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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Financial Markets and Portfolio Management / Springer

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.090000.04
19910.090000.05
19920.080000.04
19930.090000.05
19940.10000.05
19950.120000.06
19960.160000.08
19970.210000.08
19980.220000.09
19990.280000.13
20000.370000.16
20010.380000.16
20020.410000.2
20030.430000.2
20040.4952000.22
20050.5220205010.050.24
20060.080.532452525050.160.23
20070.170.42326752977.840.130.19
20080.30.431911641936.80.21
20090.290.4326951152030.120.19
20100.090.362894547510.040.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2007Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?
RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470 [Citation Analysis]		38
2007Advice and monitoring in venture finance
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43 [Citation Analysis]		9
2006Making prospect theory fit for finance
RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360 [Citation Analysis]		6
2006Provincial preferences in private equity
RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398 [Citation Analysis]		6
2006Performance measurement of hedge funds using data envelopment analysis
RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471 [Citation Analysis]		5
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies
RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32 [Citation Analysis]		5
2008Enterprise risk management in financial groups: analysis of risk concentration and default risk
RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258 [Citation Analysis]		4
2007Do venture capitalists imitate portfolio size?
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94 [Citation Analysis]		4
2006The Effect of Market Regimes on Style Allocation
RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337 [Citation Analysis]		4
2007Credit default swap prices as risk indicators of listed German banks
RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292 [Citation Analysis]		4
2006Monetary Policy and Financial Markets
RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18 [Citation Analysis]		4
2006A fully parametric approach to return modelling and risk management of hedge funds
RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491 [Citation Analysis]		3
2005Determinants of Financial Distress Costs
RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359 [Citation Analysis]		3
2006Recent Developments in Credit Markets
RePEc:kap:fmktpm:v:20:y:2006:i:2:p:221-234 [Citation Analysis]		3
2005Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market
RePEc:kap:fmktpm:v:19:y:2005:i:3:p:239-260 [Citation Analysis]		3
2007The tactical and strategic value of hedge fund strategies: a cointegration approach
RePEc:kap:fmktpm:v:21:y:2007:i:4:p:425-444 [Citation Analysis]		3
2010Do financial advisors exhibit myopic loss aversion?
RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170 [Citation Analysis]		3
2006How do investment patterns of independent and captive private equity funds differ? Evidence from Germany
RePEc:kap:fmktpm:v:20:y:2006:i:4:p:399-418 [Citation Analysis]		3
2007Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk
RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398 [Citation Analysis]		3
2007Three aspects of the Swiss term structure: an empirical survey
RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240 [Citation Analysis]		2
2008The nature of listed real estate companies: property or equity market?
RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126 [Citation Analysis]		2
2006Uncertainty in Value-at-risk Estimates under Parametric and Non-parametric Modeling
RePEc:kap:fmktpm:v:20:y:2006:i:3:p:243-264 [Citation Analysis]		2
2005Time-Varying Betas of German Stock Returns
RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46 [Citation Analysis]		2
2005Mutual Fund Growth in Standard and Specialist Market Segments
RePEc:kap:fmktpm:v:19:y:2005:i:2:p:153-167 [Citation Analysis]		2
2004What is going on in the oil market?
RePEc:kap:fmktpm:v:18:y:2004:i:4:p:442-457 [Citation Analysis]		2
2007Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:45-67 [Citation Analysis]		2
2010Can small investors exploit the momentum effect?
RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192 [Citation Analysis]		2
2006Relative importance of hedge fund characteristics
RePEc:kap:fmktpm:v:20:y:2006:i:4:p:419-441 [Citation Analysis]		2
2008Optimal investments in volatility
RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167 [Citation Analysis]		2
2005Markov Chain Monte Carlo Methods in Financial Econometrics
RePEc:kap:fmktpm:v:19:y:2005:i:4:p:397-405 [Citation Analysis]		2
2009The implementation of SNB monetary policy
RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359 [Citation Analysis]		2
2005The Regulatory Burden in the Swiss Wealth Management Industry
RePEc:kap:fmktpm:v:19:y:2005:i:1:p:99-108 [Citation Analysis]		2
2007The characteristics and development of the Swiss franc repurchase agreement market
RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261 [Citation Analysis]		2
2008How do commodity futures respond to macroeconomic news?
RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146 [Citation Analysis]		2

repec:kap:fmktpm:v:19:y:2005:i:4:p:381-396 [Citation Analysis]		2
2006Portfolio management and retirement: what is the best arrangement for a family?
RePEc:kap:fmktpm:v:20:y:2006:i:3:p:265-285 [Citation Analysis]		2
2007Return decomposition of absolute-performance multi-asset class portfolios
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:121-134 [Citation Analysis]		2
2006C-CAPM Refinements and the Cross-Section of Returns
RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73 [Citation Analysis]		2
2010Trends in corporate diversification
RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102 [Citation Analysis]		2
2005The Informational Content of Transactions
RePEc:kap:fmktpm:v:19:y:2005:i:1:p:47-60 [Citation Analysis]		1
2005The Valuation of Structured Products: Empirical Findings for the Swiss Market
RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380 [Citation Analysis]		1
2009Commonalities in the order book
RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242 [Citation Analysis]		1
2010Portfolio choice under local industry and country factors
RePEc:kap:fmktpm:v:24:y:2010:i:4:p:353-393 [Citation Analysis]		1
2005Procyclicality: The Macroeconomic Impact of Risk-Based Capital Requirements
RePEc:kap:fmktpm:v:19:y:2005:i:2:p:179-200 [Citation Analysis]		1
2007Is the January effect still alive in the futures markets?
RePEc:kap:fmktpm:v:21:y:2007:i:3:p:381-396 [Citation Analysis]		1
2006Board Members and Company Value
RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47 [Citation Analysis]		1
2009Monetary policy shocks and stock returns: evidence from the British market
RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410 [Citation Analysis]		1
2008Return enhancement trading strategies for size based portfolios
RePEc:kap:fmktpm:v:22:y:2008:i:1:p:21-45 [Citation Analysis]		1
2009The impact of monetary policy surprises on asset return volatility: the case of Germany
RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135 [Citation Analysis]		1
2010Association between environmental factors and equity market performance: evidence from a nonparametric frontier method
RePEc:kap:fmktpm:v:24:y:2010:i:3:p:245-269 [Citation Analysis]		1

Citing documents used to compute impact factor 4:
YearTitleSee
2010Common (stock) sense about risk-shifting and bank bailouts
RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29		[Citation Analysis]
2010Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern
RePEc:zbw:euvwdp:287		[Citation Analysis]
2010A note on asset management and market risk
RePEc:kap:fmktpm:v:24:y:2010:i:3:p:309-320		[Citation Analysis]
2010Pair-copulas modeling in finance
RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Delistings of secondary listings: price and volume effects
RePEc:kap:fmktpm:v:24:y:2010:i:4:p:395-418		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?
RePEc:bla:perwir:v:10:y:2009:i:4:p:436-468		[Citation Analysis]
2009Monetary policy shocks and stock returns: evidence from the British market
RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410		[Citation Analysis]
2009Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?
RePEc:usg:dp2009:2009-18		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee

Recent citations received in: 2007

YearTitleSee
2007The January Effect across Volatility Regimes
RePEc:gra:wpaper:07/04		[Citation Analysis]
2007Advice and monitoring in venture finance
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43		[Citation Analysis]
2007Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:45-67		[Citation Analysis]
2007Do venture capitalists imitate portfolio size?
RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94		[Citation Analysis]

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.
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