International Review of Financial Analysis

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 19 3 26 0 0.08 1997 0.2 15 6 32 0 0.08 1998 0.23 17 8 34 0 1 0.06 0.1 1999 0.32 17 13 32 0 0.16 2000 0.43 25 10 34 0 0.19 2001 0.07 0.39 26 23 42 3 0 2 0.08 0.17 2002 0.1 0.42 26 31 51 5 0 0.2 2003 0.17 0.47 32 10 52 9 0 3 0.09 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:eee:finana:v:10:y:2001:i:3:p:203-218 What drives contagion: Trade, neighborhood, or financial links? (2001). International Review of Financial Analysis
Cited: 8 times.

(2) RePEc:eee:finana:v:7:y:1998:i:2:p:95-111 Two puzzles in the analysis of foreign exchange market efficiency (1998). International Review of Financial Analysis
Cited: 6 times.

(3) RePEc:eee:finana:v:1:y:1992:i:3:p:179-193 Prices and hedge ratios of average exchange rate options (1992). International Review of Financial Analysis
Cited: 5 times.

(4) RePEc:eee:finana:v:11:y:2002:i:1:p:1-27 The explanatory power of political risk in emerging markets (2002). International Review of Financial Analysis
Cited: 5 times.

(5) RePEc:eee:finana:v:11:y:2002:i:2:p:219-227 The aggregate credit spread and the business cycle (2002). International Review of Financial Analysis
Cited: 5 times.

(6) RePEc:eee:finana:v:10:y:2001:i:2:p:135-156 Trading rule profits in Latin American currency spot rates (2001). International Review of Financial Analysis
Cited: 5 times.

(7) RePEc:eee:finana:v:13:y:2004:i:5:p:633-647 Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes (2004). International Review of Financial Analysis
Cited: 5 times.

(8) RePEc:eee:finana:v:6:y:1997:i:3:p:179-192 The Big Mac: More than a junk asset allocator? (1997). International Review of Financial Analysis
Cited: 4 times.

(9) RePEc:eee:finana:v:8:y:1999:i:2:p:123-138 Scaling laws in variance as a measure of long-term dependence (1999). International Review of Financial Analysis
Cited: 4 times.

(10) RePEc:eee:finana:v:13:y:2004:i:5:p:571-583 International equity market integration: Theory, evidence and implications (2004). International Review of Financial Analysis
Cited: 4 times.

(11) RePEc:eee:finana:v:8:y:1999:i:1:p:35-52 Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application (1999). International Review of Financial Analysis
Cited: 4 times.

(12) RePEc:eee:finana:v:11:y:2002:i:2:p:111-138 Dividend policy theories and their empirical tests (2002). International Review of Financial Analysis
Cited: 4 times.

(13) RePEc:eee:finana:v:11:y:2002:i:1:p:29-38 The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates (2002). International Review of Financial Analysis
Cited: 3 times.

(14) RePEc:eee:finana:v:11:y:2002:i:4:p:407-431 Stochastic chaos or ARCH effects in stock series?: A comparative study (2002). International Review of Financial Analysis
Cited: 3 times.

(15) RePEc:eee:finana:v:8:y:1999:i:1:p:67-82 Forecasting currency prices using a genetically evolved neural network architecture (1999). International Review of Financial Analysis
Cited: 3 times.

(16) RePEc:eee:finana:v:11:y:2002:i:1:p:39-57 The costs of bankruptcy: A review (2002). International Review of Financial Analysis
Cited: 3 times.

(17) RePEc:eee:finana:v:2:y:1993:i:2:p:121-141 The event study: An industrial strength method (1993). International Review of Financial Analysis
Cited: 3 times.

(18) RePEc:eee:finana:v:11:y:2002:i:3:p:375-406 Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence (2002). International Review of Financial Analysis
Cited: 3 times.

(19) RePEc:eee:finana:v:9:y:2000:i:3:p:235-245 On the conditional relationship between beta and return in international stock returns (2000). International Review of Financial Analysis
Cited: 3 times.

(20) RePEc:eee:finana:v:10:y:2001:i:2:p:175-185 Response asymmetries in the Latin American equity markets (2001). International Review of Financial Analysis
Cited: 3 times.

(21) RePEc:eee:finana:v:13:y:2004:i:2:p:227-244 Private benefits, block transaction premiums and ownership structure (2004). International Review of Financial Analysis
Cited: 2 times.

(22) RePEc:eee:finana:v:9:y:2000:i:2:p:163-174 International acquisitions and shareholder wealth Evidence from the Netherlands (2000). International Review of Financial Analysis
Cited: 2 times.

(23) RePEc:eee:finana:v:10:y:2001:i:1:p:87-96 Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis (2001). International Review of Financial Analysis
Cited: 2 times.

(24) RePEc:eee:finana:v:13:y:2004:i:5:p:649-668 Equity market integration in Latin America: A time-varying integration score analysis (2004). International Review of Financial Analysis
Cited: 2 times.

(25) RePEc:eee:finana:v:8:y:1999:i:2:p:177-197 Agency problems and the simultaneity of financial decision making: The role of institutional ownership (1999). International Review of Financial Analysis
Cited: 2 times.

(26) RePEc:eee:finana:v:11:y:2002:i:3:p:331-344 Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds (2002). International Review of Financial Analysis
Cited: 2 times.

(27) RePEc:eee:finana:v:10:y:2001:i:4:p:395-406 Multiperiod hedging in the presence of stochastic volatility (2001). International Review of Financial Analysis
Cited: 2 times.

(28) RePEc:eee:finana:v:5:y:1996:i:1:p:19-38 Prospect theory: A literature review (1996). International Review of Financial Analysis
Cited: 2 times.

(29) RePEc:eee:finana:v:10:y:2001:i:2:p:99-122 A nonparametric approach to model the term structure of interest rates: The case of Chile (2001). International Review of Financial Analysis
Cited: 2 times.

(30) RePEc:eee:finana:v:12:y:2003:i:1:p:25-34 Continuous time and nonparametric modelling of U.S. interest rate models (2003). International Review of Financial Analysis
Cited: 2 times.

(31) RePEc:eee:finana:v:9:y:2000:i:1:p:21-43 Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions (2000). International Review of Financial Analysis
Cited: 2 times.

(32) RePEc:eee:finana:v:12:y:2003:i:4:p:349-377 The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design (2003). International Review of Financial Analysis
Cited: 2 times.

(33) RePEc:eee:finana:v:11:y:2002:i:3:p:297-309 An empirical analysis of credit default swaps (2002). International Review of Financial Analysis
Cited: 2 times.

(34) RePEc:eee:finana:v:6:y:1997:i:3:p:229-240 International interest rates linkages: Evidence from OECD countries (1997). International Review of Financial Analysis
Cited: 1 times.

(35) RePEc:eee:finana:v:12:y:2003:i:5:p:563-577 An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads (2003). International Review of Financial Analysis
Cited: 1 times.

(36) RePEc:eee:finana:v:16:y:2007:i:1:p:22-40 Evidence of an asymmetry in the relationship between volatility and autocorrelation (2007). International Review of Financial Analysis
Cited: 1 times.

(37) RePEc:eee:finana:v:13:y:2004:i:5:p:621-632 Equity market integration in the Asia-Pacific region: A smooth transition analysis (2004). International Review of Financial Analysis
Cited: 1 times.

(38) RePEc:eee:finana:v:6:y:1997:i:1:p:37-47 The lead-lag structure of stock returns and accounting earnings: Implications to the returns-earnings relation in Finland (1997). International Review of Financial Analysis
Cited: 1 times.

(39) RePEc:eee:finana:v:12:y:2003:i:3:p:223-239 iShares Australia: a clinical study in international behavioral finance (2003). International Review of Financial Analysis
Cited: 1 times.

(40) RePEc:eee:finana:v:15:y:2006:i:3:p:203-219 The CAPM and value at risk at different time-scales (2006). International Review of Financial Analysis
Cited: 1 times.

(41) RePEc:eee:finana:v:13:y:2004:i:3:p:349-366 Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange (2004). International Review of Financial Analysis
Cited: 1 times.

(42) RePEc:eee:finana:v:9:y:2000:i:3:p:315-326 Corporate diversification, ownership structure, and firm value: The Singapore evidence (2000). International Review of Financial Analysis
Cited: 1 times.

(43) RePEc:eee:finana:v:12:y:2003:i:2:p:135-155 The interrelatedness of global equity markets, money markets, and foreign exchange markets (2003). International Review of Financial Analysis
Cited: 1 times.

(44) RePEc:eee:finana:v:14:y:2005:i:5:p:508-532 Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market (2005). International Review of Financial Analysis
Cited: 1 times.

(45) RePEc:eee:finana:v:7:y:1998:i:3:p:191-206 Forecasting U.K. and U.S. interest rates using continuous time term structure models (1998). International Review of Financial Analysis
Cited: 1 times.

(46) RePEc:eee:finana:v:13:y:2004:i:3:p:265-276 Long memory in the U.S. interest rate (2004). International Review of Financial Analysis
Cited: 1 times.

(47) RePEc:eee:finana:v:9:y:2000:i:2:p:197-218 Restructuring the Japanese banking system Has Japan gone far enough? (2000). International Review of Financial Analysis
Cited: 1 times.

(48) RePEc:eee:finana:v:14:y:2005:i:1:p:1-22 Trends in analyst earnings forecast properties (2005). International Review of Financial Analysis
Cited: 1 times.

(49) RePEc:eee:finana:v:7:y:1998:i:1:p:83-94 Investment implications of the korean financial market reform (1998). International Review of Financial Analysis
Cited: 1 times.

(50) RePEc:eee:finana:v:11:y:2002:i:1:p:101-110 The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data (2002). International Review of Financial Analysis
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:dgr:kubcen:200328 Why individual investors want dividends (2003). Tilburg University, Center for Economic Research / Discussion Paper

(2) RePEc:qut:dpaper:159 Weak-form market efficiency in European emerging and developed stock markets (2003). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

(3) RePEc:taf:apeclt:v:10:y:2003:i:10:p:643-645 An empirical comparison of interest rates using an interest rate model and nonparametric methods (2003). Applied Economics Letters

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:clm:clmeco:2001-23 Testing for Contagion during the Asian Crisis (2001). Claremont Colleges / Claremont Colleges Working Papers

(2) RePEc:fip:fedgif:717 Determinants and repercussions of the composition of capital inflows (2001). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.