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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Financial Markets and Portfolio Management / Springer

0.4

Impact Factor

0.35

5-Years IF

10

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.39000 (%)0.15
20010.41000 (%)0.16
20020.43000 (%)0.19
20030.45000 (%)0.19
20040.515510.210004 (40%)0.21
20050.20.540.2202520.0850515119 (38%)10.050.22
20060.080.520.083257100.1811225225237 (33%)60.190.21
20070.250.450.233289240.271105213571321 (19.1%)40.130.18
20080.310.480.2619108280.26496420892310 (20.4%)30.160.2
20090.330.480.3526134410.315251171083810 (19.2%)30.120.19
20100.290.440.3928162520.325545131295011 (20%)10.040.16
20110.310.530.4528190780.41295417137618 (27.6%)10.040.21
20120.210.580.4125215770.36255612133544 (16%)50.20.22
20130.210.710.3720235800.34225311126473 (13.6%)30.150.25
20140.40.810.3520255810.3244518127441 (25%)10.050.28
 
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]

YearTitleCited
2007Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470.

Full description at Econpapers || Download paper

50
2006Making prospect theory fit for finance. (2006). Giorgi, Enrico ; Hens, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

Full description at Econpapers || Download paper

20
2007Advice and monitoring in venture finance. (2007). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43.

Full description at Econpapers || Download paper

16
2006Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471.

Full description at Econpapers || Download paper

15
2010Common (stock) sense about risk-shifting and bank bailouts. (2010). Wilson, Linus ; Wu, Yan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29.

Full description at Econpapers || Download paper

13
2011Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

Full description at Econpapers || Download paper

12
2010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

Full description at Econpapers || Download paper

11
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Mendelson, Haim ; Amihud, Yakov . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32.

Full description at Econpapers || Download paper

11
2008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, He ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

Full description at Econpapers || Download paper

11
2010Do financial advisors exhibit myopic loss aversion?. (2010). Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

Full description at Econpapers || Download paper

10
2006A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kiesel, Rudiger ; Kassberger, Stefan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491.

Full description at Econpapers || Download paper

10
2006Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18.

Full description at Econpapers || Download paper

9
2009Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29.

Full description at Econpapers || Download paper

9
2005The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380.

Full description at Econpapers || Download paper

8
2008Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217.

Full description at Econpapers || Download paper

8
2006Provincial preferences in private equity. (2006). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398.

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8
2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

Full description at Econpapers || Download paper

8
2008Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90.

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7
2006Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151.

Full description at Econpapers || Download paper

7
2006Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118.

Full description at Econpapers || Download paper

7
2008Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167.

Full description at Econpapers || Download paper

7
2007Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292.

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7
2006Board Members and Company Value. (2006). Yermack, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47.

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6
2012Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

Full description at Econpapers || Download paper

6
2009Monetary policy shocks and stock returns: evidence from the British market. (2009). Gregoriou, A. ; MacDonald, R. ; Montagnoli, A. ; Kontonikas, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410.

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6
2007The characteristics and development of the Swiss franc repurchase agreement market. (2007). Kraenzlin, Sbastien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261.

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6
2008Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258.

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6
2008The nature of listed real estate companies: property or equity market?. (2008). Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126.

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6
2009Competition between financial markets in Europe: what can be expected from MiFID?. (2009). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103.

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6
2004Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381.

Full description at Econpapers || Download paper

5
2011Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

Full description at Econpapers || Download paper

5
2007Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Rey, David ; Schmid, Markus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352.

Full description at Econpapers || Download paper

5
2007Shareholder wealth gains through better corporate governance—The case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424.

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5
2010Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

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5
2009The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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5
2005Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

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5
2013Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215.

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5
2007The tactical and strategic value of hedge fund strategies: a cointegration approach. (2007). Kaiser, Dieter ; Fuss, Roland ; ROLAND FÜSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:425-444.

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4
2013Can exchange traded funds be used to exploit industry and country momentum?. (2013). Andreu, Laura ; Liam Tjong-A-Tjoe, ; Swinkels, Laurens . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148.

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4
2006How do investment patterns of independent and captive private equity funds differ? Evidence from Germany. (2006). Tykvova, Tereza . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:399-418.

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4
2005Active Portfolio Management, Implied Expected Returns, and Analyst Optimism. (2005). Stotz, Olaf . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:261-275.

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4
2009The implementation of SNB monetary policy. (2009). Ranaldo, Angelo ; Jordan, Thomas ; Soderlind, Paul . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359.

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4
2005Determinants of Financial Distress Costs. (2005). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359.

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4
2012Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215.

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4
2007Do venture capitalists imitate portfolio size?. (2007). Griffiths, Anna. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94.

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4
2006C-CAPM Refinements and the Cross-Section of Returns. (2006). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73.

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4
2013The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429.

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4
2006The Effect of Market Regimes on Style Allocation. (2006). Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

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4
2012Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59.

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4
2013Loan growth and bank risk: new evidence. (2013). Gomez-Gonzalez, Jose. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379.

Full description at Econpapers || Download paper

3

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2011Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

Full description at Econpapers || Download paper

12
2010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

Full description at Econpapers || Download paper

9
2006Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151.

Full description at Econpapers || Download paper

7
2010Common (stock) sense about risk-shifting and bank bailouts. (2010). Wilson, Linus ; Wu, Yan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29.

Full description at Econpapers || Download paper

7
2008Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217.

Full description at Econpapers || Download paper

6
2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

Full description at Econpapers || Download paper

6
2006Making prospect theory fit for finance. (2006). Giorgi, Enrico ; Hens, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

Full description at Econpapers || Download paper

5
2012Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

Full description at Econpapers || Download paper

5
2013Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215.

Full description at Econpapers || Download paper

5
2010Do financial advisors exhibit myopic loss aversion?. (2010). Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

Full description at Econpapers || Download paper

5
2006Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471.

Full description at Econpapers || Download paper

5
2008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, He ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

Full description at Econpapers || Download paper

4
2005The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380.

Full description at Econpapers || Download paper

4
2013Can exchange traded funds be used to exploit industry and country momentum?. (2013). Andreu, Laura ; Liam Tjong-A-Tjoe, ; Swinkels, Laurens . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148.

Full description at Econpapers || Download paper

4
2013The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429.

Full description at Econpapers || Download paper

4
2012Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215.

Full description at Econpapers || Download paper

4
2006Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118.

Full description at Econpapers || Download paper

4
2009Monetary policy shocks and stock returns: evidence from the British market. (2009). Gregoriou, A. ; MacDonald, R. ; Montagnoli, A. ; Kontonikas, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410.

Full description at Econpapers || Download paper

4
2007Shareholder wealth gains through better corporate governance—The case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424.

Full description at Econpapers || Download paper

4
2006Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18.

Full description at Econpapers || Download paper

4
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Mendelson, Haim ; Amihud, Yakov . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32.

Full description at Econpapers || Download paper

4
2007Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Rey, David ; Schmid, Markus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352.

Full description at Econpapers || Download paper

3
2004Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381.

Full description at Econpapers || Download paper

3
2013Loan growth and bank risk: new evidence. (2013). Gomez-Gonzalez, Jose. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379.

Full description at Econpapers || Download paper

3
2013The low return distortion of the Sharpe ratio. (2013). Auer, Benjamin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:299-306.

Full description at Econpapers || Download paper

3
2006A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kiesel, Rudiger ; Kassberger, Stefan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491.

Full description at Econpapers || Download paper

3
2007Advice and monitoring in venture finance. (2007). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43.

Full description at Econpapers || Download paper

3
2011Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

Full description at Econpapers || Download paper

3
2008Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167.

Full description at Econpapers || Download paper

3
2010Financing structure and insolvency risk exposure of Islamic banks. (2010). Rahman, Aisyah . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:4:p:419-440.

Full description at Econpapers || Download paper

3
2012VIX changes and derivative returns on FOMC meeting days. (2012). Chen, Denghui ; Mauck, Nathan ; Krieger, Kevin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:315-331.

Full description at Econpapers || Download paper

3
2009Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29.

Full description at Econpapers || Download paper

2
2004Resampled efficiency and portfolio choice. (2004). Scherer, Bernd . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:382-398.

Full description at Econpapers || Download paper

2
2009Selecting credit rating models: a cross-validation-based comparison of discriminatory power. (2009). Ryser, Marc ; Denzler, Stefan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:187-203.

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2
2011Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. (2011). Ranaldo, Angelo ; Meichle, Mario ; Zanetti, Attilio . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453.

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2
2010Regulation of systemic liquidity risk. (2010). Illing, Gerhard ; Cao, Jin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:31-48.

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2
2008The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements. (2008). Zebedee, Allan ; Bentzen, Eric. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:3-20.

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2
2011Efficiency in private banking: evidence from Switzerland and Liechtenstein. (2011). Cocca, Teodoro . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:75-93.

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2
2010Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

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2
2011On the risk situation of financial conglomerates: does diversification matter?. (2011). Schmeiser, Hato ; Gatzert, Nadine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:3-26.

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2
2007Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470.

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2
2012On the robustness of risk-based asset allocations. (2012). Unger, Albina ; Poddig, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:369-401.

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2
2007Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292.

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2
2005Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

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2
2006Board Members and Company Value. (2006). Yermack, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47.

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2
2009Intraday volatility responses to monetary policy events. (2009). Zebedee, Allan ; Lunde, Asger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399.

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2
2010Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135.

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2
2009The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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2
2012Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Edelman, Daniel ; Fung, William ; Naik, Narayan ; Hsieh, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

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2
2009Heterogeneous time varying transaction costs and asset pricing in international equity markets. (2009). Gregoriou, Andros ; Ghosh, Sugata ; Ioannidis, Christos . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:3:p:271-283.

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2

Citing documents used to compute impact factor 18:

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YearTitleSee
2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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[Citation Analysis]
2014Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds. (2014). Hilliard, Jitka . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:2:p:90-107.

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2014Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:195-201.

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[Citation Analysis]
2014Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Gaitan-Maldonado, Celina ; Villamizar-Villegas, Mauricio ; Amador, Juan Sebastian ; Gomez-Gonzalez, Jose Eduardo ; Zarate, Hector Manuel . In: Borradores de Economia. RePEc:bdr:borrec:843.

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2014Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Gaitan-Maldonado, Celina ; Villamizar-Villegas, Mauricio ; Amador, Juan Sebastian ; Gomez-Gonzalez, Jose Eduardo . In: BORRADORES DE ECONOMIA. RePEc:col:000094:012115.

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[Citation Analysis]
2014Parametric Risk Parity. (2014). Rroji, Edit . In: Papers. RePEc:arx:papers:1409.7933.

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2014Quantifying the components of the banks net interest margin. (2014). Busch, Ramona . In: Discussion Papers. RePEc:zbw:bubdps:152014.

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[Citation Analysis]
2014Forecasting market turbulence using regime-switching models. (2014). Min, Aleksey ; Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164.

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2014Corporate sustainability in asset pricing models and mutual funds performance measurement. (2014). Lopatta, Kerstin ; Walker, Thomas ; Kaspereit, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:363-407.

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2014Mean-Reversion and Optimization. (2014). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1408.2217.

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2014Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models. (2014). Jin, Sainan ; Zhang, Yonghui . In: Working Papers. RePEc:siu:wpaper:09-2014.

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[Citation Analysis]
2014An empirical investigation of asset pricing models under divergent lending and borrowing rates. (2014). Hammami, Yacine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:3:p:263-279.

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2014Information Asymmetry and Power in a Surveillance Society. (2014). Lightfoot, Geoffrey ; Wisniewski, Tomasz . In: MPRA Paper. RePEc:pra:mprapa:53109.

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[Citation Analysis]
2014Asia Pacific ADRS in the New Millennium: Is There A Difference in Performance for Issues Listed on the NYSE in the Last Two Decades?. (2014). Schaub, Mark . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2014:p:58-67.

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2014Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118.

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[Citation Analysis]
2014Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements. (2014). Vasquez, Joseph ; Mauck, Nathan ; Krieger, Kevin . In: MPRA Paper. RePEc:pra:mprapa:52959.

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2014Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1402.

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2014Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series. (2014). Singh, Abhay K. ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140014.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Corporate sustainability in asset pricing models and mutual funds performance measurement. (2014). Lopatta, Kerstin ; Walker, Thomas ; Kaspereit, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:363-407.

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Recent citations received in: 2013

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YearTitleSee
2013Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa. (2013). Gomez-Gonzalez, Jose E. ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010977.

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2013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

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2013Momentum and macroeconomic state variables. (2013). Scherer, Bernd ; Kessler, Stephan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:335-363.

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[Citation Analysis]

Recent citations received in: 2012

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2012Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Charles-Cadogan, G.. In: Papers. RePEc:arx:papers:1206.4562.

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2012Universal Banking and Credit Risk: Evidence from Tunisia. (2012). Hichem, Ahmet DKHILI ; Wafa, KHLAIFIA ; Abdelaziz, Hakimi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-04-12.

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2012Any regulation of risk increases risk. (2012). Maymin, Philip . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:299-313.

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2012Financial frictions and real implications of macroprudential policies. (2012). Derviz, Alexis . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:333-368.

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2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve 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.

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[Citation Analysis]

Recent citations received in: 2011

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YearTitleSee
2011Service quality in the private banking business. (2011). Horn, Carsten ; Rudolf, Markus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:173-195.

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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.