International Review of Financial Analysis

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 19 5 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 0.31 17 14 32 0 0.15 2000 0.43 25 14 34 0 0.19 2001 0.07 0.4 26 28 42 3 0 1 0.04 0.17 2002 0.12 0.43 26 34 51 6 0 0.2 2003 0.19 0.48 32 13 52 10 0 3 0.09 0.22 2004 0.16 0.52 36 21 58 9 0 1 0.03 0.23 2005 0.12 0.59 33 7 68 8 0 1 0.03 0.27 2006 0.06 0.63 27 4 69 4 0 2 0.07 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:eee:finana:v:10:y:2001:i:3:p:203-218 What drives contagion: Trade, neighborhood, or financial links? (2001).
Cited: 8 times.

(2) 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).
Cited: 7 times.

(3) RePEc:eee:finana:v:13:y:2004:i:5:p:571-583 International equity market integration: Theory, evidence and implications (2004).
Cited: 6 times.

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

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

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

(7) RePEc:eee:finana:v:11:y:2002:i:1:p:39-57 The costs of bankruptcy: A review (2002).
Cited: 5 times.

(8) RePEc:eee:finana:v:10:y:2001:i:2:p:175-185 Response asymmetries in the Latin American equity markets (2001).
Cited: 5 times.

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

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

(11) RePEc:eee:finana:v:8:y:1999:i:1:p:67-82 Forecasting currency prices using a genetically evolved neural network architecture (1999).
Cited: 4 times.

(12) 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).
Cited: 4 times.

(13) 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).
Cited: 4 times.

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

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

(16) RePEc:eee:finana:v:11:y:2002:i:2:p:111-138 Dividend policy theories and their empirical tests (2002).
Cited: 4 times.

(17) 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).
Cited: 4 times.

(18) 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).
Cited: 4 times.

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

(20) RePEc:eee:finana:v:2:y:1993:i:2:p:121-141 The event study: An industrial strength method (1993).
Cited: 3 times.

(21) 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).
Cited: 3 times.

(22) RePEc:eee:finana:v:17:y:2008:i:3:p:539-556 Idiosyncratic volatility and equity returns: UK evidence (2008).
Cited: 3 times.

(23) RePEc:eee:finana:v:12:y:2003:i:5:p:579-590 Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange (2003).
Cited: 3 times.

(24) 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).
Cited: 3 times.

(25) RePEc:eee:finana:v:5:y:1996:i:1:p:19-38 Prospect theory: A literature review (1996).
Cited: 3 times.

(26) 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).
Cited: 3 times.

(27) RePEc:eee:finana:v:13:y:2004:i:2:p:227-244 Private benefits, block transaction premiums and ownership structure (2004).
Cited: 3 times.

(28) 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).
Cited: 2 times.

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

(30) RePEc:eee:finana:v:9:y:2000:i:4:p:405-420 Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange (2000).
Cited: 2 times.

(31) 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).
Cited: 2 times.

(32) RePEc:eee:finana:v:16:y:2007:i:2:p:172-182 The comovement of US and German bond markets (2007).
Cited: 2 times.

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

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

(35) RePEc:eee:finana:v:16:y:2007:i:1:p:41-60 Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? (2007).
Cited: 2 times.

(36) RePEc:eee:finana:v:9:y:2000:i:2:p:197-218 Restructuring the Japanese banking system Has Japan gone far enough? (2000).
Cited: 2 times.

(37) 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).
Cited: 2 times.

(38) 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).
Cited: 2 times.

(39) RePEc:eee:finana:v:12:y:2003:i:2:p:173-188 Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market (2003).
Cited: 1 times.

(40) 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).
Cited: 1 times.

(41) RePEc:eee:finana:v:13:y:2004:i:1:p:83-103 Long-run abnormal return after IPOs and optimistic analysts forecasts (2004).
Cited: 1 times.

(42) RePEc:eee:finana:v:12:y:2003:i:1:p:3-23 IMF bailouts, contagion effects, and bank security returns (2003).
Cited: 1 times.

(43) RePEc:eee:finana:v:5:y:1996:i:1:p:39-53 Common factors in international stock prices: Evidence from a cointegration study (1996).
Cited: 1 times.

(44) 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).
Cited: 1 times.

(45) RePEc:eee:finana:v:14:y:2005:i:3:p:283-303 Cost frontier efficiency and risk-return analysis in an emerging market (2005).
Cited: 1 times.

(46) 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).
Cited: 1 times.

(47) RePEc:eee:finana:v:13:y:2004:i:3:p:333-347 European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods (2004).
Cited: 1 times.

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

(49) RePEc:eee:finana:v:4:y:1995:i:1:p:35-66 Stein and CAPM estimators of the means in asset allocation (1995).
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).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:ebl:ecbull:v:7:y:2006:i:4:p:1-7 Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle (2006). Economics Bulletin

(2) RePEc:edj:ceauch:219 Portfolio management implications of volatility shifts: Evidence from simulated data (2006). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo

Recent citations received in: 2005

(1) RePEc:wpa:wuwpfi:0512030 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading. (2005). EconWPA / Finance

Recent citations received in: 2004

(1) RePEc:qut:dpaper:170 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom (2004). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

Recent 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

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