Journal

Name:
Journal Of Finance web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 76.36 7/501
ABS (2010) 100.0 8/288
Australian RC (2010) 100.0 41/479
Axarloglou and Theoharakis (2003) 26.47 12/94
Carlos III (2010) 50.0 9/153
CNRS (2008) 80.0 35/336
Combes and Linnemer (2003) 67.0 17/253
Engemann and Wall (2009) 12.05 19/65
Ideas discounted recursive impact factor (2012) 28.84 18/396
ISI, JCR SSE, Article Influence Score (2010) 63.97 5/316
ISI, JCR SSE, Impact Factor (2010) 55.85 5/388
Kodrzycki and Yu (2006) 94.48 3/177
Lubrano et al (2003) 80.0 15/211
Qualis (2008) 100.0 17/200
Ritzberger (2008) 38.33 6/153
Schneider and Ursprung (2008) 100.0 4/278
Source Normalized Impact per Paper (SNIP) (2011) 65.58 3/476
Tinbergen Institute (2011) 100.0 3/119
Count 1.0 98/632
SJR (2016) 14.55 2/470
Articles 25:

The Real Effects of Credit Ratings: The Sovereign Ceiling Channel
Heitor Almeida, Igor Cunha, Miguel Ferreira, Felipe Restrepo
vol. 72, 2017, p. 249-290.

Collateralization, Bank Loan Rates, and Monitoring
Geraldo Cerqueiro, Steven Ongena, Kasper Roszbach
vol. 71, 2016, p. 1295-1322.

Valuation Risk and Asset Pricing
Rui Albuquerque, Martin Eichenbaum, Victor Xi, Sergio Rebelo
vol. 71, 2016, p. 2861-2903.

A Model of Mortgage Default
John Campbell, João Cocco
vol. 70, 2015, p. 1495-1554.

Dividend Dynamics and the Term Structure of Dividend Strips
Frederico Belo, Pierre Collin-Dufresne, Robert Goldstein
vol. 70, 2015, p. 1115-1160.

The Value of Control and the Costs of Illiquidity
Rui Albuquerque, Enrique Schroth
vol. 70, 2015, p. 1405-1455.

Evidence on the Benefits of Alternative Mortgage Products
João Cocco
vol. 68, 2013, p. 1663-1690.

Levered Returns
João Ferreira Gomes, Lukas Schmid
vol. 65, 2010, p. 467-494.

Agency Conflicts, Investment, and Asset Pricing
Rui Albuquerque, Neng Wang
vol. 63, 2008, p. 1-40.

Bank Loans, Bonds, and Information Monopolies across the Business Cycle
João Santos, Andrew Winton
vol. 63, 2008, p. 1315-1359.

Marketwide Private Information in Stocks: Forecasting Currency Returns
Rui Albuquerque, Eva de Francisco, Luis Marques
vol. 63, 2008, p. 2297-2343.

Corporate Governance, Idiosyncratic Risk, and Information Flow
Miguel Almeida Ferreira, Paul Laux
vol. 62, 2007, p. 951-989.

Episodic Liquidity Crises: Cooperative and Predatory Trading
Bruce Carlin, Miguel Sousa Lobo, S. Viswanathan
vol. 62, 2007, p. 2235-2274.

Dynamic Portfolio Selection by Augmenting the Asset Space
Michael Brandt, Pedro Santa Clara
vol. 61, 2006, p. 2187-2217.

Favoritism in Mutual Fund Families: Evidence on Strategic Cross-Fund Subsidization
José Miguel Gaspar, Massimo Massa, Pedro Matos
vol. 61, 2006, p. 73-104.

CEO Compensation, Change, and Corporate Strategy
James Dow, Clara Raposo
vol. 60, 2005, p. 2701-2727.

Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence
Francisco Gomes, Alexander Michaelides
vol. 60, 2005, p. 869-904.

Optimal Diversification: Reconciling Theory and Evidence
João Ferreira Gomes, Dmitry Livdan
vol. 59, 2004, p. 507-535.

A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
Antonio Camara
vol. 58, 2003, p. 805-819.

Idiosyncratic Risk Matters!
Amit Goyal, Pedro Santa Clara
vol. 58, 2003, p. 975-1007.

The Presidential Puzzle: Political Cycles and the Stock Market
Pedro Santa Clara, Rossen Valkanov
vol. 58, 2003, p. 1841-1872.

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Francis Longstaff, Pedro Santa Clara, Eduardo Schwartz
vol. 56, 2001, p. 2067-2109.

The Determinants of the Maturity of Corporate Debt Issues
José Guedes, Tim Opler
vol. 51, 1996, p. 1809-1833.

Measuring the Agency Cost of Debt
António Mello, John Parsons
vol. 47, 1992, p. 1887-1904.

The Default Risk of Swaps
Ian Cooper, António Mello
vol. 46, 1991, p. 597-620.

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