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

Review of Quantitative Finance and Accounting / Springer


[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
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.192525021000.07
19960.040.23396430.055125100.09
19970.2932960796400.1
19980.070.292812460.056771500.11
19990.070.3344168110.07137604020.050.14
20000.080.4240208140.0791726010.030.16
20010.060.4439247130.056784500.17
20020.060.4439286210.076179500.19
20030.090.4638324330.165787010.030.2
20040.090.5338362380.17077714.30.22
20050.040.5640402440.116476300.23
20060.050.5340442560.137378400.22
20070.180.4640482840.1751801464.310.030.19
20080.160.4940522910.1747801376.90.21
20090.150.5355571010.183780122520.060.2
20100.150.46496061100.1825751118.220.040.16
20110.230.57486541590.2414841952.60.22
20120.120.66497031410.22971216.710.020.26
 
 
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
1999 Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.. (1999). Simonato, Jean-Guy ; Duan, Jin-Chuan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35.

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57
1998 The Event Study Methodology since 1969.. (1998). Binder, John J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37.

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23
2006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis. (2006). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438.

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18
2008International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis. (2008). Pasiouras, Fotios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223.

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17
1999 Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets.. (1999). Ojah, Kalu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88.

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13
2002 Estimating Beta.. (2002). Yitzhaki, Shlomo ; Shalit, Haim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118.

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12
1997 Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money.. (1997). Robinson, Chris ; Milevsky, Moshe Arye ; Ho, Kwok . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70.

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12
2000 Managerial Ownership and Accounting Disclosures: An Empirical Study.. (2000). Gelb, David S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85.

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11
The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility.. (2000). Pruitt, Stephen ; Van Ness, Bonnie F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:153-67.

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11
2005A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107.

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11
1997 The Relation between Patent Citations and Tobins Q in the Semiconductor Industry.. (1997). Klock, Mark ; Shane, Hilary. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46.

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11
1997 Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields.. (1997). zhang, hua ; Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81.

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11
2009Oil prices and transport sector returns: an international analysis. (2009). Brooks, Robert ; Nandha, Mohan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409.

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11
2004Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations. (2004). Lin, Bor-Jing ; Huang, Yu Chuan ; Yu Chuan Huang, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95.

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10
2007The empirical relationship between ownership characteristics and audit fees. (2007). Deis, Donald ; Mitra, Santanu ; Hossain, Mahmud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285.

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10
2005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.

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10
1999 Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study.. (1999). barnes, paul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301.

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10
1999 Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology.. (1999). Theodossiou, Panayiotis ; Kahya, Emel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45.

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10
1997 Nonparametric Smoothing of Yield Curves.. (1997). Tanggaard, Carsten. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67.

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10
1996 Market Segmentation and the Valuation of Closed-End Country Funds: An Empirical Analysis.. (1996). Lee, Insup ; Choi, Jongmoo Jay . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:7:y:1996:i:1:p:45-63.

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9
2007A robust VaR model under different time periods and weighting schemes. (2007). Degiannakis, Stavros ; Angelidis, Timotheos ; BENOS, Alexandros . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201.

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9
1997 Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach.. (1997). Seyhun, Nejat H ; Bernard, Victor L. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:17-34.

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9
2003 Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.. (2003). Lobo, Gerald J ; Mathieu, Robert ; Kanagaretnam, Kiridaran . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80.

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9
2000 The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods.. (2000). Cheng, C S Agnes, ; McNamara, Ray . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70.

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8
1998 Information Asymmetry around Earnings Announcements.. (1998). Yohn, Teri Lombardi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82.

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8
2001 Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model.. (2001). Doong, Shuh-Chyi ; Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18.

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8
2001 Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications.. (2001). Li, Shanling . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70.

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7
2001 The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher.. (2001). Grice, John Stephen ; Dugan, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:2:p:151-66.

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7
2004Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance. (2004). Dimovski, Bill ; Brooks, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:3:p:179-198.

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7
2007Interday and intraday volatility: Additional evidence from the Shanghai Stock Exchange. (2007). Tian, Gary ; Guo, Mingyuan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:3:p:287-306.

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7
2003 Jumps and Dynamic Asset Allocation.. (2003). Wu, Liuren. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:3:p:207-43.

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7
1996 Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics.. (1996). Wasley, Charles E ; Campbell, Cynthia J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26.

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7
2007Disclosure and the cost of equity in international cross-listing. (2007). Weaver, Daniel ; Eaton, Tim ; Nofsinger, John. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24.

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7
2001 Value Relevance of Nonfinancial Information: The Case of Patent Data.. (2001). Hirschey, Mark ; Richardson, Vernon J ; Scholz, Susan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35.

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7
1999 Review of Categorical Models for Classification Issues in Accounting and Finance.. (1999). McDonald, James ; Barniv, Ran . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62.

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7
1999 A Note on Perceptions of Finance Journal Quality.. (1999). Madura, Jeff ; Borde, Stephen F ; Cheney, John M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:12:y:1999:i:1:p:89-96.

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7
1998 Product Quality and Payment Policy.. (1998). Emery, Gary W ; Nayar, Nandkumar . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:10:y:1998:i:3:p:269-84.

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7
2000 Does Trading Volume Contain Information to Predict Stock Returns? Evidence from Chinas Stock Markets.. (2000). Rui, Oliver ; Lee, Cheng F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:14:y:2000:i:4:p:341-60.

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7
2000 Voluntary Causal Disclosures: Tendencies and Capital Market Reaction.. (2000). Hassell, John M ; Hillison, William A ; Baginski, Stephen P. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:371-89.

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7
2001 Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions.. (2001). Yang, Dong-Hoon ; Lobo, Gerald J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50.

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6
2006The joint determination of audit fees, non-audit fees, and abnormal accruals. (2006). Gordon, Elizabeth ; Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266.

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6
2002 The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.. (2002). Gu, Anthony Yanxiang ; Finnerty, Joseph. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37.

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6
2000 U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach.. (2000). Brooks, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:14:y:2000:i:1:p:17-43.

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6
2005Ranking Research Productivity in Accounting for Asia-Pacific Universities. (2005). Chen, Carl ; Cheng, Louis ; Chan, Kam . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:1:p:47-64.

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5
1997 Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management.. (1997). Wu, Chunchi ; Ho, Shih-Jen Kathy. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:71-88.

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5
2002 The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance.. (2002). Waegelein, James F ; Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:161-83.

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5
2006The day-of-the-week effect in conditional correlation. (2006). Chandra, Mahendra. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:297-310.

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5
2006The effect of increased disclosure on cost of capital: Evidence from China. (2006). Zhang, Li ; Ding, Shujun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:383-401.

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5
1996 Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market.. (1996). Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:1:p:5-17.

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5
1999 A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies.. (1999). Resnick, Bruce G ; Larsen, Glen A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:12:y:1999:i:2:p:103-12.

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5

Citing documents used to compute impact factor 12:


YearTitleSee
2012Acquisition valuations of withdrawn IPOs: When IPO plans turn into mergers. (2012). Wang, Qiming ; Lian, Qin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1424-1436.

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[Citation Analysis]
2012DE LIMPACT DES NORMES COMPTABLES SUR LE COMPORTEMENT DES MANAGERS : LE CAS DES TRÉSORIERS DENTREPRISE. (2012). Dupuy, Philippe ; Gumb, Bernard ; Jaumier, Stephane . In: Grenoble Ecole de Management (Post-Print). RePEc:hal:gemptp:hal-00691040.

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[Citation Analysis]
2012Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany. (2012). Memmel, Christoph ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2403-2415.

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[Citation Analysis]
2012IFRS ADOPTING PROCESS IN ROMANIAN BANKS - IMPACT ON INDEPENDENT AUDIT OF FINANCIAL STATEMENTS. (2012). Socol, Adela . In: Annales Universitatis Apulensis Series Oeconomica. RePEc:alu:journl:v:2:y:2012:i:14:p:12.

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[Citation Analysis]
2012Managerial Incentives and the Choice between Public and Bank Debt. (2012). Meneghetti, Costanza . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:65-91.

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[Citation Analysis]
2012Firm location and corporate debt. (2012). Arena, Matteo P. ; Dewally, Michal . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1079-1092.

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[Citation Analysis]
2012Indicators of audit fees and fraud classification: impact of SOX. (2012). Alam, Pervaiz ; Yu, Bing ; Lenard, Mary Jane ; Petruska, Karin A.. In: Managerial Auditing Journal. RePEc:eme:majpps:v:27:y:2012:i:5:p:500-525.

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[Citation Analysis]
2012The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA. (2012). Moreno, Jose ; Ozuna, Teofilo ; Simpson, Marc . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:38:y:2012:i:3:p:347-365.

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[Citation Analysis]
2012Connecting the dots: the accruals quality premium vs the value premium. (2012). Holder, Anthony D. ; Wei, Jie ; Chichernea, Doina C.. In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:12:p:1106-1133.

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[Citation Analysis]
2012Investment opportunity set, political connection and business policies of private enterprises in China. (2012). Chow, Clement ; Fung, Michael ; Lam, Kevin ; Sami, Heibatollah . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:38:y:2012:i:3:p:367-389.

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[Citation Analysis]
2012An empirical analysis of marginal conditional stochastic dominance. (2012). Clark, Ephraim ; Kassimatis, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1144-1151.

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[Citation Analysis]
2012The effects of ownership and stock liquidity on the timing of repurchase transactions. (2012). Simkovic, Michael ; De Cesari, Amedeo ; Espenlaub, Susanne ; Khurshed, Arif . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1023-1050.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2012


YearTitleSee
2012Financial reporting frequency, information asymmetry, and the cost of equity. (2012). KRAFT, ARTHUR ; Fu, Renhui ; Zhang, Huai . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:54:y:2012:i:2:p:132-149.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee

Recent citations received in: 2010


YearTitleSee
2010Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets. (2010). Goodfellow, Christiane ; Verrier, Tatjana ; Schiereck, Dirk . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:2:p:77-80.

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[Citation Analysis]
2010Liquidity biases in asset pricing tests. (2010). Bessembinder, Hendrik ; Asparouhova, Elena ; Kalcheva, Ivalina . In: Journal of Financial Economics. RePEc:eee:jfinec:v:96:y:2010:i:2:p:215-237.

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[Citation Analysis]

Recent citations received in: 2009


YearTitleSee
2009Range-based multivariate volatility model with double smooth transition in conditional correlation. (2009). Chou, Ray ; Cai, Yijie . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:137-152.

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[Citation Analysis]
2009Explaining international stock correlations with CPI fluctuations and market volatility. (2009). Chou, Ray ; Li, Dan ; Cai, Yijie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035.

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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.