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

Review of Financial Economics / 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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.117707000.05
19950.261310.08307010.170.08
19960.2413260221300.1
19970.314400341900.11
19980.040.29135340.085527100.11
19990.040.34116490.145927100.15
20000.4297340.05232400.16
20010.44108360.07342000.17
20020.050.452210570.07159191010.050.2
20030.130.4723128270.21189324010.040.2
20040.380.5323151370.251184517020.090.22
20050.410.5622173510.29108461900.23
20060.310.5519192740.399745140100.530.22
20070.370.4722214820.3873411513.330.140.19
20080.320.523237980.41714113030.130.21
20090.380.51232601450.56554517020.090.21
20100.370.47212811230.44304617020.10.17
20110.340.55152961230.42124415010.070.22
20120.250.67163121450.46636922.230.190.26
20130.130.92233351740.523314750.34
20140.10.6810345830.242394020.20.24
 
 
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
2002Interrelationships among regional stock indices. (2002). Sharma, Subhash ; Ratanapakorn, Orawan. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:91-108.

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42
1998Founding family controlled firms: Efficiency and value. (1998). Mishra, Chandra S. ; Walker, Michael C. ; Henderson, Glenn Jr., ; McConaughy, Daniel L.. In: Review of Financial Economics. RePEc:eee:revfin:v:7:y:1998:i:1:p:1-19.

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41
2003The day of the week effect on stock market volatility and volume: International evidence. (2003). Berument, Hakan ; Kiymaz, Halil . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380.

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37
2002Long-term nominal interest rates and domestic fundamentals. (2002). Williams, Geoffrey ; Caporale, Guglielmo Maria . In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:119-130.

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32
2008Long memory in energy futures prices. (2008). Serletis, Apostolos ; Elder, John. In: Review of Financial Economics. RePEc:eee:revfin:v:17:y:2008:i:2:p:146-155.

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32
2002Financial development and economic growth: Another look at the evidence from developing countries. (2002). Al-Yousif, Yousif Khalifa . In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:131-150.

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31
2003The macroeconomic determinants of technology stock price volatility. (2003). Sadorsky, Perry . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:2:p:191-205.

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31
2006Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period. (2006). Ghosh, Saibal ; Das, Abhiman. In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:3:p:193-221.

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31
2004Portuguese banking: A structural model of competition in the deposits market. (2004). Canhoto, Ana. In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:1-2:p:41-63.

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25
2003Return predictability in African stock markets. (2003). Appiah-Kusi, Joe ; Menyah, Kojo . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:3:p:247-270.

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22
2005Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms. (2005). Bulan, Laarni T.. In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:255-279.

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22
2001Twenty-five years of corporate governance research ... and counting. (2001). Denis, Diane K.. In: Review of Financial Economics. RePEc:eee:revfin:v:10:y:2001:i:3:p:191-212.

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21
2004Fractional cointegration and tests of present value models. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria . In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:3:p:245-258.

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21
1999An empirical analysis of the equity markets in China. (1999). Yu, Qiao ; mookerjee, rajen. In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:1:p:41-60.

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19
2003Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model. (2003). Kim, Ki-Ho . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:3:p:301-313.

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19
1995The impact of gold price on the value of gold mining stock. (1995). Blose, Laurence E. ; Shieh, Joseph C. P., . In: Review of Financial Economics. RePEc:eee:revfin:v:4:y:1995:i:2:p:125-139.

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17
2005Flexibility and technology choice in gas fired power plant investments. (2005). Fleten, Stein-Erik ; Nasakkala, Erkka ; Stein- Erik Fleten, . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:371-393.

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17
2006The impact of macroeconomic uncertainty on non-financial firms demand for liquidity. (2006). Talavera, Oleksandr ; Caglayan, Mustafa ; Baum, Christopher ; Ozkan, Neslihan . In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:4:p:289-304.

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16
2003Is presidential cycle in security returns merely a reflection of business conditions?. (2003). Booth, James R.. In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:2:p:131-159.

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15
Foreign participation in local currency bond markets. (2007). Burger, John ; Warnock, Francis E.. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:291-304.

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15
2002Long-term trends and cycles in ASEAN stock markets. (2002). Sharma, Subhash ; Wongbangpo, Praphan. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:4:p:299-315.

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15
2004Consolidation in US banking: Which banks engage in mergers?. (2004). Wilson, Paul ; Wheelock, David. In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:1-2:p:7-39.

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14
1999An analysis of nontraditional activities at U.S. commercial banks. (1999). SinkeyJr, Joseph F. ; ROGERS, KEVIN . In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:1:p:25-39.

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14
2003The failure of new entrants in commercial banking markets: a split-population duration analysis. (2003). De Young, Robert ; DeYoung, Robert . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:1:p:7-33.

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13
2004Mutual fund characteristics, managerial attributes, and fund performance. (2004). Prather, Laurie ; Bertin, William J. ; Henker, Thomas . In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:4:p:305-326.

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12
2002Revisiting the dividend puzzle: Do all of the pieces now fit?. (2002). Powell, Gary ; Baker, Kent H. ; Veit, Theodore E.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:4:p:241-261.

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12
2007Psychological barriers in gold prices?. (2007). lucey, brian ; Aggarwal, Raj. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:2:p:217-230.

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12
2008Profit sharing and investment by regulated utilities: A welfare analysis. (2008). Scarpa, Carlo ; Panteghini, Paolo ; moretto, michele. In: Review of Financial Economics. RePEc:eee:revfin:v:17:y:2008:i:4:p:315-337.

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12
2003Explaining credit rating differences between Japanese and U.S. agencies. (2003). Moore, William T. ; Shin, Yoon S.. In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:4:p:327-344.

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11
2006Variations in effects of monetary policy on stock market returns in the past four decades. (2006). He, Ling T.. In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:4:p:331-349.

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11
2007Fatal attraction: Using distance to measure contagion in good times as well as bad. (2007). MacDonald, Ronald ; Fazio, Giorgio ; Bayoumi, Tamim ; Kumar, Manmohan. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:259-273.

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11
2005Real options and the value of generation capacity in the German electricity market. (2005). Hlouskova, Jaroslava ; Schnabl, Alexander ; Kossmeier, Stephan ; Obersteiner, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:297-310.

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11
2010Terrorism activity, investor sentiment, and stock returns. (2010). Drakos, Konstantinos. In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:3:p:128-135.

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11
2006Fractional integration in daily stock market indexes. (2006). Gil-Alana, Luis. In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:1:p:28-48.

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10
1999Jump risk in the U.S. stock market: Evidence using political information. (1999). Lobo, Bento J.. In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:2:p:149-163.

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10
2005Non-linear dynamics in international stock market returns. (2005). McMillan, David G.. In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:1:p:81-91.

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10
2009Common factors in international securitized real estate markets. (2009). Liow, Kim ; Webb, James R.. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:2:p:80-89.

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10
1997Foreign trade and exchange-rate risk in the G-7 countries: Cointegration and error-correction models. (1997). Arize, A. C.. In: Review of Financial Economics. RePEc:eee:revfin:v:6:y:1997:i:1:p:95-112.

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10
2000Microeconomic foundations of an optimal currency area. (2000). Swofford, James L.. In: Review of Financial Economics. RePEc:eee:revfin:v:9:y:2000:i:2:p:121-128.

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10
2005How to analyze the investment-uncertainty relationship in real option models?. (2005). Lund, Diderik. In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:311-322.

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9
2009The effects of tax policy on financial markets: G3 evidence. (2009). Arin, K ; Mamun, Abdullah ; Purushothman, Nanda. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:1:p:33-46.

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9
2005Rivalry under price and quantity uncertainty. (2005). Paxson, Dean ; Pinto, Helena . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:209-224.

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9
2009Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). Schulmeister, Stephan. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:4:p:190-201.

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9
2005The option value of patent litigation: Theory and evidence. (2005). Marco, Alan. In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:323-351.

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8
1999Size, time-varying beta, and conditional heteroscedasticity in UK stock returns. (1999). Reyes, Mario G.. In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:1:p:1-10.

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8
2004The efficiency and the conduct of European banks: Developments after 1992. (2004). Schure, Paul ; O'Brien, Dermot ; Wagenvoort, Rien . In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:4:p:371-396.

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8
2005Money and macroeconomic performance: revisiting divisia money. (2005). Darrat, Ali F. ; Chopin, Marc C. ; Lobo, Bento J.. In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:2:p:93-101.

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8
2009The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. (2009). Farka, Mira. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:1:p:47-55.

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7
2004Credit card rates and consumer search. (2004). Mester, Loretta ; Berlin, Mitchell. In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:1-2:p:179-198.

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7
2003Do credit unions use their tax advantage to benefit members? Evidence from a cost function. (2003). Frame, W ; McClatchey, Christine A. ; Karels, Gordon V.. In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:1:p:35-47.

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7

Citing documents used to compute impact factor 4:


YearTitleSee
2014The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Tabak, Benjamin ; Cajueiro, Daniel ; Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350.

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[Citation Analysis]
2014Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia. (2014). Wickramanayake, Jayasinghe ; Perera, Anil ; Ralston, Deborah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:195-216.

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[Citation Analysis]
2014Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295.

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[Citation Analysis]
2014The profitability of candlestick charting in the Taiwan stock market. (2014). Lu, Tsung-Hsun . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:65-78.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


YearTitleSee
2014Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463.

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[Citation Analysis]
2014Pricing of the currency risk in the Canadian equity market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:173-194.

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[Citation Analysis]

Recent citations received in: 2013


YearTitleSee

Recent citations received in: 2012


YearTitleSee
2012True Markowitz or assumptions we break and why it matters. (2012). Wilford, Sykes D.. In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:3:p:93-101.

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[Citation Analysis]
2012Dollar funding and the lending behavior of global banks. (2012). Scharfstein, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-74.

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[Citation Analysis]
2012Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Pusch, Toralf ; Orlowski, Lucjan ; Gabrisch, Hubert. In: MPRA Paper. RePEc:pra:mprapa:41265.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee
2011Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test. (2011). Tiwari, Aviral ; Krishnankutty, Raveesh. In: MPRA Paper. RePEc:pra:mprapa:48590.

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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.