Review of Asset Pricing Studies

Aims & Scope

The Review of Asset Pricing Studies ( RAPS ) strives to publish the highest quality research in asset pricing, broadly construed.

RAPS will evaluate papers based on their substantive original contribution to our understanding of the pricing of assets.

Asset pricing includes, but is not limited to, the following topic areas.

Theoretical and empirical models of asset prices and returns, empirical methodology, substantive empirical research, macro-finance, the study of financial institutions as related to asset prices, information and liquidity in asset markets, behavioral investment studies, asset market structure and microstructure, risk analysis, hedge funds, mutual funds, alternative investments and other topics.

Manuscripts are accepted for publication on the understanding that they have been submitted solely to The Review of Asset Pricing Studies and that they have not been previously published either in whole or in part.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1.5
2024	2.20

SJR (SCImago Journal Rank)

Year	Value
2024	4.621

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	33

Journal Rank

Year	Value
2024	327

Journal Citation Indicator

Year	Value
2024	165

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• The Unprecedented Stock Market Reaction to COVID-19

  Citation: 1027

  Authors: Scott R, Nicholas, Steven J, Kyle, Marco, Tasaneeya

• How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?

  Citation: 557

  Authors: Jing-Zhi, Ming

• How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic

  Citation: 456

  Authors: Scott R, Robert A, Steffen, Michaela, Constantine

• Limited Investor Attention and Stock Market Misreactions to Accounting Information

  Citation: 396

  Authors: David, Sonya S., Siew Hong

• Does a Central Clearing Counterparty Reduce Counterparty Risk?

  Citation: 368

  Authors: Darrell, Haoxiang

• Coronavirus: Impact on Stock Prices and Growth Expectations

  Citation: 303

  Authors: Niels Joachim, Ralph S J

• Mutual Fund Performance and Flows during the COVID-19 Crisis

  Citation: 276

  Authors: Ľuboš, M Blair

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

  Citation: 168

  Authors: David C, Chongyu, Tingyu

• Go Down Fighting: Short Sellers vs. Firms

  Citation: 145

  Authors: Owen A.

• An Analysis of the Amihud Illiquidity Premium

  Citation: 133

  Authors: Michael, Sahn-Wook, Avanidhar

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