Review of Quantitative Finance and Accounting

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 0.04 0.18 39 9 25 1 0 0.09 1997 0.21 32 30 64 0 0.08 1998 0.03 0.25 28 16 71 2 0 0.1 1999 0.03 0.32 43 49 60 2 0 1 0.02 0.15 2000 0.06 0.43 39 23 71 4 0 0.19 2001 0.02 0.41 39 20 82 2 0 0.17 2002 0.04 0.44 37 16 78 3 0 1 0.03 0.2 2003 0.04 0.47 38 13 76 3 0 1 0.03 0.22 2004 0.07 0.52 38 11 75 5 20 0.23 2005 0.56 40 16 76 0 0.25 2006 0.57 40 17 78 0 0.24 2007 0.15 0.48 40 6 80 12 75 2 0.05 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:kap:rqfnac:v:13:y:1999:i:2:p:111-35 Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter. (1999).
Cited: 19 times.

(2) RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46 The Relation between Patent Citations and Tobins Q in the Semiconductor Industry. (1997).
Cited: 7 times.

(3) RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438 The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis (2006).
Cited: 6 times.

(4) RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67 Nonparametric Smoothing of Yield Curves. (1997).
Cited: 6 times.

(5) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70 Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money. (1997).
Cited: 6 times.

(6) RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45 Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology. (1999).
Cited: 6 times.

(7) RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62 Review of Categorical Models for Classification Issues in Accounting and Finance. (1999).
Cited: 5 times.

(8) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:269-84 Product Quality and Payment Policy. (1998).
Cited: 4 times.

(9) RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81 Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields. (1997).
Cited: 4 times.

(10) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:49-62 Are All Rivals Affected Equally by Bond Rating Downgrades? (2003).
Cited: 4 times.

(11) RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301 Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study. (1999).
Cited: 4 times.

(12) RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88 Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets. (1999).
Cited: 3 times.

(13) RePEc:kap:rqfnac:v:23:y:2004:i:1:p:5-17 Institutional Herding in the ADR Market (2004).
Cited: 3 times.

(14) RePEc:kap:rqfnac:v:25:y:2005:i:4:p:413-427 The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133 (2005).
Cited: 3 times.

(15) RePEc:kap:rqfnac:v:24:y:2005:i:1:p:47-64 Ranking Research Productivity in Accounting for Asia-Pacific Universities (2005).
Cited: 3 times.

(16) RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118 Estimating Beta. (2002).
Cited: 3 times.

(17) RePEc:kap:rqfnac:v:15:y:2000:i:3:p:259-76 A Neural Network Approach for Analyzing Small Business Lending Decisions. (2000).
Cited: 3 times.

(18) RePEc:kap:rqfnac:v:12:y:1999:i:1:p:89-96 A Note on Perceptions of Finance Journal Quality. (1999).
Cited: 3 times.

(19) RePEc:kap:rqfnac:v:19:y:2002:i:2:p:155-80 Intraday Return Volatility Process: Evidence from NASDAQ Stocks. (2002).
Cited: 3 times.

(20) RePEc:kap:rqfnac:v:15:y:2000:i:2:p:107-26 The Effects of Downsizing on Operating Performance. (2000).
Cited: 3 times.

(21) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35 Value Relevance of Nonfinancial Information: The Case of Patent Data. (2001).
Cited: 3 times.

(22) RePEc:kap:rqfnac:v:16:y:2001:i:3:p:269-90 Market Reactions to Corporate Restructurings. (2001).
Cited: 3 times.

(23) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:285-302 Volume and Volatility in Foreign Currency Futures Markets. (1998).
Cited: 2 times.

(24) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18 Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model. (2001).
Cited: 2 times.

(25) RePEc:kap:rqfnac:v:28:y:2007:i:1:p:79-100 Role models in finance: Lessons from life cycle productivity of prolific scholars (2007).
Cited: 2 times.

(26) RePEc:kap:rqfnac:v:12:y:1999:i:2:p:135-57 The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach. (1999).
Cited: 2 times.

(27) RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70 Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications. (2001).
Cited: 2 times.

(28) RePEc:kap:rqfnac:v:26:y:2006:i:2:p:137-163 Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property (2006).
Cited: 2 times.

(29) RePEc:kap:rqfnac:v:31:y:2008:i:2:p:121-145 Board size and firm performance: the moderating effects of the market for corporate control (2008).
Cited: 2 times.

(30) RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85 Managerial Ownership and Accounting Disclosures: An Empirical Study. (2000).
Cited: 2 times.

(31) RePEc:kap:rqfnac:v:20:y:2003:i:2:p:115-26 Firm Financial Performance Following Mergers. (2003).
Cited: 2 times.

(32) RePEc:kap:rqfnac:v:18:y:2002:i:4:p:405-21 Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115. (2002).
Cited: 2 times.

(33) RePEc:kap:rqfnac:v:10:y:1998:i:1:p:95-113 Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate. (1998).
Cited: 2 times.

(34) RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82 Information Asymmetry around Earnings Announcements. (1998).
Cited: 2 times.

(35) RePEc:kap:rqfnac:v:15:y:2000:i:4:p:371-89 Voluntary Causal Disclosures: Tendencies and Capital Market Reaction. (2000).
Cited: 2 times.

(36) RePEc:kap:rqfnac:v:18:y:2002:i:3:p:273-91 The Usefulness of Derivative-Related Accounting Disclosures. (2002).
Cited: 2 times.

(37) RePEc:kap:rqfnac:v:22:y:2004:i:1:p:15-28 The Effect of Regulation Fair Disclosure on the Relevance of Conference Calls to Financial Analysts (2004).
Cited: 2 times.

(38) RePEc:kap:rqfnac:v:7:y:1996:i:1:p:65-79 Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect. (1996).
Cited: 2 times.

(39) RePEc:kap:rqfnac:v:19:y:2002:i:4:p:399-416 A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk. (2002).
Cited: 2 times.

(40) RePEc:kap:rqfnac:v:5:y:1995:i:2:p:169-77 Microstructure and Reverse Stock Splits. (1995).
Cited: 2 times.

(41) RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50 Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions. (2001).
Cited: 2 times.

(42) RePEc:kap:rqfnac:v:14:y:2000:i:2:p:155-60 Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note. (2000).
Cited: 2 times.

(43) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80 Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions. (2003).
Cited: 2 times.

(44) RePEc:kap:rqfnac:v:24:y:2005:i:3:p:313-334 What Determines the Variability of Accounting Accruals? (2005).
Cited: 2 times.

(45) RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95 Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations (2004).
Cited: 2 times.

(46) RePEc:kap:rqfnac:v:17:y:2001:i:1:p:63-79 An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis. (2001).
Cited: 2 times.

(47) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:71-88 Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management. (1997).
Cited: 2 times.

(48) RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70 The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods. (2000).
Cited: 2 times.

(49) RePEc:kap:rqfnac:v:25:y:2005:i:4:p:319-339 The Performance Consequences of Operational Restructurings (2005).
Cited: 2 times.

(50) RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24 Disclosure and the cost of equity in international cross-listing (2007).
Cited: 2 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:ces:ceswps:_2174 The Dark Side of International Cross-Listing: Effects on Rival Firms at Home (2007). CESifo GmbH / CESifo Working Paper Series

(2) RePEc:kap:rqfnac:v:29:y:2007:i:4:p:353-370 Value relevance of value-at-risk disclosure (2007). Review of Quantitative Finance and Accounting

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

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.