Citations ranking for series: Journal of Financial Research / Southern Finance Association

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Financial Research / Southern Finance Association

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.08	31	31	0		129	30		0			0.04
1991		0.08	31	62	1	0.02	84	61		0	1	0.03	0.04
1992	0.03	0.08	30	92	2	0.02	79	62	2	0			0.04
1993	0.02	0.09	31	123	1	0.01	155	61	1	0			0.05
1994		0.1	42	165	3	0.02	141	61		0			0.04
1995	0.04	0.19	30	195	22	0.11	131	73	3	0			0.07
1996	0.17	0.23	34	229	39	0.17	214	72	12	0			0.09
1997	0.08	0.29	33	262	44	0.17	330	64	5	0	1	0.03	0.1
1998	0.28	0.29	28	290	57	0.2	123	67	19	0	3	0.11	0.11
1999	0.33	0.33	29	319	77	0.24	201	61	20	0	2	0.07	0.14
2000	0.07	0.42	25	344	70	0.2	103	57	4	0			0.16
2001	0.22	0.44	32	376	106	0.28	233	54	12	0	4	0.13	0.17
2002	0.25	0.44	40	416	109	0.26	202	57	14	0			0.19
2003	0.28	0.46	34	450	152	0.34	181	72	20	0	5	0.15	0.2
2004	0.34	0.53	32	482	207	0.43	130	74	25	0	4	0.13	0.22
2005	0.29	0.56	32	514	173	0.34	107	66	19	0	2	0.06	0.23
2006	0.27	0.53	34	548	186	0.34	127	64	17	0			0.22
2007	0.32	0.46	29	577	191	0.33	70	66	21	0	1	0.03	0.19
2008	0.25	0.49	16	593	233	0.39	41	63	16	12.5	1	0.06	0.21
2009	0.4	0.5	19	612	278	0.45	24	45	18	0	1	0.05	0.2
2010	0.26	0.46	20	632	249	0.39	17	35	9	0			0.16
2011	0.23	0.57	25	657	261	0.4	16	39	9	0	2	0.08	0.22
2012	0.29	0.66	23	680	231	0.34	6	45	13	0	2	0.09	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

Most cited documents in this series:

Year	Title	Cited
2001	Systematic Liquidity. (2001). Huberman, Gur ; Halka, Dominika . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78. Full description at Econpapers \|\| Download paper	74
1997	Cognitive Dissonance and Mutual Fund Investors. (1997). Goetzmann, William ; Peles, Nadav . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58. Full description at Econpapers \|\| Download paper	67
1996	The Costs of Raising Capital. (1996). al, et ; Lee, Inmoo . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74. Full description at Econpapers \|\| Download paper	59
1997	Banking Relationships and the Effect of Monitoring on Loan Pricing. (1997). Blackwell, David W ; Winters, Drew B. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-89. Full description at Econpapers \|\| Download paper	51
1996	On the Dynamic Relation between Stock Prices and Exchange Rates. (1996). Mougoue, Mbodja ; Ajayi, Richard A. In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207. Full description at Econpapers \|\| Download paper	50
1993	Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence. (1993). Theodossiou, Panayiotis ; Lee, Unro. In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50. Full description at Econpapers \|\| Download paper	49
1999	How Firm Characteristics Affect Capital Structure: An International Comparison. (1999). Wald, John K. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87. Full description at Econpapers \|\| Download paper	40
2003	Equity Market Liberalization in Emerging Markets. (2003). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299. Full description at Econpapers \|\| Download paper	40
2006	INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!. (2006). Porter, Burt R. ; Ince, Ozgur S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479. Full description at Econpapers \|\| Download paper	39
1996	Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. (1996). Corrado, Charles ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92. Full description at Econpapers \|\| Download paper	34
1997	The Economic Exposure of U.S. Multinational Firms. (1997). Chow, Edward H ; Lee, Wayne Y ; Solt, Michael E. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:191-210. Full description at Econpapers \|\| Download paper	33
1999	A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure. (1999). Geyer, Alois ; Geyer, Alois L J, ; Pichler, Stefan . In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:1:p:107-30. Full description at Econpapers \|\| Download paper	33
1990	Call Option Valuation for Discrete Normal Mixtures. (1990). Ritchey, Robert J. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96. Full description at Econpapers \|\| Download paper	31
1995	Tests of Random Walk and Market Efficiency for Latin American Emerging Equity Markets. (1995). Urrutia, Jorge L. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309. Full description at Econpapers \|\| Download paper	31
2001	Foreign Ownership Restrictions and Market Segmentation in Chinas Stock Markets. (2001). Rui, Oliver ; Lee, Bong-Soo ; Chen, G M. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:1:p:133-55. Full description at Econpapers \|\| Download paper	27
2003	Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?. (2003). aivazian, varouj ; Booth, Laurence ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:371-387. Full description at Econpapers \|\| Download paper	27
1997	An Empirical Analysis of Mutual Fund Expenses. (1997). Malhotra, D K ; McLeod, Robert W. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-90. Full description at Econpapers \|\| Download paper	25
1990	Interest Rate Changes and Common Stock Returns of Financial Institutions: Revisited. (1990). Bae, Sung C. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:1:p:71-79. Full description at Econpapers \|\| Download paper	24
2002	A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility. (2002). Martens, Martin ; Chang, Yuan-Chen ; Taylor, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:2:p:283-299. Full description at Econpapers \|\| Download paper	24
1995	Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37. Full description at Econpapers \|\| Download paper	24
1999	Random Walk Tests for Latin American Equity Indexes and Individual Firms. (1999). Reyes, Mario G ; Grieb, Terrance. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:371-83. Full description at Econpapers \|\| Download paper	24
1997	Market Structure and Reported Trading Volume: NASDAQ versus the NYSE. (1997). Atkins, Allen B ; Dyl, Edward A. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:3:p:291-304. Full description at Econpapers \|\| Download paper	23
2005	SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION. (2005). Bello, Zakri Y.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57. Full description at Econpapers \|\| Download paper	23
2002	Commonality in Liquidity: Evidence from an Order-Driven Market Structure. (2002). Chung, Dennis Y. ; Brockman, Paul . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:521-539. Full description at Econpapers \|\| Download paper	22
1997	Corporate Control in Commercial Banks. (1997). Prowse, Stephen . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27. Full description at Econpapers \|\| Download paper	21
1990	Risky Debt Maturity Choice in a Sequential Game Equilibrium. (1990). Noe, Thomas ; Kale, Jayant R. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:2:p:155-65. Full description at Econpapers \|\| Download paper	21
2002	Momentum Strategies: Evidence from Pacific Basin Stock Markets. (2002). Hameed, Allaudeen ; Kusnadi, Yuanto . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:3:p:383-397. Full description at Econpapers \|\| Download paper	21
2001	Venture Capital and IPO Lockup Expiration: An Empirical Analysis. (2001). Bradley, Daniel J ; al, et. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93. Full description at Econpapers \|\| Download paper	20
2005	AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS. (2005). Nigro, Peter ; Jones, Jonathan D. ; Lang, William W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402. Full description at Econpapers \|\| Download paper	20
1995	Bank Exposure to Interest Rate Risk: A Global Perspective. (1995). Zarruk, Emilio R ; Madura, Jeff . In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:1:p:1-13. Full description at Econpapers \|\| Download paper	19
2001	Stock Prices and Inflation. (2001). Anari, Ali ; Kolari, James . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602. Full description at Econpapers \|\| Download paper	19
2001	Stock Returns and Volatility on Chinas Stock Markets. (2001). Rui, Oliver ; Lee, Cheng F ; Chen, Gong-meng . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:523-43. Full description at Econpapers \|\| Download paper	18
2002	The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post-FDICIA Period. (2002). Jagtiani, Julapa ; Lemieux, Catharine ; Kaufman, George . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:559-575. Full description at Econpapers \|\| Download paper	17
2003	Do Female Mutual Fund Managers Manage Differently?. (2003). Frye, Melissa B. ; Atkinson, Stanley M. ; Baird, Samantha Boyce . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18. Full description at Econpapers \|\| Download paper	16
2003	Event-Induced Volatility and Tests for Abnormal Performance. (2003). Savickas, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:2:p:165-178. Full description at Econpapers \|\| Download paper	16
1999	An Empirical Examination of Financial Liberalization and the Efficiency of Emerging Market Stock Prices. (1999). Kawakatsu, Hiroyuki ; Morey, Matthew R. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:385-411. Full description at Econpapers \|\| Download paper	16
1994	Investment Performance of International Mutual Funds. (1994). Walker, David A ; Droms, William G. In: Journal of Financial Research. RePEc:bla:jfnres:v:17:y:1994:i:1:p:1-14. Full description at Econpapers \|\| Download paper	16
2004	Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114. Full description at Econpapers \|\| Download paper	16
1997	Price Pressure and the Role of Institutional Investors in Closed-End Funds. (1997). Sias, Richard W. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:211-29. Full description at Econpapers \|\| Download paper	16
1993	Dual Betas from Bull and Bear Markets: Reversal of the Size Effect. (1993). Brooks, LeRoy D ; Bhardwaj, Ravinder K. In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:269-83. Full description at Econpapers \|\| Download paper	16
2007	CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE. (2007). Jiraporn, Pornsit ; Gleason, Kimberly C.. In: Journal of Financial Research. RePEc:bla:jfnres:v:30:y:2007:i:1:p:21-33. Full description at Econpapers \|\| Download paper	15
1997	Co-movements in International Equity Markets. (1997). Deb, Partha ; Darbar, Salim M. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:3:p:305-22. Full description at Econpapers \|\| Download paper	15
1998	Cross-Autocorrelation between A Shares and B Shares in the Chinese Stock Market. (1998). Chui, Andy C W, ; Kwok, Chuck C Y, . In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:3:p:333-53. Full description at Econpapers \|\| Download paper	15
2004	Decimals And Liquidity: A Study Of The Nyse. (2004). Chakravarty, Sugato ; Wood, Robert A. ; Van Ness, Robert A.. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:75-94. Full description at Econpapers \|\| Download paper	15
2004	The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values. (2004). Yamori, Nobuyoshi ; Spiegel, Mark. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:115-132. Full description at Econpapers \|\| Download paper	15
2000	International Evidence on Weekend Anomalies. (2000). Tong, Wilson . In: Journal of Financial Research. RePEc:bla:jfnres:v:23:y:2000:i:4:p:495-522. Full description at Econpapers \|\| Download paper	14
2002	Asian Economic Integration and Stock Market Comovement. (2002). Soenen, Luc ; Johnson, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:1:p:141-157. Full description at Econpapers \|\| Download paper	14
1997	The Survival of Initial Public Offerings in the Aftermarket. (1997). Hensler, Douglas A ; Springer, Thomas M ; Rutherford, Ronald C. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:1:p:93-110. Full description at Econpapers \|\| Download paper	14
2000	Segmentation of the A- and B-Share Chinese Equity Markets. (2000). Fung, Hung-Gay ; Lee, Wai ; Leung, Wai Kin . In: Journal of Financial Research. RePEc:bla:jfnres:v:23:y:2000:i:2:p:179-95. Full description at Econpapers \|\| Download paper	14
2006	WINDOW DRESSING IN BOND MUTUAL FUNDS. (2006). O'Neal, Edward S. ; Morey, Matthew R.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:3:p:325-347. Full description at Econpapers \|\| Download paper	13

Citing documents used to compute impact factor 13:

Year	Title	See
2012	Firms Accruals and Tobinâs q. (2012). Racicot, FranÃ§ois-Ãric ; CalmÃ¨s, Christian. In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Portfolio frontiers with restrictions to tracking error volatility and value at risk. (2012). Riccetti, Luca ; Palomba, Giulio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2604-2615. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic conditions, lending competition, and evaluation effect of credit line announcements on borrowers. (2012). Chen, Hsiang-Ju ; Liu, Yong-Chin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:3:p:438-458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An intertemporal capital asset pricing model with heterogeneous expectations. (2012). Koutmos, Dimitrios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1176-1187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rating agencies credit signals: An analysis of sovereign watch and outlook. (2012). ap Gwilym, Owain ; Alsakka, Rasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:45-55. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short selling after hours. (2012). Blau, Benjamin ; Brough, Tyler J. ; Alldredge, Dallin M.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:64:y:2012:i:6:p:439-451. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing the Masters Hypothesis in commodity futures markets. (2012). Irwin, Scott ; Sanders, Dwight R.. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:256-269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange rate exposure and the use of foreign currency derivatives in the Australian resources sector. (2012). Nguyen, Hoa ; Yip, Wing Hung . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:4:p:151-167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Orthogonal blocking of regular and nonregular strength-3 designs. (2012). Li, Jing ; De Ceuster M. J. K., ; Zhang H., ; Li J., . In: Working Papers. RePEc:ant:wpaper:2012027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploring the role of the realized return distribution in the formation of the implied volatility smile. (2012). Rompolis, Leonidas ; Chalamandaris, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1028-1044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds. (2012). Flynn, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:15:y:2012:i:1:p:108-125. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Product Market Predatory Threats and the Use of Performance-sensitive Debt. (2012). Su, Xunhua ; Kjenstad, Einar . In: MPRA Paper. RePEc:pra:mprapa:44114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk taking, diversification behavior and financial literacy of individual investors. (2012). Rigoni, Ugo ; Gardenal, Gloria ; Cavezzali, Elisa . In: Working Papers. RePEc:vnm:wpdman:30. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Estimating High Dimensional Covariance Matrices and its Applications. (2011). Bai, Jushan ; Shi, Shuzhong . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2011:v:12:i:2:p:199-215. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models. (2011). Prono, Todd. In: MPRA Paper. RePEc:pra:mprapa:33593. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See

Recent citations received in: 2009

Year	Title	See
2009	Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388. Full description at Econpapers \|\| Download paper	[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.

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