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The European Journal of Finance / Taylor & Francis Journals

0.36

Impact Factor

0.51

5-Years IF

20

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.110100 (%)0.05
19940.12000 (%)0.05
19950.19262688005 (5.7%)0.07
19960.22234920.042326263 (13%)0.09
19970.080.270.08196880.12774944942 (2.6%)20.110.09
19980.050.270.06208870.08894226841 (1.1%)0.1
19990.080.310.122110150.14653938896 (9.2%)30.140.13
20000.050.40.051912970.058642211062 (2.3%)0.15
20010.020.40.1119148180.1239411103111 (2.6%)10.050.15
20020.110.420.1423171240.141633849914 (%)40.170.18
20030.140.440.220191390.278426103211 (1.3%)0.18
20040.280.490.2632223530.24654312103271 (1.5%)10.030.2
20050.060.530.1331254560.22149523113152 (1.3%)30.10.21
20060.220.510.2846300720.241846314125353 (1.6%)50.110.2
20070.190.440.2341341640.192567715152354 (1.6%)40.10.18
20080.380.470.3145386990.2683873317053 (%)10.020.2
20090.270.470.27444301040.242228623195522 (%)50.110.19
20100.280.440.39394691540.33978925207813 (3.1%)30.080.16
20110.390.510.37475161520.29142833221579 (%)40.090.2
20120.330.560.55475632250.41238628216118 (%)70.150.21
20130.470.660.54516142680.44979444222119 (%)70.140.23
20140.430.670.57556692710.41439842228129 (%)40.070.22
20150.360.820.51647332870.393010638239121 (%)40.060.27
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:

#YearTitleCited
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

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66
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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47
32009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

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40
42009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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40
52002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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38
62005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

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31
72005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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30
81997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

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28
92006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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27
102012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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27
112011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

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27
121995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

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25
132007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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25
142000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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25
152002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, A. ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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24
162002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

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22
172003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

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22
182011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Graham, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

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21
192009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

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21
201998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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21
212007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

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20
222009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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20
232005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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20
241995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

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19
252006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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19
262003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

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18
271999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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18
282010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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17
292006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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17
301997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

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17
311995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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17
322010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

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17
331998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

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16
342006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

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15
352009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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15
362005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

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15
372003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

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15
382002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

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15
392002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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14
402002Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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14
412000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

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14
421999Dynamic futures hedging in currency markets. (1999). Chakraborty, Atreya ; Barkoulas, John. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314.

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14
432011Do heterogeneous beliefs diversify market risk?. (2011). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

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13
442010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

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13
452013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

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13
462005Uncovering long memory in high frequency UK futures. (2005). cotter, john. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337.

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13
472006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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13
482012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

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12
492008Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques. (2008). Mergner, Sascha ; Bulla, Jan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:771-802.

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11
502006Return-based style analysis with time-varying exposures. (2006). van der Sluis, Pieter ; Swinkels, Laurens. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:529-552.

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11

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

#YearTitleCited
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

27
22011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

26
32009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

24
42006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

17
52011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Graham, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

15
62009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

15
72013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

13
82007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

12
92007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

12
102005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

12
112007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

12
122009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

11
132012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

11
142013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

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10
152014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

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10
162010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

9
171995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

9
182010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

8
192010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

8
202005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

8
212013Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask. (2013). Fantazzini, Dean ; Geraskin, Petr . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:366-391.

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8
222009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

7
232006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

7
242013Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times. (2013). Sornette, D. ; Lin, L.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:344-365.

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7
252008Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques. (2008). Mergner, Sascha ; Bulla, Jan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:771-802.

Full description at Econpapers || Download paper

6
262003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

Full description at Econpapers || Download paper

6
272013Optimal liquidation strategies regularize portfolio selection. (2013). Kondor, Imre ; Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:6:p:554-571.

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6
282005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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6
292006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). Sterken, Elmer ; de Haan, Leo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

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6
302012How have M&As changed? Evidence from the sixth merger wave. (2012). Mavrovitis, Christos F. ; Travlos, Nickolaos G. ; Alexandridis, George . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:663-688.

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6
312012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

Full description at Econpapers || Download paper

6
322003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

Full description at Econpapers || Download paper

6
332014CEO turnover in China: the role of market-based and accounting performance measures. (2014). Conyon, Martin ; He, Lerong . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:657-680.

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6
342011Financial deepening and bank productivity in Latin America. (2011). Girardone, Claudia ; Garza-Garcia, Jesus ; Chortareas, Georgios ; Jesús G. Garza-Garcia, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:811-827.

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5
352000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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5
362002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

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5
372011Preferences for skewness: evidence from a binary choice experiment. (2011). Qiu, Jianying ; Levínský, René ; Brunner, Tobias ; Levinsky, Rene . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:7:p:525-538.

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5
381998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

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5
392011Banking competition and economic growth: cross-country evidence. (2011). Maudos, Joaquin ; Fernández de Guevara, Juan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:8:p:739-764.

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5
402005Uncovering long memory in high frequency UK futures. (2005). cotter, john. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337.

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5
412011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

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5
422013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

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5
432009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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5
442006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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5
452002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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5
462006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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4
472009Asymmetric dependence patterns in financial time series. (2009). Ammann, Manuel ; Suss, Stephan . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:703-719.

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4
481998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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4
492006Return-based style analysis with time-varying exposures. (2006). van der Sluis, Pieter ; Swinkels, Laurens. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:529-552.

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4
502002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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4

Citing documents used to compute impact factor 38:

YearTitle
2015Intervalling-effect bias and evidences for competition policy. (2015). POLEMIS, MICHAEL ; Fotis, Panagiotis ; Pekka, Victoria . In: MPRA Paper. RePEc:pra:mprapa:63211.

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2015Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data. (2015). Hudson, Robert ; Duxbury, Darren ; Yang, Zhishu ; Yao, Songyao ; Keasey, Kevin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:55-68.

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2015Effect of Foreign Affiliates on Exporting and Markups. (2015). Hongyong, Zhang ; Lianming, Zhu . In: Discussion papers. RePEc:eti:dpaper:15127.

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2015The Lintner model revisited: Dividends versus total payouts. (2015). Theissen, Erik ; Andres, Christian ; Fernau, Erik ; Doumet, Markus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:56-69.

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2015Do foreign institutional investors stabilize the capital market?. (2015). Yin, Libo ; Han, Liyan ; Li, Lei ; Zheng, Qingqing . In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:73-75.

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2015Earnings forecasts and idiosyncratic volatilities. (2015). Kryzanowski, Lawrence ; Mohsni, Sana . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:107-123.

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2015Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?. (2015). Scharnagl, Michael ; Stapf, Jelena . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:248-269.

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2015Is it worth issuing bonds in China? Evidence from stock market reactions. (2015). Klein, Paul-Olivier ; Weill, Laurent . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201601071000.

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2015Is it worth issuing bonds in China? Evidence from stock market reactions. (2015). Weill, Laurent ; Klein, Paul-Olivier . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2015_033.

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2015Is it worth issuing bonds in China? Evidence from stock market reactions. (2015). Weill, Laurent ; Klein, Paul-Olivier . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_033.

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2015Billions on the Sidewalk: Improving Savings by Reducing Investment Mistakes. (2015). Panizza, Ugo. In: IHEID Working Papers. RePEc:gii:giihei:heidwp18-2015.

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2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. (2015). Fry, John ; Cheah, Eng-Tuck . In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:32-36.

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2015Secular bipolar growth rate of the real US GDP per capita: implications for understanding past and future economic growth. (2015). Lera, Sandro ; Sornette, Didier . In: Papers. RePEc:arx:papers:1607.04136.

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2015Portfolio optimization in hedge funds by OGARCH and Markov Switching Model. (2015). Luo, Cuicui ; Wu, Lin-Liang Bill ; Seco, Luis . In: Omega. RePEc:eee:jomega:v:57:y:2015:i:pa:p:34-39.

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2015Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, Murad A.. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

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2015The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets. (2015). Karfakis, Costas . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:795-811.

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2015A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Proao, Christian . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691.

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2015Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161.

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2015Profitable momentum trading strategies for individual investors. (2015). Foltice, Bryan ; Langer, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:85-113.

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2015Sentiment in oil markets. (2015). Deeney, Peter ; Bermingham, Adam ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:179-185.

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2015Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective. (2015). Marczak, Martyna ; Beissinger, Thomas. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:062015.

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2015Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates. (2015). Siburg, Karl Friedrich ; Weiß, Gregor N. F., ; Stoimenov, Pavel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:54:y:2015:i:c:p:129-140.

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2015Local IPOs, local delistings, and the firm location premium. (2015). mengoli, stefano ; Carosi, Andrea ; BASCHIERI, GIULIA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:67-83.

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2015Bank Competition and Financial Stability: Much Ado About Nothing?. (2015). Zigraiova, Diana ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2015-1087.

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2015Bank Competition and Financial Stability: Much Ado about Nothing?. (2015). Zigraiova, Diana ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2015/02.

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2015Short-term options: Clienteles, market segmentation, and event trading. (2015). Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun ; Miao, Hong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:237-250.

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2015Speculative Influence Network during financial bubbles: application to Chinese Stock Markets. (2015). Lin, LI ; Sornette, Didier . In: Papers. RePEc:arx:papers:1510.08162.

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2015Testing the mixture of distributions hypothesis on target stocks. (2015). Kearney, Colm ; Carroll, Rachael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:1-14.

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2015Insurance development and the finance-growth nexus: Evidence from 34 OECD countries. (2015). Arvin, Mak ; Norman, Neville R ; Pradhan, Rudra P. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:1-22.

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2015Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error. (2015). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1510.04943.

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2015Portfolio optimization under expected shortfall: contour maps of estimation error. (2015). Kondor, Imre ; Caccioli, Fabio ; Papp, Gabor . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65096.

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2015Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas . In: Papers. RePEc:arx:papers:1409.8024.

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2015Markets, herding and response to external information. (2015). Carro, Adri'an ; San Miguel, Maxi ; Toral, Ra'ul . In: Papers. RePEc:arx:papers:1506.03708.

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2015Gender, style diversity, and their effect on fund performance. (2015). Caporale, Guglielmo Maria ; BABALOS, VASSILIOS ; Philippas, Nikolaos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:57-74.

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2015Capital Management and Leverage of Foreign Bank Subsidiaries in a Host Country: A Case in Hong Kong. (2015). Wong, Jim ; Ho, Kelvin ; Li, Ka-Fai . In: Working Papers. RePEc:hkm:wpaper:032015.

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2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

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2015Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:447-458.

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2015The determinants of global bank credit-default-swap spreads. (2015). HASAN, IFTEKHAR ; Zhang, Gaiyan ; Liuling, Liu . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_033.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Venture capital and the investment curve of young high-tech companies. (2015). Bertoni, Fabio ; Guerini, Massimiliano ; Croce, Annalisa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:159-176.

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2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

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2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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2015Statistical arbitrage pairs trading strategies: Review and outlook. (2015). Krauss, Christopher . In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:092015.

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Recent citations received in 2014
YearCiting document
2014The linkage between insurance activity and banking credit: Some evidence from dynamic analysis. (2014). Liu, Guanchun ; Yue, Yiding ; He, Lei ; Wang, Jiying . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:239-265.

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2014On the Sources of Heterogeneity in Banking Efficiency Literature. (2014). Bonanno, Graziella ; Aiello, Francesco. In: MPRA Paper. RePEc:pra:mprapa:58591.

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2014Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test. (2014). GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201443.

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2014Insurance and inclusive growth. (2014). Lester, Rodney . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6943.

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Recent citations received in 2013
YearCiting document
2013Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms. (2013). Mankaï, Selim ; Belgacem, Aymen ; Mankai, Selim . In: EconomiX Working Papers. RePEc:drm:wpaper:2013-24.

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2013Portfolio selection with skewness: A comparison of methods and a generalized one fund result. (2013). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter . In: European Journal of Operational Research. RePEc:eee:ejores:v:230:y:2013:i:2:p:412-421.

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2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428.

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2013On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies. (2013). Tamakoshi, Go ; Hamori, Shigeyuki. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:4:y:2013:i:1:p:46-53.

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2013The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry. (2013). Dionne, Georges. In: Cahiers de recherche. RePEc:lvl:lacicr:1337.

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2013Rationales for Corporate Risk Management - A Critical Literature Review. (2013). Monda, Barbara ; Modolin, Ileana ; Giorgino, Marco . In: MPRA Paper. RePEc:pra:mprapa:45420.

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2013Cash holdings of German open-end equity funds: Does ownership matter?. (2013). Weth, Mark ; Dotz, Niko . In: Discussion Papers. RePEc:zbw:bubdps:472013.

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Recent citations received in 2012
YearCiting document
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

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2012Incentive contracts in delegated portfolio management under VaR constraint. (2012). Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1679-1685.

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2012On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements. (2012). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-014.

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2012Hidden Liquidity: Determinants and Impact. (2012). Horst, Ulrich ; Cebiroglu, Gokhan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-023.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05.

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2012On the dark side of the market: Identifying and analyzing hidden order placements. (2012). Hautsch, Nikolaus ; Huang, Ruihong . In: CFS Working Paper Series. RePEc:zbw:cfswop:201204.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team