Citations ranking for series: Journal of Financial Markets / Elsevier

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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 Markets / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.09		0	0		0	0		0			0.04
1991		0.09		0	1		0	0		0			0.04
1992		0.09		0	0		0	0		0			0.04
1993		0.1		0	0		0	0		0			0.05
1994		0.11		0	0		0	0		0			0.05
1995		0.2		0	0		0	0		0			0.08
1996		0.24		0	0		0	0		0			0.1
1997		0.3		0	0		0	0		0			0.11
1998		0.29	13	13	7	0.54	384	0		0	4	0.31	0.11
1999	0.46	0.34	16	29	15	0.52	282	13	6	0	9	0.56	0.15
2000	0.66	0.42	15	44	33	0.75	403	29	19	26.3	7	0.47	0.16
2001	1.03	0.44	15	59	59	1	140	31	32	3.1	3	0.2	0.17
2002	1	0.45	19	78	81	1.04	714	30	30	3.3	7	0.37	0.2
2003	0.65	0.47	22	100	113	1.13	231	34	22	13.6	6	0.27	0.2
2004	0.8	0.53	17	117	133	1.14	297	41	33	6.1	17	1	0.22
2005	1.13	0.56	16	133	199	1.5	244	39	44	6.8	8	0.5	0.23
2006	1.15	0.55	18	151	214	1.42	133	33	38	7.9	4	0.22	0.22
2007	0.74	0.47	15	166	209	1.26	187	34	25	8	7	0.47	0.19
2008	0.85	0.5	17	183	270	1.48	96	33	28	0	2	0.12	0.21
2009	1	0.51	32	215	343	1.6	184	32	32	3.1	14	0.44	0.21
2010	0.71	0.47	20	235	339	1.44	86	49	35	14.3	10	0.5	0.17
2011	0.88	0.55	23	258	405	1.57	73	52	46	6.5	7	0.3	0.22
2012	0.74	0.67	12	270	445	1.65	8	43	32	3.1	3	0.25	0.26
2013	1.03	0.92	27	297	590	1.99	37	35	36	11.1	15	0.56	0.34
2014	0.56	0.68	30	327	301	0.92	4	39	22	9.1	3	0.1	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
2002	Illiquidity and stock returns: cross-section and time-series effects. (2002). Amihud, Yakov . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56. Full description at Econpapers \|\| Download paper	511
2000	Market microstructure: A survey. (2000). Madhavan, Ananth. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258. Full description at Econpapers \|\| Download paper	176
1999	Order flow composition and trading costs in a dynamic limit order market1. (1999). foucault, thierry. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134. Full description at Econpapers \|\| Download paper	126
1998	Liquidity and stock returns: An alternative test. (1998). Naik, Narayan Y. ; Datar, Vinay T. ; Radcliffe, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219. Full description at Econpapers \|\| Download paper	110
1998	Optimal control of execution costs. (1998). Lo, Andrew ; Bertsimas, Dimitris . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50. Full description at Econpapers \|\| Download paper	91
2004	Order aggressiveness in limit order book markets. (2004). Ranaldo, Angelo. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:53-74. Full description at Econpapers \|\| Download paper	80
2004	Market liquidity as a sentiment indicator. (2004). Stein, Jeremy ; Baker, Malcolm. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299. Full description at Econpapers \|\| Download paper	67
2002	Price discovery and common factor models. (2002). Baillie, Richard ; Booth, Geoffrey G. ; Tse, Yiuman ; Zabotina, Tatyana. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321. Full description at Econpapers \|\| Download paper	67
2000	Inferring investor behavior: Evidence from TORQ data. (2000). Lee, Charles ; Radhakrishna, Balkrishna. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111. Full description at Econpapers \|\| Download paper	62
1998	Aggressiveness and survival of overconfident traders. (1998). Benos, Alexandros V.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:353-383. Full description at Econpapers \|\| Download paper	60
2005	Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; GLOSTEN, Larry. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264. Full description at Econpapers \|\| Download paper	55
2003	Issues in assessing trade execution costs. (2003). Bessembinder, Hendrik. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:3:p:233-257. Full description at Econpapers \|\| Download paper	54
2005	Should securities markets be transparent?. (2005). Porter, David ; Madhavan, Ananth ; Weaver, Daniel . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:265-287. Full description at Econpapers \|\| Download paper	47
2000	On the occurrence and consequences of inaccurate trade classification. (2000). Odders-White, Elizabeth R.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:259-286. Full description at Econpapers \|\| Download paper	45
2002	Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308. Full description at Econpapers \|\| Download paper	45
1998	Financial analysts and information-based trade. (1998). Easley, David ; Paperman, Joseph ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:175-201. Full description at Econpapers \|\| Download paper	43
2004	Impacts of trades in an error-correction model of quote prices. (2004). Patton, Andrew ; Engle, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:1-25. Full description at Econpapers \|\| Download paper	40
2007	Measuring the resiliency of an electronic limit order book. (2007). Large, Jeremy. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25. Full description at Econpapers \|\| Download paper	39
2002	Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276. Full description at Econpapers \|\| Download paper	39
2001	On the survival of overconfident traders in a competitive securities market. (2001). Luo, Guo Ying ; Hirshleifer, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:4:y:2001:i:1:p:73-84. Full description at Econpapers \|\| Download paper	38
2005	International momentum strategies: a stochastic dominance approach. (2005). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:1:p:89-109. Full description at Econpapers \|\| Download paper	33
1999	Intra-day market activity. (1999). Le Fol, Gaelle ; Jasiak, Joann ; gourieroux, christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:3:p:193-226. Full description at Econpapers \|\| Download paper	32
2007	Ownership level, ownership concentration and liquidity. (2007). Rubin, Amir . In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:3:p:219-248. Full description at Econpapers \|\| Download paper	31
2005	Duration, volume and volatility impact of trades. (2005). Manganelli, Simone. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399. Full description at Econpapers \|\| Download paper	30
2002	Measures of contributions to price discovery: a comparison. (2002). de Jong, Frank. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:323-327. Full description at Econpapers \|\| Download paper	29
2003	Quote setting and price formation in an order driven market. (2003). Tiwari, Ashish ; Schwartz, Robert ; Handa, Puneet. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:461-489. Full description at Econpapers \|\| Download paper	28
1999	Market depth and order size1. (1999). Kempf, Alexander ; Korn, Olaf . In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:1:p:29-48. Full description at Econpapers \|\| Download paper	25
1998	Long-lived information and intraday patterns. (1998). Pedersen, Hal ; Back, Kerry . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:385-402. Full description at Econpapers \|\| Download paper	25
2000	Stock returns and trading at the close. (2000). Madhavan, Ananth ; Cushing, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:1:p:45-67. Full description at Econpapers \|\| Download paper	25
1999	The alpha factor asset pricing model: A parable. (1999). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E.. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:1:p:49-68. Full description at Econpapers \|\| Download paper	25
1998	Strategic trading, asymmetric information and heterogeneous prior beliefs. (1998). Wang, Albert F.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:321-352. Full description at Econpapers \|\| Download paper	25
1999	The organization of financial exchange markets: Theory and evidence. (1999). Pirrong, Craig . In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:4:p:329-357. Full description at Econpapers \|\| Download paper	24
2008	Melting pot or salad bowl: Some evidence from U.S. investments abroad. (2008). Bhattacharya, Utpal ; Groznik, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:11:y:2008:i:3:p:228-258. Full description at Econpapers \|\| Download paper	23
2000	The capital asset pricing model and the liquidity effect: A theoretical approach. (2000). Gottesman, Aron A. ; Jacoby, Gady ; Fowler, David J.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:1:p:69-81. Full description at Econpapers \|\| Download paper	23
2002	Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York. (2002). Menkveld, Albert ; Hupperets, Erik C. J., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:57-82. Full description at Econpapers \|\| Download paper	23
2000	The determinants of trading volume of high-yield corporate bonds. (2000). Edwards, Amy ; Alexander, Gordon ; Ferri, Michael G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:177-204. Full description at Econpapers \|\| Download paper	23
1998	Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities. (1998). Cao, Charles Q. ; Choe, Hyuk ; Ahn, Hee-Joon . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:51-87. Full description at Econpapers \|\| Download paper	22
2002	Stalking the efficient price in market microstructure specifications: an overview. (2002). Hasbrouck, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:329-339. Full description at Econpapers \|\| Download paper	21
2007	The informativeness of domestic and foreign investors stock trades: Evidence from the perfectly segmented Chinese market. (2007). Menkveld, Albert ; Chan, Kalok ; Yang, Zhishu . In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:4:p:391-415. Full description at Econpapers \|\| Download paper	21
2003	Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market. (2003). Simonov, Andrei ; Massa, Massimo . In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:2:p:99-141. Full description at Econpapers \|\| Download paper	20
2000	The trades of NYSE floor brokers. (2000). Sofianos, George ; Werner, Ingrid M.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:139-176. Full description at Econpapers \|\| Download paper	20
2004	Trading strategies during circuit breakers and extreme market movements. (2004). Goldstein, Michael ; Kavajecz, Kenneth A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:301-333. Full description at Econpapers \|\| Download paper	19
2000	Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets. (2000). Theissen, Erik. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:4:p:333-363. Full description at Econpapers \|\| Download paper	19
2007	Estimating the probability of informed trading--does trade misclassification matter?. (2007). Theissen, Erik ; Grammig, Joachim ; Boehmer, Ekkehart. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:1:p:26-47. Full description at Econpapers \|\| Download paper	19
2005	Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders. (2005). Chakravarty, Sugato ; Anand, Amber ; Martell, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:288-308. Full description at Econpapers \|\| Download paper	19
2001	A new historical database for the NYSE 1815 to 1925: Performance and predictability. (2001). Peng, Liang ; Goetzmann, William ; Ibbotson, Roger G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:4:y:2001:i:1:p:1-32. Full description at Econpapers \|\| Download paper	18
2009	Do individual investors learn from their trading experience?. (2009). Peng, Liang ; Nicolosi, Gina ; Zhu, Ning . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:317-336. Full description at Econpapers \|\| Download paper	18
2002	Market architecture: limit-order books versus dealership markets. (2002). Viswanathan, S ; Wang, James J. D., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:2:p:127-167. Full description at Econpapers \|\| Download paper	18
2005	Liquidity commonality and return co-movement. (2005). Domowitz, Ian ; Hansch, Oliver ; Wang, Xiaoxin . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:4:p:351-376. Full description at Econpapers \|\| Download paper	18
2007	Commonality in the time-variation of stock-stock and stock-bond return comovements. (2007). Stivers, Chris ; Connolly, Robert A. ; Sun, Licheng . In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218. Full description at Econpapers \|\| Download paper	18

Citing documents used to compute impact factor 22:

Year	Title	See
2014	The timeline of trading frictions in the European carbon market. (2014). Medina, Vicente ; Pascual, Roberto ; Pardo, Angel . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:378-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Hudson, Robert ; Gebka, Bartosz ; Manahov, Viktor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:131-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange. (2014). Skjeltorp, Johannes ; Ãdegaard, Bernt ; Jorgensen, Kjell . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2014_003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Automated Liquidity Provision. (2014). Michayluk, David ; Gerig, Austin . In: Research Paper Series. RePEc:uts:rpaper:345. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Facilitation and Internalization Optimal Strategy in a Multilateral Trading Context. (2014). Li, Qinghua . In: Papers. RePEc:arx:papers:1404.7320. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A dynamic limit order market with fast and slow traders. (2014). Hoffmann, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:156-169. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multivariate transient price impact and matrix-valued positive definite functions. (2014). Alfonsi, Aur'elien ; Klock, Florian ; Schied, Alexander . In: Papers. RePEc:arx:papers:1310.4471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading with Small Price Impact. (2014). Soner, Mete H. ; Muhle-Karbe, Johannes ; Moreau, Ludovic . In: Papers. RePEc:arx:papers:1402.5304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rebalancing with Linear and Quadratic Costs. (2014). Liu, Ren ; Weber, Marko ; Muhle-Karbe, Johannes . In: Papers. RePEc:arx:papers:1402.5306. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aur'elien ; Blanc, Pierre . In: Papers. RePEc:arx:papers:1404.0648. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic optimal execution in a mixed-market-impact Hawkes price model. (2014). Alfonsi, Aurelien ; Blanc, Pierre . In: Working Papers. RePEc:hal:wpaper:hal-00971369. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Execution in Lit and Dark Pools. (2014). Crisafi, Alessandra M. ; Macrina, Andrea . In: Papers. RePEc:arx:papers:1405.2023. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	High-Frequency Trading Competition. (2014). Brogaard, Jonathan ; Pomeranets, Anna ; Garriott, Corey . In: Working Papers. RePEc:bca:bocawp:14-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:89-105. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares. (2014). Otsubo, Yoichi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:36-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Asset Trading and Valuation with Uncertain Exposure. (2014). Hatchondo, Juan ; Schneider, Martin ; Krusell, Per . In: Working Paper. RePEc:fip:fedrwp:14-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A simple approximation of intraday spreads using daily data. (2014). Zhang, Hao ; CHUNG, KEE H.. In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:94-120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Did CDS trading improve the market for corporate bonds?. (2014). Das, Sanjiv ; Nayak, Subhankar ; Kalimipalli, Madhu . In: Journal of Financial Economics. RePEc:eee:jfinec:v:111:y:2014:i:2:p:495-525. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Informed trading around acquisitions: Evidence from corporate bonds. (2014). Kedia, Simi ; Zhou, Xing . In: Journal of Financial Markets. RePEc:eee:finmar:v:18:y:2014:i:c:p:182-205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014	Reflecting on the VPIN dispute. (2014). Andersen, Torben ; Bondarenko, Oleg . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:53-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The information content of option ratios. (2014). Blau, Benjamin M. ; Whitby, Ryan J. ; Nguyen, Nga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:179-187. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Limit Order Books. (2013). Fenn, Daniel J. ; Williams, Stacy ; Howison, Sam D. ; Porter, Mason A. ; Gould, Martin D. ; McDonald, Mark . In: Papers. RePEc:arx:papers:1012.0349. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A hot-potato game under transient price impact and some effects of a transaction tax. (2013). Schied, Alexander ; Zhang, Tao . In: Papers. RePEc:arx:papers:1305.4013. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD). (2013). Shen, Jackie. In: Papers. RePEc:arx:papers:1309.5046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Probabilistic aspects of finance. (2013). Follmer, Hans ; Schied, Alexander . In: Papers. RePEc:arx:papers:1309.7759. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets. (2013). Gerig, Austin ; Myers, Benjamin . In: Papers. RePEc:arx:papers:1311.4160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Monte Carlo method for optimal portfolio executions. (2013). Nuyens, Dirk ; Achtsis, Nico . In: Papers. RePEc:arx:papers:1312.5919. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Economic Modeling for Optimal Trading of Financial Asset in Volatile Market. (2013). Sun, Edward W. ; Kruse, Timm . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A dynamic limit order market with fast and slow traders. (2013). Hoffmann, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20131526. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The gateway to the profession: Assessing teacher preparation programs based on student achievement. (2013). Goldhaber, Dan ; Liddle, Stephanie ; Theobald, Roddy . In: Economics of Education Review. RePEc:eee:ecoedu:v:34:y:2013:i:c:p:29-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Low-latency trading. (2013). Hasbrouck, Joel ; Saar, Gideon . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:646-679. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:680-711. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	High frequency trading and the new market makers. (2013). Menkveld, Albert J.. In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:712-740. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The diversity of high-frequency traders. (2013). Hagstromer, Bjorn ; Norden, Lars . In: Journal of Financial Markets. RePEc:eee:finmar:v:16:y:2013:i:4:p:741-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	High Frequency Traders: Taking Advantage of Speed. (2013). Ait-Sahalia, Yacine ; Saglam, Mehmet . In: NBER Working Papers. RePEc:nbr:nberwo:19531. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Drift dependence of optimal trade execution strategies under transient price impact. (2013). Lorenz, Christopher ; Schied, Alexander . In: Finance and Stochastics. RePEc:spr:finsto:v:17:y:2013:i:4:p:743-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-12012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IPO characteristics of index firms. (2012). Colak, Gonul . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:12:p:1134-1159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: Post-Print. RePEc:hal:journl:hal-00772798. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Illiquidity Premia in the Equity Options Market. (2011). Christoffersen, Peter ; Jacobs, Kris ; Goyenko, Ruslan ; Karoui, Mehdi . In: CREATES Research Papers. RePEc:aah:create:2011-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Joint Dynamics of Equity Market Factors. (2011). Christoffersen, Peter ; Langlois, Hugues . In: CREATES Research Papers. RePEc:aah:create:2011-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Growth Enterprise Board Initial Public Offerings: Characteristics, Volatility and the Initialâday Performance. (2011). Guo, Haifeng ; Fung, HungGay . In: China & World Economy. RePEc:bla:chinae:v:19:y:2011:i:1:p:106-121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Possible solutions to the forward bias paradox. (2011). Richard T., Baillie, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:617-622. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Asset pricing in large information networks. (2011). Ozsoylev, Han ; Walden, Johan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:146:y:2011:i:6:p:2252-2280. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The determinants of exchange settlement practices and the implication of volatility smile: Evidence from the Taiwan Futures Exchange. (2011). Wang, Ming-Chun ; Szu, Wen-Ming ; Yang, Wan-Ru . In: International Review of Economics & Finance. RePEc:eee:reveco:v:20:y:2011:i:4:p:826-838. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Effect of Ownership Structure on Corporate Social Responsibility: Empirical Evidence from Korea. (2011). Martynov, Aleksey ; Chang, Young ; Oh, Won . In: Journal of Business Ethics. RePEc:kap:jbuset:v:104:y:2011:i:2:p:283-297. Full description at Econpapers \|\| Download paper	[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.

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