Most cited documents in this series:

Year	Title	Cited
2004	Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes RePEc:eee:finana:v:13:y:2004:i:5:p:633-647 [Citation Analysis]	35
2004	International equity market integration: Theory, evidence and implications RePEc:eee:finana:v:13:y:2004:i:5:p:571-583 [Citation Analysis]	22
2007	Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? RePEc:eee:finana:v:16:y:2007:i:1:p:41-60 [Citation Analysis]	18
2008	Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets RePEc:eee:finana:v:17:y:2008:i:1:p:47-63 [Citation Analysis]	16
2001	What drives contagion: Trade, neighborhood, or financial links? RePEc:eee:finana:v:10:y:2001:i:3:p:203-218 [Citation Analysis]	15
2001	Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis RePEc:eee:finana:v:10:y:2001:i:1:p:87-96 [Citation Analysis]	15
2000	On the conditional relationship between beta and return in international stock returns RePEc:eee:finana:v:9:y:2000:i:3:p:235-245 [Citation Analysis]	15
1998	Two puzzles in the analysis of foreign exchange market efficiency RePEc:eee:finana:v:7:y:1998:i:2:p:95-111 [Citation Analysis]	14
1996	Common factors in international stock prices: Evidence from a cointegration study RePEc:eee:finana:v:5:y:1996:i:1:p:39-53 [Citation Analysis]	13
1992	Prices and hedge ratios of average exchange rate options RePEc:eee:finana:v:1:y:1992:i:3:p:179-193 [Citation Analysis]	13
2008	Financial crisis and stock market efficiency: Empirical evidence from Asian countries RePEc:eee:finana:v:17:y:2008:i:3:p:571-591 [Citation Analysis]	13
2004	Private benefits, block transaction premiums and ownership structure RePEc:eee:finana:v:13:y:2004:i:2:p:227-244 [Citation Analysis]	13
2005	Cost frontier efficiency and risk-return analysis in an emerging market RePEc:eee:finana:v:14:y:2005:i:3:p:283-303 [Citation Analysis]	12
2002	The costs of bankruptcy: A review RePEc:eee:finana:v:11:y:2002:i:1:p:39-57 [Citation Analysis]	12
2002	Dividend policy theories and their empirical tests RePEc:eee:finana:v:11:y:2002:i:2:p:111-138 [Citation Analysis]	11
1993	The event study: An industrial strength method RePEc:eee:finana:v:2:y:1993:i:2:p:121-141 [Citation Analysis]	11
2002	The aggregate credit spread and the business cycle RePEc:eee:finana:v:11:y:2002:i:2:p:219-227 [Citation Analysis]	11
2001	Response asymmetries in the Latin American equity markets RePEc:eee:finana:v:10:y:2001:i:2:p:175-185 [Citation Analysis]	11
2001	Trading rule profits in Latin American currency spot rates RePEc:eee:finana:v:10:y:2001:i:2:p:135-156 [Citation Analysis]	11
2005	The use and abuse of the hedging effectiveness measure RePEc:eee:finana:v:14:y:2005:i:2:p:277-282 [Citation Analysis]	11
2008	Bank efficiency in the new European Union member states: Is there convergence? RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172 [Citation Analysis]	10
2008	Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets RePEc:eee:finana:v:17:y:2008:i:1:p:27-46 [Citation Analysis]	10
2002	Stochastic chaos or ARCH effects in stock series?: A comparative study RePEc:eee:finana:v:11:y:2002:i:4:p:407-431 [Citation Analysis]	9
2004	Managing extreme risks in tranquil and volatile markets using conditional extreme value theory RePEc:eee:finana:v:13:y:2004:i:2:p:133-152 [Citation Analysis]	9
1996	Prospect theory: A literature review RePEc:eee:finana:v:5:y:1996:i:1:p:19-38 [Citation Analysis]	9
1999	Scaling laws in variance as a measure of long-term dependence RePEc:eee:finana:v:8:y:1999:i:2:p:123-138 [Citation Analysis]	9
2005	Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 RePEc:eee:finana:v:14:y:2005:i:2:p:211-246 [Citation Analysis]	9
2003	Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange RePEc:eee:finana:v:12:y:2003:i:5:p:579-590 [Citation Analysis]	9
2006	The CAPM and value at risk at different time-scales RePEc:eee:finana:v:15:y:2006:i:3:p:203-219 [Citation Analysis]	9
2004	Equity market integration in the Asia-Pacific region: A smooth transition analysis RePEc:eee:finana:v:13:y:2004:i:5:p:621-632 [Citation Analysis]	8
2002	An empirical analysis of credit default swaps RePEc:eee:finana:v:11:y:2002:i:3:p:297-309 [Citation Analysis]	8
2003	Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market RePEc:eee:finana:v:12:y:2003:i:2:p:173-188 [Citation Analysis]	8
2009	Volatility transmission between oil prices and equity sector returns RePEc:eee:finana:v:18:y:2009:i:3:p:95-100 [Citation Analysis]	8
2009	The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence RePEc:eee:finana:v:18:y:2009:i:5:p:294-302 [Citation Analysis]	8
2002	The explanatory power of political risk in emerging markets RePEc:eee:finana:v:11:y:2002:i:1:p:1-27 [Citation Analysis]	8
2003	Trading volume and stock market volatility: The Polish case RePEc:eee:finana:v:12:y:2003:i:5:p:513-525 [Citation Analysis]	8
2000	Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange RePEc:eee:finana:v:9:y:2000:i:4:p:405-420 [Citation Analysis]	7
2004	European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods RePEc:eee:finana:v:13:y:2004:i:3:p:333-347 [Citation Analysis]	7
1994	The market model and the event study method: A synthesis of the econometric criticisms RePEc:eee:finana:v:3:y:1994:i:2:p:149-171 [Citation Analysis]	7
2003	Unbiased estimation of expected return using CAPM RePEc:eee:finana:v:12:y:2003:i:1:p:69-81 [Citation Analysis]	7
2003	The turn-of-the-month effect still lives: the international evidence RePEc:eee:finana:v:12:y:2003:i:2:p:207-221 [Citation Analysis]	6
2004	Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets RePEc:eee:finana:v:13:y:2004:i:3:p:245-263 [Citation Analysis]	6
2000	Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle RePEc:eee:finana:v:9:y:2000:i:3:p:281-297 [Citation Analysis]	6
2001	Multiperiod hedging in the presence of stochastic volatility RePEc:eee:finana:v:10:y:2001:i:4:p:395-406 [Citation Analysis]	6
1999	Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application RePEc:eee:finana:v:8:y:1999:i:1:p:35-52 [Citation Analysis]	6
2005	Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence RePEc:eee:finana:v:14:y:2005:i:3:p:337-355 [Citation Analysis]	6
2003	The interrelatedness of global equity markets, money markets, and foreign exchange markets RePEc:eee:finana:v:12:y:2003:i:2:p:135-155 [Citation Analysis]	6
1999	Agency problems and the simultaneity of financial decision making: The role of institutional ownership RePEc:eee:finana:v:8:y:1999:i:2:p:177-197 [Citation Analysis]	6
2004	Equity market integration in Latin America: A time-varying integration score analysis RePEc:eee:finana:v:13:y:2004:i:5:p:649-668 [Citation Analysis]	6
2006	The intraday effect and the extension of trading hours for Taiwanese securities RePEc:eee:finana:v:15:y:2006:i:4-5:p:328-347 [Citation Analysis]	6

Citing documents used to compute impact factor 40:

Year	Title	See
2011	Are GCC stock markets predictable? RePEc:eee:ememar:v:12:y:2011:i:3:p:217-237	[Citation Analysis]
2011	The prudential effect of strategic institutional ownership on stock performance RePEc:eee:finana:v:20:y:2011:i:4:p:191-199	[Citation Analysis]
2011	Synthetizing a debt guarantee: Super-replication versus utility approach RePEc:eee:finana:v:20:y:2011:i:1:p:27-40	[Citation Analysis]
2011	Robust global stock market interdependencies RePEc:eee:finana:v:20:y:2011:i:4:p:215-224	[Citation Analysis]
2011	GARCH modelling of banking integration in the Eurozone RePEc:eee:riibaf:v:25:y:2011:i:1:p:1-10	[Citation Analysis]
2011	Calendar anomalies in the Gulf Cooperation Council stock markets RePEc:eee:ememar:v:12:y:2011:i:3:p:293-307	[Citation Analysis]
2011	Crude oil shocks and stock markets: A panel threshold cointegration approach RePEc:eee:eneeco:v:33:y:2011:i:5:p:987-994	[Citation Analysis]
2011	Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries RePEc:eee:finana:v:20:y:2011:i:3:p:152-164	[Citation Analysis]
2011	Modeling investment guarantees in Japan: A risk-neutral GARCH approach RePEc:eee:finana:v:20:y:2011:i:1:p:20-26	[Citation Analysis]
2011	Short-sales constraints and market quality: Evidence from the 2008 short-sales bans RePEc:eee:finana:v:20:y:2011:i:4:p:225-236	[Citation Analysis]
2011	Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms? RePEc:eee:finana:v:20:y:2011:i:2:p:103-112	[Citation Analysis]
2011	A time-scale analysis of systematic risk: wavelet-based approach RePEc:pra:mprapa:31938	[Citation Analysis]
2011	Share price clustering in Mexico RePEc:eee:finana:v:20:y:2011:i:2:p:113-119	[Citation Analysis]
2011	International Debt Shifting: Do Multinationals Shift Internal or External Debt? RePEc:ces:ceswps:_3519	[Citation Analysis]
2011	International Debt Shifting: Do Multinationals Shift Internal or External Debt? RePEc:knz:dpteco:1140	[Citation Analysis]
2011	The relationship between product market competition and capital structure in Chinese listed firms RePEc:eee:finana:v:20:y:2011:i:1:p:41-51	[Citation Analysis]
2011	Industry membership and capital structure dynamics in the UK RePEc:eee:finana:v:20:y:2011:i:4:p:207-214	[Citation Analysis]
2011	Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets RePEc:eee:finana:v:20:y:2011:i:3:p:165-176	[Citation Analysis]
2011	Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship RePEc:bcb:wpaper:244	[Citation Analysis]
2011	A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors RePEc:gri:fpaper:finance:201119	[Citation Analysis]
2011	Is foreign-bank efficiency in financial centers driven by homecountry characteristics? RePEc:bcl:bclwop:bclwp068	[Citation Analysis]
2011	BANKING EFFICIENCY AND EUROPEAN INTEGRATION. IMPLICATIONS OF THE BANKING REFORM IN ROMANIA RePEc:alu:journl:v:2:y:2011:i:13:p:25	[Citation Analysis]
2011	Are European equity markets efficient? New evidence from fractal analysis RePEc:eee:finana:v:20:y:2011:i:2:p:59-67	[Citation Analysis]
2011	Are investors moonstruck? Further international evidence on lunar phases and stock returns RePEc:eee:empfin:v:18:y:2011:i:1:p:56-63	[Citation Analysis]
2011	A review of the seasonal affective disorder hypothesis RePEc:eee:soceco:v:40:y:2011:i:6:p:959-967	[Citation Analysis]
2011	Share price clustering in Mexico RePEc:eee:finana:v:20:y:2011:i:2:p:113-119	[Citation Analysis]
2011	Explaining over-subscription in fixed-price IPOs -- Evidence from the Malaysian stock market RePEc:eee:ememar:v:12:y:2011:i:3:p:205-216	[Citation Analysis]
2011	Structural breaks and financial volatility: Lessons from BRIC countries RePEc:zbw:iamo11:13	[Citation Analysis]
2011	Does crude oil move stock markets in Europe? A sector investigation RePEc:eee:ecmode:v:28:y:2011:i:4:p:1716-1725	[Citation Analysis]
2011	Return and volatility transmission between world oil prices and stock markets of the GCC countries RePEc:eee:ecmode:v:28:y:2011:i:4:p:1815-1825	[Citation Analysis]
2011	Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries RePEc:eee:finana:v:20:y:2011:i:3:p:152-164	[Citation Analysis]
2011	Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405	[Citation Analysis]
2011	Is the Chinese Stock Market Really Efficient RePEc:pra:mprapa:35219	[Citation Analysis]
2011	Can GARCH-class models capture long memory in WTI crude oil markets? RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927	[Citation Analysis]
2011	Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products RePEc:eee:jbfina:v:35:y:2011:i:7:p:1683-1697	[Citation Analysis]
2011	Time-varying hedge ratios in linked agricultural markets RePEc:eme:afrpps:v:71:y:2011:i:2:p:179-200	[Citation Analysis]
2011	The prudential effect of strategic institutional ownership on stock performance RePEc:eee:finana:v:20:y:2011:i:4:p:191-199	[Citation Analysis]
2011	Robust global stock market interdependencies RePEc:eee:finana:v:20:y:2011:i:4:p:215-224	[Citation Analysis]
2011	Modeling investment guarantees in Japan: A risk-neutral GARCH approach RePEc:eee:finana:v:20:y:2011:i:1:p:20-26	[Citation Analysis]
2011	The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums RePEc:psc:journl:v:3:y:2011:i:4:p:221-236	[Citation Analysis]

Cites in year: CiY