Most cited documents in this series:

Year	Title	Cited
1999	Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35 [Citation Analysis]	55
2006	The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438 [Citation Analysis]	13
1997	Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70 [Citation Analysis]	12
1999	Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study. RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301 [Citation Analysis]	11
1999	Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88 [Citation Analysis]	11
1997	The Relation between Patent Citations and Tobins Q in the Semiconductor Industry. RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46 [Citation Analysis]	11
2002	Estimating Beta. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118 [Citation Analysis]	11
1998	The Event Study Methodology since 1969. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37 [Citation Analysis]	11
2000	Managerial Ownership and Accounting Disclosures: An Empirical Study. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85 [Citation Analysis]	11
1997	Nonparametric Smoothing of Yield Curves. RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67 [Citation Analysis]	10
1997	Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields. RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81 [Citation Analysis]	10
2008	International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223 [Citation Analysis]	10
2004	Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95 [Citation Analysis]	10
1996	Market Segmentation and the Valuation of Closed-End Country Funds: An Empirical Analysis. RePEc:kap:rqfnac:v:7:y:1996:i:1:p:45-63 [Citation Analysis]	9
2005	A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107 [Citation Analysis]	9
1999	Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology. RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45 [Citation Analysis]	9
2007	The empirical relationship between ownership characteristics and audit fees RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285 [Citation Analysis]	8
2007	A robust VaR model under different time periods and weighting schemes RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201 [Citation Analysis]	8
1999	Review of Categorical Models for Classification Issues in Accounting and Finance. RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62 [Citation Analysis]	7
2001	The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher. RePEc:kap:rqfnac:v:17:y:2001:i:2:p:151-66 [Citation Analysis]	7
2005	Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357 [Citation Analysis]	7
2001	Value Relevance of Nonfinancial Information: The Case of Patent Data. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35 [Citation Analysis]	7
2007	Disclosure and the cost of equity in international cross-listing RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24 [Citation Analysis]	7
2000	The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70 [Citation Analysis]	7
2000	The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:153-67 [Citation Analysis]	7
2002	The Evolution of Market Efficiency: 103 Years Daily Data of the Dow. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37 [Citation Analysis]	6
1998	Information Asymmetry around Earnings Announcements. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82 [Citation Analysis]	6
1997	Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:17-34 [Citation Analysis]	6
2000	U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. RePEc:kap:rqfnac:v:14:y:2000:i:1:p:17-43 [Citation Analysis]	6
1999	A Note on Perceptions of Finance Journal Quality. RePEc:kap:rqfnac:v:12:y:1999:i:1:p:89-96 [Citation Analysis]	6
2006	The effect of increased disclosure on cost of capital: Evidence from China RePEc:kap:rqfnac:v:27:y:2006:i:4:p:383-401 [Citation Analysis]	5
2004	Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries RePEc:kap:rqfnac:v:22:y:2004:i:2:p:123-140 [Citation Analysis]	5
1996	Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26 [Citation Analysis]	5
1998	Product Quality and Payment Policy. RePEc:kap:rqfnac:v:10:y:1998:i:3:p:269-84 [Citation Analysis]	5
2000	Voluntary Causal Disclosures: Tendencies and Capital Market Reaction. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:371-89 [Citation Analysis]	5
2002	Intraday Return Volatility Process: Evidence from NASDAQ Stocks. RePEc:kap:rqfnac:v:19:y:2002:i:2:p:155-80 [Citation Analysis]	5
2004	Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance RePEc:kap:rqfnac:v:22:y:2004:i:3:p:179-198 [Citation Analysis]	5
2001	Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications. RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70 [Citation Analysis]	5
2009	Oil prices and transport sector returns: an international analysis RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409 [Citation Analysis]	5
2003	Jumps and Dynamic Asset Allocation. RePEc:kap:rqfnac:v:20:y:2003:i:3:p:207-43 [Citation Analysis]	4
1997	An Investigation of Event Study Methodologies with Clustered Events and Event Day Uncertainty. RePEc:kap:rqfnac:v:8:y:1997:i:3:p:211-28 [Citation Analysis]	4
2000	Information Asymmetry and Earnings Management: Some Evidence. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:325-47 [Citation Analysis]	4
2003	Are All Rivals Affected Equally by Bond Rating Downgrades? RePEc:kap:rqfnac:v:20:y:2003:i:1:p:49-62 [Citation Analysis]	4
1995	GARCH-Stable as a Model of Futures Price Movements. RePEc:kap:rqfnac:v:5:y:1995:i:2:p:155-67 [Citation Analysis]	4
2000	The Effects of Downsizing on Operating Performance. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:107-26 [Citation Analysis]	4
2009	The effect of earnings quality and country-level institutions on the value relevance of earnings RePEc:kap:rqfnac:v:33:y:2009:i:4:p:371-391 [Citation Analysis]	4
2007	Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange RePEc:kap:rqfnac:v:28:y:2007:i:3:p:287-306 [Citation Analysis]	4
2001	Cost Inefficiency, Size of Firms and Takeovers. RePEc:kap:rqfnac:v:17:y:2001:i:4:p:397-420 [Citation Analysis]	4
2003	Firm Value, Information Problems and the Internal Capital Market. RePEc:kap:rqfnac:v:21:y:2003:i:2:p:141-56 [Citation Analysis]	4
1996	Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market. RePEc:kap:rqfnac:v:6:y:1996:i:1:p:5-17 [Citation Analysis]	4

Citing documents used to compute impact factor 18:

Year	Title	See
2011	Shell games: On the value of shell companies RePEc:eee:corfin:v:17:y:2011:i:4:p:850-867	[Citation Analysis]
2011	Behavioral theories and the pricing of IPOs’ discretionary current accruals RePEc:kap:rqfnac:v:37:y:2011:i:1:p:87-104	[Citation Analysis]
2011	Firm value and investment policy around stock for stock mergers RePEc:kap:rqfnac:v:37:y:2011:i:2:p:207-221	[Citation Analysis]
2011	Optimal executive compensation: Stock options or restricted stocks RePEc:eee:reveco:v:20:y:2011:i:4:p:633-644	[Citation Analysis]
2011	The advantages of using quarterly returns for long-term event studies RePEc:kap:rqfnac:v:36:y:2011:i:4:p:491-516	[Citation Analysis]
2011	Repricing of executive stock options RePEc:kap:rqfnac:v:36:y:2011:i:3:p:459-490	[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	Banking efficiency and stock market performance: an analysis of listed Indonesian banks RePEc:kap:rqfnac:v:37:y:2011:i:1:p:1-20	[Citation Analysis]
2011	DO CORPORATE GOVERNANCE “ACTORS”’ FEATURES AFFECT BANKS’ VALUE? – EVIDENCE FROM ROMANIA RePEc:blg:journl:v:6:y:2011:i:2:p:136-150	[Citation Analysis]
2011	Tick size, market structure, and market quality RePEc:kap:rqfnac:v:36:y:2011:i:1:p:57-81	[Citation Analysis]
2011	Informed traders of cross-listed shares trade more in the domestic market around earnings releases RePEc:kap:rqfnac:v:36:y:2011:i:1:p:1-31	[Citation Analysis]
2011	Value relevance of banks: global evidence RePEc:kap:rqfnac:v:36:y:2011:i:1:p:33-55	[Citation Analysis]
2011	Accounting and stock market effects of international accounting standards adoption in an emerging economy RePEc:kap:rqfnac:v:36:y:2011:i:2:p:207-245	[Citation Analysis]
2011	The value relevance of IFRS in the European banking industry RePEc:kap:rqfnac:v:36:y:2011:i:3:p:437-457	[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	Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55	[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	Explaining bank market-to-book ratios: Evidence from 2006 to 2009 RePEc:eee:jbfina:v:35:y:2011:i:8:p:2047-2055	[Citation Analysis]

Cites in year: CiY