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

 

  
 

Applied Financial Economics / Taylor and Francis Journals

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
19910.09280000.05
19920.082802800.04
19930.094305600.05
19940.14807100.05
19950.125309100.06
19960.1659010100.08
19970.2114012311200.08
19980.020.22127187199400.09
19990.020.281051242675010.010.13
20000.050.371268823211020.020.16
20010.040.381211072319010.010.16
20020.040.4116818524711040.020.2
20030.110.4392147289310100.110.2
20040.070.491301812601915.870.050.22
20050.150.521191672223411.880.070.24
20060.240.51221182495916.9130.110.23
20070.210.4214990241513.980.050.19
20080.140.4313445271392.660.040.21
20090.110.431532428330010.010.19
20100.050.361551728715010.010.15
 
 
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
1998Efficiency of multinational banks: an empirical investigation
RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696 [Citation Analysis]		26
1998Linkages between the US and European equity markets: further evidence from cointegration tests
RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614 [Citation Analysis]		25
2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17 [Citation Analysis]		22
2005Can mergers in Europe help banks hedge against macroeconomic risk?
RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326 [Citation Analysis]		20
2002Credit risk and efficiency in the European banking system: A three-stage analysis
RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911 [Citation Analysis]		18
1998Volatility spillovers across equity markets: European evidence
RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256 [Citation Analysis]		16
2003Stock market integration and financial crises: the case of Asia
RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486 [Citation Analysis]		16
2003Monetary policy rules and regime shifts
RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535 [Citation Analysis]		15
2005Financial development and economic growth in the Middle East
RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051 [Citation Analysis]		14
1997Regime switching in stock market returns
RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191 [Citation Analysis]		14
2005Does patenting increase the probability of being acquired? Evidence from cross-border and domestic acquisitions
RePEc:taf:apfiec:v:15:y:2005:i:14:p:1007-1017 [Citation Analysis]		13
2001Nonparametric cointegration analysis of real exchange rates
RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8 [Citation Analysis]		12
1997Productivity growth in the Hellenic banking industry: state versus private banks
RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228 [Citation Analysis]		12
2004Testing for inconsistencies in the estimation of UK capital structure determinants
RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66 [Citation Analysis]		12
1999Macroeconomic determinants of long-term stock market comovements among major EMS countries
RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85 [Citation Analysis]		11
2002Competition and efficiency in the Spanish banking sector: the importance of specialization
RePEc:taf:apfiec:v:12:y:2002:i:7:p:505-516 [Citation Analysis]		11
2005Modelling heavy tails and skewness in film returns
RePEc:taf:apfiec:v:15:y:2005:i:17:p:1181-1188 [Citation Analysis]		11
2003Technical analysis in foreign exchange markets: evidence from the EMS
RePEc:taf:apfiec:v:13:y:2003:i:2:p:113-122 [Citation Analysis]		11
1997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74 [Citation Analysis]		11
2002Does the introduction of stock index futures effectively reduce stock market volatility? Is the futures effect immediate? Evidence from the Italian stock exchange using GARCH
RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192 [Citation Analysis]		11
1997Security price anomalies in the London International Stock Exchange: a 60 year perspective
RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464 [Citation Analysis]		11
2000Purchasing power parity, nonlinearity and chaos
RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622 [Citation Analysis]		10
1998Stock market prices, causality and efficiency: evidence from the Athens stock exchange
RePEc:taf:apfiec:v:8:y:1998:i:2:p:167-174 [Citation Analysis]		10
2002Evaluating the hedging performance of the constant-correlation GARCH model
RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798 [Citation Analysis]		10
2002The determinants of corporate debt maturity: evidence from UK firms
RePEc:taf:apfiec:v:12:y:2002:i:1:p:19-24 [Citation Analysis]		10
2004International portfolio diversification to Central European stock markets
RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268 [Citation Analysis]		10
2001Volatility in the transition markets of Central Europe
RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105 [Citation Analysis]		10
1999Efficiency and risk management in Spanish banking: a method to decompose risk
RePEc:taf:apfiec:v:9:y:1999:i:4:p:371-384 [Citation Analysis]		9
1998Modelling real exchange rate behaviour: a cross-country study
RePEc:taf:apfiec:v:8:y:1998:i:6:p:577-587 [Citation Analysis]		9
1999Setting futures margins: the extremes approach
RePEc:taf:apfiec:v:9:y:1999:i:2:p:173-181 [Citation Analysis]		9
2006Purchasing Power Parity in economies in transition: evidence from Central and East European countries
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143 [Citation Analysis]		9
2002African stock markets: multiple variance ratio tests of random walks
RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484 [Citation Analysis]		9
2004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model
RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342 [Citation Analysis]		9
1999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners
RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511 [Citation Analysis]		9
2003Inflation and output as predictors of stock returns and volatility: international evidence
RePEc:taf:apfiec:v:13:y:2003:i:9:p:693-700 [Citation Analysis]		9
1999Lending rate stickiness and monetary transmission mechanism: the case of Canada and the United States
RePEc:taf:apfiec:v:9:y:1999:i:6:p:533-538 [Citation Analysis]		8
2002Testing for cointegration between international stock prices
RePEc:taf:apfiec:v:12:y:2002:i:12:p:851-861 [Citation Analysis]		8
2008Estimating stock market volatility using asymmetric GARCH models
RePEc:taf:apfiec:v:18:y:2008:i:15:p:1201-1208 [Citation Analysis]		8
2004A simple test of the Fama and French model using daily data: Australian evidence
RePEc:taf:apfiec:v:14:y:2004:i:2:p:83-92 [Citation Analysis]		8
1997Stock market returns in thin markets: evidence from the Vienna Stock Exchange
RePEc:taf:apfiec:v:7:y:1997:i:5:p:493-498 [Citation Analysis]		8
1998A fractional cointegration test of purchasing power parity: the case of selected members of OPEC
RePEc:taf:apfiec:v:8:y:1998:i:6:p:559-566 [Citation Analysis]		8
2001Positive feedback trading in emerging capital markets
RePEc:taf:apfiec:v:11:y:2001:i:3:p:291-297 [Citation Analysis]		8
1998Estimating structural exchange rate models by artificial neural networks
RePEc:taf:apfiec:v:8:y:1998:i:5:p:541-551 [Citation Analysis]		8
2006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry
RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663 [Citation Analysis]		8
1998Testing the conditional CAPM using multivariate GARCH-M
RePEc:taf:apfiec:v:8:y:1998:i:4:p:377-388 [Citation Analysis]		8
2004Efficiency of Indian commercial banks during the reform period
RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686 [Citation Analysis]		7
2004Downside risk for European equity markets
RePEc:taf:apfiec:v:14:y:2004:i:10:p:707-716 [Citation Analysis]		7
1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines
RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35 [Citation Analysis]		7
2005Efficiency, endogenous and exogenous credit risk in the banking systems of the Euro area
RePEc:taf:apfiec:v:15:y:2005:i:9:p:631-649 [Citation Analysis]		7
1997Financial constraints on the growth of high technology small firms in the United Kingdom
RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201 [Citation Analysis]		7

Citing documents used to compute impact factor 15:
YearTitleSee
2010Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey
RePEc:eee:ejores:v:204:y:2010:i:2:p:189-198		[Citation Analysis]
2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe.
RePEc:hal:wpaper:hal-00507825		[Citation Analysis]
2010Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence
RePEc:fip:fedlwp:2010-039		[Citation Analysis]
2010The feasibility of through-the-cycle ratings
RePEc:hhs:bofrdp:2010_014		[Citation Analysis]
2010Co-movements between US and UK stock prices: the role of time-varying conditional correlations
RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:366-380		[Citation Analysis]
2010Nonlinearities in Stock Returns for Some Recent Entrants to the EU
RePEc:nbs:wpaper:2010/1		[Citation Analysis]
2010Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets
RePEc:ces:ceswps:_2974		[Citation Analysis]
2010Booms and busts in Chinas stock market: Estimates based on fundamentals
RePEc:ecb:ecbwps:20101190		[Citation Analysis]
2010Do opening hours and unobserved heterogeneity affect economies of scale and scope in postal outlets?
RePEc:lug:wpaper:1007		[Citation Analysis]
2010Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey
RePEc:eee:ejores:v:204:y:2010:i:2:p:189-198		[Citation Analysis]
2010Banking productivity: an overview of the Greek banking system
RePEc:eme:mfipps:v:36:y:2010:i:12:p:1007-1027		[Citation Analysis]
2010Total factor productivity change of Greek cooperative banks
RePEc:eme:mfipps:v:36:y:2010:i:4:p:337-353		[Citation Analysis]
2010The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach
RePEc:gri:fpaper:finance:201012		[Citation Analysis]
2010Determinants of small and medium sized fast growing enterprises in central and eastern Europe: a panel data analysis
RePEc:ipf:finteo:v:34:y:2010:i:3:p:269-295		[Citation Analysis]
2010AUDITOR CHOICE AND INTITUTIONNEL INVESTOR CHARACTERISTICS AFTER THE ENRON SCANDAL IN THE FRENCH CONTEXT
RePEc:hal:journl:hal-00481076		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets
RePEc:ebl:ecbull:eb-09-00761		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Staatsfonds - neue Akteure an den Finanzmärkten?
RePEc:zbw:fsfmwp:114		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Clustering Mutual Funds by Return and Risk Levels
RePEc:cns:cnscwp:200813		[Citation Analysis]
2008Oil price Dynamics and Speculation. A Multivariate Financial Approach
RePEc:frz:wpaper:wp2008_15.rdf		[Citation Analysis]
2008Sentiment Dynamics and Stock Returns: The Case of the German Stock Market
RePEc:kie:kieliw:1470		[Citation Analysis]
2008Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK
RePEc:pra:mprapa:11535		[Citation Analysis]
2008Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model
RePEc:pra:mprapa:12120		[Citation Analysis]
2008Economic consequences of private equity investments on the German stock market
RePEc:zbw:cefswp:200805		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Macroeconomic uncertainty and banks lending decisions: The case of Italy
RePEc:bdi:wptemi:td_615_07		[Citation Analysis]
2007Pronósticos directos de la inflación colombiana
RePEc:col:000094:004246		[Citation Analysis]
2007Pronósticos directos de la inflación colombiana
RePEc:col:000094:004247		[Citation Analysis]
2007Backtesting VaR Models: An Expected Shortfall Approach
RePEc:crt:wpaper:0701		[Citation Analysis]
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets
RePEc:pra:mprapa:25349		[Citation Analysis]
2007Forecasting volatility: Evidence from the Macedonian stock exchange
RePEc:pra:mprapa:5319		[Citation Analysis]
2007Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes
RePEc:taf:apfelt:v:3:y:2007:i:1:p:31-37		[Citation Analysis]
2007Dynamic Risk Exposure in Hedge Funds
RePEc:ven:wpaper:2007_17		[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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