Citations ranking for series: Journal of Financial and Quantitative Analysis / Cambridge University Press

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Financial and Quantitative Analysis / Cambridge University Press

[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	0.03	0.09	35	35	15	0.43	710	72	2	0			0.04
1991	0.1	0.09	38	73	38	0.52	518	71	7	0			0.04
1992	0.1	0.09	38	111	43	0.39	782	73	7	0	1	0.03	0.04
1993	0.08	0.1	34	145	63	0.43	826	76	6	0			0.05
1994	0.01	0.11	33	178	56	0.31	609	72	1	0	3	0.09	0.05
1995	0.27	0.2	33	211	277	1.31	641	67	18	0	2	0.06	0.08
1996	0.44	0.24	29	240	393	1.64	1093	66	29	0	4	0.14	0.1
1997	0.42	0.3	26	266	438	1.65	633	62	26	0	4	0.15	0.11
1998	0.71	0.29	24	290	471	1.62	613	55	39	0	3	0.13	0.11
1999	0.66	0.34	23	313	520	1.66	766	50	33	0	6	0.26	0.15
2000	0.66	0.42	29	342	638	1.87	812	47	31	0	4	0.14	0.16
2001	1.13	0.44	25	367	750	2.04	642	52	59	0	6	0.24	0.17
2002	0.98	0.45	28	395	849	2.15	600	54	53	0	11	0.39	0.2
2003	0.94	0.47	37	432	1006	2.33	1073	53	50	0	21	0.57	0.2
2004	1.43	0.53	38	470	1210	2.57	622	65	93	0	13	0.34	0.22
2005	1.37	0.56	36	506	1271	2.51	666	75	103	0	16	0.44	0.23
2006	1.2	0.55	37	543	1276	2.35	368	74	89	0	13	0.35	0.22
2007	1.01	0.47	41	584	1292	2.21	466	73	74	0	15	0.37	0.19
2008	0.94	0.5	37	621	1425	2.29	411	78	73	0	13	0.35	0.21
2009	1.35	0.51	54	675	1562	2.31	521	78	105	0	18	0.33	0.21
2010	1.05	0.47	57	732	1494	2.04	362	91	96	0	15	0.26	0.17
2011	1.32	0.55	72	804	1818	2.26	270	111	147	0	20	0.28	0.22
2012	1.13	0.67	50	854	1942	2.27	101	129	146	0	14	0.28	0.26
2013	1.5	0.92	22	876	2282	2.61	32	122	183	0	12	0.55	0.34
2014	0.54	0.68		876	1133	1.29	0	72	39	0			0.24

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:

Year	Title	Cited
1977	Abstract: An Equilibrium Characterization of the Term Structure. (1977). Vasicek, Oldrich Alfonso . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02. Full description at Econpapers \|\| Download paper	490
1987	The Relation between Price Changes and Trading Volume: A Survey. (1987). Karpoff, Jonathan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01. Full description at Econpapers \|\| Download paper	350
1989	International Transmission of Stock Market Movements. (1989). Eun, Cheol S. ; Shim, Sang Dal . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01. Full description at Econpapers \|\| Download paper	275
1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders. (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00. Full description at Econpapers \|\| Download paper	256
1985	The Determinants of Firms Hedging Policies. (1985). Stulz, RenÃ© ; Smith, Clifford W.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01. Full description at Econpapers \|\| Download paper	245
1999	Autoregressive Conditional Skewness. (1999). Harvey, Campbell ; Siddique, Akhtar . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00. Full description at Econpapers \|\| Download paper	176
2003	International Corporate Governance. (2003). Denis, Diane K. ; McConnell, John J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00. Full description at Econpapers \|\| Download paper	173
1999	Volatility in Emerging Stock Markets. (1999). Inclan, Carla ; Leal, Ricardo ; Aggarwal, Reena . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00. Full description at Econpapers \|\| Download paper	155
1984	Optimal Hedging Policies. (1984). Stulz, RenÃ©. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01. Full description at Econpapers \|\| Download paper	154
2001	The Debt-Equity Choice. (2001). Titman, Sheridan ; Hovakimian, Armen ; Opler, Tim . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00. Full description at Econpapers \|\| Download paper	148
1998	The Determinants of Corporate Liquidity: Theory and Evidence. (1998). Sherman, Ann ; Mauer, David C. ; Kim, Chang-Soo . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00. Full description at Econpapers \|\| Download paper	138
2003	Equity Ownership and Firm Value in Emerging Markets. (2003). Lins, Karl V.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00. Full description at Econpapers \|\| Download paper	130
1991	The Pricing of Exchange Rate Risk in the Stock Market. (1991). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00. Full description at Econpapers \|\| Download paper	129
1990	Stock Returns and Volatility. (1990). Degennaro, Ramon ; Baillie, Richard T.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00. Full description at Econpapers \|\| Download paper	127
2001	Economic News and Bond Prices: Evidence from the U.S. Treasury Market. (2001). Balduzzi, Pierluigi ; Green, Clifton T. ; Elton, Edwin J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00. Full description at Econpapers \|\| Download paper	127
1993	Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures. (1993). Sultan, Jahangir ; KRONER, Kenneth F.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00. Full description at Econpapers \|\| Download paper	126
1987	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. (1987). Scott, Louis O.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:04:p:419-438_01. Full description at Econpapers \|\| Download paper	120
2003	Corporate Governance and the Home Bias. (2003). Stulz, RenÃ© ; Pinkowitz, Lee ; Williamson, Rohan ; Dahlquist, Magnus . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00. Full description at Econpapers \|\| Download paper	117
1996	Another Look at Models of the Short-Term Interest Rate. (1996). KRONER, Kenneth F. ; Brenner, Robin J. ; Harjes, Richard H.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00. Full description at Econpapers \|\| Download paper	114
2003	International Corporate Governance and Corporate Cash Holdings. (2003). Servaes, Henri ; Dittmar, Amy ; Mahrt-Smith, Jan. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00. Full description at Econpapers \|\| Download paper	114
1977	The Valuation of Corporate Liabilities as Compound Options. (1977). Geske, Robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02. Full description at Econpapers \|\| Download paper	111
1996	Evidence on Corporate Hedging Policy. (1996). Mian, Shehzad L.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00. Full description at Econpapers \|\| Download paper	110
1988	The Dependence between Hourly Prices and Trading Volume. (1988). Joh, Gun-Ho ; Jain, Prem C.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01. Full description at Econpapers \|\| Download paper	109
1990	The Dynamics of Stock Index and Stock Index Futures Returns. (1990). Stoll, Hans ; Whaley, Robert E.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00. Full description at Econpapers \|\| Download paper	103
2005	Determinants of Board Size and Composition: A Theory of Corporate Boards. (2005). Raheja, Charu G.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00. Full description at Econpapers \|\| Download paper	100
2002	Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets. (2002). Wachter, Jessica. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00. Full description at Econpapers \|\| Download paper	100
1981	The Determinants of Bank Interest Margins: Theory and Empirical Evidence. (1981). Saunders, Anthony ; Ho, Thomas S. Y., . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00. Full description at Econpapers \|\| Download paper	99
2000	Market Segmentation and the Cost of the Capital in International Equity Markets. (2000). Miller, Darius P. ; Errunza, Vihang R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00. Full description at Econpapers \|\| Download paper	98
2005	Volatility Spillover Effects in European Equity Markets. (2005). Baele, Lieven. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00. Full description at Econpapers \|\| Download paper	91
1988	International Listings and Stock Returns: Some Empirical Evidence. (1988). Alexander, Gordon ; Eun, Cheol S. ; Janakiramanan, S.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01. Full description at Econpapers \|\| Download paper	90
1993	Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets. (1993). Bessembinder, Hendrik ; Seguin, Paul J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00. Full description at Econpapers \|\| Download paper	89
1986	Bayes-Stein Estimation for Portfolio Analysis. (1986). Jorion, Philippe. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01. Full description at Econpapers \|\| Download paper	88
1980	Analyzing Convertible Bonds. (1980). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01. Full description at Econpapers \|\| Download paper	83
1992	Simultaneous Determination of Insider Ownership, Debt, and Dividend Policies. (1992). Solberg, Donald P. ; Zorn, Thomas S. ; Jensen, Gerald R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:27:y:1992:i:02:p:247-263_00. Full description at Econpapers \|\| Download paper	83
2007	Characterizing World Market Integration through Time. (2007). Carrieri, Francesca ; Errunza, Vihang ; Hogan, Ked . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:42:y:2007:i:04:p:915-940_00. Full description at Econpapers \|\| Download paper	81
1999	Of Smiles and Smirks: A Term Structure Perspective. (1999). Das, Sanjiv ; Sundaram, Rangarajan K.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00. Full description at Econpapers \|\| Download paper	79
2000	Hedge Funds: The Living and the Dead. (2000). Liang, Bing . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00. Full description at Econpapers \|\| Download paper	78
1995	Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets. (1995). Shoesmith, Gary ; McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:04:p:563-579_00. Full description at Econpapers \|\| Download paper	77
2000	The Accuracy of Trade Classification Rules: Evidence from Nasdaq. (2000). michaely, roni ; Ellis, Katrina ; O'Hara, Maureen . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00. Full description at Econpapers \|\| Download paper	77
1997	A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks. (1997). Bessembinder, Hendrik ; Kaufman, Herbert M.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:03:p:287-310_00. Full description at Econpapers \|\| Download paper	74
1986	Financial Innovation: The Last Twenty Years and the Next. (1986). Miller, Merton. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:21:y:1986:i:04:p:459-471_01. Full description at Econpapers \|\| Download paper	74
2002	International Cross-Listing and Visibility. (2002). Weaver, Daniel G. ; Baker, Kent H. ; Nofsinger, John R.. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:37:y:2002:i:03:p:495-521_00. Full description at Econpapers \|\| Download paper	73
1995	The Conditional Relation between Beta and Returns. (1995). Pettengill, Glenn N. ; Sundaram, Sridhar ; Mathur, Ike . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:30:y:1995:i:01:p:101-116_00. Full description at Econpapers \|\| Download paper	73
1993	One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities. (1993). White, Alan ; Hull, John . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:28:y:1993:i:02:p:235-254_00. Full description at Econpapers \|\| Download paper	73
1972	An Analytic Derivation of the Efficient Portfolio Frontier. (1972). merton, robert. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:7:y:1972:i:04:p:1851-1872_01. Full description at Econpapers \|\| Download paper	73
1987	Transaction Data Tests of the Mixture of Distributions Hypothesis. (1987). Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01. Full description at Econpapers \|\| Download paper	73
2005	Stock Market Uncertainty and the Stock-Bond Return Relation. (2005). Stivers, Chris ; Connolly, Robert ; Sun, Licheng . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:40:y:2005:i:01:p:161-194_00. Full description at Econpapers \|\| Download paper	71
1997	Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. (1997). Neely, Christopher ; Weller, Paul ; Dittmar, Rob . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00. Full description at Econpapers \|\| Download paper	71
2003	Agency Costs of Controlling Minority Shareholders. (2003). Cronqvist, Henrik ; Nilsson, Mattias . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:38:y:2003:i:04:p:695-719_00. Full description at Econpapers \|\| Download paper	71
1996	Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy. (1996). Hasbrouck, Joel ; Harris, Lawrence . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:31:y:1996:i:02:p:213-231_00. Full description at Econpapers \|\| Download paper	71

Citing documents used to compute impact factor 39:

Year	Title	See
2014	Are groups less behavioral? The case of anchoring. (2014). Meub, Lukas ; Proeger, Till . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Overreaction to Management Earnings Forecasts. (2014). Michel, Jean-Sebastien . In: Cahiers de recherche. RePEc:lvl:lacicr:1319. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An experimental study on social anchoring. (2014). Meub, Lukas ; Proeger, Till . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience. (2014). Campbell, John ; Ranish, Benjamin ; Ramadorai, Tarun . In: NBER Working Papers. RePEc:nbr:nberwo:20000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan. (2014). Lin, William T. ; Tsai, Shih-Chuan ; Chen, Zhijuan ; Ma, Changfeng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:358-374. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The cross-section of speculator skill: Evidence from day trading. (2014). Lee, Yi-Tsung ; Odean, Terrance ; Liu, Yu-Jane ; Barber, Brad M.. In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:1-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intraday Price Discovery in Fragmented Markets. (2014). Ozturk, Sait ; van der Wel, Michel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do leveraged exchange-traded products deliver their stated multiples?. (2014). Loviscek, Anthony ; Xu, Xiaoqing Eleanor ; Tang, Hongfei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:29-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contracts, governance, and country risk in project finance: Theory and evidence. (2014). Byoun, Soku ; Xu, Zhaoxia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:124-144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Firm cash holdings and CEO inside debt. (2014). Liu, Yixin ; Zhang, Yilei ; Mauer, David C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:83-100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Overconfidence and optimism: The effect of national culture on capital structure. (2014). Antonczyk, Ron Christian ; Salzmann, Astrid Juliane . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:132-151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Information Asymmetry and the Market Response to Open Market Share Repurchases. (2014). Mauck, Nathan ; Lee, BongSoo . In: MPRA Paper. RePEc:pra:mprapa:54066. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Limited attention, share repurchases, and takeover risk. (2014). Lin, Ji-Chai ; Wu, YiLin ; Stephens, Clifford P.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:283-301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Creditor rights and capital structure: Evidence from international data. (2014). Cho, Seong-Soon ; Suh, Jungwon ; Guedhami, Omrane ; El Ghoul, Sadok . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:40-60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does market timing persistently affect capital structure? Evidence from stock market liberalization. (2014). Huang, I-Hsiang, . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:123-144. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of culture on market timing in capital structure choices. (2014). Arosa, Clara Maria Verduch, ; Schuhmann, Peter W. ; Richie, Nivine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:178-192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A jackknife-type estimator for portfolio revision. (2014). ROLAND FÜSS, ; Trubenbach, Fabian ; Miebs, Felix ; Fuss, Roland . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:14-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital Gains Lock-In and Governance Choices. (2014). Dimmock, Stephen ; Weisbenner, Scott J. ; Ivkovi, Zoran ; Wil liam C. Gerken, . In: NBER Working Papers. RePEc:nbr:nberwo:20176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating the Risk-Return Trade-off with Overlapping Data Inference. (2014). Hodrick, Robert ; Hedegaard, Esben . In: NBER Working Papers. RePEc:nbr:nberwo:19969. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monitoring housing markets for episodes of exuberance: an application of the Phillips et al. (2012, 2013) GSADF test on the Dallas Fed International House Price Database. (2014). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; MartÃnez GarcÃa, Enrique ; Mack, Adrienne ; Martinez-Garcia, Enrique ; Yusupova, Alisa . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capital structure, equity mispricing, and stock repurchases. (2014). Bonaime, Alice Adams ; Warr, Richard S. ; oztekin, ozde . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:182-200. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Euler equation with habits and measurement errors: estimates on Russian micro data. (2014). Khvostova, Irina ; Larin, Alexander ; Novak, Anna . In: HSE Working papers. RePEc:hig:wpaper:52/ec/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market. (2014). Rossi, Francesco ; cotter, john ; O'Sullivan, Niall . In: Working Papers. RePEc:ucd:wpaper:201403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications. (2014). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Herskovic, Bernard ; Kelly, Bryan T.. In: NBER Working Papers. RePEc:nbr:nberwo:20076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Motivating innovation in newly public firms. (2014). Baranchuk, Nina ; Moussawi, Rabih ; Kieschnick, Robert . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:3:p:578-588. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimares, Rodrigo . In: Bank of England working papers. RePEc:boe:boeewp:0489. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Gilchrist, Simon ; Lopez-Salido, David ; ZAKRAJEK, EGON . In: NBER Working Papers. RePEc:nbr:nberwo:20094. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. (2014). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Reply. (2014). Wright, Jonathan H.. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:338-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term Structure Modeling with Supply Factors and the Federal Reserves Large Scale Asset Purchase Programs. (2014). Wei, Min ; Li, Canlin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy and Real Borrowing Costs at the Zero Lower Bound. (2014). Gilchrist, Simon ; Zakrajsek, Egon ; Lopez-Salido, David J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-39. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	CDOs and the financial crisis: Credit ratings and fair premia. (2014). Wojtowicz, Marcin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cross-hedging minimum return guarantees: Basis and liquidity risks. (2014). Ankirchner, Stefan ; Schweizer, Nikolaus ; Schneider, Judith C.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:93-109. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

Year	Title	See
2013		[Citation Analysis]
2013	The Micro Dynamics of Macro Announcements. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Was bewegt den DAX?. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Shouldnt all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. (2013). Xie, Jun ; Yang, Chunpeng . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:682-688. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Anchoring effect on foreign institutional investorsâ momentum trading behavior: Evidence from the Taiwan stock market. (2013). Liao, Li-Chuan ; Chiu, Banghan ; Chou, Ray Yeutien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price. (2013). Chang, Eric C. ; Ren, Jinjuan ; LUO, YAN . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4449-4464. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?. (2013). Galanti, SÃ©bastien ; Hurlin, Christophe ; Vaubourg, Anne-Gael ; Breton, Regis . In: Working Papers. RePEc:hal:wpaper:hal-00862996. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	We study whether financial analysts concern for preserving good relationships with firms managers motivates them to issue pessimistic or optimistic forecasts. Based on a dataset of one-yearahead EPS f. (2013). Hurlin, Christophe ; Galanti, Sebastien ; Berisha-Krasniqui, Valdete ; Vaubourg, Anne-Gael ; Breton, Regis . In: Larefi Working Papers. RePEc:laf:wpaper:cr1304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Blockholders and Corporate Governance. (2013). Edmans, Alex . In: NBER Working Papers. RePEc:nbr:nberwo:19573. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Maximum likelihood estimation of the equity premium. (2013). Wachter, Jessica ; Avdis, Efstathios . In: NBER Working Papers. RePEc:nbr:nberwo:19684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Anchoring: A valid explanation for biased forecasts when rational predictions are easily accessible and well incentivized?. (2013). Meub, Lukas ; Bizer, Kilian ; Proeger, Till . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:166. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2012-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Interest Rates with Shifting Endpoints. (2012). van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?. (2012). Kirch, Guilherme ; Terra, Paulo Renato Soares, . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:980-993. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng . In: China Finance Review International. RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Term structure modelling with supply factors and the Federal Reserves Large Scale Asset Purchase programs. (2012). Wei, Min ; Li, Canlin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	What Makes the VIX Tick?. (2012). Bailey, Warren ; Zhou, Yinggang ; Zheng, Lin . In: Working Papers. RePEc:hkm:wpaper:222012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance. (2012). Robinson, David ; Sensoy, Berk A.. In: NBER Working Papers. RePEc:nbr:nberwo:17942. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Gooijer, Jan G. ; Diks, Cees ; Jan G. De Gooijer, Cees G. H. Diks, Åukasz T. GÄ, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are financial advisors useful? Evidence from tax-motivated mutual fund flows. (2012). . In: CFR Working Papers. RePEc:zbw:cfrwps:1209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and NaÃ¯ve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. (2011). Verdelhan, Adrien ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:3477-3500. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Diversification in Private Equity Funds: On Knowledge-sharing, Risk-aversion and Limited-attention. (2011). Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark. In: Discussion Paper. RePEc:dgr:kubcen:2011046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Institutional Investor Preferences and Executive Compensation (replaced by CentER DP 2012-004). (2011). McCahery, J. A. ; Sautner, Z.. In: Discussion Paper. RePEc:dgr:kubcen:2011103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Survey of Venture Capital Research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, M. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Non-Exclusivity of Loan Contracts: An Empirical Investigation. (2011). Ioannidou, Vasso ; Degryse, Hans ; von Schedvin, E. L.. In: Discussion Paper. RePEc:dgr:kubcen:2011130. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Liquidity Shocks and Hedge Fund Contagion. (2011). Stahel, Christof W. ; Stulz, Rene M. ; Boyson, Nicole M.. In: Working Paper Series. RePEc:ecl:ohidic:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Mutual funds as monitors: Evidence from mutual fund voting. (2011). Morgan, Angela ; Yang, Tina ; Wolf, Jack ; Poulsen, Annette. In: Journal of Corporate Finance. RePEc:eee:corfin:v:17:y:2011:i:4:p:914-928. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Hsieh, David A. ; Fung, William . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:200-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Liquidity, analysts, and institutional ownership. (2011). Jiang, Christine X. ; Kim, Jang-Chul ; Zhou, Dan . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:5:p:335-344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The effect of financial liberalization on stock-return volatility in GCC markets. (2011). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:662-685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A tale of values-driven and profit-seeking social investors. (2011). Derwall, Jeroen ; Horst, Jenke ter ; Koedijk, Kees . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:8:p:2137-2147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Role of Law, Corruption and Culture in Investment Fund Manager Fees. (2011). NAJAR, Dorra ; Johan, Sofia. In: Post-Print. RePEc:hal:journl:halshs-00639925. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Implied Cost of Capital over the Last 20 Years. (2011). Gotoh, Masatoshi ; Kitagawa, Norio . In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2011:v:1:p:71-104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Negotiating with Labor Under Financial Distress. (2011). Benmelech, Efraim ; Bergman, Nittai K. ; Enriquez, Ricardo . In: NBER Working Papers. RePEc:nbr:nberwo:17192. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Mutual Fund Performance and the Incentive to Generate Alpha. (2011). Reuter, Jonathan ; Del Guercio, Diane. In: NBER Working Papers. RePEc:nbr:nberwo:17491. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A survey of venture capital research. (2011). Hellmann, Thomas ; Da Rin, Marco ; Puri, Manju . In: NBER Working Papers. RePEc:nbr:nberwo:17523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Phoenix miracles exist ? firm-level evidence from financial crises. (2011). Maksimovic, Vojislav ; Demirguc-Kunt, Asli ; Ayyagari, Meghana . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5799. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns. (2011). Zhang, Weina ; Li, Haitao ; Kim, Gi H.. In: Working Papers. RePEc:wbs:wpaper:wpn11-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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