Citation analysis for Financial Markets and Portfolio Management / Springer

Financial Markets and Portfolio Management / Springer

0.38

Impact Factor

0.37

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		5	5	1	0.2	12	0		0		4 (33.3%)			0.2
2005	0.2	0.53	0.2	20	25	2	0.08	56	5	1	5	1	19 (33.9%)	1	0.05	0.21
2006	0.16	0.51	0.16	33	58	12	0.21	124	25	4	25	4	37 (29.8%)	6	0.18	0.2
2007	0.25	0.44	0.22	32	90	24	0.27	123	53	13	58	13	21 (17.1%)	4	0.13	0.18
2008	0.34	0.47	0.28	19	109	30	0.28	56	65	22	90	25	10 (17.9%)	3	0.16	0.2
2009	0.35	0.47	0.36	26	135	42	0.31	70	51	18	109	39	10 (14.3%)	3	0.12	0.19
2010	0.31	0.44	0.41	28	163	55	0.34	68	45	14	130	53	11 (16.2%)	1	0.04	0.16
2011	0.35	0.51	0.48	28	191	83	0.43	44	54	19	138	66	8 (18.2%)	1	0.04	0.2
2012	0.25	0.56	0.47	25	216	86	0.4	36	56	14	133	62	5 (13.9%)	5	0.2	0.21
2013	0.26	0.66	0.42	20	236	89	0.38	31	53	14	126	53	3 (9.7%)	3	0.15	0.23
2014	0.4	0.67	0.36	20	256	85	0.33	10	45	18	127	46	1 (10%)	1	0.05	0.22
2015	0.38	0.82	0.37	20	276	82	0.3	5	40	15	121	45	2 (40%)	3	0.15	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	2007	Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. 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
2	2006	Making prospect theory fit for finance. (2006). De 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	26
3	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	21
4	2011	Google 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	16
5	2006	Performance 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	16
6	2010	Pair-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	16
7	2008	How 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	15
8	2010	Common (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
9	2009	Liquidity risk, credit risk, and the federal reserveâs 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	12
10	2009	Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, 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	12
11	2012	Empirical 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	11
12	2006	Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . 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
13	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÂ¸y, Ola ; 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	11
14	2006	A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers \|\| Download paper	11
15	2007	Credit 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. Full description at Econpapers \|\| Download paper	11
16	2009	Do 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	11
17	2005	The 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	10
18	2006	Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers \|\| Download paper	10
19	2006	Monetary 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
20	2008	Venture 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
21	2008	Optimal 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	8
22	2004	Calibrating the CreditMetricsâ¢ correlation concept â 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	7
23	2006	Signaling 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
24	2006	Extremes 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
25	2011	Competition 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	7
26	2009	Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers \|\| Download paper	7
27	2005	Performance 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. Full description at Econpapers \|\| Download paper	7
28	2008	Continuous-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. Full description at Econpapers \|\| Download paper	7
29	2006	Board 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. Full description at Econpapers \|\| Download paper	6
30	2007	Shareholder wealth gains through better corporate governanceâThe 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	6
31	2013	Corporate 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	6
32	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	6
33	2009	The 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. Full description at Econpapers \|\| Download paper	6
34	2007	The characteristics and development of the Swiss franc repurchase agreement market. (2007). Kraenzlin, SÃÂ©bastien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261. Full description at Econpapers \|\| Download paper	6
35	2012	Public 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	6
36	2008	Enterprise 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. Full description at Econpapers \|\| Download paper	6
37	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃÂ¼ss, Roland ; 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. Full description at Econpapers \|\| Download paper	6
38	2013	The 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	6
39	2010	Can 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. Full description at Econpapers \|\| Download paper	5
40	2011	Efficiency in private banking: evidence from Switzerland and Liechtenstein. (2011). Burgstaller, Johann ; Cocca, Teodoro . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:75-93. Full description at Econpapers \|\| Download paper	5
41	2009	Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399. Full description at Econpapers \|\| Download paper	5
42	2010	Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102. Full description at Econpapers \|\| Download paper	5
43	2007	Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David . 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
44	2009	The implementation of SNB monetary policy. (2009). SÃÂ¶derlind, Paul ; Ranaldo, Angelo ; Jordan, Thomas ; Soderlind, Paul . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359. Full description at Econpapers \|\| Download paper	5
45	2012	Financial 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. Full description at Econpapers \|\| Download paper	5
46	2008	The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements. (2008). Lunde, Asger ; Hansen, Peter ; Zebedee, Allan ; Bentzen, Eric. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:3-20. Full description at Econpapers \|\| Download paper	4
47	2005	Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers \|\| Download paper	4
48	2005	Active 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. Full description at Econpapers \|\| Download paper	4
49	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . 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
50	2011	On 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. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2012	Empirical 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	10
2	2011	Google 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	10
3	2006	Making prospect theory fit for finance. (2006). De 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	9
4	2010	Pair-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	8
5	2008	How 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	8
6	2005	The 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	6
7	2012	Public 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	6
8	2009	Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, 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	6
9	2013	The 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	6
10	2013	Corporate 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	6
11	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	5
12	2011	Competition 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	4
13	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÂ¸y, Ola ; 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	4
14	2006	Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . 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
15	2008	Venture 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	4
16	2009	Liquidity risk, credit risk, and the federal reserveâs 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	4
17	2006	Signaling 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	4
18	2011	Efficiency in private banking: evidence from Switzerland and Liechtenstein. (2011). Burgstaller, Johann ; Cocca, Teodoro . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:75-93. Full description at Econpapers \|\| Download paper	4
19	2006	A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . 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
20	2010	Common (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	3
21	2010	Return 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. Full description at Econpapers \|\| Download paper	3
22	2014	Forecasting 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. Full description at Econpapers \|\| Download paper	3
23	2012	VIX changes and derivative returns on FOMC meeting days. (2012). Mauck, Nathan ; Chen, Denghui ; 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
24	2005	Performance 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. Full description at Econpapers \|\| Download paper	3
25	2013	Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers \|\| Download paper	3
26	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers \|\| Download paper	3
27	2008	Optimal 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
28	2007	Shareholder wealth gains through better corporate governanceâThe 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	3
29	2011	Do option open-interest changes foreshadow future equity returns?. (2011). Doran, James ; Fodor, Andy ; Krieger, Kevin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:265-280. Full description at Econpapers \|\| Download paper	2
30	2012	Funds 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. Full description at Econpapers \|\| Download paper	2
31	2009	Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242. Full description at Econpapers \|\| Download paper	2
32	2012	Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141. Full description at Econpapers \|\| Download paper	2
33	2011	Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. (2011). Zanetti, Attilio ; Ranaldo, Angelo ; Meichle, Mario . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453. Full description at Econpapers \|\| Download paper	2
34	2007	Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers \|\| Download paper	2
35	2006	Performance 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	2
36	2009	The 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. Full description at Econpapers \|\| Download paper	2
37	2013	Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers \|\| Download paper	2
38	2012	Financial 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. Full description at Econpapers \|\| Download paper	2
39	2006	Extremes 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	2
40	2011	Beyond payoff diagrams: how to present risk and return characteristics of structured products. (2011). Wallmeier, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:313-338. Full description at Econpapers \|\| Download paper	2
41	2010	Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102. Full description at Econpapers \|\| Download paper	2
42	2014	Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers \|\| Download paper	2
43	2013	The 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	2
44	2014	The systematic risk of corporate bonds: default risk, term risk, and index choice. (2014). Klein, Christian ; Stellner, Christoph . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:1:p:29-61. Full description at Econpapers \|\| Download paper	2
45	2004	Calibrating the CreditMetricsâ¢ correlation concept â 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	2
46	2006	Board 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. Full description at Econpapers \|\| Download paper	2
47	2007	Credit 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. Full description at Econpapers \|\| Download paper	2
48	2007	Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers \|\| Download paper	2
49	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	2
50	2009	Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 15:

Year	Title
2015	Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3. Full description at Econpapers \|\| Download paper
2015	Portfolio Diversification Benefits Using Real Estate Investment Trusts â An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts. (2015). Bhuyan, Rafiq ; Mahmood, Munir ; Al-Deehani, Talla Mohammed ; Kuhle, James . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-04-11. Full description at Econpapers \|\| Download paper
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Neykova, Daniela ; Zagst, Rudi ; ESCOBAR, MARCOS . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper
2015	Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks. (2015). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona . In: Discussion Papers. RePEc:zbw:bubdps:232015. Full description at Econpapers \|\| Download paper
2015	Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?. (2015). Koziol, Philipp ; Eckhardt, Meik ; Schell, Carmen . In: Discussion Papers. RePEc:zbw:bubdps:462015. Full description at Econpapers \|\| Download paper
2015	Does the choice of performance measure influence the evaluation of commodity investments?. (2015). Auer, Benjamin R.. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:142-150. Full description at Econpapers \|\| Download paper
2015	Corporate diversification and firm value during economic downturns. (2015). Smith, Garrett C. ; Volkov, Nikanor I.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:160-175. Full description at Econpapers \|\| Download paper
2015	Extant Reviews on Entry-mode/Internationalization, Mergers & Acquisitions, and Diversification: Understanding Theories and Establishing Interdisciplinary Research. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63744. Full description at Econpapers \|\| Download paper
2015	Why do Cross-border Merger/Acquisition Deals become Delayed, or Unsuccessful? â A Cross-Case Analysis in the Dynamic Industries. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63940. Full description at Econpapers \|\| Download paper
2015	Determinants of Cross-border Mergers and Acquisitions: A Comprehensive Review and Future Direction. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63969. Full description at Econpapers \|\| Download paper
2015	Puzzle of Corporate Diversification Efficiency in Bric Countries. (2015). Grigorieva, Svetlana ; Gorbatov, Georgii . In: HSE Working papers. RePEc:hig:wpaper:47/fe/2015. Full description at Econpapers \|\| Download paper
2015	Portfolio selection with independent component analysis. (2015). Mercuri, Lorenzo ; Rroji, Edit ; Hitaj, Asmerilda . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:146-159. Full description at Econpapers \|\| Download paper
2015	Performance of European socially responsible funds during market crises: Evidence from France. (2015). Cortez, Maria Ceu ; Leite, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:132-141. Full description at Econpapers \|\| Download paper
2015	RevisiÃ³n de la InversiÃ³n Sustentable en La Bolsa Mexicana Durante Periodos de Crisis. (2015). de la Torre, Oscar V ; Martinez, Maria Isabel . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:201509134. Full description at Econpapers \|\| Download paper
2015	Momentum strategies with stock index exchange-traded funds. (2015). Tse, Yiuman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:134-148. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures. (2015). Karoui, Aymen ; Meier, Iwan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:1-20. Full description at Econpapers \|\| Download paper
2015	A note on sorting bias correction in regression-based mutual fund tournament tests. (2015). Karoui, Aymen ; Meier, Iwan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:21-29. Full description at Econpapers \|\| Download paper
2015	European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Corporate 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Efectos de âÃ¡ngeles caÃdosâ en el mercado accionario colombiano: estudio de eventos del caso Interbolsa. (2013). Melo, Luis ; Gomez-Gonzalez, Jose ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010977. Full description at Econpapers \|\| Download paper
2013	Performance 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. Full description at Econpapers \|\| Download paper
2013	Momentum 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Charles-Cadogan, G.. In: Papers. RePEc:arx:papers:1206.4562. Full description at Econpapers \|\| Download paper
2012	Universal Banking and Credit Risk: Evidence from Tunisia. (2012). HAKIMI, ABDELAZIZ ; Hichem, Ahmet DKHILI ; Wafa, KHLAIFIA ; Abdelaziz, Hakimi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-04-12. Full description at Econpapers \|\| Download paper
2012	Any 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. Full description at Econpapers \|\| Download paper
2012	Financial 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. Full description at Econpapers \|\| Download paper
2012	Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and NaÃ¯ve Diversification Approaches. (2012). Opfer, Heiko ; Bessler, Wolfgang . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Financial Markets and Portfolio Management / Springer	89
2	Frankfurt School - Working Paper Series / Frankfurt School of Finance and Management	37
3	Journal of Banking & Finance / Elsevier	21
4	CPQF Working Paper Series / Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF)	10
5	European Journal of Operational Research / Elsevier	7
6	Journal of Empirical Finance / Elsevier	7
7	Journal of International Financial Markets, Institutions and Money / Elsevier	7
8	International Review of Financial Analysis / Elsevier	6
9	MPRA Paper / University Library of Munich, Germany	6
10	Insurance: Mathematics and Economics / Elsevier	5
11	The Quarterly Review of Economics and Finance / Elsevier	5

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.