0.49
Impact Factor
0.47
5-Years IF
19
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 7 | 7 | 7 | 0 | 0 | 1 (14.3%) | 0.05 | ||||||||
| 1995 | 0.19 | 6 | 13 | 33 | 7 | 7 | 2 (6.1%) | 0.07 | ||||||||
| 1996 | 0.23 | 13 | 26 | 24 | 13 | 13 | 4 (16.7%) | 0.09 | ||||||||
| 1997 | 0.27 | 14 | 40 | 37 | 19 | 26 | 1 (2.7%) | 0.09 | ||||||||
| 1998 | 0.04 | 0.27 | 0.1 | 13 | 53 | 4 | 0.08 | 58 | 27 | 1 | 40 | 4 | 1 (1.7%) | 0.1 | ||
| 1999 | 0.04 | 0.31 | 0.13 | 11 | 64 | 9 | 0.14 | 68 | 27 | 1 | 53 | 7 | 6 (8.8%) | 0.13 | ||
| 2000 | 0.39 | 0.07 | 9 | 73 | 4 | 0.05 | 25 | 24 | 57 | 4 | (%) | 0.15 | ||||
| 2001 | 0.41 | 0.07 | 10 | 83 | 6 | 0.07 | 38 | 20 | 60 | 4 | 1 (2.6%) | 0.16 | ||||
| 2002 | 0.05 | 0.43 | 0.05 | 22 | 105 | 9 | 0.09 | 188 | 19 | 1 | 57 | 3 | 7 (3.7%) | 1 | 0.05 | 0.19 |
| 2003 | 0.16 | 0.45 | 0.28 | 23 | 128 | 28 | 0.22 | 219 | 32 | 5 | 65 | 18 | 5 (2.3%) | 1 | 0.04 | 0.19 |
| 2004 | 0.38 | 0.51 | 0.35 | 23 | 151 | 37 | 0.25 | 130 | 45 | 17 | 75 | 26 | (%) | 2 | 0.09 | 0.21 |
| 2005 | 0.41 | 0.54 | 0.46 | 22 | 173 | 52 | 0.3 | 127 | 46 | 19 | 87 | 40 | 6 (4.7%) | 0.22 | ||
| 2006 | 0.29 | 0.52 | 0.5 | 19 | 192 | 75 | 0.39 | 114 | 45 | 13 | 100 | 50 | 4 (3.5%) | 10 | 0.53 | 0.21 |
| 2007 | 0.39 | 0.45 | 0.59 | 22 | 214 | 86 | 0.4 | 99 | 41 | 16 | 109 | 64 | 2 (2%) | 4 | 0.18 | 0.18 |
| 2008 | 0.32 | 0.48 | 0.44 | 23 | 237 | 100 | 0.42 | 92 | 41 | 13 | 109 | 48 | 1 (1.1%) | 2 | 0.09 | 0.2 |
| 2009 | 0.38 | 0.48 | 0.6 | 23 | 260 | 149 | 0.57 | 75 | 45 | 17 | 109 | 65 | 1 (1.3%) | 2 | 0.09 | 0.19 |
| 2010 | 0.39 | 0.44 | 0.54 | 21 | 281 | 127 | 0.45 | 44 | 46 | 18 | 109 | 59 | 2 (4.5%) | 2 | 0.1 | 0.16 |
| 2011 | 0.36 | 0.53 | 0.44 | 15 | 296 | 130 | 0.44 | 20 | 44 | 16 | 108 | 48 | 3 (15%) | 1 | 0.07 | 0.21 |
| 2012 | 0.28 | 0.58 | 0.56 | 16 | 312 | 148 | 0.47 | 21 | 36 | 10 | 104 | 58 | 6 (28.6%) | 3 | 0.19 | 0.22 |
| 2013 | 0.13 | 0.71 | 0.44 | 23 | 335 | 185 | 0.55 | 32 | 31 | 4 | 98 | 43 | 3 (9.4%) | 0.25 | ||
| 2014 | 0.49 | 0.81 | 0.47 | 22 | 357 | 186 | 0.52 | 14 | 39 | 19 | 98 | 46 | (%) | 3 | 0.14 | 0.28 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 D5Y: Number of articles published in y-1 until y-5 C5Y: Cites in y to articles published in y-1 until y-5 %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 |
|
50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2002 | Interrelationships among regional stock indices. (2002). Ratanapakorn, Orawan ; Sharma, Subhash C.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:91-108. Full description at Econpapers || Download paper | 46 |
| 2008 | Long memory in energy futures prices. (2008). . In: Review of Financial Economics. RePEc:eee:revfin:v:17:y:2008:i:2:p:146-155. Full description at Econpapers || Download paper | 44 |
| 1998 | Founding 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. Full description at Econpapers || Download paper | 43 |
| 2003 | The day of the week effect on stock market volatility and volume: International evidence. (2003). Kiymaz, Halil . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380. Full description at Econpapers || Download paper | 40 |
| 2002 | Financial 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. Full description at Econpapers || Download paper | 39 |
| 2006 | Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period. (2006). . In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:3:p:193-221. Full description at Econpapers || Download paper | 38 |
| 2002 | Long-term nominal interest rates and domestic fundamentals. (2002). Caporale, Guglielmo Maria . In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:119-130. Full description at Econpapers || Download paper | 37 |
| 2003 | The 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. Full description at Econpapers || Download paper | 34 |
| 2003 | Dollar 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. Full description at Econpapers || Download paper | 27 |
| 2003 | Return 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. Full description at Econpapers || Download paper | 26 |
| 2005 | Real 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. Full description at Econpapers || Download paper | 26 |
| 2004 | Portuguese 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. Full description at Econpapers || Download paper | 25 |
| 2007 | Psychological barriers in gold prices?. (2007). . In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:2:p:217-230. Full description at Econpapers || Download paper | 25 |
| 2001 | Twenty-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. Full description at Econpapers || Download paper | 24 |
| 2004 | Fractional cointegration and tests of present value models. (2004). Caporale, Guglielmo Maria ; Gil-Alana, Luis A.. In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:3:p:245-258. Full description at Econpapers || Download paper | 24 |
| 1999 | An 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. Full description at Econpapers || Download paper | 21 |
| 1999 | An empirical analysis of the equity markets in China. (1999). Yu, Qiao . In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:1:p:41-60. Full description at Econpapers || Download paper | 21 |
| 1995 | The 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. Full description at Econpapers || Download paper | 20 |
| 2005 | Flexibility and technology choice in gas fired power plant investments. (2005). Nasakkala, Erkka ; Fleten, Stein-Erik ; Stein- Erik Fleten, . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:371-393. Full description at Econpapers || Download paper | 19 |
| Foreign participation in local currency bond markets. (2007). Warnock, Francis E. ; Burger, John D.. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:291-304. Full description at Econpapers || Download paper | 18 | |
| 2002 | Long-term trends and cycles in ASEAN stock markets. (2002). Wongbangpo, Praphan ; Sharma, Subhash C.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:4:p:299-315. Full description at Econpapers || Download paper | 18 |
| 2004 | Mutual 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. Full description at Econpapers || Download paper | 17 |
| 2003 | Is 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. Full description at Econpapers || Download paper | 16 |
| 2006 | The impact of macroeconomic uncertainty on non-financial firms demand for liquidity. (2006). Ozkan, Neslihan . In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:4:p:289-304. Full description at Econpapers || Download paper | 16 |
| 2003 | Explaining 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. Full description at Econpapers || Download paper | 15 |
| 2007 | Fatal attraction: Using distance to measure contagion in good times as well as bad. (2007). Fazio, Giorgio ; Kumar, Manmohan. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:259-273. Full description at Econpapers || Download paper | 15 |
| 2004 | Consolidation in US banking: Which banks engage in mergers?. (2004). . In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:1-2:p:7-39. Full description at Econpapers || Download paper | 15 |
| 2002 | Revisiting the dividend puzzle: Do all of the pieces now fit?. (2002). Baker, Kent H. ; Veit, Theodore E.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:4:p:241-261. Full description at Econpapers || Download paper | 14 |
| 2010 | Terrorism activity, investor sentiment, and stock returns. (2010). . In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:3:p:128-135. Full description at Econpapers || Download paper | 14 |
| 2005 | Real options and the value of generation capacity in the German electricity market. (2005). Schnabl, Alexander ; Kossmeier, Stephan ; Obersteiner, Michael ; Hlouskova, Jaroslava . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:297-310. Full description at Econpapers || Download paper | 13 |
| 2003 | The 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. Full description at Econpapers || Download paper | 13 |
| 2006 | Fractional integration in daily stock market indexes. (2006). Gil-Alana, L. A.. In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:1:p:28-48. Full description at Econpapers || Download paper | 13 |
| 2010 | Competitive conditions in Islamic and conventional banking: A global perspective. (2010). Ariss, Rima Turk . In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:3:p:101-108. Full description at Econpapers || Download paper | 12 |
| 2008 | Profit sharing and investment by regulated utilities: A welfare analysis. (2008). Moretto, Michele . In: Review of Financial Economics. RePEc:eee:revfin:v:17:y:2008:i:4:p:315-337. Full description at Econpapers || Download paper | 12 |
| 2005 | How to analyze the investment-uncertainty relationship in real option models?. (2005). . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:311-322. Full description at Econpapers || Download paper | 11 |
| 2006 | Variations 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. Full description at Econpapers || Download paper | 11 |
| 2013 | Is gold the best hedge and a safe haven under changing stock market volatility?. (2013). Malik, Farooq ; Hood, Matthew . In: Review of Financial Economics. RePEc:eee:revfin:v:22:y:2013:i:2:p:47-52. Full description at Econpapers || Download paper | 11 |
| 1997 | Foreign 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. Full description at Econpapers || Download paper | 11 |
| 2009 | Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). . In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:4:p:190-201. Full description at Econpapers || Download paper | 11 |
| 2005 | Rivalry 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. Full description at Econpapers || Download paper | 10 |
| 2004 | The efficiency and the conduct of European banks: Developments after 1992. (2004). O'Brien, Dermot ; Wagenvoort, Rien . In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:4:p:371-396. Full description at Econpapers || Download paper | 10 |
| 2000 | Microeconomic 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. Full description at Econpapers || Download paper | 10 |
| 2005 | Money 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. Full description at Econpapers || Download paper | 10 |
| 2005 | Non-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. Full description at Econpapers || Download paper | 10 |
| 1999 | Jump 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. Full description at Econpapers || Download paper | 10 |
| 2009 | Common factors in international securitized real estate markets. (2009). Webb, James R. ; Liow, Kim Hiang . In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:2:p:80-89. Full description at Econpapers || Download paper | 9 |
| 2006 | Testing for international equity market integration using regime switching cointegration techniques. (2006). Davies, Andrew . In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:4:p:305-321. Full description at Econpapers || Download paper | 9 |
| 2003 | An analysis of advisor choice, fees, and effort in mergers and acquisitions. (2003). Hunter, William C.. In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:1:p:65-81. Full description at Econpapers || Download paper | 9 |
| 2009 | The effects of tax policy on financial markets: G3 evidence. (2009). Mamun, Abdullah ; Purushothman, Nanda. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:1:p:33-46. Full description at Econpapers || Download paper | 9 |
| 2009 | Monte Carlo valuation of natural gas investments. (2009). Chamorro, Jose M. ; Abadie, Luis M.. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:1:p:10-22. Full description at Econpapers || Download paper | 8 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2008 | Long memory in energy futures prices. (2008). . In: Review of Financial Economics. RePEc:eee:revfin:v:17:y:2008:i:2:p:146-155. Full description at Econpapers || Download paper | 23 |
| 2007 | Psychological barriers in gold prices?. (2007). . In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:2:p:217-230. Full description at Econpapers || Download paper | 15 |
| 2002 | Financial 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. Full description at Econpapers || Download paper | 14 |
| 2004 | Mutual 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. Full description at Econpapers || Download paper | 13 |
| 2006 | Financial deregulation and efficiency: An empirical analysis of Indian banks during the post reform period. (2006). . In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:3:p:193-221. Full description at Econpapers || Download paper | 13 |
| 2001 | Twenty-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. Full description at Econpapers || Download paper | 12 |
| 2003 | Dollar 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. Full description at Econpapers || Download paper | 12 |
| 2013 | Is gold the best hedge and a safe haven under changing stock market volatility?. (2013). Malik, Farooq ; Hood, Matthew . In: Review of Financial Economics. RePEc:eee:revfin:v:22:y:2013:i:2:p:47-52. Full description at Econpapers || Download paper | 11 |
| 1998 | Founding 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. Full description at Econpapers || Download paper | 10 |
| 2010 | Competitive conditions in Islamic and conventional banking: A global perspective. (2010). Ariss, Rima Turk . In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:3:p:101-108. Full description at Econpapers || Download paper | 10 |
| 2010 | Terrorism activity, investor sentiment, and stock returns. (2010). . In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:3:p:128-135. Full description at Econpapers || Download paper | 9 |
| 2003 | The day of the week effect on stock market volatility and volume: International evidence. (2003). Kiymaz, Halil . In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380. Full description at Econpapers || Download paper | 9 |
| 2009 | The euro-dollar exchange rate and equity flows. (2009). Heimonen, Kari . In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:4:p:202-209. Full description at Econpapers || Download paper | 8 |
| 2013 | Islamic and conventional banks soundness during the 2007â2008 financial crisis. (2013). Bourkhis, Khawla . In: Review of Financial Economics. RePEc:eee:revfin:v:22:y:2013:i:2:p:68-77. Full description at Econpapers || Download paper | 8 |
| 2002 | Interrelationships among regional stock indices. (2002). Ratanapakorn, Orawan ; Sharma, Subhash C.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:91-108. Full description at Econpapers || Download paper | 8 |
| 2005 | Real 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. Full description at Econpapers || Download paper | 7 |
| 2003 | Return 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. Full description at Econpapers || Download paper | 7 |
| 2012 | Financial crisis and extreme market risks: Evidence from Europe. (2012). Orlowski, Lucjan T.. In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:3:p:120-130. Full description at Econpapers || Download paper | 7 |
| 1999 | An 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. Full description at Econpapers || Download paper | 7 |
| 2007 | Foreign participation in local currency bond markets. (2007). Warnock, Francis E. ; Burger, John D.. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:291-304. Full description at Econpapers || Download paper | 7 |
| 2002 | Long-term nominal interest rates and domestic fundamentals. (2002). Caporale, Guglielmo Maria . In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:2:p:119-130. Full description at Econpapers || Download paper | 7 |
| 2004 | Fractional cointegration and tests of present value models. (2004). Caporale, Guglielmo Maria ; Gil-Alana, Luis A.. In: Review of Financial Economics. RePEc:eee:revfin:v:13:y:2004:i:3:p:245-258. Full description at Econpapers || Download paper | 6 |
| 2003 | Is 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. Full description at Econpapers || Download paper | 6 |
| 2003 | Explaining 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. Full description at Econpapers || Download paper | 6 |
| 2005 | Rivalry 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. Full description at Econpapers || Download paper | 6 |
| 2007 | Fatal attraction: Using distance to measure contagion in good times as well as bad. (2007). Fazio, Giorgio ; Kumar, Manmohan. In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:259-273. Full description at Econpapers || Download paper | 6 |
| 2009 | The 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. Full description at Econpapers || Download paper | 5 |
| 2005 | Money 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. Full description at Econpapers || Download paper | 5 |
| 2009 | Profitability of technical stock trading: Has it moved from daily to intraday data?. (2009). . In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:4:p:190-201. Full description at Econpapers || Download paper | 5 |
| 2013 | Irrational fads, short-term memory emulation, and asset predictability. (2013). Bekiros, Stelios D.. In: Review of Financial Economics. RePEc:eee:revfin:v:22:y:2013:i:4:p:213-219. Full description at Econpapers || Download paper | 5 |
| 1995 | The 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. Full description at Econpapers || Download paper | 5 |
| 2006 | Fractional integration in daily stock market indexes. (2006). Gil-Alana, L. A.. In: Review of Financial Economics. RePEc:eee:revfin:v:15:y:2006:i:1:p:28-48. Full description at Econpapers || Download paper | 5 |
| 2014 | Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads. (2014). Klein, Christian ; Stellner, Christoph . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:2:p:64-74. Full description at Econpapers || Download paper | 5 |
| 2005 | How to analyze the investment-uncertainty relationship in real option models?. (2005). . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:311-322. Full description at Econpapers || Download paper | 5 |
| 2005 | Interaction between real options and financial hedging: Fact or fiction in managerial decision-making. (2005). Simkins, Betty J. ; Aabo, Tom . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:353-369. Full description at Econpapers || Download paper | 5 |
| 2007 | A portfolio balance approach to the Canadian-U.S. exchange rate. (2007). . In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:3:p:305-320. Full description at Econpapers || Download paper | 4 |
| 2013 | Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations. (2013). Meinerding, Christoph ; Konermann, Patrick ; Sedova, Olga . In: Review of Financial Economics. RePEc:eee:revfin:v:22:y:2013:i:1:p:36-46. Full description at Econpapers || Download paper | 4 |
| 2003 | The 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. Full description at Econpapers || Download paper | 4 |
| 2011 | A search for long-range dependence and chaotic structure in Indian stock market. (2011). Mishra, Ritesh Kumar ; Sehgal, Sanjay . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:2:p:96-104. Full description at Econpapers || Download paper | 4 |
| 1999 | An empirical analysis of the equity markets in China. (1999). Yu, Qiao . In: Review of Financial Economics. RePEc:eee:revfin:v:8:y:1999:i:1:p:41-60. Full description at Econpapers || Download paper | 4 |
| 2009 | Monte Carlo valuation of natural gas investments. (2009). Chamorro, Jose M. ; Abadie, Luis M.. In: Review of Financial Economics. RePEc:eee:revfin:v:18:y:2009:i:1:p:10-22. Full description at Econpapers || Download paper | 4 |
| 2003 | An analysis of advisor choice, fees, and effort in mergers and acquisitions. (2003). Hunter, William C.. In: Review of Financial Economics. RePEc:eee:revfin:v:12:y:2003:i:1:p:65-81. Full description at Econpapers || Download paper | 4 |
| 2005 | Real options and the value of generation capacity in the German electricity market. (2005). Schnabl, Alexander ; Kossmeier, Stephan ; Obersteiner, Michael ; Hlouskova, Jaroslava . In: Review of Financial Economics. RePEc:eee:revfin:v:14:y:2005:i:3-4:p:297-310. Full description at Econpapers || Download paper | 3 |
| 2003 | The 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. Full description at Econpapers || Download paper | 3 |
| 2002 | Membership growth, multiple membership groups and agency control at credit unions. (2002). Leggett, Keith J. ; Strand, Robert W.. In: Review of Financial Economics. RePEc:eee:revfin:v:11:y:2002:i:1:p:37-46. Full description at Econpapers || Download paper | 3 |
| 2012 | A Bayesian interpretation of the Federal Reserves dual mandate and the Taylor Rule. (2012). Putnam, Bluford H. ; Azzarello, Samantha . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:3:p:111-119. Full description at Econpapers || Download paper | 3 |
| 2010 | Introduction to the special issue on project finance. (2010). Megginson, William L.. In: Review of Financial Economics. RePEc:eee:revfin:v:19:y:2010:i:2:p:47-48. Full description at Econpapers || Download paper | 3 |
| 2011 | Are stock returns still mean-reverting?. (2011). Mukherji, Sandip . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:1:p:22-27. Full description at Econpapers || Download paper | 3 |
| 2007 | Public private partnerships: Incentives, risk transfer and real options. (2007). Alonso-Conde, Ana Belen ; Rojo-Suarez, Javier ; Brown, Christine . In: Review of Financial Economics. RePEc:eee:revfin:v:16:y:2007:i:4:p:335-349. Full description at Econpapers || Download paper | 3 |
| 2011 | Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161. Full description at Econpapers || Download paper | 3 |
Citing documents used to compute impact factor 19:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | The Adequacy of Deterministic and Parametric Frontiers to Analyze the Efficiency of Indian Commercial Banks. (2014). Marina V. B. Dias, . In: Working Papers Series. RePEc:bcb:wpaper:350. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia. (2014). Perera, Anil ; Wickramanayake, J. ; Ralston, Deborah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:195-216. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. (2014). Benlagha, Noureddine . In: Review of Economics & Finance. RePEc:bap:journl:140404. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). Ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Islamic Banksâ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values. (2014). Daher, Hassan ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56947. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | MEASURING THE FINANCIAL PERFORMANCE OF THE EUROPEAN SYSTEMICALLY IMPORTANT BANKS. (2014). TOMULEASA, Ioana-Iuliana ; COCRI, Vasile . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:4:p:31-51. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Volatility 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. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Precious metals shine? A market efficiency perspective. (2014). Charles, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01010516. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The financial economics of sovereign asset value: functional perspectives and market outcomes. (2014). Kalteier, Eva-Maria ; Bowden, Roger J ; Posch, Peter N. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100439. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The 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. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:ipg:wpaper:2014-469. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with Volatility Surprise. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Working Papers. RePEc:hal:wpaper:halshs-01052488. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Market Spillovers with âVolatility Surpriseâ. (2014). Aboura, Sofiane . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-46. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-market spillovers with âvolatility surpriseâ. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:194-207. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Integration of Central and Eastern European and the Euro-Area Financial Markets: Repercussions from the Global Financial Crisis. (2014). Tsibulina, Anna ; Orlowski, Lucjan T. In: Comparative Economic Studies. RePEc:pal:compes:v:56:y:2014:i:3:p:376-395. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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| Year | Title | See |
|---|---|---|
| 2014 | Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Jawadi, Fredj ; Hammoudeh, Shawkat ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-553. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Secular stagnation. (2014). Bossone, Biagio . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201447. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | True 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. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Dollar funding and the lending behavior of global banks. (2012). . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-74. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries. (2012). Gabrisch, Hubert ; Pusch, Toralf ; Orlowski, Lucjan T. In: MPRA Paper. RePEc:pra:mprapa:41265. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2011 | Are the Bombay stock Exchange Sectoral indices of Indian stock market cointegrated? Evidence using fractional cointegration test. (2011). . In: MPRA Paper. RePEc:pra:mprapa:48590. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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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.