Academic Journal
Q1Critical Finance Review
About Critical Finance Review
Critical Finance Review is a scholarly journal published by Now Publishers Inc. SCImago 2025 lists it in Q1, with an SJR of 6.838 and H-index of 17.
Coverage: 2017-2025. Research categories: Finance (Q1).
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Aims & Scope
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Recent Research Articles
Latest publications matched automatically by ISSN.
A solution to the Palm–3Com spinoff puzzles
Martin Cherkes, Charles M. Jones, Chester S. Spatt
2026-07-30 · DOI: 10.1108/cfr-03-2024-2515On the robustness of Obaid and Pukthuanthong’s photo pessimism result
Tiancheng Lan, Robert B. Durand, Yixuan Rui, John Gould et al.
2026-07-30 · DOI: 10.1108/cfr-11-2024-2537Increases in volatility of returns after a stock split have mostly vanished: a reappraisal of Ohlson and Penman,1985
Jason E. Heavilin, Hilmi Songur
2026-07-30 · DOI: 10.1108/cfr-04-2024-2520Moral hazard models do explain the use of personal guarantees
Syed Walid Reza, Alan Douglas
2026-07-30 · DOI: 10.1108/cfr-11-2023-2507Routine empirical choices affect replicability and inference: evidence from mutual fund flows research
John Adams
2026-06-26 · DOI: 10.1108/cfr-03-2024-2516Issuers reach for features when spreads are high as green and sustainability-linked bonds reduce borrowing costs
Maria Gonzalez Ramirez, John K. Wald
2026-07-30 · DOI: 10.1108/cfr-06-2024-2528Why are serial acquirers different in the USA?
G. Andrew Karolyi, Rose C. Liao, Gilberto Loureiro
2026-07-30 · DOI: 10.1108/cfr-04-2024-2522Decreasing returns to scale has eroded hedge fund performance persistence
Nicolas P.B. Bollen, Juha Joenväärä, Mikko Kauppila
2026-06-26 · DOI: 10.1108/cfr-06-2023-2497Improving volatility-managed portfolios in real time
Xia Xu
2026-06-26 · DOI: 10.1108/cfr-03-2023-2491The devil in the details: a multiverse view of pockets of predictability
Nusret Cakici, Christian Fieberg, Tobias Neumaier, Thorsten Poddig et al.
2026-06-26 · DOI: 10.1108/cfr-09-2024-2535Simply better market betas around the globe
Ling Tak Douglas Chung
2026-06-26 · DOI: 10.1108/cfr-06-2023-2498The big league effect
Geoffrey Peter Smith
2026-06-26 · DOI: 10.1108/cfr-11-2022-2480Dominated ETFs
David C. Brown, Scott Cederburg, Mitch Towner
2026-06-26 · DOI: 10.1108/cfr-04-2024-2523Revisiting Lettau and Ludvigson (2001): Does cay really matter for cross-sectional risk premia?
Paulo Maio, Byoung-Kyu Min
2026-06-26 · DOI: 10.1108/cfr-07-2024-2532So What Do We Learn from Li and Wang (2025)?
Michael Ungeheuer, Martin Weber
2025 · DOI: 10.1561/104.00000153The Ungeheuer and Weber (2021) Comove and Stock Returns Effect Disappears with Control for Idiosyncratic Volatility
Peixin Li, Baolian Wang
2025 · DOI: 10.1561/104.00000152ETF Dividend Cycles Predict Money Market Fund Flows and Treasury Yield Changes
Pekka Honkanen, Yapei Zhang, Tong Zhou
2025 · DOI: 10.1561/104.00000164How the Stock Ticker Decreased Price Efficiency in the Early 20th Century
Barbara A. Bliss, Mitch Warachka, Marc Weidenmier
2025 · DOI: 10.1561/104.00000151Mutual Fund Flows and Performance in Rational Markets (Revisited)
Heber Farnsworth
2025 · DOI: 10.1561/104.00000149Is the Value Premium Smaller Than We Thought?
Mathias Hasler
2025 · DOI: 10.1561/104.00000161Reviews
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September 8, 2026 at 7:40 am
September 8, 2026