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Quarterly Journal of Finance (QJF) / World Scientific Publishing Co. Pte. Ltd.

0.65

Impact Factor

0.65

5-Years IF

4

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
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.42000 (%)0.18
20030.44000 (%)0.18
20040.49000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.44000 (%)0.18
20080.470100 (%)0.2
20090.47000 (%)0.19
20100.44000 (%)0.16
20110.510100 (%)0.2
20120.560200 (%)0.21
20130.66181830.1723001 (4.3%)10.060.23
20140.110.670.11193750.14311821822 (6.5%)30.160.22
20150.650.820.652057270.476372437241 (16.7%)30.150.27
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
12013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350001-1-1350001-20.

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12
22014Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:p:1450015-1-1450015-50.

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7
32013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46.

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6
42014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450018-1-1450018-44.

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6
52014Blockholder Ownership and Corporate Control: The Role of Liquidity. (2014). Gerken, William ; Wil liam C. Gerken, . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450003-1-1450003-36.

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4
62014The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450014-1-1450014-53.

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4
72013Linear Beta Pricing with Inefficient Benchmarks. (2013). Diacogiannis, George ; Feldman, David . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350004-1-1350004-35.

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3
82014Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450004-1-1450004-42.

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2
92015The Structure and Pricing of Corporate Debt Covenants. (2015). Roberts, Michael R. ; Bradley, Michael . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:p:1550001-1-1550001-37.

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2
102014Do Local Investors Know More? Evidence from Mutual Fund Location and Investments. (2014). Sulaeman, Johan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450010-1-1450010-39.

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2
112014International Capital Flows and Bond Risk Premia. (2014). Sierra Jimenez, Jesus. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450001-1-1450001-36.

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2
122014Do Equity Markets Favor Credit Market News Over Options Market News?. (2014). Ostrovnaya, Anastasiya ; Berndt, Antje . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450006-1-1450006-51.

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1
132015Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005. (2015). Schaefer, Stephen ; Acharya, Viral V. ; Zhang, Yili . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:p:1550006-1-1550006-51.

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1
142013Distinguishing Rational and Behavioral Models of Momentum. (2013). li, dongmei. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:03:p:1350014-1-1350014-30.

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1
152014Incentives and Relative Wealth Concerns. (2014). Miglietta, Salvatore . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450013-1-1450013-34.

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1
162013Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: Evidence of Flight-to-Quality. (2013). Pagano, Michael S. ; Strother, Shawn T.. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:02:p:1350007-1-1350007-25.

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1
172015Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:p:1550020-01-1550020-38.

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1
182015Equity Trading in the 21st Century: An Update. (2015). Spatt, Chester S. ; Harris, Lawrence E. ; Angel, James J.. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:01:p:1550002-1-1550002-39.

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1
192015Location Specific Styles and US Venture Capital Contracting. (2015). Bengtsson, Ola . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:p:1550012-01-1550012-40.

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1
202014Interventions and Expected Exchange Rates in Emerging Market Economies. (2014). Garcia-Verdu, Santiago ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450002-1-1450002-34.

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1
212014The Welfare Implications of Health Capital Investment. (2014). Holland, Sara B.. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450007-1-1450007-27.

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1
222015Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:03:p:1550007-01-1550007-32.

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1

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

#YearTitleCited
12013A Tax-Based Estimate of the Elasticity of Intertemporal Substitution. (2013). . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350001-1-1350001-20.

Full description at Econpapers || Download paper

12
22014Why Are Put Options So Expensive?. (2014). Bondarenko, Oleg . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:03:p:1450015-1-1450015-50.

Full description at Econpapers || Download paper

7
32014Information Efficiency and Firm-Specific Return Variation. (2014). Kelly, Patrick. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450018-1-1450018-44.

Full description at Econpapers || Download paper

6
42013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46.

Full description at Econpapers || Download paper

5
52013Linear Beta Pricing with Inefficient Benchmarks. (2013). Diacogiannis, George ; Feldman, David . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350004-1-1350004-35.

Full description at Econpapers || Download paper

3
62015The Structure and Pricing of Corporate Debt Covenants. (2015). Roberts, Michael R. ; Bradley, Michael . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:02:p:1550001-1-1550001-37.

Full description at Econpapers || Download paper

2
72014The Dynamics of Bank Spreads and Financial Structure. (2014). Kok, Christoffer ; Gropp, Reint ; Lichtenberger, Jung-Duk . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:04:p:1450014-1-1450014-53.

Full description at Econpapers || Download paper

2
82014Realized Volatility, Liquidity, and Corporate Yield Spreads. (2014). Rossi, Marco . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:01:p:1450004-1-1450004-42.

Full description at Econpapers || Download paper

2
92014Do Local Investors Know More? Evidence from Mutual Fund Location and Investments. (2014). Sulaeman, Johan . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:04:y:2014:i:02:p:1450010-1-1450010-39.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 24:

YearTitle
2015Dissecting short-sale performance: Evidence from large position disclosures. (2015). Smajlbegovic, Esad ; Jank, Stephan . In: CFR Working Papers. RePEc:zbw:cfrwps:1515.

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2015Product Market Competition, Capital Constraints and Firm Growth. (2015). Kelly, Patrick ; Hunter, Delroy M. ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0215.

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2015Stock return synchronicity and the market response to analyst recommendation revisions. (2015). Hao, Wei ; Devos, Erik ; Wongchoti, Udomsak ; Prevost, Andrew K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:376-389.

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2015Learning, confidence, and option prices. (2015). Shaliastovich, Ivan . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:18-42.

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2015Generalized risk premia. (2015). Schneider, Paul . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:3:p:487-504.

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2015Anchoring Heuristic in Option Prices. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:66018.

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2015Anchoring and Adjustment Heuristic in Option Pricing. (2015). Siddiqi, Hammad . In: MPRA Paper. RePEc:pra:mprapa:68595.

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2015Alternative errors-in-variables models and their applications in finance research. (2015). Chen, Hong-Yi ; Lee, Alice C. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:213-227.

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2015Multiscale Systematic Risk: Empirical Evidence from Pakistan.. (2015). Hussain, Syed Jawad . In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:12:p:605-615.

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2015Industry information and the 52-week high effect. (2015). Jordan, Bradford ; Hong, Xin ; Liu, Mark H.. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:111-130.

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2015Indeterminacy and Sunspots in Two-Sector RBC Models with Generalized No-Income-Effect Preferences. (2015). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:1514.

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2015Indeterminacy and sunspots in two-sector RBC models with generalized no-income-effect preferences. (2015). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: Journal of Economic Theory. RePEc:eee:jetheo:v:157:y:2015:i:c:p:1056-1080.

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2015Intertemporal Substitutability, Risk Aversion and Asset Prices. (2015). Pépin, Dominique. In: Papers. RePEc:arx:papers:1505.07210.

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2015Subjective intertemporal substitution. (2015). topa, giorgio ; Tambalotti, Andrea ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:734.

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2015Intertemporal Substitutability, Risk Aversion and Asset Prices. (2015). Pepin, Dominique . In: Working Papers. RePEc:hal:wpaper:hal-01154266.

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2015Indeterminacy and Sunspots in Two-Sector RBC Models with Generalized No-Income-Effect Preferences. (2015). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: Working Papers. RePEc:hal:wpaper:halshs-01131411.

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2015Sunspot Fluctuations in Two-Sector Models: New Results with Additively-Separable Preferences. (2015). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: Working Papers. RePEc:hal:wpaper:halshs-01131425.

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2015The Choice Channel of Financial Innovation. (2015). Iachan, Felipe ; Simsek, Alp ; Nenov, Plamen T. In: NBER Working Papers. RePEc:nbr:nberwo:21686.

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2015Growth and Public Debt: What Are the Relevant Tradeoffs?. (2015). Venditti, Alain ; Seegmuller, Thomas ; Nourry, Carine ; Nishimura, Kazuo. In: Working Papers. RePEc:hal:wpaper:halshs-01269945.

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2015Growth and Public Debt: What Are the Relevant Tradeoffs?. (2015). Venditti, Alain ; Seegmuller, Thomas ; Nourry, Carine ; Nishimura, Kazuo. In: AMSE Working Papers. RePEc:aim:wpaimx:1606.

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2015Financial connectedness among European volatility risk premia. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:15112.

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2015The optimal corridor for implied volatility: From periods of calm to turmoil. (2015). Muzzioli, Silvia . In: Journal of Economics and Business. RePEc:eee:jebusi:v:81:y:2015:i:c:p:77-94.

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2015Towards a skewness index for the Italian stock market. (2015). Elyasiani, Elyas ; Muzzioli, Silvia ; Gambarelli, Luca . In: Department of Economics. RePEc:mod:depeco:0064.

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2015Volatility co-movements: A time-scale decomposition analysis. (2015). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda . In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Risk, illiquidity or marketability: What matters for the discounts on private equity placements?. (2015). Chen, Linda H. ; Juneja, Januj A. ; Jiang, George J. ; Dyl, Edward A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:57:y:2015:i:c:p:41-50.

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2015What do ads buy? Daily coverage of listed companies on the Italian press. (2015). GAMBARO, Marco ; Puglisi, Riccardo . In: European Journal of Political Economy. RePEc:eee:poleco:v:39:y:2015:i:c:p:41-57.

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2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

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Recent citations received in 2014
YearCiting document
2014U.S. Treasury Auction Yields Before and During Quantitative Easing: Market Factors vs.Auction Specific Factors. (2014). Mann, Catherine L. ; Klachkin, Oren . In: Working Papers. RePEc:brd:wpaper:67.

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2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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2014The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000044.

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Recent citations received in 2013
YearCiting document
2013The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia. In: Department of Economics (DEMB). RePEc:mod:dembwp:0029.

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10 most frequent citing series

#SeriesCites

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.

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