Citation analysis for Global Finance Journal / Elsevier

Global Finance Journal / Elsevier

0.49

Impact Factor

0.79

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		14	14			4	0		0		(%)			0.04
1991		0.09			14				14		14		(%)			0.04
1992		0.1		11	25			44	14		14		2 (4.5%)			0.04
1993		0.11		9	34	1	0.03	22	11		25		4 (18.2%)			0.05
1994		0.12		15	49			16	20		34		2 (12.5%)			0.05
1995		0.19	0.04	12	61	2	0.03	10	24		49	2	(%)			0.07
1996	0.07	0.22	0.11	16	77	5	0.06	35	27	2	47	5	1 (2.9%)			0.09
1997		0.27	0.06	21	98	6	0.06	46	28		63	4	3 (6.5%)	1	0.05	0.09
1998		0.27	0.01	17	115	5	0.04	53	37		73	1	3 (5.7%)			0.1
1999	0.08	0.31	0.04	17	132	4	0.03	100	38	3	81	3	5 (5%)			0.13
2000		0.4		8	140	4	0.03	81	34		83		3 (3.7%)			0.15
2001	0.16	0.4	0.08	8	148	16	0.11	78	25	4	79	6	6 (7.7%)	1	0.13	0.15
2002	0.13	0.42	0.14	14	162	21	0.13	74	16	2	71	10	1 (1.4%)	1	0.07	0.18
2003	0.27	0.44	0.36	15	177	30	0.17	73	22	6	64	23	1 (1.4%)			0.18
2004	0.17	0.49	0.34	12	189	36	0.19	86	29	5	62	21	6 (7%)	2	0.17	0.2
2005	0.37	0.53	0.37	23	212	39	0.18	161	27	10	57	21	9 (5.6%)	2	0.09	0.21
2006	0.4	0.51	0.4	27	239	59	0.25	288	35	14	72	29	5 (1.7%)	1	0.04	0.2
2007	0.28	0.44	0.25	21	260	50	0.19	101	50	14	91	23	2 (2%)	2	0.1	0.18
2008	0.31	0.47	0.45	23	283	81	0.29	66	48	15	98	44	3 (4.5%)			0.2
2009	0.3	0.47	0.58	30	313	110	0.35	101	44	13	106	61	5 (5%)	2	0.07	0.19
2010	0.21	0.44	0.47	21	334	113	0.34	51	53	11	124	58	1 (2%)	1	0.05	0.16
2011	0.18	0.51	0.52	19	353	134	0.38	82	51	9	122	63	4 (4.9%)			0.2
2012	0.45	0.56	0.48	15	368	134	0.36	56	40	18	114	55	1 (1.8%)			0.21
2013	0.88	0.66	0.65	18	386	197	0.51	21	34	30	108	70	(%)			0.23
2014	0.55	0.67	0.56	17	403	232	0.58	14	33	18	103	58	1 (7.1%)			0.22
2015	0.49	0.82	0.79	20	423	217	0.51	15	35	17	90	71	2 (13.3%)	2	0.1	0.27

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	2006	Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251. Full description at Econpapers \|\| Download paper	160
2	2011	Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55. Full description at Econpapers \|\| Download paper	43
3	2001	Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33. Full description at Econpapers \|\| Download paper	38
4	1999	Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81. Full description at Econpapers \|\| Download paper	37
5	2005	A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85. Full description at Econpapers \|\| Download paper	31
6	2002	Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91. Full description at Econpapers \|\| Download paper	31
7	2000	The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52. Full description at Econpapers \|\| Download paper	29
8	2012	Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47. Full description at Econpapers \|\| Download paper	27
9	2005	An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280. Full description at Econpapers \|\| Download paper	27
10	2006	Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104. Full description at Econpapers \|\| Download paper	27
11	2000	Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries. (2000). Christev, Atanas ; Noorbakhsh, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108. Full description at Econpapers \|\| Download paper	23
12	2009	International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30. Full description at Econpapers \|\| Download paper	22
13	2004	International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137. Full description at Econpapers \|\| Download paper	22
14	1998	On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251. Full description at Econpapers \|\| Download paper	22
15	2000	The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Lee, Tsun-Siou ; Yeh, Yin-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149. Full description at Econpapers \|\| Download paper	21
16	1999	Common stochastic trends and volatility in Asian-Pacific equity markets. (1999). Liu, Angela Y. ; Pan, Ming-Shiun ; Roth, Herbert J.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172. Full description at Econpapers \|\| Download paper	20
17	2009	Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218. Full description at Econpapers \|\| Download paper	19
18	2004	Filtering the BEER: A permanent and transitory decomposition. (2004). MacDonald, Ronald ; CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56. Full description at Econpapers \|\| Download paper	18
19	2010	Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Chiang, Thomas ; Li, Jiandong ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124. Full description at Econpapers \|\| Download paper	17
20	2003	State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82. Full description at Econpapers \|\| Download paper	17
21	2006	Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22. Full description at Econpapers \|\| Download paper	17
22	1998	Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204. Full description at Econpapers \|\| Download paper	16
23	2003	Determinants of emerging-market bond spreads: Cross-country evidence. (2003). Min, Hong-Ghi ; Nam, Changi ; Park, Myeong-Cheol ; Lee, Duk-Hee. In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286. Full description at Econpapers \|\| Download paper	16
24	2007	A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Hui Fang. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156. Full description at Econpapers \|\| Download paper	15
25	2003	Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332. Full description at Econpapers \|\| Download paper	14
26	2006	Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91. Full description at Econpapers \|\| Download paper	13
27	1992	Intervention and the foreign exchange risk premium: An empirical investigation of daily effects. (1992). Humpage, Owen ; Osterberg, William P.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50. Full description at Econpapers \|\| Download paper	13
28	2005	Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hutson, Elaine ; Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387. Full description at Econpapers \|\| Download paper	13
29	2007	Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15. Full description at Econpapers \|\| Download paper	13
30	1997	Political instability and country risk. (1997). Rivoli, Pietra ; Brewer, Thomas L.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321. Full description at Econpapers \|\| Download paper	12
31		Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83. Full description at Econpapers \|\| Download paper	12
32	1992	Portfolio diversification and the inter-temporal stability of international stock indices. (1992). Ratner, Mitchell . In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77. Full description at Econpapers \|\| Download paper	12
33	2007	How important is participation of different venture capitalists in German IPOs?. (2007). Tykvova, Tereza ; Walz, Uwe . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378. Full description at Econpapers \|\| Download paper	12
34	2006	Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Cifarelli, Giulio ; Paladino, Giovanna . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263. Full description at Econpapers \|\| Download paper	11
35	2004	International transmission of uncertainty implicit in stock index option prices. (2004). Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15. Full description at Econpapers \|\| Download paper	11
36	2007	The determinants of international financial integration. (2007). Vo, Xuan Vinh ; Daly, Kevin James . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250. Full description at Econpapers \|\| Download paper	10
37	2011	A historical overview of financial crises in the United States. (2011). Shachmurove, Yochanan. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:217-231. Full description at Econpapers \|\| Download paper	10
38	1997	Co-movements of major European community stock markets: A vector autoregression analysis. (1997). Shachmurove, Yochanan ; Friedman, Joseph . In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277. Full description at Econpapers \|\| Download paper	10
39	2004	Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). Laopodis, Nikiforos. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123. Full description at Econpapers \|\| Download paper	10
40	2008	Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156. Full description at Econpapers \|\| Download paper	10
41	2002	Pricing of American Depositary Receipts under Market Segmentation. (2002). Fang, Hsing ; Loo, Jean C. H., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:237-252. Full description at Econpapers \|\| Download paper	10
42	1996	Equity market return volatility: Dynamics and transmission among the G-7 countries. (1996). Francis, Bill ; Leachman, Lori L.. In: Global Finance Journal. RePEc:eee:glofin:v:7:y:1996:i:1:p:27-52. Full description at Econpapers \|\| Download paper	9
43		The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Jeon, Bang ; Chiang, Thomas ; Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55. Full description at Econpapers \|\| Download paper	9
44	2001	Price and volatility spillovers between interest rate and exchange value of the US dollar. (2001). So, Raymond W.. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:95-107. Full description at Econpapers \|\| Download paper	9
45	1997	Performance, capital structure and home country: An analysis of Asian corporations. (1997). Moyer, Charles R. ; Krishnan, Sivarama V.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:1:p:129-143. Full description at Econpapers \|\| Download paper	9
46	2005	Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach. (2005). Menkhoff, Lukas ; MacDonald, Ronald ; FrÃÂ¶mmel, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:321-335. Full description at Econpapers \|\| Download paper	9
47	1999	Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70. Full description at Econpapers \|\| Download paper	9
48	2011	The financial crisis: What is there to learn?. (2011). Shachmurove, Yochanan ; Kowalski, Tadeusz. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:238-247. Full description at Econpapers \|\| Download paper	9
49	2009	Price causal relations between China and the world oil markets. (2009). Chen, K. C. ; Wu, Lifan . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:107-118. Full description at Econpapers \|\| Download paper	9
50	2006	Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches. (2006). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Yip, Angela Y. N., . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:136-154. Full description at Econpapers \|\| Download paper	9

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

#	Year	Title	Cited
1	2006	Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251. Full description at Econpapers \|\| Download paper	73
2	2011	Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55. Full description at Econpapers \|\| Download paper	29
3	2012	Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47. Full description at Econpapers \|\| Download paper	24
4	2009	Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218. Full description at Econpapers \|\| Download paper	15
5	1999	Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81. Full description at Econpapers \|\| Download paper	14
6	2005	An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280. Full description at Econpapers \|\| Download paper	13
7	2010	Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Chiang, Thomas ; Li, Jiandong ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124. Full description at Econpapers \|\| Download paper	10
8	2007	A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Hui Fang. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156. Full description at Econpapers \|\| Download paper	10
9	2009	International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30. Full description at Econpapers \|\| Download paper	10
10	2004	Filtering the BEER: A permanent and transitory decomposition. (2004). MacDonald, Ronald ; CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56. Full description at Econpapers \|\| Download paper	9
11	2006	Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches. (2006). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Yip, Angela Y. N., . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:136-154. Full description at Econpapers \|\| Download paper	8
12	1998	On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251. Full description at Econpapers \|\| Download paper	8
13	2004	International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137. Full description at Econpapers \|\| Download paper	8
14	2001	Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33. Full description at Econpapers \|\| Download paper	8
15	2006	Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104. Full description at Econpapers \|\| Download paper	7
16	2012	The performance of frequent acquirers: Evidence from emerging markets. (2012). Al Rahahleh, Naseem ; Wei, Peihwang Philip . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:16-33. Full description at Econpapers \|\| Download paper	7
17	2012	The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility. (2012). Chuang, Wen-I, ; Susmel, Rauli ; Liu, Hsiang-Hsi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:1-15. Full description at Econpapers \|\| Download paper	7
18	2005	A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85. Full description at Econpapers \|\| Download paper	7
19	2006	Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22. Full description at Econpapers \|\| Download paper	6
20	2007	Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability. (2007). Darrat, Ali F. ; Kia, Amir . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:104-123. Full description at Econpapers \|\| Download paper	6
21	2007	Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15. Full description at Econpapers \|\| Download paper	6
22	1997	Performance, capital structure and home country: An analysis of Asian corporations. (1997). Moyer, Charles R. ; Krishnan, Sivarama V.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:1:p:129-143. Full description at Econpapers \|\| Download paper	5
23	2009	Price causal relations between China and the world oil markets. (2009). Chen, K. C. ; Wu, Lifan . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:107-118. Full description at Econpapers \|\| Download paper	5
24	2003	State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82. Full description at Econpapers \|\| Download paper	5
25	2004	International transmission of uncertainty implicit in stock index option prices. (2004). Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15. Full description at Econpapers \|\| Download paper	5
26	2006	Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91. Full description at Econpapers \|\| Download paper	5
27	2013	An empirical study of bank efficiency in China after WTO accession. (2013). Yin, Haiyan ; Yang, Jiawen ; Mehran, Jamshid . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:2:p:153-170. Full description at Econpapers \|\| Download paper	5
28	2000	The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52. Full description at Econpapers \|\| Download paper	5
29	2008	The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Jeon, Bang ; Chiang, Thomas ; Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55. Full description at Econpapers \|\| Download paper	5
30	2002	Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91. Full description at Econpapers \|\| Download paper	5
31	2011	A historical overview of financial crises in the United States. (2011). Shachmurove, Yochanan. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:217-231. Full description at Econpapers \|\| Download paper	5
32	1999	Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70. Full description at Econpapers \|\| Download paper	5
33	1996	Equity market return volatility: Dynamics and transmission among the G-7 countries. (1996). Francis, Bill ; Leachman, Lori L.. In: Global Finance Journal. RePEc:eee:glofin:v:7:y:1996:i:1:p:27-52. Full description at Econpapers \|\| Download paper	5
34	2009	Psychological barriers in European stock markets: Where are they?. (2009). Klein, Christian ; Dorfleitner, Gregor . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:268-285. Full description at Econpapers \|\| Download paper	5
35	2007	The determinants of international financial integration. (2007). Vo, Xuan Vinh ; Daly, Kevin James . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250. Full description at Econpapers \|\| Download paper	4
36	2005	Country and size effects in financial ratios: A European perspective. (2005). Serrano-Cinca, Carlos ; Gallizo, Jose ; Gallizo Larraz, J. L., ; Molinero, Mar C.. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:26-47. Full description at Econpapers \|\| Download paper	4
37	2008	The dynamics of volatility transmission and information flow between ADRs and their underlying stocks. (2008). Aquino, Katty Perez ; Poshakwale, Sunil S.. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:187-201. Full description at Econpapers \|\| Download paper	4
38	2006	Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Cifarelli, Giulio ; Paladino, Giovanna . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263. Full description at Econpapers \|\| Download paper	4
39	2009	The impact of country risk ratings on U.S. firms in large cross-border acquisitions. (2009). Kiymaz, Halil . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:3:p:235-247. Full description at Econpapers \|\| Download paper	4
40	2012	Money supply, interest rate, liquidity and share prices: A test of their linkage. (2012). Mohamad, Shamsher ; chung, tinfah ; Ariff, Mohamed ; M., Shamsher, . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:3:p:202-220. Full description at Econpapers \|\| Download paper	4
41	2013	The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets. (2013). Lin, Chi-Tai ; Chen, Hsin-Fu . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:1:p:30-43. Full description at Econpapers \|\| Download paper	4
42	2000	The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Lee, Tsun-Siou ; Yeh, Yin-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149. Full description at Econpapers \|\| Download paper	4
43	2002	Pricing of American Depositary Receipts under Market Segmentation. (2002). Fang, Hsing ; Loo, Jean C. H., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:237-252. Full description at Econpapers \|\| Download paper	4
44	2001	An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory. (2001). Gilmore, Claire G.. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:139-151. Full description at Econpapers \|\| Download paper	4
45	2007	Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83. Full description at Econpapers \|\| Download paper	4
46	2011	The financial crisis: What is there to learn?. (2011). Shachmurove, Yochanan ; Kowalski, Tadeusz. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:238-247. Full description at Econpapers \|\| Download paper	4
47	2011	The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance. (2011). Szyszka, Adam . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:211-216. Full description at Econpapers \|\| Download paper	4
48	2011	Emerging market crises and US equity market returns. (2011). Berger, Dave ; Turtle, H. J.. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:32-41. Full description at Econpapers \|\| Download paper	3
49	2008	Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156. Full description at Econpapers \|\| Download paper	3
50	2010	Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan. (2010). Wang, Peijie. In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:3:p:304-317. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 17:

Year	Title
2015	Time-variation in the impact of news sentiment. (2015). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:40-50. Full description at Econpapers \|\| Download paper
2015	ENTRY INTO EXPORT MARKETS AND QUALITY CERTIFICATIONS: EVIDENCE FROM DEVELOPING COUNTRIES. (2015). Bangwayo-Skeete, Prosper ; Moore, Winston R. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:15:y:2015:i:2_2. Full description at Econpapers \|\| Download paper
2015	Foreign Bias in Australian Domiciled Mutual Fund Holdings. (2015). Mishra, Anil. In: MPRA Paper. RePEc:pra:mprapa:63376. Full description at Econpapers \|\| Download paper
2015	Measures of equity home bias puzzle. (2015). Mishra, Anil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:293-312. Full description at Econpapers \|\| Download paper
2015	A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:271-279. Full description at Econpapers \|\| Download paper
2015	Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Treepongkaruna, Sirimon ; Do, Hung Xuan ; Brooks, Robert . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37. Full description at Econpapers \|\| Download paper
2015	Climate finance in the Asia-Pacific region: trends and innovative approaches. (2015). Carrozza, Ilaria . In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:22:y:2015:i:2:p:71-102. Full description at Econpapers \|\| Download paper
2015	Do Syndicated Loans Influence Systemic Risk? An Empirical Analysis of the Canadian Syndicated Loan Market. (2015). Drapeau, Line ; Champagne, Claudia . In: Review of Economics & Finance. RePEc:bap:journl:150402. Full description at Econpapers \|\| Download paper
2015	Determinants of Target Dividend Payout Ratio: A Panel Autoregressive Distributed Lag Analysis. (2015). Demirgune, Kartal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-02-11. Full description at Econpapers \|\| Download paper
2015	Determinants of the Slovak bank liquidity flows. (2015). Lastuvkova, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:51_2015. Full description at Econpapers \|\| Download paper
2015	Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run. (2015). KlepkovÃÂ¡ VodovÃÂ¡, Pavla ; Stavarek, Daniel ; Vodova, Pavla Klepkova . In: Working Papers. RePEc:opa:wpaper:0020. Full description at Econpapers \|\| Download paper
2015	Global and Regional Volatility Spillovers to GCC Stock Markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R. In: MPRA Paper. RePEc:pra:mprapa:61101. Full description at Econpapers \|\| Download paper
2015	Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R.. In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:38-49. Full description at Econpapers \|\| Download paper
2015	Efficiency of Female Leaders in Family and Non-Family Firms. (2015). Bjuggren, Per-Olof ; Palmberg, Johanna ; Nordstrom, Louise . In: Ratio Working Papers. RePEc:hhs:ratioi:0259. Full description at Econpapers \|\| Download paper
2015	Gender and other major board characteristics in China: Explaining corporate dividend policy and governance. (2015). McGuinness, Paul ; Vieito, Joo ; Lam, Kevin . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:32:y:2015:i:4:p:989-1038. Full description at Econpapers \|\| Download paper
2015	Evaluating the effectiveness of Chinas financial reformâThe efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Bian, Wenlong ; Shen, Yan . In: China Economic Review. RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82. Full description at Econpapers \|\| Download paper
2015	Valuation effects of corporate social responsibility. (2015). Fatemi, Ali ; Tehranian, Hassan ; Fooladi, Iraj . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:182-192. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Tracking error decomposition and return attribution for leveraged exchange traded funds. (2015). Marshall, John F ; Bansal, Vipul K. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:84-94. Full description at Econpapers \|\| Download paper
2015	Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document

Recent citations received in 2012

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	56
2	Energy Economics / Elsevier	40
3	Economic Modelling / Elsevier	21
4	International Review of Financial Analysis / Elsevier	19
5	Journal of International Financial Markets, Institutions and Money / Elsevier	18
6	Working Papers / Department of Research, Ipag Business School	18
7	International Review of Economics & Finance / Elsevier	16
8	Global Finance Journal / Elsevier	16
9	Emerging Markets Review / Elsevier	11
10	Journal of Banking & Finance / Elsevier	10
11	Energy Policy / Elsevier	8

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.