momentum (finance). While work presented in The Review of Asset Pricing Studies provided substantial information on Index (economics), it also covered topics in Valuation (finance) and Investment (macroeconomics).

  • Econometrics (41.80%)
  • Monetary economics (31.15%)
  • Capital asset pricing model (15.57%)

What are the most cited papers published in the journal?

  • How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (727 citations)
  • The Unprecedented Stock Market Reaction to COVID-19 (266 citations)
  • Does a Central Clearing Counterparty Reduce Counterparty Risk (252 citations)

Research areas of the most cited articles at The Review of Asset Pricing Studies:

The journal publications mainly deal with areas of study such as Monetary economics, Econometrics, Stock market, Bond and Capital asset pricing model. The most cited articles focus on Monetary economics but the discussions also offer insight into other areas such as Tail risk, Sample (statistics), Scale (social sciences) and Position (finance). In addition to Econometrics research, the most cited publications aim to explore topics under Index (economics), Value (economics) and Portfolio.

What topics the last edition of the journal is best known for?

  • Finance
  • Statistics
  • Psychology

The previous edition focused in particular on these issues:

The aim of The Review of Asset Pricing Studies is to expand the discussion of research in Econometrics, Monetary economics, Portfolio, Momentum (finance) and Capital asset pricing model. The featured Econometrics works encompass concepts such as Volatility (finance) and examines them in conjunction with Treasury. The Monetary economics works featured in the journal incorporate elements from Bond and Hedge fund.

The journal holds forums on Bond that merges themes from other disciplines such as Carry (investment) and Risk premium. Momentum (finance) research featured in The Review of Asset Pricing Studies incorporates concerns from various other topics such as Value (economics), Sharpe ratio and Basis point. The journal facilitates discussions on Capital asset pricing model that incorporate concepts from other fields like Index (economics), Valuation (finance), Volatility risk and Market risk.

The most cited articles from the last journal are:

  • Investing in Socially Responsible Mutual Funds (24 citations)
  • Can Individual Investors Beat the Market (5 citations)
  • Double Adjusted Mutual Fund Performance (4 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in The Review of Asset Pricing Studies (based on the number of publications) are:

  • Eugene F. Fama (4 papers) published 1 paper at the last edition,
  • Massimo Massa (3 papers) absent at the last edition,
  • Steven L. Heston (2 papers) absent at the last edition,
  • Zhuo Chen (2 papers) absent at the last edition,
  • Kris Jacobs (2 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in The Review of Asset Pricing Studies (based on the number of publications) are:

  • University of Chicago (13 papers) published 3 papers at the last edition, 2 less than at the previous edition,
  • New York University (7 papers) absent at the last edition,
  • Federal Reserve System (7 papers) published 1 paper at the last edition,
  • Carnegie Mellon University (6 papers) published 1 paper at the last edition the same number as at the previous edition,
  • University of Toronto (5 papers) published 1 paper at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 0.00% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 42.31% were posted by at least one author from the top 10 institutions publishing in the journal. Another 3.85% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 30.77% of all publications and 23.08% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Career Paths for The Review of Asset Pricing Studies Readers

Many readers of The Review of Asset Pricing Studies are likely aspiring or already established financial professionals, financial analysts, economists, or those with interest in the field of asset pricing. This section will provide details about relevant career paths, particularly focusing on being a Certified Public Accountant (CPA) in Tennessee. If you're considering a role as a CPA, it's crucial to note that this job not only requires you to have a thorough understanding of accounting principles but also provides you with a broad range of career opportunities in various sectors. CPAs are essential to businesses as they ensure financial statements are accurate and tax payments adhere to state and federal regulations. To embark on a career as a CPA in Tennessee, the first step is to acquire a four-year bachelor's degree in accounting or a related field. A degree program that focuses on accounting will provide fundamental knowledge about the field, including fiscal management, auditing, and tax regulations. You can find top accounting programs in Tennessee on this accounting school ranking page. Following your degree, you will need to pass the Uniform CPA Examination. Those seeking licensure also need to fulfill professional experience requirements, which vary by state. To learn more about the process, we recommend referring to this comprehensive guide on how to be a CPA in Tennessee. By pursuing this career path, you can combine your passion for asset pricing and financial analysis with a respected and rewarding professional role.

Top Publications

  • The Unprecedented Stock Market Reaction to COVID-19

    Scott R Baker;Nicholas Bloom;Steven J Davis;Kyle Kost

    (2020)
    1535 Citations
  • Investing in Socially Responsible Mutual Funds

    Christopher C Geczy;Robert F Stambaugh;David Levin

    (2021)
    625 Citations
  • Coronavirus: Impact on Stock Prices and Growth Expectations

    Unknown

    (2020)
    470 Citations
  • Mutual Fund Performance and Flows during the COVID-19 Crisis

    (2020)
    232 Citations
  • A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence

    David C Ling;Chongyu Wang;Tingyu Zhou

    (2020)
    204 Citations

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Best Scientists Contributing to This Journal

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