Applied Financial Economics

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 0.03 0.17 59 60 101 3 0 0.08 1997 0.04 0.2 78 50 112 4 0 0.08 1998 0.03 0.23 72 92 137 4 0 1 0.01 0.1 1999 0.02 0.32 60 61 150 3 0 0.16 2000 0.11 0.43 71 52 132 14 0 2 0.03 0.19 2001 0.05 0.39 69 45 131 6 0 0.17 2002 0.06 0.42 93 71 140 8 0 3 0.03 0.2 2003 0.18 0.47 85 68 162 29 0 10 0.12 0.22 2004 0.07 0.51 129 59 178 12 0 4 0.03 0.23 2005 0.09 0.58 97 57 214 20 10 5 0.05 0.27
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:taf:apfiec:v:8:y:1998:i:6:p:607-14 Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests. (1998).
Cited: 15 times.

(2) RePEc:taf:apfiec:v:4:y:1994:i:2:p:121-32 Investment Decisions and the Role of Debt, Liquid Assets and Cash Flow: Evidence from Panel Data. (1994).
Cited: 14 times.

(3) RePEc:taf:apfiec:v:15:y:2005:i:14:p:1007-1017 Does patenting increase the probability of being acquired? Evidence from cross-border and domestic acquisitions (2005).
Cited: 13 times.

(4) RePEc:taf:apfiec:v:6:y:1996:i:6:p:463-75 The Stable Paretian Hypothesis and the Frequency of Large Returns: An Examination of Major German Stocks. (1996).
Cited: 11 times.

(5) RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-96 Efficiency of Multinational Banks: An Empirical Investigation. (1998).
Cited: 11 times.

(6) RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8 Nonparametric Cointegration Analysis of Real Exchange Rates. (2001).
Cited: 10 times.

(7) RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326 Can mergers in Europe help banks hedge against macroeconomic risk? (2005).
Cited: 10 times.

(8) RePEc:taf:apfiec:v:5:y:1995:i:4:p:257-64 The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks. (1995).
Cited: 9 times.

(9) RePEc:taf:apfiec:v:6:y:1996:i:4:p:307-17 Testing for Non-linearity in Daily Sterling Exchange Rates. (1996).
Cited: 9 times.

(10) RePEc:taf:apfiec:v:6:y:1996:i:4:p:367-75 Economies of Scale and Scope in European Banking. (1996).
Cited: 8 times.

(11) RePEc:taf:apfiec:v:2:y:1992:i:1:p:43-47 The International Transmission of Stock Market Fluctuation between the Developed Markets and the Asian-Pacific Markets. (1992).
Cited: 8 times.

(12) RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486 Stock market integration and financial crises: the case of Asia (2003).
Cited: 7 times.

(13) RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268 International portfolio diversification to Central European stock markets (2004).
Cited: 7 times.

(14) RePEc:taf:apfiec:v:8:y:1998:i:6:p:577-87 Modelling Real Exchange Rate Behaviour: A Cross-Country Study. (1998).
Cited: 7 times.

(15) RePEc:taf:apfiec:v:9:y:1999:i:4:p:385-95 The Information Content of the German Term Structure Regarding Inflation. (1999).
Cited: 7 times.

(16) RePEc:taf:apfiec:v:8:y:1998:i:4:p:401-07 Continuous-Time Short Term Interest Rate Models. (1998).
Cited: 7 times.

(17) RePEc:taf:apfiec:v:13:y:2003:i:2:p:113-122 Technical analysis in foreign exchange markets: evidence from the EMS (2003).
Cited: 7 times.

(18) RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-56 Volatility Spillovers across Equity Markets: European Evidence. (1998).
Cited: 7 times.

(19) RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-91 Regime Switching in Stock Market Returns. (1997).
Cited: 7 times.

(20) RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85 Macroeconomic Determinants of Long-Term Stock Market Comovements among Major EMS Countries. (1999).
Cited: 7 times.

(21) RePEc:taf:apfiec:v:12:y:2002:i:1:p:19-24 The Determinants of Corporate Debt Maturity: Evidence from UK Firms. (2002).
Cited: 6 times.

(22) RePEc:taf:apfiec:v:5:y:1995:i:1:p:11-18 Long Run Behaviour of Pacific-Basin Stock Prices. (1995).
Cited: 6 times.

(23) RePEc:taf:apfiec:v:12:y:2002:i:8:p:589-600 Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates. (2002).
Cited: 6 times.

(24) RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9 Short- and Long-Term links among European and US Stock Markets. (1999).
Cited: 6 times.

(25) RePEc:taf:apfiec:v:2:y:1992:i:3:p:145-59 Dynamics of the Composition of Household Asset Portfolios and the Life Cycle. (1992).
Cited: 6 times.

(26) RePEc:taf:apfiec:v:4:y:1994:i:1:p:1-10 International Diversification among the Capital Markets of the EEC. (1994).
Cited: 6 times.

(27) RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-84 African Stock Markets: Multiple Variance Ratio Tests of Random Walks. (2002).
Cited: 6 times.

(28) RePEc:taf:apfiec:v:4:y:1994:i:1:p:33-39 Some International Evidence Regarding the Stochastic Memory of Stock Returns. (1994).
Cited: 6 times.

(29) RePEc:taf:apfiec:v:5:y:1995:i:1:p:33-42 The Long-Run Gains from International Equity Diversification: Australian Evidence from Cointegration Tests. (1995).
Cited: 5 times.

(30) RePEc:taf:apfiec:v:7:y:1997:i:5:p:493-98 Stock Market Returns in Thin Markets: Evidence from the Vienna Stock Exchange. (1997).
Cited: 5 times.

(31) RePEc:taf:apfiec:v:7:y:1997:i:6:p:635-43 A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency. (1997).
Cited: 5 times.

(32) RePEc:taf:apfiec:v:8:y:1998:i:3:p:289-300 Efficiency and Technical Change for Spanish Banks. (1998).
Cited: 5 times.

(33) RePEc:taf:apfiec:v:5:y:1995:i:1:p:43-50 Day of the Week Effect on the Greek Stock Market. (1995).
Cited: 5 times.

(34) RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-11 Short-Term and Long-Term Price Linkages between the Equity Markets of Australia and Its Major Trading Partners. (1999).
Cited: 5 times.

(35) RePEc:taf:apfiec:v:12:y:2002:i:1:p:47-55 Modelling Volatility and Testing for Efficiency in Emerging Capital Markets: The Case of the Athens Stock Exchange. (2002).
Cited: 5 times.

(36) RePEc:taf:apfiec:v:15:y:2005:i:3:p:153-163 International financial contagion: evidence from the Argentine crisis of 2001-2002 (2005).
Cited: 5 times.

(37) RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911 Credit Risk and Efficiency in the European Banking System: A Three-Stage Analysis. (2002).
Cited: 5 times.

(38) RePEc:taf:apfiec:v:14:y:2004:i:2:p:83-92 A simple test of the Fama and French model using daily data: Australian evidence (2004).
Cited: 5 times.

(39) RePEc:taf:apfiec:v:3:y:1993:i:3:p:255-66 The Causality between Official and Parallel Exchange Rates in Developing Countries. (1993).
Cited: 5 times.

(40) RePEc:taf:apfiec:v:8:y:1998:i:6:p:559-66 A Fractional Cointegration Test of Purchasing Power Parity: The Case of Selected Members of OPEC. (1998).
Cited: 5 times.

(41) RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-22 Purchasing Power Parity, Nonlinearity and Chaos. (2000).
Cited: 5 times.

(42) RePEc:taf:apfiec:v:6:y:1996:i:3:p:287-92 Betting Bias and Market Equilibrium in Racetrack Betting. (1996).
Cited: 5 times.

(43) RePEc:taf:apfiec:v:4:y:1994:i:3:p:193-205 A Revenue-Restricted Cost Study of 100 Large Banks. (1994).
Cited: 5 times.

(44) RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-84 Long Memory in the Greek Stock Market. (2000).
Cited: 5 times.

(45) RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202 Forecasting Volatility in the New Zealand Stock Market. (2002).
Cited: 4 times.

(46) RePEc:taf:apfiec:v:14:y:2004:i:4:p:221-231 Short patches of outliers, ARCH and volatility modelling (2004).
Cited: 4 times.

(47) RePEc:taf:apfiec:v:3:y:1993:i:4:p:335-38 Money, Output and Stock Prices in the UK: Evidence on Some (Non)relationships. (1993).
Cited: 4 times.

(48) RePEc:taf:apfiec:v:9:y:1999:i:5:p:477-82 Revisiting the Holiday Effect: Is It on Holiday? (1999).
Cited: 4 times.

(49) RePEc:taf:apfiec:v:9:y:1999:i:2:p:117-27 Purchasing Power Parity in the Long Run and Structural Breaks: Evidence from Real Sterling Exchange Rates. (1999).
Cited: 4 times.

(50) RePEc:taf:apfiec:v:13:y:2003:i:7:p:537-541 An alternative conditional asymmetry specification for stock returns (2003).
Cited: 4 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:kap:openec:v:16:y:2005:i:2:p:107-133 A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates (2005). Open Economies Review

(2) RePEc:ntd:wpaper:2005-08 El impacto de la liquidez corporativa sobre el valor de las decisiones financieras de la empresa (2005). Interuniversitary Doctorate Program New Trends on Business Administration, Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Docto

(3) RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347 An alternative method to test for contagion with an application to the Asian financial crisis (2005). Applied Financial Economics Letters

(4) RePEc:taf:applec:v:37:y:2005:i:18:p:2161-2166 Are the Australian and New Zealand stock prices nonlinear with a unit root? (2005). Applied Economics

(5) RePEc:wpa:wuwpfi:0504020 An Analysis of the Impacts of Non-Synchronous Trading On (2005). EconWPA / Finance

Latest citations received in: 2004

(1) RePEc:may:mayecw:n1411004 The effect of the Euro on country versus industry portfolio diversification (2004). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series

(2) RePEc:pra:mprapa:3532 Modelling extreme financial returns of global equity markets (2004). University Library of Munich, Germany / MPRA Paper

(3) RePEc:rtv:ceisrp:52 Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model (2004). Tor Vergata University, CEIS / Research Paper Series

(4) RePEc:wpa:wuwpfi:0408006 Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index (2004). EconWPA / Finance

Latest citations received in: 2003

(1) RePEc:bog:wpaper:02 Greek Monetary Economics in Retrospect: The Adventures of the Drachma (2003). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers

(2) RePEc:car:carecp:03-13 Modeling Money Demand under the Profit-Sharing Banking Scheme: Evidence on Policy Invariance and Long-Run Stability. Policy (2003). Carleton University, Department of Economics / Carleton Economic Papers

(3) RePEc:ebl:ecbull:v:7:y:2003:i:3:p:1-13 Long memory in a small stock market (2003). Economics Bulletin

(4) RePEc:fda:fdaddt:2003-15 Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help? (2003). FEDEA / Working Papers

(5) RePEc:fem:femwpa:2003.43 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US (2003). Fondazione Eni Enrico Mattei / Working Papers

(6) RePEc:hhs:umnees:0614 Temporal Aggregation of the Returns of a Stock Index Series (2003). Umeå University, Department of Economics / Umeå Economic Studies

(7) 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

(8) RePEc:taf:apeclt:v:10:y:2003:i:9:p:527-533 Financial crisis and African stock market integration (2003). Applied Economics Letters

(9) RePEc:taf:applec:v:35:y:2003:i:18:p:1923-1933 Regimen changes and duration in the European Monetary System (2003). Applied Economics

(10) RePEc:tky:fseres:2003cf208 Modelling the Asymmetric Volatility of Electronics Patents in the USA (2003). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Latest citations received in: 2002

(1) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:qut:dpaper:123 Tests of the Random Walk Hypothesis for Australian Electricity Spot Prices: An Application Employing Multiple Variance Ratio Tests (2002). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

(3) RePEc:taf:apmtfi:v:9:y:2002:i:3:p:179-188 Estimating volatility on overlapping returns when returns are autocorrelated (2002). Applied Mathematical Finance

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.