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

Global Finance Journal / Elsevier

[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
19900.08141401000.04
19910.0814001400.04
19920.0811250271400.04
19930.0993410.03161100.05
19940.11549092000.04
19950.19126110.0262400.07
19960.070.23167740.0519272500.09
19970.29219850.052928010.050.1
19980.291711550.04413700.11
19990.050.331713230.02563821000.14
20000.42814030.02563400.16
20010.120.448148110.0749253010.130.17
20020.060.4414162130.083916100.19
20030.180.4615177240.144322400.2
20040.140.5312189350.19442942520.170.22
20050.30.5623212300.1484278020.090.23
20060.370.5327239540.23120351315.410.040.22
20070.220.4621260430.17525011020.10.19
20080.310.4923283720.253348156.70.21
20090.270.530313880.28274412020.070.2
20100.190.4621334890.2712531000.16
20110.10.5719353890.251751500.22
20120.380.66113641040.29040156.70.26
 
 
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:

YearTitleCited
2006Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

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59
2001Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33.

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28
2000Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries. (2000). Christev, Atanas ; Noorbakhsh, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108.

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18
2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85.

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18
2000The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52.

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18
1999Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81.

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16
1998On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251.

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16
2000The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Lee, Tsun-Siou ; Yeh, Yin-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149.

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15
1999Common stochastic trends and volatility in Asian-Pacific equity markets. (1999). Liu, Angela Y. ; Pan, Ming-Shiun ; Roth, Herbert J.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172.

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14
1998Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204.

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13
2003Determinants of emerging-market bond spreads: Cross-country evidence. (2003). Min, Hong-Ghi ; Nam, Changi ; Park, Myeong-Cheol ; Lee, Duk-Hee. In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286.

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13
2005An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280.

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12
2006Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammed ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104.

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12
2004International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137.

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11
2003State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82.

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11
2007How important is participation of different venture capitalists in German IPOs?. (2007). Tykvova, Tereza ; Walz, Uwe . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378.

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10
1992Intervention and the foreign exchange risk premium: An empirical investigation of daily effects. (1992). Humpage, Owen ; Osterberg, William P.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50.

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10
2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91.

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10
1997Co-movements of major European community stock markets: A vector autoregression analysis. (1997). Shachmurove, Yochanan ; Friedman, Joseph . In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277.

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9
2006Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22.

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8
2011Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55.

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8
2004Financial markets and the financing choice of firms: Evidence from developing countries. (2004). Mohtadi, Hamid ; Agarwal, Sumit. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70.

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7
2002Corporate risk management: Costs and benefits. (2002). Fatemi, Ali ; Luft, Carl . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38.

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7
2008Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

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7
1992Valuation effects of international listings. (1992). Torabzadeh, Khalil M. ; Zivney Maxon, Terry L., ; Berlin, William J.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:2:p:159-170.

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7
2002International linkage of interest rates: Evidence from the emerging economies of Asia. (2002). Anoruo, Emmanuel ; Thiewes, Harold F. ; Ramchander, Sanjay . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235.

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7
2006Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Bley, Jorg ; Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91.

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7
2005Technical trading, monetary policy, and exchange rate regimes. (2005). Herz, Bernhard ; Bauer, Christian. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302.

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7
2003Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332.

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7
1997Political instability and country risk. (1997). Rivoli, Pietra ; Brewer, Thomas L.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321.

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7
2002The impact of financial crises on international diversification. (2002). Olienyk, John P. ; Schwebach, Robert G. ; Zumwalt, Kenton J.. In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:147-161.

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6
2005Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hutson, Elaine ; Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387.

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6
2009International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

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6
2004Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). Laopodis, Nikiforos. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123.

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6
2005New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances. (2005). Nickel, Christiane ; Frenkel, Michael . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:303-320.

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6
2009Forecasting Value-at-Risk using high frequency data: The realized range model. (2009). Lian, Yu-Jun ; Yin, Lian-Qian ; Shao, Xi-Dong . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:128-136.

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6
1999The market-adjusted investment performance of ADR IPOs and SEOs. (1999). Sahu, Anandi P. ; Kleiman, Robert T. ; Callaghan, Joseph H.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:123-145.

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6
2007Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83.

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6
1992Portfolio diversification and the inter-temporal stability of international stock indices. (1992). Ratner, Mitchell. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77.

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6
1999Nonlinear dynamics in foreign exchange rates. (1999). Wagner, Andrew J. ; Mahajan, Arvind. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23.

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5
2006Modeling country risk in Latin America: A country beta approach. (2006). Verma, Rahul ; Soydemir, Gokce . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213.

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5
2004Filtering the BEER: A permanent and transitory decomposition. (2004). MacDonald, Ronald ; CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56.

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5
1993Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods. (1993). McInish, Thomas ; Lau, Sie Ting. In: Global Finance Journal. RePEc:eee:glofin:v:4:y:1993:i:1:p:1-19.

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5
2007The effects of changes in corporate governance and restructurings on operating performance: Evidence from privatizations. (2007). D'souza, Juliet ; Megginson, William ; Nash, Robert . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:157-184.

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5
1996An analysis of the stock markets response to the Exxon Valdez disaster. (1996). Herbst, Anthony F. ; Wingender, John ; Marshall, John F.. In: Global Finance Journal. RePEc:eee:glofin:v:7:y:1996:i:1:p:101-114.

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5
2008An empirical investigation of operating performance in the new European banking landscape. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:32-45.

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5
2007Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15.

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5
2001US exports and time-varying volatility of real exchange rate. (2001). Sukar, Abdul-Hamid ; Hassan, Seid. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:109-119.

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5
1999The impact of listing Latin American ADRs on the risks and returns of the underlying shares. (1999). Webb, Gwendolyn P. ; Martell, Terrence F. ; Rodriguez, Luis. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:147-160.

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5
2007A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Hui Fang. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156.

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5

Citing documents used to compute impact factor 15:

YearTitleSee
2012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

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[Citation Analysis]
2012Trade Sophistication in a Transition Economy: Poland 1980–2009. (2012). Shachmurove, Yochanan ; Kellman, Mitchell . In: Working Papers. RePEc:wse:wpaper:64.

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[Citation Analysis]
2012Does the Iranian oil supply matter for the oil prices?. (2012). Farzanegan, Mohammad Reza. In: MPRA Paper. RePEc:pra:mprapa:36030.

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[Citation Analysis]
2012Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks. (2012). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1951-1958.

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[Citation Analysis]
2012Co-movement of oil and stock prices in the GCC region: A wavelet analysis. (2012). Akoum, Ibrahim ; Omran, Mohammed ; Graham, Michael ; Nikkinen, Jussi ; Kivihaho, Jarno . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:385-394.

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[Citation Analysis]
2012The economic and monetary union countries vs. the global crisis. (2012). Kowalski, Tadeusz. In: MPRA Paper. RePEc:pra:mprapa:37942.

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[Citation Analysis]
2012Relationship between risk attitude and economic recovery in optimal growth theory. (2012). Herbst, Anthony F. ; Wu, Joseph S. K., ; Ho, Chi Pui . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:3:p:141-150.

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[Citation Analysis]
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626.

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[Citation Analysis]
2012Rethinking stock market integration: Globalization, valuation and convergence. (2012). Tam, Pui Sun. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-052.

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[Citation Analysis]
2012RETROSPECTIVE OF FINANCIAL REPORTING ON CAPITAL MARKET. (2012). Muresan, Diana . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:8.

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[Citation Analysis]
2012Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

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[Citation Analysis]
2012Stock exchange consolidation and return volatility. (2012). Ben Slimane, Faten . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:6:p:606-627.

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[Citation Analysis]
2012The impact of Chinas stock market reforms on its international stock market linkages. (2012). Li, Hong . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:358-368.

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[Citation Analysis]
2012Stock Returns and Risk: Evidence from Quantile. (2012). Chiang, Thomas C. ; Li, Jiandong . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408.

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[Citation Analysis]
2012A quantile regression approach to bank efficiency measurement. (2012). Pasiouras, Fotios ; mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia . In: MPRA Paper. RePEc:pra:mprapa:51879.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2009

YearTitleSee
2009Testing the pecking order theory: the importance of methodology. (2009). Daskalakis, Nikolaos ; Vasiliou, Dimitrios ; Eriotis, Nikolaos . In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:v:1:y:2009:i:2:p:85-96.

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[Citation Analysis]
2009Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle. (2009). Freeman, Mark C.. In: Economics Discussion Papers. RePEc:zbw:ifwedp:200942.

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[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.