CitEc
[home]     [Citation data for:  series | authors | papers]      [Maintainers]      [Submit references]      [warning | faq | about]
  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Journal of Financial and Quantitative Analysis / Cambridge University Press

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

Create citation feed for this series

Missing citations? Add them with our user input service
Incorrect content? Let us know

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.030.083554672200.04
19910.040.083841771300.04
19920.070.0838559735010.030.04
19930.070.093462176500.05
19940.030.133498722020.060.05
19950.270.19334776718010.030.07
19960.390.23298786626040.140.1
19970.370.29264676223040.150.1
19980.640.29244605535030.130.11
19990.60.34235605030060.260.15
20000.660.43295574731040.140.17
20011.10.45254355257060.240.17
20020.850.46284195446080.290.21
20030.740.483778953390210.570.21
20041.370.553839465890140.370.23
20051.250.573640475940160.440.24
20061.090.543721974810100.270.22
20070.950.484123073690120.290.19
20080.90.53719678700140.380.22
20091.130.515420678880160.30.21
20100.890.46571049181090.160.17
20111.150.6472531111280160.220.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1977Abstract: An Equilibrium Characterization of the Term Structure
RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02 [Citation Analysis]		306
1987The Relation between Price Changes and Trading Volume: A Survey
RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01 [Citation Analysis]		287
1989International Transmission of Stock Market Movements
RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01 [Citation Analysis]		234
1996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders
RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00 [Citation Analysis]		231
1985The Determinants of Firms Hedging Policies
RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01 [Citation Analysis]		164
2003International Corporate Governance
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00 [Citation Analysis]		134
1984Optimal Hedging Policies
RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01 [Citation Analysis]		126
1999Autoregressive Conditional Skewness
RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00 [Citation Analysis]		120
1991The Pricing of Exchange Rate Risk in the Stock Market
RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00 [Citation Analysis]		113
1999Volatility in Emerging Stock Markets
RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00 [Citation Analysis]		106
1990Stock Returns and Volatility
RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00 [Citation Analysis]		104
2001The Debt-Equity Choice
RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00 [Citation Analysis]		104
1998The Determinants of Corporate Liquidity: Theory and Evidence
RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00 [Citation Analysis]		99
1988The Dependence between Hourly Prices and Trading Volume
RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01 [Citation Analysis]		95
1996Evidence on Corporate Hedging Policy
RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00 [Citation Analysis]		95
2003Equity Ownership and Firm Value in Emerging Markets
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00 [Citation Analysis]		94
1996Another Look at Models of the Short-Term Interest Rate
RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00 [Citation Analysis]		91
1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00 [Citation Analysis]		90
2003International Corporate Governance and Corporate Cash Holdings
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00 [Citation Analysis]		89
2003Corporate Governance and the Home Bias
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00 [Citation Analysis]		89
2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market
RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00 [Citation Analysis]		87
1977The Valuation of Corporate Liabilities as Compound Options
RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02 [Citation Analysis]		86
2000Market Segmentation and the Cost of the Capital in International Equity Markets
RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00 [Citation Analysis]		84
1990The Dynamics of Stock Index and Stock Index Futures Returns
RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00 [Citation Analysis]		79
2002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00 [Citation Analysis]		75
1981The Determinants of Bank Interest Margins: Theory and Empirical Evidence
RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00 [Citation Analysis]		75
1988International Listings and Stock Returns: Some Empirical Evidence
RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01 [Citation Analysis]		73
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00 [Citation Analysis]		71
1980Analyzing Convertible Bonds
RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01 [Citation Analysis]		70
1999Of Smiles and Smirks: A Term Structure Perspective
RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00 [Citation Analysis]		66
2000The Accuracy of Trade Classification Rules: Evidence from Nasdaq
RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00 [Citation Analysis]		65
1988Withdrawn Security Offerings
RePEc:cup:jfinqa:v:23:y:1988:i:02:p:119-133_01 [Citation Analysis]		62
1996Outside Directors and CEO Selection
RePEc:cup:jfinqa:v:31:y:1996:i:03:p:337-355_00 [Citation Analysis]		62
2002International Cross-Listing and Visibility
RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00 [Citation Analysis]		61
1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
RePEc:cup:jfinqa:v:32:y:1997:i:03:p:287-310_00 [Citation Analysis]		60
2005Volatility Spillover Effects in European Equity Markets
RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00 [Citation Analysis]		59
1996Pension Fund Activism and Firm Performance
RePEc:cup:jfinqa:v:31:y:1996:i:01:p:1-23_00 [Citation Analysis]		58
1987Transaction Data Tests of the Mixture of Distributions Hypothesis
RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01 [Citation Analysis]		58
1995The Short-Run Dynamics of the Price Adjustment to New Information
RePEc:cup:jfinqa:v:30:y:1995:i:01:p:117-134_00 [Citation Analysis]		58
1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
RePEc:cup:jfinqa:v:28:y:1993:i:02:p:235-254_00 [Citation Analysis]		58
1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01 [Citation Analysis]		58
1967Portfolio Analysis
RePEc:cup:jfinqa:v:2:y:1967:i:02:p:76-84_01 [Citation Analysis]		58
2005Determinants of Board Size and Composition: A Theory of Corporate Boards
RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00 [Citation Analysis]		57
1985Differential Information and Security Market Equilibrium
RePEc:cup:jfinqa:v:20:y:1985:i:04:p:407-422_01 [Citation Analysis]		57
1998The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
RePEc:cup:jfinqa:v:33:y:1998:i:03:p:383-408_00 [Citation Analysis]		57
1993The Impact of Managerial Ownership on Acquisition Attempts and Target Shareholder Wealth
RePEc:cup:jfinqa:v:28:y:1993:i:04:p:439-457_00 [Citation Analysis]		56
1995The Conditional Relation between Beta and Returns
RePEc:cup:jfinqa:v:30:y:1995:i:01:p:101-116_00 [Citation Analysis]		56
1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00 [Citation Analysis]		55
1983A Simplified Jump Process for Common Stock Returns
RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01 [Citation Analysis]		54
2003Trade Execution Costs and Market Quality after Decimalization
RePEc:cup:jfinqa:v:38:y:2003:i:04:p:747-777_00 [Citation Analysis]		54

Citing documents used to compute impact factor 128:
YearTitleSee
2011Properties of Foreign Exchange Risk Premiums
RePEc:pra:mprapa:21302		[Citation Analysis]
2011Cyclical Changes in Firm Volatility
RePEc:acb:camaaa:2011-29		[Citation Analysis]
2011New evidence on oil price and firm returns
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262		[Citation Analysis]
2011Bayesian Hypothesis Testing in Latent Variable Models
RePEc:siu:wpaper:11-2011		[Citation Analysis]
2011Managerial ownership and the disposition effect
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2407-2417		[Citation Analysis]
2011The adverse selection effect of corporate cash reserve: Evidence from acquisitions solely financed by stock
RePEc:eee:corfin:v:17:y:2011:i:4:p:789-808		[Citation Analysis]
2011The Janus-headed salvation: Sovereign and bank credit risk premia during 2008-2009
RePEc:eee:ecolet:v:110:y:2011:i:1:p:28-31		[Citation Analysis]
2011Dynamics of international integration of government securities markets
RePEc:eee:jbfina:v:35:y:2011:i:1:p:142-154		[Citation Analysis]
2011Selection and institutional shareholder activism in Chinese acquisitions
RePEc:pra:mprapa:38701		[Citation Analysis]
2011A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area
RePEc:ptu:wpaper:w201130		[Citation Analysis]
2011Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3225-3239		[Citation Analysis]
2011Limits-to-arbitrage, investment frictions, and the asset growth anomaly
RePEc:eee:jfinec:v:102:y:2011:i:1:p:127-149		[Citation Analysis]
2011Parametric Conditional Monte Carlo Density Estimation
RePEc:acb:cbeeco:2011-562		[Citation Analysis]
2011Stock return predictability and variance risk premia: statistical inference and international evidence
RePEc:fip:fedgfe:2011-52		[Citation Analysis]
2011Does market misvaluation drive post-acquisition underperformance in stock deals?
RePEc:eee:reveco:v:20:y:2011:i:4:p:690-706		[Citation Analysis]
2011Detecting Information-Driven Trading in a Dealers Market
RePEc:fau:fauart:v:61:y:2011:i:3:p:204-229		[Citation Analysis]
2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350		[Citation Analysis]
2011Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
RePEc:eee:jbfina:v:35:y:2011:i:6:p:1563-1580		[Citation Analysis]
2011Information asymmetry and self-selection bias in bank loan announcement studies
RePEc:eee:jfinec:v:101:y:2011:i:3:p:684-694		[Citation Analysis]
2011Financial advice and stock market participation
RePEc:ecb:ecbwps:20111296		[Citation Analysis]
2011Financial Advice and Stock Market Participation
RePEc:bcl:bclwop:bclwp051		[Citation Analysis]
2011The Flight Home Effect: Evidence from the Syndicated Loan Market During Financial Crises
RePEc:cpr:ceprdp:8337		[Citation Analysis]
2011Trade openness and the informational efficiency of emerging stock markets
RePEc:eee:ecmode:v:28:y:2011:i:5:p:2228-2238		[Citation Analysis]
2011Does corporate governance risk at home affect investment choices abroad?
RePEc:eee:inecon:v:85:y:2011:i:1:p:25-41		[Citation Analysis]
2011Stock market aversion? Political preferences and stock market participation
RePEc:eee:jfinec:v:100:y:2011:i:1:p:98-112		[Citation Analysis]
2011Leverage change, debt overhang, and stock prices
RePEc:eee:corfin:v:17:y:2011:i:3:p:391-402		[Citation Analysis]
2011Product market power and stock market liquidity
RePEc:eee:finmar:v:14:y:2011:i:2:p:376-410		[Citation Analysis]
2011An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions
RePEc:kap:rqfnac:v:37:y:2011:i:3:p:363-380		[Citation Analysis]
2011The CAPS Prediction System and Stock Market Returns
RePEc:ecl:harjfk:rwp11-028		[Citation Analysis]
2011The CAPS Prediction System and Stock Market Returns
RePEc:nbr:nberwo:17298		[Citation Analysis]
2011Window dressing in mutual funds
RePEc:zbw:cfrwps:1107		[Citation Analysis]
2011Stock and option market divergence in the presence of noisy information
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2001-2020		[Citation Analysis]
2011Jump risk, stock returns, and slope of implied volatility smile
RePEc:eee:jfinec:v:99:y:2011:i:1:p:216-233		[Citation Analysis]
2011Variance Swaps and Intertemporal Asset Pricing
RePEc:ucm:doicae:1108		[Citation Analysis]
2011Corporate Leverage, the Cost of Capital,and the Financial Crisis in Latin America
RePEc:lap:wpaper:085		[Citation Analysis]
2011The euro and corporate financing
RePEc:hhs:bofrdp:2011_006		[Citation Analysis]
2011Financial Policies, Investment, and the Financial Crisis: Impaired Credit Channel or Diminished Demand for Capital?
RePEc:ecl:ohidic:2011-3		[Citation Analysis]
2011Capital Structure and the Redeployability of Tangible Assets
RePEc:dgr:uvatin:20110091		[Citation Analysis]
2011Liquidity mergers
RePEc:eee:jfinec:v:102:y:2011:i:3:p:526-558		[Citation Analysis]
2011Do option open-interest changes foreshadow future equity returns?
RePEc:kap:fmktpm:v:25:y:2011:i:3:p:265-280		[Citation Analysis]
2011Portfolio optimization using forward-looking information
RePEc:zbw:cfrwps:1110		[Citation Analysis]
2011Forecasting with Option Implied Information
RePEc:aah:create:2011-46		[Citation Analysis]
2011Capacity and factor timing effects in active portfoliomanagement
RePEc:eee:finmar:v:14:y:2011:i:2:p:277-300		[Citation Analysis]
2011Liquidity and asset pricing: Evidence from the Hong Kong stock market
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2217-2230		[Citation Analysis]
2011Portfolio selection with mental accounts and delegation
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656		[Citation Analysis]
2011Does corporate governance affect stock liquidity in the Tunisian Stock Market?
RePEc:pra:mprapa:28697		[Citation Analysis]
2011Tick size, market structure, and market quality
RePEc:kap:rqfnac:v:36:y:2011:i:1:p:57-81		[Citation Analysis]
2011The Effect of Liquidity on Governance
RePEc:nbr:nberwo:17567		[Citation Analysis]
2011The role of corporate governance in the write-off decision
RePEc:eee:revfin:v:20:y:2011:i:4:p:130-145		[Citation Analysis]
2011Essays on asset pricing.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-5146522		[Citation Analysis]
2011On the acquisition of equity carve-outs
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3432-3449		[Citation Analysis]
2011Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?
RePEc:nbr:nberwo:17290		[Citation Analysis]
2011Credit rating changes’ impact on banks: evidence from the US banking industry
RePEc:pra:mprapa:35647		[Citation Analysis]
2011Feedback Effects of Credit Ratings
RePEc:red:sed011:1338		[Citation Analysis]
2011Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?
RePEc:ecl:ohidic:2011-13		[Citation Analysis]
2011The Dutch Grey Market
RePEc:kap:decono:v:159:y:2011:i:1:p:25-40		[Citation Analysis]
2011Are momentum profits driven by the cross-sectional dispersion in expected stock returns?
RePEc:eee:finmar:v:14:y:2011:i:3:p:494-513		[Citation Analysis]
2011Cooking the books: Recipes and costs of falsified financial statements in China
RePEc:eee:corfin:v:17:y:2011:i:2:p:371-390		[Citation Analysis]
2011Quality of financial information and liquidity
RePEc:eee:revfin:v:20:y:2011:i:2:p:49-62		[Citation Analysis]
2011Modifying Gaussian term structure models when interest rates are near the zero lower bound
RePEc:acb:camaaa:2011-36		[Citation Analysis]
2011Specialists as risk managers: The competition between intermediated and non-intermediated markets
RePEc:eee:jbfina:v:35:y:2011:i:1:p:51-66		[Citation Analysis]
2011The index premium and its hidden cost for index funds
RePEc:eee:empfin:v:18:y:2011:i:2:p:271-288		[Citation Analysis]
2011Corporate hedging versus risk-shifting in financially constrained firms: The time-horizon matters!
RePEc:eee:corfin:v:17:y:2011:i:3:p:502-525		[Citation Analysis]
2011Moonlighting politicians: A survey and research agenda
RePEc:zbw:wzbfff:spii2011101		[Citation Analysis]
2011The value of local political capital in transition China
RePEc:eee:ecolet:v:110:y:2011:i:3:p:189-192		[Citation Analysis]
2011Intertemporal risk-return trade-off in foreign exchange rates
RePEc:eee:intfin:v:21:y:2011:i:4:p:535-549		[Citation Analysis]
2011Downside risk and the size of credit spreads
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2021-2036		[Citation Analysis]
2011Essays in alternative investments.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-4944288		[Citation Analysis]
2011Ex post: The investment performance of collectible stamps
RePEc:eee:jfinec:v:100:y:2011:i:2:p:443-458		[Citation Analysis]
2011Management compensation and market timing under portfolio constraints
RePEc:zbw:cfrwps:1116		[Citation Analysis]
2011Does manager offshore experience count in the alternative UCITS universe?
RePEc:sol:wpaper:2013/105771		[Citation Analysis]
2011On the characteristics and performance of long-short, market-neutral and bear mutual funds
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1762-1776		[Citation Analysis]
2011IPO pricing: growth rates implied in offer prices
RePEc:kap:annfin:v:7:y:2011:i:1:p:53-82		[Citation Analysis]
2011Effects of governance on investment decisions and perceptions of reporting credibility: Investment experience of Taiwanese individual investors
RePEc:kap:asiapa:v:28:y:2011:i:1:p:139-155		[Citation Analysis]
2011A Multifactor Model of Credit Spreads
RePEc:kap:apfinm:v:18:y:2011:i:1:p:105-127		[Citation Analysis]
2011Currency Total Return Swaps: Valuation and Risk Factor Analysis
RePEc:lvl:lacicr:1128		[Citation Analysis]
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
RePEc:ucm:doicae:1112		[Citation Analysis]
2011CDS: relación con índices accionarios y medida de riesgo
RePEc:col:000107:009445		[Citation Analysis]
2011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
RePEc:dgr:eureir:1765023120		[Citation Analysis]
2011Asymmetric convergence in US financial credit default swap sector index markets
RePEc:eee:quaeco:v:51:y:2011:i:4:p:408-418		[Citation Analysis]
2011The causes and consequences of securities class action litigation
RePEc:eee:corfin:v:17:y:2011:i:3:p:649-665		[Citation Analysis]
2011Independent directors and the propensity to pay dividends
RePEc:eee:corfin:v:17:y:2011:i:4:p:1001-1015		[Citation Analysis]
2011What determines stock option contract design?
RePEc:eee:jfinec:v:102:y:2011:i:2:p:293-316		[Citation Analysis]
2011Limits-to-arbitrage, investment frictions, and the asset growth anomaly
RePEc:eee:jfinec:v:102:y:2011:i:1:p:127-149		[Citation Analysis]
2011Implied Cost of Capital over the Last 20 Years
RePEc:kob:tjrevi:dec2011:v:1:p:71-104		[Citation Analysis]
2011Overconfidence and Bubbles in Experimental Asset Markets
RePEc:kie:kieliw:1729		[Citation Analysis]
2011Is voting with your feet an effective mutual fund governance mechanism?
RePEc:eee:corfin:v:17:y:2011:i:1:p:45-61		[Citation Analysis]
2011Working in Family Firms: Less Paid but More Secure? Evidence from French Matched Employer-Employee Data
RePEc:iza:izadps:dp5842		[Citation Analysis]
2011How Entrenchment, Incentives and Governance Influence REIT Capital Structure
RePEc:kap:jrefec:v:43:y:2011:i:1:p:39-72		[Citation Analysis]
2011Working in family firms: less paid but more secure? Evidence from French matched employer-employee data
RePEc:cpm:docweb:1110		[Citation Analysis]
2011Working in family firms: less paid but more secure? Evidence from French matched employer-employee data
RePEc:drm:wpaper:2011-38		[Citation Analysis]
2011Founder CEO management and the long-run investment performance of IPO firms
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1669-1682		[Citation Analysis]
2011CEO ownership, external governance, and risk-taking
RePEc:eee:jfinec:v:102:y:2011:i:2:p:272-292		[Citation Analysis]
2011Corporate governance when founders are directors
RePEc:eee:jfinec:v:102:y:2011:i:2:p:454-469		[Citation Analysis]
2011The components of the illiquidity premium: An empirical analysis of U.S. stocks 1927-2010
RePEc:hhs:lunewp:2011_024		[Citation Analysis]
2011Hedge fund return sensitivity to global liquidity
RePEc:eee:finmar:v:14:y:2011:i:2:p:301-322		[Citation Analysis]
2011The world price of liquidity risk
RePEc:eee:jfinec:v:99:y:2011:i:1:p:136-161		[Citation Analysis]
2011Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds
RePEc:eee:jfinin:v:20:y:2011:i:4:p:562-588		[Citation Analysis]
2011Capital Structure and the Redeployability of Tangible Assets
RePEc:dgr:uvatin:20110091		[Citation Analysis]
2011A martingale approach for testing diffusion models based on infinitesimal operator
RePEc:eee:econom:v:162:y:2011:i:2:p:189-212		[Citation Analysis]
2011Managerial compensation
RePEc:eee:corfin:v:17:y:2011:i:4:p:1068-1077		[Citation Analysis]
2011A test of the different implications of the overconfidence and disposition hypotheses
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2037-2046		[Citation Analysis]
2011Does board gender diversity improve the informativeness of stock prices?
RePEc:eee:jaecon:v:51:y:2011:i:3:p:314-338		[Citation Analysis]
2011The return impact of realized and expected idiosyncratic volatility
RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558		[Citation Analysis]
2011The behavior of green exchange-traded funds
RePEc:eme:mfipps:v:37:y:2011:i:5:p:426-441		[Citation Analysis]
2011Asset pricing in the production economy subject to monetary shocks
RePEc:eee:jebusi:v:63:y:2011:i:3:p:187-216		[Citation Analysis]
2011Capital structure choice and company taxation: A meta-study
RePEc:zbw:zewdip:11075		[Citation Analysis]
2011Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany
RePEc:kap:annfin:v:7:y:2011:i:1:p:95-118		[Citation Analysis]
2011The Relative Leverage Premium
RePEc:igi:igierp:398		[Citation Analysis]
2011Behavioral Corporate Finance: An Updated Survey
RePEc:nbr:nberwo:17333		[Citation Analysis]
2011In search of conclusive evidence: How to test for adjustment to target capital structure
RePEc:eee:corfin:v:17:y:2011:i:1:p:33-44		[Citation Analysis]
2011Leverage change, debt overhang, and stock prices
RePEc:eee:corfin:v:17:y:2011:i:3:p:391-402		[Citation Analysis]
2011Stock price synchronicity and public firm-specificinformation
RePEc:eee:finmar:v:14:y:2011:i:2:p:259-276		[Citation Analysis]
2011Incorporating the dynamics of leverage into default prediction
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3351-3361		[Citation Analysis]
2011Employee treatment and firm leverage: A test of the stakeholder theory of capital structure
RePEc:eee:jfinec:v:100:y:2011:i:1:p:130-153		[Citation Analysis]
2011Syndicated bank loans and capital structure
RePEc:eme:mfipps:v:37:y:2011:i:8:p:697-714		[Citation Analysis]
2011American options and callable bonds under stochastic interest rates and endogenous bankruptcy
RePEc:kap:revdev:v:14:y:2011:i:3:p:283-332		[Citation Analysis]
2011What drives international equity correlations? Volatility or market direction?
RePEc:eee:jimfin:v:30:y:2011:i:6:p:1234-1263		[Citation Analysis]
2011Monetary policy and its impact on stock market liquidity: Evidence from the euro zone
RePEc:inn:wpaper:2011-06		[Citation Analysis]
2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350		[Citation Analysis]
2011The liquidity risk of liquid hedge funds
RePEc:eee:jfinec:v:100:y:2011:i:1:p:24-44		[Citation Analysis]
2011A Survey of Venture Capital Research
RePEc:dgr:kubcen:2011111		[Citation Analysis]
2011A survey of venture capital research
RePEc:nbr:nberwo:17523		[Citation Analysis]
2011A theory of equity carve-outs and negative stub values under heterogeneous beliefs
RePEc:eee:jfinec:v:100:y:2011:i:3:p:616-638		[Citation Analysis]
2011Technical Analysis and Stochastic Properties of Exchange Rate Movements: Empirical Evidence from the Romanian Currency Market
RePEc:rjr:romjef:v::y:2011:i:1:p:175-192		[Citation Analysis]
2011Lessons from the evolution of foreign exchange trading strategies
RePEc:fip:fedlwp:2011-021		[Citation Analysis]
2011Currency Momentum Strategies
RePEc:bis:biswps:366		[Citation Analysis]
2011Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies
RePEc:eee:intfin:v:21:y:2011:i:2:p:176-206		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Diversification in Private Equity Funds: On Knowledge-sharing, Risk-aversion and Limited-attention
RePEc:dgr:kubcen:2011046		[Citation Analysis]
2011Institutional Investor Preferences and Executive Compensation
RePEc:dgr:kubcen:2011103		[Citation Analysis]
2011A Survey of Venture Capital Research
RePEc:dgr:kubcen:2011111		[Citation Analysis]
2011On the Non-Exclusivity of Loan Contracts: An Empirical Investigation
RePEc:dgr:kubcen:2011130		[Citation Analysis]
2011Liquidity Shocks and Hedge Fund Contagion
RePEc:ecl:ohidic:2011-12		[Citation Analysis]
2011Mutual funds as monitors: Evidence from mutual fund voting
RePEc:eee:corfin:v:17:y:2011:i:4:p:914-928		[Citation Analysis]
2011Do more reputable financial institutions reduce earnings management by IPO issuers?
RePEc:eee:corfin:v:17:y:2011:i:4:p:982-1000		[Citation Analysis]
2011The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds
RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569		[Citation Analysis]
2011What drives the volume-volatility relationship on Euronext Paris?
RePEc:eee:finana:v:20:y:2011:i:4:p:200-206		[Citation Analysis]
2011A tale of values-driven and profit-seeking social investors
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2137-2147		[Citation Analysis]
2011The Role of Law, Corruption and Culture in Investment Fund Manager Fees
RePEc:hal:journl:halshs-00639925		[Citation Analysis]
2011Implied Cost of Capital over the Last 20 Years
RePEc:kob:tjrevi:dec2011:v:1:p:71-104		[Citation Analysis]
2011Negotiating with Labor Under Financial Distress
RePEc:nbr:nberwo:17192		[Citation Analysis]
2011Mutual Fund Performance and the Incentive to Generate Alpha
RePEc:nbr:nberwo:17491		[Citation Analysis]
2011A survey of venture capital research
RePEc:nbr:nberwo:17523		[Citation Analysis]
2011Do Phoenix miracles exist ? firm-level evidence from financial crises
RePEc:wbk:wbrwps:5799		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Equity market liberalization and corporate governance
RePEc:eee:corfin:v:16:y:2010:i:5:p:609-621		[Citation Analysis]
2010Portfolio choice under transitory price impact
RePEc:eee:dyncon:v:34:y:2010:i:11:p:2375-2389		[Citation Analysis]
2010Why do foreigners invest in the United States?
RePEc:eee:inecon:v:80:y:2010:i:1:p:3-21		[Citation Analysis]
2010Probability of information-based trading and the January effect
RePEc:eee:jbfina:v:34:y:2010:i:12:p:2985-2994		[Citation Analysis]
2010Domestic Institutions and the Bypass Effect of Financial Globalization
RePEc:hkm:wpaper:222010		[Citation Analysis]
2010Firm Maturity and the Pecking Order Theory
RePEc:ijb:journl:v:9:y:2010:i:3:p:179-200		[Citation Analysis]
2010Player and Referee Roles Held Jointly: The Effect of State Ownership on China’s Regulatory Enforcement Against Fraud
RePEc:kap:jbuset:v:95:y:2010:i:2:p:317-335		[Citation Analysis]
2010Financial Policies and the Financial Crisis: How Important Was the Systemic Credit Contraction for Industrial Corporations?
RePEc:nbr:nberwo:16310		[Citation Analysis]
2010Investor protection and foreign stakeholders
RePEc:pra:mprapa:20238		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Auctioned IPOs: The U.S. Evidence
RePEc:dgr:kubcen:200937s		[Citation Analysis]
2009Cleaning house: Stock reassignments on the NYSE
RePEc:eee:finmar:v:12:y:2009:i:4:p:727-753		[Citation Analysis]
2009On the information role of stock recommendation revisions
RePEc:eee:jaecon:v:48:y:2009:i:1:p:17-36		[Citation Analysis]
2009Investor perceptions of board performance: Evidence from uncontested director elections
RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:172-189		[Citation Analysis]
2009Modelling price pressure in financial markets
RePEc:eee:jeborg:v:72:y:2009:i:1:p:119-130		[Citation Analysis]
2009The on-the-run liquidity phenomenon
RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24		[Citation Analysis]
2009The price of sin: The effects of social norms on markets
RePEc:eee:jfinec:v:93:y:2009:i:1:p:15-36		[Citation Analysis]
2009The market for corporate control and the cost of debt
RePEc:eee:jfinec:v:93:y:2009:i:3:p:505-524		[Citation Analysis]
2009Heterogeneous relationship between IPO return and risk across idiosyncratic variance characteristics
RePEc:eee:quaeco:v:49:y:2009:i:4:p:1298-1316		[Citation Analysis]
2009The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange
RePEc:hhs:stavef:2009_035		[Citation Analysis]
2009Do Regulations Based on Credit Ratings Affect a Firms Cost of Capital?
RePEc:nbr:nberwo:14890		[Citation Analysis]
2009Risk Shifting and Mutual Fund Performance
RePEc:nbr:nberwo:14903		[Citation Analysis]
2009Art and Money
RePEc:nbr:nberwo:15502		[Citation Analysis]
2009Trust and Delegation
RePEc:nbr:nberwo:15529		[Citation Analysis]
2009Capital Structure Decisions: Which Factors are Reliably Important?
RePEc:pra:mprapa:22525		[Citation Analysis]
2009Momentum in stock market returns, risk premia on foreign currencies and international financial integration
RePEc:zur:iewwpx:405		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008EARNINGS VALUATION AND SOURCES OF GROWTH
RePEc:acb:camaaa:2008-32		[Citation Analysis]
2008The Effect of Credit Rationing on the Shape of the Competition-Innovation Relationship
RePEc:cer:papers:wp377		[Citation Analysis]
2008Estimating the Effects of Large Shareholders Using a Geographic Instrument
RePEc:ecl:ohidic:2008-9		[Citation Analysis]
2008Estimation and evaluation of the term structure of credit default swaps: An empirical study
RePEc:eee:insuma:v:43:y:2008:i:3:p:339-349		[Citation Analysis]
2008The consequences to managers for financial misrepresentation
RePEc:eee:jfinec:v:88:y:2008:i:2:p:193-215		[Citation Analysis]
2008The only game in town: Stock-price consequences of local bias
RePEc:eee:jfinec:v:90:y:2008:i:1:p:20-37		[Citation Analysis]
2008The international evidence on the pecking order hypothesis
RePEc:eee:mulfin:v:18:y:2008:i:3:p:244-260		[Citation Analysis]
2008Do behavioral biases adversely affect the macro-economy?
RePEc:fip:fedgfe:2008-49		[Citation Analysis]
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula
RePEc:hhs:nhhfms:2008_003		[Citation Analysis]
2008The Only Game in Town: Stock-Price Consequences of Local Bias
RePEc:hrv:faseco:3710665		[Citation Analysis]
2008Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory
RePEc:hum:wpaper:sfb649dp2008-062		[Citation Analysis]
2008The cross-section of average delta-hedge option returns under stochastic volatility
RePEc:kap:revdev:v:11:y:2008:i:3:p:205-244		[Citation Analysis]
2008Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach
RePEc:pra:mprapa:11401		[Citation Analysis]
2008Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach
RePEc:smu:ecowpa:0808		[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.
Hosted by Valencian Economic Research Institute ©2013 Jose Manuel Barrueco | mail: barrueco@uv.es