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 0.27 0.18 23 7 26 7 0 0.08 1997 0.18 0.21 19 29 49 9 11.1 0.08 1998 0.22 20 26 42 0 0.1 1999 0.03 0.28 22 21 39 1 100 3 0.14 0.13 2000 0.05 0.37 19 27 42 2 50 0.16 2001 0.02 0.37 19 13 41 1 0 1 0.05 0.16 2002 0.03 0.41 23 50 38 1 0 3 0.13 0.19 2003 0.12 0.42 20 21 42 5 0 0.2 2004 0.14 0.47 32 17 43 6 0 1 0.03 0.21 2005 0.02 0.5 31 29 52 1 0 2 0.06 0.23 2006 0.11 0.51 46 35 63 7 0 5 0.11 0.22 2007 0.12 0.4 41 37 77 9 0 2 0.05 0.18 2008 0.14 0.42 45 7 87 12 0 0.21 2009 0.09 0.43 44 20 86 8 0 5 0.11 0.19
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:1:y:1995:i:1:p:18-20 Comment (1995).
Cited: 92 times.

(2) 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.

(3) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 Modelling the demand for M3 in the Euro area (2002).
Cited: 11 times.

(4) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175 The effects of trading activity on market volatility (2000).
Cited: 10 times.

(5) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175 An analysis of the causes of recent banking crises (2002).
Cited: 10 times.

(6) RePEc:taf:eurjfi:v:1:y:1995:i:1:p:37-40 Rejoinder (1995).
Cited: 9 times.

(7) 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: 9 times.

(8) 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: 9 times.

(9) RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403 Heterogeneous real-time trading strategies in the foreign exchange market (1995).
Cited: 9 times.

(10) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304 Board size and corporate performance: evidence from European countries (1998).
Cited: 8 times.

(11) 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: 7 times.

(12) RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164 Estimating the time Varying Components of international stock markets risk (1995).
Cited: 7 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: 6 times.

(14) 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: 6 times.

(15) RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93 Calendar effects in the London Stock Exchange FT-SE indices (1995).
Cited: 6 times.

(16) RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252 Conducting Event Studies on a Small Stock Exchange (2007).
Cited: 5 times.

(17) 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: 5 times.

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

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

(20) 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.

(21) 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.

(22) 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.

(23) 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.

(24) 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.

(25) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224 Further insights on the puzzle of technical analysis profitability (2000).
Cited: 4 times.

(26) RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183 Bank failure: a multidimensional scaling approach (2001).
Cited: 4 times.

(27) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:233-256 A survey of corporate perceptions of short-termism among analysts and fund managers (1998).
Cited: 4 times.

(28) RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91 Derivatives usage in UK non-financial listed companies (2001).
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:11:y:2005:i:6:p:493-509 Determinants of corporate debt securities in the Euro area (2005).
Cited: 3 times.

(31) RePEc:taf:eurjfi:v:13:y:2007:i:7:p:621-644 Volatility as an Asset Class: European Evidence (2007).
Cited: 3 times.

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

(33) RePEc:taf:eurjfi:v:15:y:2009:i:3:p:337-363 Stochastic volatility and time-varying country risk in emerging markets (2009).
Cited: 3 times.

(34) RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:777-795 Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market (2009).
Cited: 3 times.

(35) RePEc:taf:eurjfi:v:1:y:1995:i:1:p:31-36 Comment (1995).
Cited: 3 times.

(36) RePEc:taf:eurjfi:v:5:y:1999:i:1:p:73-94 Volatility forecasting in the framework of the option expiry cycle (1999).
Cited: 3 times.

(37) 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.

(38) RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94 Ownership structure and open market stock repurchases in France (2006).
Cited: 3 times.

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

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

(41) RePEc:taf:eurjfi:v:12:y:2006:i:1:p:41-59 Stochastic Volatility and GARCH: a Comparison Based on UK Stock Data (2006).
Cited: 3 times.

(42) RePEc:taf:eurjfi:v:13:y:2007:i:8:p:705-715 Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities (2007).
Cited: 3 times.

(43) 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.

(44) 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.

(45) 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: 3 times.

(46) RePEc:taf:eurjfi:v:4:y:1998:i:1:p:29-59 Seasoned equity offers and rights issues: a review of the evidence (1998).
Cited: 3 times.

(47) RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337 Uncovering long memory in high frequency UK futures (2005).
Cited: 3 times.

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

(49) RePEc:taf:eurjfi:v:1:y:1995:i:1:p:41-56 Short-term performance pressures: is there a consensus view? (1995).
Cited: 3 times.

(50) RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377 Which factors determine sovereign credit ratings? (2006).
Cited: 3 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:ffe:journl:v:6:y:2009:i:1:p:26-50 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy (2009). Frontiers in Finance and Economics

(2) RePEc:hal:cesptp:halshs-00375765 Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy (2009). Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)

(3) RePEc:hhs:hacerc:2009-005 AN ANALYSIS OF DYNAMIC RISK IN THE GREATER CHINA EQUITY MARKETS (2009). Working Paper Series

(4) RePEc:sol:wpaper:09-014 Sovereign Bonds and Socially Responsible Investment (2009). Working Papers CEB

(5) RePEc:spr:alstar:v:93:y:2009:i:3:p:295-306 Statistical inference procedure for the mean–variance efficient frontier with estimated parameters (2009). AStA Advances in Statistical Analysis

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:hhs:gunwpe:0230 Ten Years of Misleading Information - Investment Advice in Printed Media (2006). Working Papers in Economics

(3) 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

(4) RePEc:pra:mprapa:302 Stock market volatiltity around national elections (2006). MPRA Paper

(5) 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

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