European Journal of Finance

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 0.18 7 2 0 0 0.08 1997 0.22 19 39 7 0 0.09 1998 0.08 0.25 15 16 26 2 0 0.1 1999 0.06 0.31 22 18 34 2 50 3 0.14 0.15 2000 0.03 0.42 19 20 37 1 100 0.19 2001 0.02 0.41 19 14 41 1 0 1 0.05 0.16 2002 0.03 0.44 23 54 38 1 0 3 0.13 0.2 2003 0.17 0.46 20 19 42 7 0 0.21 2004 0.16 0.51 32 15 43 7 0 1 0.03 0.23 2005 0.04 0.54 27 19 52 2 0 2 0.07 0.24 2006 0.12 0.56 35 27 59 7 0 4 0.11 0.24 2007 0.06 0.45 40 24 62 4 0 2 0.05 0.21 2008 0.17 0.5 45 5 75 13 0 0.24
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:eurjfi:v:3:y:1997:i:4:p:291-309 The numeraire portfolio: a new perspective on financial theory (1997).
Cited: 17 times.

(2) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 Modelling the demand for M3 in the Euro area (2002).
Cited: 17 times.

(3) RePEc:taf:eurjfi:v:3:y:1997:i:3:p:203-224 Comment (1997).
Cited: 11 times.

(4) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421 Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors (2002).
Cited: 9 times.

(5) RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74 Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads (2005).
Cited: 8 times.

(6) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175 The effects of trading activity on market volatility (2000).
Cited: 7 times.

(7) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175 An analysis of the causes of recent banking crises (2002).
Cited: 6 times.

(8) RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181 Generating science-based growth: an econometric analysis of the impact of organizational incentives on university--industry technology transfer (2005).
Cited: 6 times.

(9) RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143 Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000 (2007).
Cited: 6 times.

(10) RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230 Implied volatility surfaces: uncovering regularities for options on financial futures (2001).
Cited: 5 times.

(11) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205 New evidence on the implied-realized volatility relation (2002).
Cited: 5 times.

(12) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304 Board size and corporate performance: evidence from European countries (1998).
Cited: 5 times.

(13) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494 Small sample properties of GARCH estimates and persistence (2006).
Cited: 5 times.

(14) RePEc:taf:eurjfi:v:10:y:2004:i:2:p:105-122 Employee stock option plans and stock market reaction: evidence from Finland (2004).
Cited: 4 times.

(15) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274 Time varying country risk: an assessment of alternative modelling techniques (2002).
Cited: 4 times.

(16) RePEc:taf:eurjfi:v:5:y:1999:i:4:p:331-341 Modelling normal returns in event studies: a model-selection approach and pilot study (1999).
Cited: 4 times.

(17) RePEc:taf:eurjfi:v:3:y:1997:i:1:p:73-85 Implied volatility skews and stock return skewness and kurtosis implied by stock option prices (1997).
Cited: 4 times.

(18) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:213-224 Beta lives - some statistical perspectives on the capital asset pricing model (1999).
Cited: 4 times.

(19) RePEc:taf:eurjfi:v:9:y:2003:i:5:p:514-532 Evaluating capital mobility in the EU: a new approach using swaps data (2003).
Cited: 4 times.

(20) RePEc:taf:eurjfi:v:10:y:2004:i:6:p:542-566 On the bi-dimensionality of liquidity (2004).
Cited: 3 times.

(21) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343 World capital markets and Finnish stock returns (2002).
Cited: 3 times.

(22) RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183 Bank failure: a multidimensional scaling approach (2001).
Cited: 3 times.

(23) RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300 Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003).
Cited: 3 times.

(24) RePEc:taf:eurjfi:v:10:y:2004:i:5:p:329-344 Predictability of stock markets with disequilibrium trading (2004).
Cited: 3 times.

(25) RePEc:taf:eurjfi:v:3:y:1997:i:4:p:277-289 Dividend yield strategies in the British stock market (1997).
Cited: 3 times.

(26) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212 Is beta still alive? Conclusive evidence from the Swiss stock market (1999).
Cited: 3 times.

(27) RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513 Basis variations and regime shifts in the oil futures market (2003).
Cited: 3 times.

(28) RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357 Asset pricing implications of benchmarking: a two-factor CAPM (2003).
Cited: 3 times.

(29) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:302-321 Forecasting stock market volatility and the informational efficiency of the DAX-index options market (2002).
Cited: 3 times.

(30) RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91 Derivatives usage in UK non-financial listed companies (2001).
Cited: 3 times.

(31) RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343 Transmission of movements in stock markets (1998).
Cited: 3 times.

(32) RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188 Forecasting stock market volatility: Further international evidence (2006).
Cited: 3 times.

(33) RePEc:taf:eurjfi:v:8:y:2002:i:1:p:21-45 The information in the term structure of German interest rates (2002).
Cited: 3 times.

(34) RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94 Ownership structure and open market stock repurchases in France (2006).
Cited: 2 times.

(35) RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252 Conducting Event Studies on a Small Stock Exchange (2007).
Cited: 2 times.

(36) RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420 The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK (2006).
Cited: 2 times.

(37) RePEc:taf:eurjfi:v:13:y:2007:i:7:p:621-644 Volatility as an Asset Class: European Evidence (2007).
Cited: 2 times.

(38) RePEc:taf:eurjfi:v:3:y:1997:i:3:p:183-202 Feedforward neural networks in the classification of financial information (1997).
Cited: 2 times.

(39) RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101 Stochastic Dominance Analysis of iShares (2007).
Cited: 2 times.

(40) RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282 Ownership structure and dividend policy: Evidence from Italian firms (2006).
Cited: 2 times.

(41) RePEc:taf:eurjfi:v:13:y:2007:i:6:p:503-522 Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach (2007).
Cited: 2 times.

(42) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224 Further insights on the puzzle of technical analysis profitability (2000).
Cited: 2 times.

(43) RePEc:taf:eurjfi:v:11:y:2005:i:6:p:471-491 Overconfidence in investment decisions: An experimental approach (2005).
Cited: 2 times.

(44) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:567-582 Comovements and correlations in international stock markets (2006).
Cited: 2 times.

(45) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:126-145 Combining forecasts: some results on exchange and interest rates (2000).
Cited: 2 times.

(46) RePEc:taf:eurjfi:v:9:y:2003:i:6:p:557-580 Information criteria for GARCH model selection (2003).
Cited: 2 times.

(47) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:495-512 Detecting market transitions and energy futures risk management using principal components (2006).
Cited: 2 times.

(48) RePEc:taf:eurjfi:v:6:y:2000:i:4:p:353-369 Structural effects of asset-backed securitization (2000).
Cited: 2 times.

(49) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:257-278 Fund managers attitudes to risk and time horizons: the effect of performance benchmarking (1998).
Cited: 2 times.

(50) RePEc:taf:eurjfi:v:5:y:1999:i:2:p:123-139 LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market (1999).
Cited: 2 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

(1) RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331 Monetary Shocks and REIT Returns (2007). The Journal of Real Estate Finance and Economics

(2) RePEc:taf:eurjfi:v:13:y:2007:i:1:p:65-87 A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH (2007). European Journal of Finance

Recent citations received in: 2006

(1) RePEc:dij:revfcs:v:9:y:2006:i:q4:p:5-32 Les rachats d’actions au Canada:motivations et impact de l’activité économique (2006). Revue Finance Contrôle Stratégie

(2) RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151 Signaling Power of Open Market Share Repurchases in Germany (2006). Financial Markets and Portfolio Management

(3) RePEc:pra:mprapa:302 Stock market volatiltity around national elections (2006). University Library of Munich, Germany / MPRA Paper

(4) RePEc:taf:eurjfi:v:12:y:2006:i:5:p:449-453 Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions (2006). European Journal of Finance

Recent citations received in: 2005

(1) RePEc:pra:mprapa:4295 Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating (2005). University Library of Munich, Germany / MPRA Paper

(2) RePEc:wpa:wuwpfi:0505001 An empirical analysis of structural models of corporate debt pricing (2005). EconWPA / Finance

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