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 Updated January, 2 2009 180.482 documents processed, 3.979.807 references and 1.716.086 citations

 

 
 

Pacific-Basin Finance Journal

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
19960.050.17222366300.08
19970.228296400.08
19980.140.232333507010.040.1
19990.040.312149512010.050.15
20000.070.432944443060.210.19
20010.120.42328506010.040.17
20020.10.432721525010.040.2
20030.220.4832435011020.060.22
20040.170.522765910020.070.23
20050.240.592845914010.040.27
20060.070.63297554020.070.27
 
 
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:pacfin:v:2:y:1994:i:2-3:p:165-199 Initial public offerings: International insights (1994).
Cited: 56 times.

(2) RePEc:eee:pacfin:v:9:y:2001:i:4:p:323-362 Controlling shareholders and corporate value: Evidence from Thailand (2001).
Cited: 13 times.

(3) RePEc:eee:pacfin:v:2:y:1994:i:4:p:405-438 Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. (1994).
Cited: 13 times.

(4) RePEc:eee:pacfin:v:10:y:2002:i:4:p:411-442 Did the Asian financial crisis scare foreign investors out of Japan? (2002).
Cited: 13 times.

(5) RePEc:eee:pacfin:v:7:y:1999:i:2:p:173-202 An empirical investigation of underpricing in Chinese IPOs (1999).
Cited: 13 times.

(6) RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:257-284 The profitability of technical trading rules in the Asian stock markets (1995).
Cited: 12 times.

(7) RePEc:eee:pacfin:v:8:y:2000:i:1:p:85-113 International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US (2000).
Cited: 11 times.

(8) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:243-260 Risk and return on Chinas new stock markets: Some preliminary evidence (1994).
Cited: 10 times.

(9) RePEc:eee:pacfin:v:6:y:1998:i:5:p:453-474 Underpricing and aftermarket performance of IPOs in Shanghai, China (1998).
Cited: 8 times.

(10) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:229-249 Bank monitoring and the maturity structure of Japanese corporate debt issues (1999).
Cited: 8 times.

(11) RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43 International equity market comovements: Economic fundamentals or contagion? (2003).
Cited: 8 times.

(12) RePEc:eee:pacfin:v:8:y:2000:i:5:p:587-610 Shareholding structure and corporate performance of partially privatized firms: Evidence from listed Chinese companies (2000).
Cited: 8 times.

(13) RePEc:eee:pacfin:v:3:y:1995:i:4:p:485-496 Reducing tick size on the Stock Exchange of Singapore (1995).
Cited: 8 times.

(14) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:349-373 Pacific-Basin stock markets and real activity (1994).
Cited: 8 times.

(15) RePEc:eee:pacfin:v:5:y:1997:i:4:p:389-417 The investment and operating performance of Japanese initial public offerings (1997).
Cited: 7 times.

(16) RePEc:eee:pacfin:v:7:y:1999:i:1:p:1-22 Alternative mechanisms for corporate governance in Japan: An analysis of independent and bank-affiliated firms (1999).
Cited: 6 times.

(17) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:1-26 The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization (1998).
Cited: 6 times.

(18) RePEc:eee:pacfin:v:11:y:2003:i:1:p:45-59 How should liquidity be measured? (2003).
Cited: 6 times.

(19) RePEc:eee:pacfin:v:9:y:2001:i:3:p:195-217 The impact of salient political and economic news on the trading activity (2001).
Cited: 5 times.

(20) RePEc:eee:pacfin:v:11:y:2003:i:2:p:175-195 The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange (2003).
Cited: 5 times.

(21) RePEc:eee:pacfin:v:7:y:1999:i:5:p:471-493 Cross-autocorrelation in Asian stock markets (1999).
Cited: 5 times.

(22) RePEc:eee:pacfin:v:2:y:1994:i:1:p:73-90 Assessing the cost of Taiwans deposit insurance (1994).
Cited: 5 times.

(23) RePEc:eee:pacfin:v:11:y:2003:i:2:p:153-173 An empirical analysis of the Australian dollar swap spreads (2003).
Cited: 5 times.

(24) RePEc:eee:pacfin:v:7:y:1999:i:5:p:557-586 Why does return volatility differ in Chinese stock markets? (1999).
Cited: 5 times.

(25) RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479 Beta stability and portfolio formation (1994).
Cited: 5 times.

(26) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:241-258 The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs (1996).
Cited: 4 times.

(27) RePEc:eee:pacfin:v:8:y:2000:i:2:p:177-216 Banks, the IMF, and the Asian crisis (2000).
Cited: 4 times.

(28) RePEc:eee:pacfin:v:8:y:2000:i:5:p:529-558 Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan (2000).
Cited: 4 times.

(29) RePEc:eee:pacfin:v:8:y:2000:i:5:p:v-vii Editorial (2000).
Cited: 4 times.

(30) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:259-275 Political risk and stock price volatility: The case of Hong Kong (1996).
Cited: 4 times.

(31) RePEc:eee:pacfin:v:11:y:2003:i:3:p:305-325 A review of Japans bank crisis from the governance perspective (2003).
Cited: 4 times.

(32) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282 Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999).
Cited: 4 times.

(33) RePEc:eee:pacfin:v:4:y:1996:i:1:p:15-30 The winners curse and international methods of allocating initial public offerings (1996).
Cited: 4 times.

(34) RePEc:eee:pacfin:v:6:y:1998:i:5:p:427-451 Privatisation initial public offerings in Malaysia: Initial premium and long-term performance (1998).
Cited: 4 times.

(35) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:297-314 Price clustering on the Australian Stock Exchange (1996).
Cited: 4 times.

(36) RePEc:eee:pacfin:v:9:y:2001:i:4:p:401-426 Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001).
Cited: 4 times.

(37) RePEc:eee:pacfin:v:6:y:1998:i:3-4:p:321-346 Fundamental and nonfundamental components in stock prices of Pacific-Rim countries (1998).
Cited: 4 times.

(38) RePEc:eee:pacfin:v:8:y:2000:i:5:p:iii-iv Editorial (2000).
Cited: 4 times.

(39) RePEc:eee:pacfin:v:3:y:1995:i:4:p:429-448 The aftermarket performance of initial public offerings in Korea (1995).
Cited: 3 times.

(40) RePEc:eee:pacfin:v:5:y:1997:i:2:p:195-213 Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997).
Cited: 3 times.

(41) RePEc:eee:pacfin:v:8:y:2000:i:2:p:135-152 Understanding the financial crisis in Asia (2000).
Cited: 3 times.

(42) RePEc:eee:pacfin:v:5:y:1997:i:1:p:63-85 An analysis of the stock market performance of new issues in New Zealand (1997).
Cited: 3 times.

(43) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:61-76 Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries (1998).
Cited: 3 times.

(44) RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:483-503 The value of liquidity: Evidence from the derivatives market (2000).
Cited: 3 times.

(45) RePEc:eee:pacfin:v:14:y:2006:i:1:p:33-48 Ethical investing in Australia: Is there a financial penalty? (2006).
Cited: 3 times.

(46) RePEc:eee:pacfin:v:12:y:2004:i:1:p:1-18 Determinants of the decision to submit market or limit orders on the ASX (2004).
Cited: 3 times.

(47) RePEc:eee:pacfin:v:5:y:1997:i:5:p:559-577 Correlations, trades and stock returns of the Pacific-Basin markets (1997).
Cited: 3 times.

(48) RePEc:eee:pacfin:v:5:y:1997:i:5:p:527-537 Testing the conditional CAPM and the effect of intervaling: A note (1997).
Cited: 3 times.

(49) RePEc:eee:pacfin:v:11:y:2003:i:4:p:413-428 What kind of multinational deposit-insurance arrangements might best enhance world welfare? (2003).
Cited: 3 times.

(50) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:371-403 An empirical study on the determinants of the capital structure of Thai firms (1999).
Cited: 2 times.

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

Recent citations received in: 2006

(1) RePEc:fip:fedfwp:2006-19 Quantitative easing and Japanese bank equity values (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(2) RePEc:hst:hstdps:d06-185 Bayesian Estimation of Unknown Heteroscedastic Variances (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series

Recent citations received in: 2005

(1) RePEc:qut:dpaper:201 Market Risk in Demutualised Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas (2005). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

Recent citations received in: 2004

(1) RePEc:wpa:wuwpfi:0408009 A local non-parametric model for trade sign inference (2004). EconWPA / Finance

(2) RePEc:wpa:wuwpfi:0412012 A piecewise linear model for trade sign inference (2004). EconWPA / Finance

Recent citations received in: 2003

(1) RePEc:wai:econwp:03/01 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation (2003). University of Waikato, Department of Economics / Working Papers in Economics

(2) RePEc:wpa:wuwpfi:0312012 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange (2003). EconWPA / 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.

©2009 Jose Manuel Barrueco | mail: barrueco@uv.es