Citation analysis for Financial Econometics Series / Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance

Financial Econometics Series / Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance

1.61

Impact Factor

1.12

5-Years IF

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
1990		0.1			0				0		0		(%)			0.05
1991		0.09			0				0		0		(%)			0.05
1992		0.1			0				0		0		(%)			0.06
1993		0.11			0				0		0		(%)			0.06
1994		0.11			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21			0				0		0		(%)			0.09
1998		0.21			0				0		0		(%)			0.12
1999		0.28			0				0		0		(%)			0.15
2000		0.36			0				0		0		(%)			0.14
2001		0.36		3	3	2	0.67		0		0		(%)			0.17
2002		0.36		3	6	2	0.33	1	3		3		1 (100%)			0.18
2003		0.39			6				6		6		(%)			0.18
2004		0.41			6				3		6		(%)			0.18
2005		0.42			6				0		6		(%)			0.21
2006		0.45			6				0		6		(%)			0.19
2007		0.38			6				0		3		(%)			0.17
2008		0.38			6				0		0		(%)			0.17
2009		0.35			6				0		0		(%)			0.17
2010		0.32			6				0		0		(%)			0.15
2011		0.41		14	20			1	0		0		(%)			0.2
2012		0.45		11	31	1	0.03	45	14		14		10 (22.2%)	1	0.09	0.21
2013	0.24	0.48	0.24	4	35	7	0.2	7	25	6	25	6	(%)			0.22
2014	0.67	0.56	0.34	14	49	19	0.39	45	15	10	29	10	6 (13.3%)	7	0.5	0.28
2015	1.61	0.62	1.12	13	62	100	1.61	53	18	29	43	48	(%)	24	1.85	0.32

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:

#	Year	Title	Cited
1	2012	Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers \|\| Download paper	45
2	2015	Oil Price and Stock Returns of Consumers and Producers of Crude Oil. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers \|\| Download paper	31
3	2015	Stock Return Forecasting: Some New Evidence. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers \|\| Download paper	26
4	2014	Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers \|\| Download paper	20
5	2015	Has Oil Price Predicted Stock returns for Over a Century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers \|\| Download paper	19
6	2014	An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers \|\| Download paper	18
7	2015	A Unit Root Model for Trending Time-series Energy Variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers \|\| Download paper	13
8	2015	Can Governance Quality Predict Stock Market Returns? New Global Evidence. (2015). Thuraisamy, Kannan ; Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers \|\| Download paper	9
9	2015	Intraday Volatility Interaction between the Crude Oil and Equity Markets. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_14. Full description at Econpapers \|\| Download paper	9
10	2014	A Random Coefficient Approach to the Predictability of Stock Returns in Panels. (2014). Westerlund, Joakim. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers \|\| Download paper	6
11	2015	Are Indian Stock Returns Predictable?. (2015). Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers \|\| Download paper	6
12	2013	Determinants of Stock Price Bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers \|\| Download paper	4
13	2015	Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Westerlund, Joakim ; Narayan, Paresh ; Zheng, Xinwei . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_11. Full description at Econpapers \|\| Download paper	3
14	2013	Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_03. Full description at Econpapers \|\| Download paper	3
15	2014	How Profitable is the Indian Stock Market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, KP. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers \|\| Download paper	3
16	2011	The January and turn-of-the-month effect on firm returns and return volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_01. Full description at Econpapers \|\| Download paper	1
17	2014	Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_11. Full description at Econpapers \|\| Download paper	1
18	2015	Is Exchange Rate Trading Profitable?. (2015). Thuraisamy, Kannan ; Mishra, Sagarika ; Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_09. Full description at Econpapers \|\| Download paper	1
19	2002	An analysis of commodity markets: What gain for investors?. (2002). Sharma, Susan ; Narayan, Seema. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_02. Full description at Econpapers \|\| Download paper	1
20	2014	Testing for Predictability in Panels of Small Time Series Dimensions with an Application to Chinese Stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_13. Full description at Econpapers \|\| Download paper	1
21	2014	A Factor Analytical Approach to the Efficient Futures Market Hypothesis. (2014). Westerlund, Joakim ; Narayan, Paresh ; Norkute, Milda . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_12. Full description at Econpapers \|\| Download paper	1
22	2014	Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). Westerlund, Joakim ; Blomquist, Johan. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_04. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers \|\| Download paper	35
2	2015	Oil Price and Stock Returns of Consumers and Producers of Crude Oil. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers \|\| Download paper	31
3	2015	Stock Return Forecasting: Some New Evidence. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers \|\| Download paper	26
4	2014	Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers \|\| Download paper	20
5	2015	Has Oil Price Predicted Stock returns for Over a Century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers \|\| Download paper	19
6	2014	An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers \|\| Download paper	17
7	2015	A Unit Root Model for Trending Time-series Energy Variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers \|\| Download paper	13
8	2015	Intraday Volatility Interaction between the Crude Oil and Equity Markets. (2015). Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_14. Full description at Econpapers \|\| Download paper	9
9	2015	Can Governance Quality Predict Stock Market Returns? New Global Evidence. (2015). Thuraisamy, Kannan ; Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers \|\| Download paper	9
10	2014	A Random Coefficient Approach to the Predictability of Stock Returns in Panels. (2014). Westerlund, Joakim. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers \|\| Download paper	6
11	2015	Are Indian Stock Returns Predictable?. (2015). Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers \|\| Download paper	6
12	2013	Determinants of Stock Price Bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers \|\| Download paper	4
13	2015	Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Westerlund, Joakim ; Narayan, Paresh ; Zheng, Xinwei . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_11. Full description at Econpapers \|\| Download paper	3
14	2014	How Profitable is the Indian Stock Market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, KP. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers \|\| Download paper	3
15	2013	Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_03. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 29:

Year	Title
2015	Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151. Full description at Econpapers \|\| Download paper
2015	Are Indian Stock Returns Predictable?. (2015). Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers \|\| Download paper
2015	Does Cash Flow Predict Returns?. (2015). Westerlund, Joakim ; Narayan, Paresh. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_03. Full description at Econpapers \|\| Download paper
2015	Can Governance Quality Predict Stock Market Returns? New Global Evidence. (2015). Thuraisamy, Kannan ; Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers \|\| Download paper
2015	Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Westerlund, Joakim ; Narayan, Paresh ; Zheng, Xinwei . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_11. Full description at Econpapers \|\| Download paper
2015	Can governance quality predict stock market returns? New global evidence. (2015). Narayan, Paresh ; Thuraisamy, Kannan S ; Sharma, Susan Sunila . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:367-380. Full description at Econpapers \|\| Download paper
2015	A Unit Root Model for Trending Time-series Energy Variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers \|\| Download paper
2015	The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393. Full description at Econpapers \|\| Download paper
2015	Oil-Growth Nexus in Oil Producing Countries: Macro Panel Evidence. (2015). Marques, AntÃ³nio ; Fuinhas, JosÃ© ; Couto, Alcino Pinto . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-01-12. Full description at Econpapers \|\| Download paper
2015	Is there a structural change in the persistence of WTIâBrent oil price spreads in the post-2010 period?. (2015). Chen, Wei ; Yi, Yanping ; Huang, Zhuo . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71. Full description at Econpapers \|\| Download paper
2015	Risk Assessment in Construction Process in Nuclear Sector within the Central and Eastern Europe. (2015). Fuinhas, JosÃ© ; Couto, Alcino Pinto ; Marques, Antonio Cardoso . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-02-12. Full description at Econpapers \|\| Download paper
2015	Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Phan, Dinh Hoang Bach, ; Sharma, Susan Sunila . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51. Full description at Econpapers \|\| Download paper
2015	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, ValÃ©rie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers \|\| Download paper
2015	Oil rents and economic growth in oil producing countries: evidence from a macro panel. (2015). Fuinhas, JosÃ© ; Couto, Alcino ; Marques, Antonio . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:48:y:2015:i:3:p:257-279. Full description at Econpapers \|\| Download paper
2015	Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng . In: The Economics of Transition. RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676. Full description at Econpapers \|\| Download paper
2015	Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265. Full description at Econpapers \|\| Download paper
2015	Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23. Full description at Econpapers \|\| Download paper
2015	Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39. Full description at Econpapers \|\| Download paper
2015	Investor sentiment and its nonlinear effect on stock returnsâNew evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274. Full description at Econpapers \|\| Download paper
2015	An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93. Full description at Econpapers \|\| Download paper
2015	The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). GÃ¼ndÃ¼z, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2. Full description at Econpapers \|\| Download paper
2015	Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371. Full description at Econpapers \|\| Download paper
2015	CDS and Stock Market: Panel Evidence Under Cross-Section Dependency. (2015). Zeren, Feyyaz ; Esen, Sinan ; Halil Şimdi, . In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:13:y:2015:i:1:p:31-46. Full description at Econpapers \|\| Download paper
2015	FINANCIAL MARKET REACTION TO CHANGES IN THE VOLATILITIES OF CDS RETURNS. (2015). Meghisan, Georgeta-Madalina ; Musetescu, Radu Cristian ; Hurduzeu, Gheorghe . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:3:p:152-165. Full description at Econpapers \|\| Download paper
2015	Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671. Full description at Econpapers \|\| Download paper
2015	The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). GÃ¼ndÃ¼z, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205. Full description at Econpapers \|\| Download paper
2015	The relation between fees and return predictability in the mutual fund industry. (2015). Uddin, Gazi ; Lean, Hooi Hooi ; Vidal-Garcia, Javier . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:260-270. Full description at Econpapers \|\| Download paper
2015	Bubble or riddle? An asset-pricing approach evaluation on Chinas housing market. (2015). Wu, Guiying ; Feng, Qu. In: Economic Modelling. RePEc:eee:ecmode:v:46:y:2015:i:c:p:376-383. Full description at Econpapers \|\| Download paper
2015	Bubbles in health care: Evidence from the U.S., U.K., and German stock markets. (2015). Tseng, Chun-Yao ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:193-205. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211. Full description at Econpapers \|\| Download paper
2015	Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, ValÃ©rie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers \|\| Download paper
2015	Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371. Full description at Econpapers \|\| Download paper
2015	Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8. Full description at Econpapers \|\| Download paper
2015	Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227. Full description at Econpapers \|\| Download paper
2015	Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265. Full description at Econpapers \|\| Download paper
2015	Investor sentiment and its nonlinear effect on stock returnsâNew evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274. Full description at Econpapers \|\| Download paper
2015	Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39. Full description at Econpapers \|\| Download paper
2015	Is there a structural change in the persistence of WTIâBrent oil price spreads in the post-2010 period?. (2015). Chen, Wei ; Yi, Yanping ; Huang, Zhuo . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71. Full description at Econpapers \|\| Download paper
2015	Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104. Full description at Econpapers \|\| Download paper
2015	The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122. Full description at Econpapers \|\| Download paper
2015	Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC). (2015). Slesman, Ly ; Baharumshah, Ahmad Zubaidi ; Ra, Wahabuddin . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:214-226. Full description at Econpapers \|\| Download paper
2015	Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314. Full description at Econpapers \|\| Download paper
2015	Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358. Full description at Econpapers \|\| Download paper
2015	Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365. Full description at Econpapers \|\| Download paper
2015	Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382. Full description at Econpapers \|\| Download paper
2015	Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671. Full description at Econpapers \|\| Download paper
2015	Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98. Full description at Econpapers \|\| Download paper
2015	Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Zheng, Xinwei ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100. Full description at Econpapers \|\| Download paper
2015	Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156. Full description at Econpapers \|\| Download paper
2015	Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163. Full description at Econpapers \|\| Download paper
2015	Corporate governance, firm value and risk: Past, present, and future. (2015). faff, robert ; Balachandran, Balasingham . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:1-12. Full description at Econpapers \|\| Download paper
2015	Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35. Full description at Econpapers \|\| Download paper
2015	Sustainable Street Lighting Design Supported by Hypergraph-Based Computational Model. (2015). Sedziwy, Adam . In: Sustainability. RePEc:gam:jsusta:v:8:y:2015:i:1:p:13:d:61509. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers \|\| Download paper
2014	OPEC and non-OPEC oil production and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-69. Full description at Econpapers \|\| Download paper
2014	Oil Price Fluctuations and Trade Balance of Turkey. (2014). UÄurlu, Erginbay ; Acikalin, Suleyman ; Ugurlu, Erginbay . In: International Conference on Economic Sciences and Business Administration. RePEc:icb:wpaper:v:1:y:2014:i:1:6-13. Full description at Econpapers \|\| Download paper
2014	Applied Econometrics and a Decade of Energy Economics Research. (2014). Smyth, Russell ; Narayan, Paresh. In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21. Full description at Econpapers \|\| Download paper
2014	The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period. (2014). KARGI, Bilal. In: MPRA Paper. RePEc:pra:mprapa:55704. Full description at Econpapers \|\| Download paper
2014	The Effects of Oil Price on Turkish Economic Growth. (2014). Edirneligil, Ay ; Mucuk, Mehmet . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:0702083. Full description at Econpapers \|\| Download paper
2014	OPEC and non-OPEC oil producioon and the global economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:18748. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document

Recent citations received in 2012

Year	Citing document
2012	Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies. (2012). Thuraisamy, Kannan ; Sharma, Susan. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_02. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#		Series	Cites

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.