Most cited documents in this series:

Year	Title	Cited
2007	Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000 RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143 [Citation Analysis]	21
2002	Modelling the demand for M3 in the Euro area RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 [Citation Analysis]	21
1997	The numeraire portfolio: a new perspective on financial theory RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309 [Citation Analysis]	17
2000	The effects of trading activity on market volatility RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175 [Citation Analysis]	16
1998	Board size and corporate performance: evidence from European countries RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304 [Citation Analysis]	16
2005	Market risk models for intraday data RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324 [Citation Analysis]	14
2002	An analysis of the causes of recent banking crises RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175 [Citation Analysis]	13
2005	Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181 [Citation Analysis]	12
1995	Heterogeneous real-time trading strategies in the foreign exchange market RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403 [Citation Analysis]	12
2002	Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421 [Citation Analysis]	12
1999	Is beta still alive? Conclusive evidence from the Swiss stock market RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212 [Citation Analysis]	12
2006	Ownership structure and open market stock repurchases in France RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94 [Citation Analysis]	11
2005	Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74 [Citation Analysis]	11
2003	Asset pricing implications of benchmarking: a two-factor CAPM RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357 [Citation Analysis]	11
2002	New evidence on the implied-realized volatility relation RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205 [Citation Analysis]	11
2007	Stochastic Dominance Analysis of iShares RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101 [Citation Analysis]	9
1995	Estimating the time Varying Components of international stock markets risk RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164 [Citation Analysis]	9
2006	Small sample properties of GARCH estimates and persistence RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494 [Citation Analysis]	8
1995	Calendar effects in the London Stock Exchange FT-SE indices RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93 [Citation Analysis]	8
2009	Copula goodness-of-fit testing: an overview and power comparison RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701 [Citation Analysis]	8
2003	Variance ratio tests of the random walk hypothesis for European emerging stock markets RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300 [Citation Analysis]	7
2007	Conducting Event Studies on a Small Stock Exchange RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252 [Citation Analysis]	7
2002	Forecasting stock market volatility and the informational efficiency of the DAX-index options market RePEc:taf:eurjfi:v:8:y:2002:i:3:p:302-321 [Citation Analysis]	7
2002	Time varying country risk: an assessment of alternative modelling techniques RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274 [Citation Analysis]	7
2009	Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750 [Citation Analysis]	6
2002	World capital markets and Finnish stock returns RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343 [Citation Analysis]	6
2005	Uncovering long memory in high frequency UK futures RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337 [Citation Analysis]	6
2001	Implied volatility surfaces: uncovering regularities for options on financial futures RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230 [Citation Analysis]	6
2010	Large debt financing: syndicated loans versus corporate bonds RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458 [Citation Analysis]	6
2001	Bank failure: a multidimensional scaling approach RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183 [Citation Analysis]	6
1998	Seasoned equity offers and rights issues: a review of the evidence RePEc:taf:eurjfi:v:4:y:1998:i:1:p:29-59 [Citation Analysis]	5
1998	Transmission of movements in stock markets RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343 [Citation Analysis]	5
2005	Hedge fund performance and persistence in bull and bear markets RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392 [Citation Analysis]	5
2003	Evaluating capital mobility in the EU: a new approach using swaps data RePEc:taf:eurjfi:v:9:y:2003:i:5:p:514-532 [Citation Analysis]	5
2006	Forecasting stock market volatility: Further international evidence RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188 [Citation Analysis]	5
1997	Risk management in venture capital investor?investee relations RePEc:taf:eurjfi:v:3:y:1997:i:1:p:27-47 [Citation Analysis]	5
2003	Basis variations and regime shifts in the oil futures market RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513 [Citation Analysis]	5
2000	Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239 [Citation Analysis]	5
2004	Employee stock option plans and stock market reaction: evidence from Finland RePEc:taf:eurjfi:v:10:y:2004:i:2:p:105-122 [Citation Analysis]	5
2007	Multivariate Shrinkage for Optimal Portfolio Weights RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458 [Citation Analysis]	5
1998	A survey of corporate perceptions of short-termism among analysts and fund managers RePEc:taf:eurjfi:v:4:y:1998:i:3:p:233-256 [Citation Analysis]	5
2007	Anyone for Tennis (Betting)? RePEc:taf:eurjfi:v:13:y:2007:i:8:p:751-768 [Citation Analysis]	4
1997	Implied volatility skews and stock return skewness and kurtosis implied by stock option prices RePEc:taf:eurjfi:v:3:y:1997:i:1:p:73-85 [Citation Analysis]	4
1995	Numerical evaluation of the critical price and American options RePEc:taf:eurjfi:v:1:y:1995:i:1:p:69-78 [Citation Analysis]	4
1996	Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets RePEc:taf:eurjfi:v:2:y:1996:i:4:p:319-331 [Citation Analysis]	4
2001	Power ARCH modelling of commodity futures data on the London Metal Exchange RePEc:taf:eurjfi:v:7:y:2001:i:1:p:22-38 [Citation Analysis]	4
1995	Efficiency tests with overlapping data: an application to the currency options market RePEc:taf:eurjfi:v:1:y:1995:i:4:p:345-366 [Citation Analysis]	4
1999	Modelling normal returns in event studies: a model-selection approach and pilot study RePEc:taf:eurjfi:v:5:y:1999:i:4:p:331-341 [Citation Analysis]	4
2004	Predictability of stock markets with disequilibrium trading RePEc:taf:eurjfi:v:10:y:2004:i:5:p:329-344 [Citation Analysis]	4
1999	Beta lives - some statistical perspectives on the capital asset pricing model RePEc:taf:eurjfi:v:5:y:1999:i:3:p:213-224 [Citation Analysis]	4

Citing documents used to compute impact factor 22:

Year	Title	See
2011	One date, one break? RePEc:spr:empeco:v:41:y:2011:i:1:p:7-24	[Citation Analysis]
2011	As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação RePEc:gmf:wpaper:2012-02	[Citation Analysis]
2011	Do financial constraints threat the innovation process? Evidence from Portuguese firms RePEc:gmf:wpaper:2011-10	[Citation Analysis]
2011	Corridor implied volatility and the variance risk premium in the Italian market RePEc:mod:wcefin:11112	[Citation Analysis]
2011	Are small family firms financially sophisticated? RePEc:eee:jbfina:v:35:y:2011:i:11:p:2931-2944	[Citation Analysis]
2011	The euro and corporate financing RePEc:hhs:bofrdp:2011_006	[Citation Analysis]
2011	Choice of Corporate Debt in China: The Role of State Ownership RePEc:hhs:bofitp:2011_029	[Citation Analysis]
2011	The Euro and Corporate Financing RePEc:cpr:ceprdp:8227	[Citation Analysis]
2011	Optimal capital structure and investment options in finite horizon RePEc:eee:finlet:v:8:y:2011:i:1:p:28-36	[Citation Analysis]
2011	Marriage and other risky assets: A portfolio approach RePEc:eee:jbfina:v:35:y:2011:i:11:p:2902-2915	[Citation Analysis]
2011	Corporate governance, affirmative action and firm value: evidence from post-apartheid South African firms RePEc:pra:mprapa:32288	[Citation Analysis]
2011	New Zealand Corporate Boards in Transition: Composition, Activity and Incentives Between 1995 and 2010 RePEc:cbt:econwp:11/36	[Citation Analysis]
2011	Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk RePEc:anc:wpaper:358	[Citation Analysis]
2011	As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação RePEc:gmf:wpaper:2012-02	[Citation Analysis]
2011	Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs. RePEc:mod:wcefin:11041	[Citation Analysis]
2011	Underpricing and Firm’s Distance from Financial Centre: Evidence from three European Countries RePEc:sef:csefwp:295	[Citation Analysis]
2011	In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence RePEc:diw:diwwpp:dp1173	[Citation Analysis]
2011	A dynamic copula approach to recovering the index implied volatility skew RePEc:usg:dp2010:2010-33	[Citation Analysis]
2011	Analysis of multidimensional probability distributions with copula functions. III RePEc:ris:apltrx:0105	[Citation Analysis]
2011	Checking for asymmetric default dependence in a credit card portfolio: A copula approach RePEc:eee:empfin:v:18:y:2011:i:4:p:728-742	[Citation Analysis]
2011	Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures RePEc:eee:quaeco:v:51:y:2011:i:2:p:173-188	[Citation Analysis]
2011	Consumption-based CAPM models: International evidence RePEc:eee:jbfina:v:35:y:2011:i:8:p:2148-2157	[Citation Analysis]

Cites in year: CiY