Citation analysis for Journal of Risk and Financial Management / MDPI, Open Access Journal

Journal of Risk and Financial Management / MDPI, Open Access Journal

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Impact Factor

0.17

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		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0				0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0				0		0		(%)			0.18
2004		0.49			0				0		0		(%)			0.2
2005		0.53			0				0		0		(%)			0.21
2006		0.51			0				0		0		(%)			0.2
2007		0.44			0				0		0		(%)			0.18
2008		0.47		5	5			3	0		0		1 (33.3%)			0.2
2009		0.47		5	10			5	5		5		(%)			0.19
2010	0.1	0.44	0.1	5	15	1	0.07	1	10	1	10	1	(%)			0.16
2011		0.51		5	20			3	10		15		(%)			0.2
2012		0.56	0.05	5	25	1	0.04	5	10		20	1	(%)			0.21
2013		0.66	0.04	4	29	1	0.03		10		25	1	(%)			0.23
2014		0.67	0.04	10	39	2	0.05	4	9		24	1	(%)			0.22
2015		0.82	0.17	20	59	7	0.12	5	14		29	5	(%)			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	2012	Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers \|\| Download paper	4
2	2015	Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers \|\| Download paper	4
3	2014	International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers \|\| Download paper	4
4	2009	Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers \|\| Download paper	2
5	2011	Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375. Full description at Econpapers \|\| Download paper	2
6	2009	Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers \|\| Download paper	2
7	2008	Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon. (2008). Marriott, Luke ; Dewally, Michael . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:41-76:d:28294. Full description at Econpapers \|\| Download paper	2
8	2008	Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326. Full description at Econpapers \|\| Download paper	1
9	2012	Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers \|\| Download paper	1
10	2009	Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers \|\| Download paper	1
11	2015	Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812. Full description at Econpapers \|\| Download paper	1
12	2011	A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Fung, Eric S. ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373. Full description at Econpapers \|\| Download paper	1
13	2010	Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368. 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	2015	Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers \|\| Download paper	4
2	2012	Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers \|\| Download paper	4
3	2014	International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers \|\| Download paper	4
4	2009	Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers \|\| Download paper	2
5	2011	Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375. Full description at Econpapers \|\| Download paper	2
6	2009	Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

Recent citations received in 2012

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	International Journal of Business and Social Research / MIR Center for Socio-Economic Research	1
2	Journal of Multinational Financial Management / Elsevier	1
3	Journal of Risk and Financial Management / MDPI, Open Access Journal	1
4	FCN Working Papers / E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN)	1
5	Journal for Economic Forecasting / Institute for Economic Forecasting	1
6	Review of Quantitative Finance and Accounting / Springer	1
7	Journal of Applied Finance & Banking / SCIENPRESS Ltd	1
8	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	1
9	Applied Econometrics / Publishing House SINERGIA PRESS	1

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.