Journal of Financial Markets
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:eee:finmar:v:1:y:1998:i:34:p:353383 Aggressiveness and survival of overconfident traders (1998). Journal of Financial Markets Cited: 30 times. (2) RePEc:eee:finmar:v:3:y:2000:i:3:p:205258 Market microstructure: A survey (2000). Journal of Financial Markets Cited: 28 times. (3) RePEc:eee:finmar:v:5:y:2002:i:1:p:3156 Illiquidity and stock returns: crosssection and timeseries effects (2002). Journal of Financial Markets Cited: 21 times. (4) RePEc:eee:finmar:v:7:y:2004:i:1:p:5374 Order aggressiveness in limit order book markets (2004). Journal of Financial Markets Cited: 19 times. (5) RePEc:eee:finmar:v:2:y:1999:i:2:p:99134 Order flow composition and trading costs in a dynamic limit order market1 (1999). Journal of Financial Markets Cited: 19 times. (6) RePEc:eee:finmar:v:3:y:2000:i:2:p:83111 Inferring investor behavior: Evidence from TORQ data (2000). Journal of Financial Markets Cited: 14 times. (7) RePEc:eee:finmar:v:1:y:1998:i:1:p:150 Optimal control of execution costs (1998). Journal of Financial Markets Cited: 14 times. (8) RePEc:eee:finmar:v:3:y:2000:i:3:p:259286 On the occurrence and consequences of inaccurate trade classification (2000). Journal of Financial Markets Cited: 10 times. (9) RePEc:eee:finmar:v:7:y:2004:i:1:p:125 Impacts of trades in an errorcorrection model of quote prices (2004). Journal of Financial Markets Cited: 10 times. (10) RePEc:eee:finmar:v:4:y:2001:i:1:p:7384 On the survival of overconfident traders in a competitive securities market (2001). Journal of Financial Markets Cited: 10 times. (11) RePEc:eee:finmar:v:2:y:1999:i:4:p:329357 The organization of financial exchange markets: Theory and evidence (1999). Journal of Financial Markets Cited: 9 times. (12) RePEc:eee:finmar:v:8:y:2005:i:2:p:217264 Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005). Journal of Financial Markets Cited: 9 times. (13) RePEc:eee:finmar:v:5:y:2002:i:3:p:309321 Price discovery and common factor models (2002). Journal of Financial Markets Cited: 8 times. (14) RePEc:eee:finmar:v:1:y:1998:i:2:p:203219 Liquidity and stock returns: An alternative test (1998). Journal of Financial Markets Cited: 8 times. (15) RePEc:eee:finmar:v:6:y:2003:i:4:p:461489 Quote setting and price formation in an order driven market (2003). Journal of Financial Markets Cited: 7 times. (16) RePEc:eee:finmar:v:7:y:2004:i:3:p:271299 Market liquidity as a sentiment indicator (2004). Journal of Financial Markets Cited: 7 times. (17) RePEc:eee:finmar:v:8:y:2005:i:3:p:265287 Should securities markets be transparent? (2005). Journal of Financial Markets Cited: 7 times. (18) RePEc:eee:finmar:v:2:y:1999:i:3:p:227271 Reputation and performance fee effects on portfolio choice by investment advisers1 (1999). Journal of Financial Markets Cited: 7 times. (19) RePEc:eee:finmar:v:3:y:2000:i:4:p:333363 Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets (2000). Journal of Financial Markets Cited: 6 times. (20) RePEc:eee:finmar:v:5:y:2002:i:3:p:259276 Some desiderata for the measurement of price discovery across markets (2002). Journal of Financial Markets Cited: 6 times. (21) RePEc:eee:finmar:v:2:y:1999:i:3:p:193226 Intraday market activity (1999). Journal of Financial Markets Cited: 6 times. (22) RePEc:eee:finmar:v:5:y:2002:i:3:p:277308 Security price adjustment across exchanges: an investigation of common factor components for Dow stocks (2002). Journal of Financial Markets Cited: 6 times. (23) RePEc:eee:finmar:v:6:y:2003:i:4:p:517538 Traders choice between limit and market orders: evidence from NYSE stocks (2003). Journal of Financial Markets Cited: 5 times. (24) RePEc:eee:finmar:v:6:y:2003:i:1:p:121 Excess demand and equilibration in multisecurity financial markets: the empirical evidence (2003). Journal of Financial Markets Cited: 5 times. (25) RePEc:eee:finmar:v:5:y:2002:i:1:p:5782 Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York (2002). Journal of Financial Markets Cited: 5 times. (26) RePEc:eee:finmar:v:2:y:1999:i:1:p:4968 The alpha factor asset pricing model: A parable (1999). Journal of Financial Markets Cited: 5 times. (27) RePEc:eee:finmar:v:4:y:2001:i:4:p:385412 Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets (2001). Journal of Financial Markets Cited: 5 times. (28) RePEc:eee:finmar:v:5:y:2002:i:2:p:223257 The impact of the Federal Reserve Banks open market operations (2002). Journal of Financial Markets Cited: 5 times. (29) RePEc:eee:finmar:v:4:y:2001:i:2:p:113142 Predicting VNET: A model of the dynamics of market depth (2001). Journal of Financial Markets Cited: 5 times. (30) RePEc:eee:finmar:v:8:y:2005:i:4:p:377399 Duration, volume and volatility impact of trades (2005). Journal of Financial Markets Cited: 5 times. (31) RePEc:eee:finmar:v:2:y:1999:i:1:p:2948 Market depth and order size1 (1999). Journal of Financial Markets Cited: 4 times. (32) RePEc:eee:finmar:v:7:y:2004:i:3:p:301333 Trading strategies during circuit breakers and extreme market movements (2004). Journal of Financial Markets Cited: 4 times. (33) RePEc:eee:finmar:v:5:y:2002:i:2:p:127167 Market architecture: limitorder books versus dealership markets (2002). Journal of Financial Markets Cited: 4 times. (34) RePEc:eee:finmar:v:3:y:2000:i:1:p:4567 Stock returns and trading at the close (2000). Journal of Financial Markets Cited: 4 times. (35) RePEc:eee:finmar:v:6:y:2003:i:3:p:233257 Issues in assessing trade execution costs (2003). Journal of Financial Markets Cited: 4 times. (36) RePEc:eee:finmar:v:10:y:2007:i:1:p:125 Measuring the resiliency of an electronic limit order book (2007). Journal of Financial Markets Cited: 3 times. (37) RePEc:eee:finmar:v:8:y:2005:i:1:p:123 Tradethrough prohibitions and market quality (2005). Journal of Financial Markets Cited: 3 times. (38) RePEc:eee:finmar:v:4:y:2001:i:2:p:185208 An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001). Journal of Financial Markets Cited: 3 times. (39) RePEc:eee:finmar:v:1:y:1998:i:2:p:175201 Financial analysts and informationbased trade (1998). Journal of Financial Markets Cited: 3 times. (40) RePEc:eee:finmar:v:9:y:2006:i:2:p:144161 Crosslisting, price discovery and the informativeness of the trading process (2006). Journal of Financial Markets Cited: 3 times. (41) RePEc:eee:finmar:v:3:y:2000:i:1:p:6981 The capital asset pricing model and the liquidity effect: A theoretical approach (2000). Journal of Financial Markets Cited: 3 times. (42) RePEc:eee:finmar:v:3:y:2000:i:4:p:365387 Investor risk evaluation in the determination of management incentives in the mutual fund industry (2000). Journal of Financial Markets Cited: 3 times. (43) RePEc:eee:finmar:v:7:y:2004:i:2:p:145185 Expandable limit order markets (2004). Journal of Financial Markets Cited: 3 times. (44) RePEc:eee:finmar:v:6:y:2003:i:2:p:99141 Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market (2003). Journal of Financial Markets Cited: 3 times. (45) RePEc:eee:finmar:v:1:y:1998:i:1:p:5187 Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange crosslisted securities (1998). Journal of Financial Markets Cited: 3 times. (46) RePEc:eee:finmar:v:9:y:2006:i:2:p:180198 Optionimplied risk preferences: An extension to wider classes of utility functions (2006). Journal of Financial Markets Cited: 2 times. (47) RePEc:eee:finmar:v:6:y:2003:i:3:p:259280 Evaluation of the biases in execution cost estimation using trade and quote data (2003). Journal of Financial Markets Cited: 2 times. (48) RePEc:eee:finmar:v:5:y:2002:i:3:p:329339 Stalking the efficient price in market microstructure specifications: an overview (2002). Journal of Financial Markets Cited: 2 times. (49) RePEc:eee:finmar:v:3:y:2000:i:1:p:1743 Asset market equilibrium with general tastes, returns, and informational asymmetries (2000). Journal of Financial Markets Cited: 2 times. (50) RePEc:eee:finmar:v:8:y:2005:i:1:p:2567 The information content of the limit order book: evidence from NYSE specialist trading decisions (2005). Journal of Financial Markets Cited: 2 times. Latest citations received in:  2003  2002  2001  2000 Latest citations received in: 2003 (1) RePEc:rut:rutres:200307 Analyst Recommendations and Nasdaq Market Making Activity (2003). Rutgers University, Department of Economics / Departmental Working Papers (2) RePEc:xrs:sfbmaa:0314 Behavioral Finance (2003). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications Latest citations received in: 2002 (1) RePEc:bca:bocawp:0233 Alternative Trading Systems: Does One Shoe Fit All? (2002). Bank of Canada / Working Papers (2) RePEc:wop:pennin:0223 Micro Effects of Macro Announcements: RealTime Price Discovery in Foreign Exchange? (2002). Wharton School Center for Financial Institutions,
University of Pennsylvania / Center for Financial Institutions Working Papers (3) RePEc:wpa:wuwpem:0201003 Do BidAsk Spreads Or Bid and Ask Depths Convey New Information First? (2002). EconWPA / Econometrics Latest citations received in: 2001 (1) RePEc:cwl:cwldpp:1307 On the Evolution of Overconfidence and Entrepreneurs (2001). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (2) RePEc:esi:discus:200103 Overconfidence in Investment Decisions: An Experimental Approach (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction Latest citations received in: 2000 (1) RePEc:cdl:anderf:1080 Order Imbalance and Individual Stock Returns (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (2) RePEc:cdl:ucsdec:200028 Market Makers Supply and Pricing of Financial Market Liquidity (2000). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (3) RePEc:esx:essedp:528 Informed Trading and the Leakage of Information (2000). University of Essex, Department of Economics / Economics Discussion Papers (4) RePEc:fip:fedkrw:rwp0003 Market makers supply and pricing of financial market liquidity (2000). Federal Reserve Bank of Kansas City / Research Working Paper 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.
