Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
19900.09313101433000.04
19910.09316210.028761010.030.04
19920.030.09309220.029562200.04
19930.020.13112310.0118361100.05
19940.114216530.021526100.05
19950.070.230195240.1216173500.08
19960.170.2434229420.18235721200.1
19970.080.333262480.18357645010.030.11
19980.280.2928290590.21596719030.110.11
19990.260.3429319790.252346116020.070.15
20000.140.4225344780.2311257800.16
20010.220.44323761110.32725412040.130.17
20020.260.45404161260.32395715020.050.2
20030.310.47344501680.372107222060.180.2
20040.350.53324822220.461537426030.090.22
20050.320.56325141970.381396621020.060.23
20060.30.55345482080.381606419010.030.22
20070.330.47295772030.35876622010.030.19
20080.30.5165932560.4362631910.510.060.21
20090.440.51196122900.47384520010.050.21
20100.290.47206322660.42263510100.17
20110.260.55256572840.43193910020.080.22
20120.310.67236802650.39174514030.130.26
20130.230.92247043470.492481100.34
20140.190.687041590.23047900.24
 
 
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
2001Systematic Liquidity. (2001). Huberman, Gur ; Halka, Dominika . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78.

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90
1997Cognitive 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.

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74
1996The 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.

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60
1993Mean 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.

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60
1996On 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.

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54
1997Banking 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.

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54
2003Equity 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.

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49
1999How 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.

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49
2006INDIVIDUAL 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.

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48
1996Skewness 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.

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42
1995Tests 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.

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40
2005SOCIALLY 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.

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39
1990Call 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.

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37
1999A 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.

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36
1997The 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.

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35
1995Dynamic 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.

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31
2001Foreign 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.

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31
1998Cross-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.

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30
1999Random 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.

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30
2003Do 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.

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28
2002A 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.

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26
1990Interest 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.

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26
2001Venture 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.

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25
1997An 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.

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25
1997Market 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.

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24
2002Commonality 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.

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24
2004Contagion 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.

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22
1997Corporate Control in Commercial Banks. (1997). Prowse, Stephen . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27.

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22
1990Risky 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.

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22
2002Momentum 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.

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22
2003Event-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.

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22
2002Asian 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.

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21
2005AGENT 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.

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20
1995Bank 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.

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20
2003Do 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.

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20
2001Stock 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.

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19
2001Stock 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.

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19
1993Dual 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.

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19
1997The 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.

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18
2002The 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.

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18
1998Risk-Taking Behavior and Management Ownership in Depository Institutions. (1998). Whyte, Ann Marie ; Steiner, Thomas L ; Chen, Carl R. In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:1:p:1-16.

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18
1999An 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.

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18
1997Price 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.

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17
2007CAPITAL 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.

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17
1997Co-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.

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17
1994Investment 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.

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16
2000International Evidence on Weekend Anomalies. (2000). Tong, Wilson . In: Journal of Financial Research. RePEc:bla:jfnres:v:23:y:2000:i:4:p:495-522.

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16
2004The 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.

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16
2008THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES. (2008). Goyal, Vidhan ; Adam, Tim . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:41-63.

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16
2006WINDOW 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.

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16

Citing documents used to compute impact factor 9:


YearTitleSee
2014Bidder country characteristics and informed trading in U.S. targets. (2014). Madura, Jeff ; Marciniak, Marek . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:256-284.

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[Citation Analysis]
2014Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation. (2014). Moura, Marcelo L. ; GAIO, RAFAEL L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:114-144.

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[Citation Analysis]
2014Politically connected firms in Poland and their access to bank financing. (2014). Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar ; Kozlowski, Lukasz . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002.

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[Citation Analysis]
2014Beauty is in the eye of the beholder: The effect of corporate tax avoidance on the cost of bank loans. (2014). Zhang, Hao ; Hoi, Chun-Keung ; Hasan, Iftekhar ; Wu, Qiang . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_003.

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[Citation Analysis]
2014Beauty is in the eye of the beholder: The effect of corporate tax avoidance on the cost of bank loans. (2014). Hasan, Iftekhar ; Zhang, Hao ; Wu, Qiang ; Hoi, Chun Keung. In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:109-130.

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[Citation Analysis]
2014Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Florackis, Chris ; Arslan-Ayaydin, ozgur ; Ozkan, Aydin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250.

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[Citation Analysis]
2014The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Breuer, Wolfgang ; Soypak, Can K. ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265.

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[Citation Analysis]
2014Clustering of intraday order-sizes by uninformed versus informed traders. (2014). Garvey, Ryan ; Wu, Fei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:222-235.

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[Citation Analysis]
2014The rise and fall of technical trading rule success. (2014). Taylor, Nick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:286-302.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2013


YearTitleSee

Recent citations received in: 2012


YearTitleSee
2012When size matters: Clustering in the European Carbon Market. (2012). Palao, Fernando ; Tornero, angel Pardo . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2012-10.

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[Citation Analysis]
2012Product Market Predatory Threats and the Use of Performance-sensitive Debt. (2012). Su, Xunhua ; Kjenstad, Einar . In: MPRA Paper. RePEc:pra:mprapa:44114.

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[Citation Analysis]
2012Risk taking, diversification behavior and financial literacy of individual investors. (2012). Rigoni, Ugo ; Gardenal, Gloria ; Cavezzali, Elisa . In: Working Papers. RePEc:vnm:wpdman:30.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee
2011Estimating 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.

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[Citation Analysis]
2011When 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.

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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.