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

The European Journal of Finance / Taylor & Francis Journals

[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
19930.09010000.05
19940.1000000.04
19950.192626051000.07
19960.2323490132600.09
19970.060.29196860.095649333.310.050.1
19980.29208850.06494200.11
19990.050.3322110110.1413925030.140.14
20000.050.421912960.0560422500.16
20010.020.4419148140.0923411010.050.17
20020.050.4423171190.11103382030.130.19
20030.140.4620191350.1851426010.050.2
20040.190.5332223430.1940438010.030.22
20050.040.5631254490.1982522030.10.23
20060.210.5346300570.19826313050.110.22
20070.180.4641341560.1613277147.120.050.19
20080.330.4945386740.19368729010.020.21
20090.240.544430820.19968621050.110.2
20100.250.46394691250.27338922020.050.16
20110.30.57475161100.2123832500.22
20120.210.66475631540.27128618030.060.26
 
 
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
2007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

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34
2007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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26
2002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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25
2000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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19
2005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

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19
2009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

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18
1997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

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17
2002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

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17
1998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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16
2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, A. ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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16
1997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

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15
1999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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15
1995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

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15
2005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

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13
2005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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13
2003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

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13
2006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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12
2003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

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12
2003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

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11
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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11
2002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

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10
1995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

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10
1995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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10
2009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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9
2006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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9
2006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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8
2000Further insights on the puzzle of technical analysis profitability. (2000). Maillet, Bertrand ; Bertrand Maillet, Thierry Michel, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224.

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8
2007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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8
2002Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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8
2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

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7
2008International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:663-686.

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7
2009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

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7
1998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

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7
2006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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7
2005Uncovering long memory in high frequency UK futures. (2005). cotter, john. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337.

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7
2001Bank failure: a multidimensional scaling approach. (2001). Serrano-Cinca, Carlos. In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183.

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6
2000Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis. (2000). Taylor, Stephen J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:1:p:39-69.

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6
2005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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6
2004Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy. (2004). Westermann, Frank. In: The European Journal of Finance. RePEc:taf:eurjfi:v:10:y:2004:i:2:p:139-148.

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6
1998A survey of corporate perceptions of short-termism among analysts and fund managers. (1998). Craven, B. M. ; Marston, C. L.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:233-256.

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6
2006Forecasting stock market volatility: Further international evidence. (2006). faff, robert ; Bayar, Asli ; Balaban, Ercan . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188.

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6
2009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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6
2010Large debt financing: syndicated loans versus corporate bonds. (2010). Marqués Ibañez, David ; Kara, Alper ; Altunbas, Yener ; Marques-Ibanez, David . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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6
2007Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience. (2007). Casavecchia, Lorenzo ; Bird, Ron. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:8:p:769-793.

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6
2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market. (2008). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Caporale, Guglielmo Maria . In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:735-753.

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6
2001Implied volatility surfaces: uncovering regularities for options on financial futures. (2001). Tompkins, Robert G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230.

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6
2009Stochastic volatility and time-varying country risk in emerging markets. (2009). Johansson, Anders. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:337-363.

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6
2002World capital markets and Finnish stock returns. (2002). Vaihekoski, Mika ; Nummelin, Kim . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343.

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6
2005An analysis of trading strategies in eleven European stock markets. (2005). Power, David ; Fifield, Suzanne ; Sinclair, Donald C.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:6:p:531-548.

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5
2007The Relevance of Accounting Data in the Measurement of Credit Risk. (2007). Demirovic, Amer ; Thomas, Dylan . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:253-268.

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5

Citing documents used to compute impact factor 18:

YearTitleSee
2012Loving the Long Shot: Risk Taking with Skewed Lotteries. (2012). grossman, philip ; Eckel, Catherine. In: Monash Economics Working Papers. RePEc:mos:moswps:2012-41.

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[Citation Analysis]
2012Interest barrier rules as a response to highly leveraged transactions: Evidence from the 2008 German business tax reform. (2012). Sommer, Friedrich ; Knauer, Thorsten . In: Review of Accounting and Finance. RePEc:eme:rafpps:v:11:y:2012:i:2:p:206-232.

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[Citation Analysis]
2012Islamic investing. (2012). Walkshusl, Christian ; Lobe, Sebastian . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:2:p:53-62.

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[Citation Analysis]
2012Performance Regularity: A New Class of Executive Compensation Packages. (2012). Bernard, Carole ; Le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:4:p:353-370.

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[Citation Analysis]
2012Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market. (2012). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A.. In: Kiel Working Papers. RePEc:kie:kieliw:1794.

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[Citation Analysis]
2012Exchange Rate Risk Exposure and the Value of European Firms. (2012). Alexeev, Vitali ; Parlapiano, Fabio . In: Working Papers. RePEc:tas:wpaper:201209.

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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]
2012Disagreement, correlation and asset prices. (2012). He, Xuezhong ; Shi, Lei . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:512-515.

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[Citation Analysis]
2012A multifractal approach towards inference in finance. (2012). Rypdal, Martin ; Lovsletten, Ola . In: Papers. RePEc:arx:papers:1202.5376.

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[Citation Analysis]
2012Asset allocation: How much does model choice matter?. (2012). Hansis, Alexandra ; Branger, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1865-1882.

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[Citation Analysis]
2012Cash holdings in private firms. (2012). BIGELLI, MARCO ; Sanchez-Vidal, Javier . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:26-35.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012A Strategy Perspective on the Performance Relevance of the CFO. (2012). Engelen, Andreas ; Venus, Andreas . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-021.

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[Citation Analysis]
2012THE BANK LOANS IMPORTANCE, INFORMATION ASYMMETRY AND THE IMPACT OF FINANCIAL AND ECONOMIC CRISIS ON CORPORATE FINANCING. (2012). Ducai, Mircea Tiberiu . In: Revista Tinerilor Economisti (The Young Economists Journal). RePEc:aio:rteyej:v:1:y:2012:i:18:p:29-34.

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[Citation Analysis]
2012The Governance of Perpetual Financial Intermediaries. (2012). Rusli, Ridwan ; Picard, Pierre ; PierreM. Picard, . In: CREA Discussion Paper Series. RePEc:luc:wpaper:12-10.

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[Citation Analysis]
2012Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households. (2012). Torricelli, Costanza ; Giarda, Elena ; Brunetti, Marianna. In: CEIS Research Paper. RePEc:rtv:ceisrp:242.

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[Citation Analysis]
2012Is financial fragility a matter of illiquidity? An appraisal for Italian households. (2012). Torricelli, Costanza ; Giarda, Elena ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12061.

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[Citation Analysis]
2012Household portfolio choices, health status and health care systems: A cross-country analysis based on SHARE. (2012). Brunetti, Marianna ; Atella, Vincenzo ; Maestas, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1320-1335.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

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[Citation Analysis]
2012Incentive contracts in delegated portfolio management under VaR constraint. (2012). Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1679-1685.

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[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee

Recent citations received in: 2010

YearTitleSee
2010Monetary Variability and Monetary Variables in the Franc Zone. (2010). Karoglou, Michail ; Coleman, Simeon. In: Economic Issues Journal Articles. RePEc:eis:articl:210coleman.

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[Citation Analysis]
2010Loss of control vs. risk reduction: decision factors for hiring non-family CFOs in family firms. (2010). Achleitner, Ann-Kristin ; Schraml, Stephanie ; Lutz, Eva . In: CEFS Working Paper Series. RePEc:zbw:cefswp:201004.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy. (2009). . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00375765.

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[Citation Analysis]
2009AN ANALYSIS OF DYNAMIC RISK IN THE GREATER CHINA EQUITY MARKETS. (2009). Johansson, Anders. In: Working Paper Series. RePEc:hhs:hacerc:2009-005.

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[Citation Analysis]
2009Efficient estimation of copula-based semiparametric Markov models. (2009). Chen, Xiaohong ; Yi, Yanping ; Wu, Wei Biao . In: CeMMAP working papers. RePEc:ifs:cemmap:06/09.

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[Citation Analysis]
2009Sovereign Bonds and Socially Responsible Investment. (2009). Drut, Bastien. In: Working Papers CEB. RePEc:sol:wpaper:09-014.

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[Citation Analysis]
2009Statistical inference procedure for the mean–variance efficient frontier with estimated parameters. (2009). Bodnar, Olha . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:93:y:2009:i:3:p:295-306.

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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.