Citation analysis for Journal of Emerging Market Finance / Institute for Financial Management and Research

Journal of Emerging Market Finance / Institute for Financial Management and Research

0.27

Impact Factor

0.15

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		8	8			9	0		0		(%)			0.18
2003		0.44		10	18			3	8		8		(%)			0.18
2004		0.49		14	32	3	0.09	47	18		18		(%)	3	0.21	0.2
2005	0.17	0.53	0.13	13	45	4	0.09	22	24	4	32	4	(%)			0.21
2006	0.11	0.51	0.07	12	57	3	0.05	12	27	3	45	3	(%)			0.2
2007	0.08	0.44	0.12	12	69	7	0.1	7	25	2	57	7	(%)			0.18
2008		0.47	0.08	12	81	5	0.06	18	24		61	5	(%)			0.2
2009	0.04	0.47	0.13	13	94	9	0.1	15	24	1	63	8	(%)			0.19
2010	0.04	0.44	0.08	14	108	8	0.07	2	25	1	62	5	(%)			0.16
2011		0.51	0.05	12	120	11	0.09	21	27		63	3	(%)	2	0.17	0.2
2012	0.08	0.56	0.14	11	131	14	0.11	12	26	2	63	9	(%)	1	0.09	0.21
2013	0.22	0.66	0.13	10	141	25	0.18	17	23	5	62	8	(%)	2	0.2	0.23
2014	0.67	0.67	0.47	12	153	40	0.26	5	21	14	60	28	(%)			0.22
2015	0.27	0.82	0.15	11	164	30	0.18	5	22	6	59	9	(%)			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	2004	Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe. (2004). Lelyveld, Iman ; I. P. P van Lelyveld, ; R. T. A. de Haas, . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:2:p:125-151. Full description at Econpapers \|\| Download paper	24
2	2013	The Role of Asset Prices in Forecasting Inflation and Output in South Africa. (2013). GUPTA, RANGAN ; Hartley, Faaiqa . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:12:y:2013:i:3:p:239-291. Full description at Econpapers \|\| Download paper	15
3	2009	The Weak-form Efficiency of Chinese Stock Markets. (2009). Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Hinich, Melvin J.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:8:y:2009:i:2:p:133-163. Full description at Econpapers \|\| Download paper	8
4	2012	Stock Market in Pakistan. (2012). Iqbal, Javed. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:11:y:2012:i:1:p:61-91. Full description at Econpapers \|\| Download paper	7
5	2004	A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis. (2004). Dungey, Mardi ; Martin, Vance L.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:3:p:305-330. Full description at Econpapers \|\| Download paper	7
6	2005	Understanding the Growth in Emerging Stock Markets. (2005). El-Wassal, Kamal A.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:3:p:227-261. Full description at Econpapers \|\| Download paper	6
7	2011	Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets. (2011). Gupta, Rakesh ; Guidi, Francesco. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:3:p:337-389. Full description at Econpapers \|\| Download paper	6
8	2009	Calendar Anomalies in the Ghana Stock Exchange. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:8:y:2009:i:1:p:1-23. Full description at Econpapers \|\| Download paper	5
9	2015	Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. (2015). GUPTA, RANGAN ; Aye, Goodness C. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:14:y:2015:i:2:p:176-196. Full description at Econpapers \|\| Download paper	5
10	2002	An Investigation into the Economics of Extending Bank Powers. (2002). Rajan, Raghuram G. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:1:y:2002:i:2:p:125-156. Full description at Econpapers \|\| Download paper	4
11		Real Convergence and the EU Accession Countries. (2008). Holmes, Mark ; Wang, Ping . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:3:p:215-236. Full description at Econpapers \|\| Download paper	4
12	2004	Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia. (2004). Gunasekarage, Abeyratna ; Power, David M. ; Pisedtasalasai, Anirut. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:3:p:285-304. Full description at Econpapers \|\| Download paper	4
13	2004	Foreign Banks in Croatia: Reasons for Entry, Performance and Impacts. (2004). Kraft, Evan . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:2:p:153-174. Full description at Econpapers \|\| Download paper	4
14	2006	Regulatory and Institutional Determinants of Credit Risk Taking and a Banks Default in Emerging Market Economies. (2006). Godlewski, Christophe. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:2:p:183-206. Full description at Econpapers \|\| Download paper	4
15	2007	An Empirical Analysis of the Off-Balance Sheet Activities of Indian Banks. (2007). Ghosh, Saibal ; Nachane, D. M.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:6:y:2007:i:1:p:39-59. Full description at Econpapers \|\| Download paper	3
16	2005	Hot or Cold? A Comparison of Different Approaches to the Pricing of Weather Derivatives. (2005). Stevenson, Max ; Oetomo, Teddy . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:2:p:101-133. Full description at Econpapers \|\| Download paper	3
17	2008	Market Efficiency in Emerging Stock Market. (2008). Mobarek, Asma ; Mollah, Sabur A. ; Bhuyan, Rafiqul . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:1:p:17-41. Full description at Econpapers \|\| Download paper	3
18	2011	Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets. (2011). Li, Nan ; Nan, Li. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:197-225. Full description at Econpapers \|\| Download paper	3
19	2004	Mean-Semivariance Behaviour: An Alternative Behavioural Model. (2004). Estrada, Javier . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:3:p:231-248. Full description at Econpapers \|\| Download paper	3
20	2005	Are Price Limits Always Bad?. (2005). Nath, Purnendu . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:3:p:281-313. Full description at Econpapers \|\| Download paper	3
21	2008	Risk and Return in the Next Frontier. (2008). Sinha, Amit ; Girard, Eric . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:1:p:43-80. Full description at Econpapers \|\| Download paper	3
22	2011	Global Market Conditions and Systemic Risk. (2011). Hesse, Heiko ; Brenda, Gonzlez-Hermosillo . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:227-252. Full description at Econpapers \|\| Download paper	3
23	2005	Statistical Inadequacy of GARCH Models for Asian Stock Markets. (2005). Liew, Venus ; Lim, Kian-Ping ; Hinich, Melvin J.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:3:p:263-279. Full description at Econpapers \|\| Download paper	3
24	2006	Regional Integration of Stock Markets in MENA Countries. (2006). . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:1:p:59-94. Full description at Econpapers \|\| Download paper	2
25	2002	The Dealership Model for Interest Margins: The Case of the Greek Banking Industry. (2002). Drakos, Konstantinos. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:1:y:2002:i:1:p:75-98. Full description at Econpapers \|\| Download paper	2
26		Short Term Equity Returns of Chinese IPOs, 1999 to 2004. (2008). Fowler, John ; Naughton, Tony . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:2:p:197-214. Full description at Econpapers \|\| Download paper	2
27	2012	Financial Performance Evaluation. (2012). Chaudhuri, Kausik. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:11:y:2012:i:1:p:1-36. Full description at Econpapers \|\| Download paper	2
28	2003	Testing for Time-variation in Beta in India. (2003). Shah, Ajay ; Moonis, Syed Abuzar . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:2:y:2003:i:2:p:163-180. Full description at Econpapers \|\| Download paper	2
29	2011	Post-colonial Finance. (2011). Maheswaran S., . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:175-196. Full description at Econpapers \|\| Download paper	2
30	2006	Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange. (2006). Laha, Arnab Kumar ; Jha, Pankaj ; Mohan, Neeraj ; Dutta, Goutam . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:3:p:283-295. Full description at Econpapers \|\| Download paper	2
31	2011	CDS Pricing and Elections in Emerging Markets. (2011). Balding, Christopher. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:121-173. Full description at Econpapers \|\| Download paper	2
32		Equity Transfers and Market Reactions. (2008). Kling, Gerhard ; Gao, Lei . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:3:p:293-308. Full description at Econpapers \|\| Download paper	2
33	2006	An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations. (2006). Lee, Chang Joo ; Kang, Jangkoo . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:3:p:235-261. Full description at Econpapers \|\| Download paper	2
34	2008	Franchise Values, Regulatory Monitoring, and Capital Requirements in Optimal Bank Regulation. (2008). Andersen, Thomas ; Harr, Thomas . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:1:p:81-101. Full description at Econpapers \|\| Download paper	2
35	2011	The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market. (2011). Mukherjee, Paramita ; Paramita, Mukherjee . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:3:p:253-283. Full description at Econpapers \|\| Download paper	2
36	2011	Monetary Integration in the European Union. (2011). Ferreira, Paulo. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:1:p:93-120. Full description at Econpapers \|\| Download paper	2
37	2005	Index Futures Trading and Spot Price Volatility. (2005). Spyrou, Spyros. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:2:p:151-167. Full description at Econpapers \|\| Download paper	2
38	2014	On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets. (2014). Bouri, Elie ; Azzi, Georges . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:13:y:2014:i:3:p:279-304. Full description at Econpapers \|\| Download paper	2
39	2011	Financial Development, Internationalisation and Firm Value. (2011). Thomas, OaConnor . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:1:p:21-71. Full description at Econpapers \|\| Download paper	1
40	2014	Liquidity Measures and Cost of Trading in an Illiquid Market. (2014). Serdyuk, Anna ; Armitage, Seth ; Brzeszczyski, Janusz . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:13:y:2014:i:2:p:155-196. Full description at Econpapers \|\| Download paper	1
41	2003	Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets. (2003). Richards, Anthony ; Deddouche, David. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:2:y:2003:i:3:p:337-363. Full description at Econpapers \|\| Download paper	1
42	2009	Asymmetric Volatility in Emerging and Mature Markets. (2009). Rossiter, Rosemary ; Shambora, William ; Jayasuriya, Shamila . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:8:y:2009:i:1:p:25-43. Full description at Econpapers \|\| Download paper	1
43	2013	Moon Phases, Mood and Stock Market Returns. (2013). Floros, Christos. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:12:y:2013:i:1:p:107-127. Full description at Econpapers \|\| Download paper	1
44	2007	Persistence in Mutual Funds in Latin American Emerging Markets. (2007). Muga, Luis ; Rodriguez, Adriana ; Santamara, Rafael . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:6:y:2007:i:1:p:1-37. Full description at Econpapers \|\| Download paper	1
45	2004	The Downside Risk and Equity Evaluation: Emerging Market Evidence. (2004). Chen, Jian Guo . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:1:p:77-93. Full description at Econpapers \|\| Download paper	1
46	2005	Term Structure Estimation in Illiquid Government Bond Markets. (2005). Dutta, Goutam ; Basu, Sankarshan ; Vaidyanathan, Krishnamurthy . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:1:p:63-80. Full description at Econpapers \|\| Download paper	1
47	2010	Hedge Ratios in South African Stock Index Futures. (2010). Floros, Christos ; Degiannakis, Stavros. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:9:y:2010:i:3:p:285-304. Full description at Econpapers \|\| Download paper	1
48	2014	Financial Deepening and Economic Growth in Saudi Arabia. (2014). MARASHDEH, HAZEM A. ; Al-Malkawi, Husam-Aldin N.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:13:y:2014:i:2:p:139-154. Full description at Econpapers \|\| Download paper	1
49	2006	Corporate Governance and Dividends Payout in India. (2006). Kumar, Jayesh . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:1:p:15-58. Full description at Econpapers \|\| Download paper	1
50	2007	Well-developed Financial Intermediary Sector Promotes Stock Market Development. (2007). . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:6:y:2007:i:3:p:269-289. 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	2013	The Role of Asset Prices in Forecasting Inflation and Output in South Africa. (2013). GUPTA, RANGAN ; Hartley, Faaiqa . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:12:y:2013:i:3:p:239-291. Full description at Econpapers \|\| Download paper	12
2	2012	Stock Market in Pakistan. (2012). Iqbal, Javed. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:11:y:2012:i:1:p:61-91. Full description at Econpapers \|\| Download paper	6
3	2009	Calendar Anomalies in the Ghana Stock Exchange. (2009). Panagiotidis, Theodore ; ALAGIDEDE, PAUL. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:8:y:2009:i:1:p:1-23. Full description at Econpapers \|\| Download paper	5
4	2009	The Weak-form Efficiency of Chinese Stock Markets. (2009). Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Hinich, Melvin J.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:8:y:2009:i:2:p:133-163. Full description at Econpapers \|\| Download paper	5
5	2011	Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets. (2011). Gupta, Rakesh ; Guidi, Francesco. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:3:p:337-389. Full description at Econpapers \|\| Download paper	5
6	2005	Understanding the Growth in Emerging Stock Markets. (2005). El-Wassal, Kamal A.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:3:p:227-261. Full description at Econpapers \|\| Download paper	4
7	2015	Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. (2015). GUPTA, RANGAN ; Aye, Goodness C. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:14:y:2015:i:2:p:176-196. Full description at Econpapers \|\| Download paper	4
8	2004	A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis. (2004). Dungey, Mardi ; Martin, Vance L.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:3:p:305-330. Full description at Econpapers \|\| Download paper	3
9	2004	Foreign Bank Penetration and Private Sector Credit in Central and Eastern Europe. (2004). Lelyveld, Iman ; I. P. P van Lelyveld, ; R. T. A. de Haas, . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:3:y:2004:i:2:p:125-151. Full description at Econpapers \|\| Download paper	3
10	2011	Global Market Conditions and Systemic Risk. (2011). Hesse, Heiko ; Brenda, Gonzlez-Hermosillo . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:227-252. Full description at Econpapers \|\| Download paper	3
11	2005	Are Price Limits Always Bad?. (2005). Nath, Purnendu . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:4:y:2005:i:3:p:281-313. Full description at Econpapers \|\| Download paper	2
12	2014	On the Dynamic Transmission of Mean and Volatility across the Arab Stock Markets. (2014). Bouri, Elie ; Azzi, Georges . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:13:y:2014:i:3:p:279-304. Full description at Econpapers \|\| Download paper	2
13	2002	The Dealership Model for Interest Margins: The Case of the Greek Banking Industry. (2002). Drakos, Konstantinos. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:1:y:2002:i:1:p:75-98. Full description at Econpapers \|\| Download paper	2
14	2011	Monetary Integration in the European Union. (2011). Ferreira, Paulo. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:1:p:93-120. Full description at Econpapers \|\| Download paper	2
15	2008	Market Efficiency in Emerging Stock Market. (2008). Mobarek, Asma ; Mollah, Sabur A. ; Bhuyan, Rafiqul . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:1:p:17-41. Full description at Econpapers \|\| Download paper	2
16	2003	Testing for Time-variation in Beta in India. (2003). Shah, Ajay ; Moonis, Syed Abuzar . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:2:y:2003:i:2:p:163-180. Full description at Econpapers \|\| Download paper	2
17	2008	Real Convergence and the EU Accession Countries. (2008). Holmes, Mark ; Wang, Ping . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:7:y:2008:i:3:p:215-236. Full description at Econpapers \|\| Download paper	2
18	2007	An Empirical Analysis of the Off-Balance Sheet Activities of Indian Banks. (2007). Ghosh, Saibal ; Nachane, D. M.. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:6:y:2007:i:1:p:39-59. Full description at Econpapers \|\| Download paper	2
19	2011	Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets. (2011). Li, Nan ; Nan, Li. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:2:p:197-225. Full description at Econpapers \|\| Download paper	2
20	2011	The Nature and Determinants of Investments by Institutional Investors in the Indian Stock Market. (2011). Mukherjee, Paramita ; Paramita, Mukherjee . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:10:y:2011:i:3:p:253-283. Full description at Econpapers \|\| Download paper	2
21	2006	Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange. (2006). Laha, Arnab Kumar ; Jha, Pankaj ; Mohan, Neeraj ; Dutta, Goutam . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:3:p:283-295. Full description at Econpapers \|\| Download paper	2
22	2006	An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations. (2006). Lee, Chang Joo ; Kang, Jangkoo . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:5:y:2006:i:3:p:235-261. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 6:

Year	Title
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	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
2015	Institutional herding in international markets. (2015). Skiba, Hilla ; Choi, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:246-259. Full description at Econpapers \|\| Download paper
2015	Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul. (2015). Demir, Ender. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:1:p:51-56. Full description at Econpapers \|\| Download paper
2015	Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267. Full description at Econpapers \|\| Download paper
2015	DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa. (2015). Paccagnini, Alessia ; Kanda, Patrick ; GUPTA, RANGAN. In: Open Access publications. RePEc:ucn:oapubs:10197/7351. Full description at Econpapers \|\| Download paper

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 2013

Year	Citing document
2013	Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. (2013). GUPTA, RANGAN ; Modise, Mampho P.. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:825-831. Full description at Econpapers \|\| Download paper
2013	Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao . In: Working Papers. RePEc:pre:wpaper:201324. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Les consÃ©quences des allÃ¨gements gÃ©nÃ©raux de cotisations patronales sur les bas salaires. (2012). Cahuc, Pierre ; Carcillo, Stephane . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6b7kf1issd8leb93o27ofdm8cu. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	4
2	Papers / arXiv.org	3
3	Journal of Empirical Finance / Elsevier	2
4	Journal of International Financial Markets, Institutions and Money / Elsevier	2
5		2
6	The Journal of Real Estate Finance and Economics / Springer	2
7		2
8	Qualitative Research in Financial Markets / Emerald Group Publishing	2
9	Eurasian Journal of Business and Management / Eurasian Publications	2
10	Physica A: Statistical Mechanics and its Applications / Elsevier	2
11	Working Papers / HAL	2

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.