Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Working Paper / Research and Business Development Department, Borsa Istanbul


0.42

Impact Factor

0.3

5-Years IF

2

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 (%)0.06
19910.1000 (%)0.05
19920.11000 (%)0.06
19930.13000 (%)0.06
19940.14000 (%)0.07
19950.18000 (%)0.11
19960.23000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.36000 (%)0.18
20030.4000 (%)0.19
20040.42000 (%)0.18
20050.43000 (%)0.21
20060.46000 (%)0.19
20070.39000 (%)0.17
20080.4000 (%)0.17
20090.37000 (%)0.18
20100.34000 (%)0.15
20110.41000 (%)0.2
20120.4644100 (%)0.21
20130.491014244 (%)0.21
20140.070.550.07102410.0481411411 (12.5%)0.26
20150.150.580.1393360.1810203243 (%)30.330.26
20160.420.70.3134100.2911983310 (%)0.38
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
12015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525.

Full description at Econpapers || Download paper

8
2Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market. (2014). Sobaci, Cihat ; Erturk, Mutahhar ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1417.

Full description at Econpapers || Download paper

5
32012Interaction between Single Stock Futures and the Underlying Securities: A Cross-Country Analysis. (2012). Mutlu, Elif ; Arık, Evren. In: Working Paper. RePEc:bor:wpaper:1207.

Full description at Econpapers || Download paper

1
42015Dynamic Correlations and Portfolio Diversification between Islamic and Conventional Sector Equity Indexes. (2015). Şensoy, Ahmet ; Yoon, Seong-Min ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Paper. RePEc:bor:wpaper:1531.

Full description at Econpapers || Download paper

1
52015European Economic and Monetary Union Sovereign Debt Markets. (2015). Rostom, Ahmed ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1527.

Full description at Econpapers || Download paper

1
62014Effective Transfer Entropy Approach To Information Flow Between Exchange Rates And Stock Markets. (2014). Sobaci, Cihat ; Şensoy, Ahmet ; Alali, Fatih . In: Working Paper. RePEc:bor:wpaper:1414.

Full description at Econpapers || Download paper

1
72013How Much Random Does European Union Walk? A Time-Varying Long Memory Analysis. (2013). Tabak, Benjamin ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1312.

Full description at Econpapers || Download paper

1
82014Technology Upgrades in Emerging Equity Markets: Effects on Liquidity, Trading Activity and Volatility. (2014). Eraslan, Veysel ; Arık, Evren ; Yilmaz, Kemal M.. In: Working Paper. RePEc:bor:wpaper:1420.

Full description at Econpapers || Download paper

1
92013Effects Of Volatility Shocks On The Dynamic Linkages Between Exchange Rate, Interest Rate And The Stock Market: The Case Of Turkey. (2013). Sobaci, Cihat ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1310.

Full description at Econpapers || Download paper

1
102016Dynamic Efficiency of Stock Markets and Exchange Rates. (2016). Tabak, Benjamin ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1632.

Full description at Econpapers || Download paper

1
112014Inflation Dynamics and Business Cycles. (2014). Kal, Suleyman ; Arslaner, Ferhat. In: Working Paper. RePEc:bor:wpaper:1419.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525.

Full description at Econpapers || Download paper

8
22014Impact Of Short Selling Activity On Market Dynamics: Evidence From An Emerging Market. (2014). Sobaci, Cihat ; Erturk, Mutahhar ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1417.

Full description at Econpapers || Download paper

4

Citing documents used to compute impact factor 8:


YearTitle
2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

Full description at Econpapers || Download paper

2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397.

Full description at Econpapers || Download paper

2016How is Chinas coke price related with the world oil price? The role of extreme movements. (2016). Wu, Yanrui ; Guo, Yanfeng ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:22-33.

Full description at Econpapers || Download paper

2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

Full description at Econpapers || Download paper

2016A closer insight into the causality between short selling trades and volatility. (2016). Suer, Omur ; Yelkenci, Tezer . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:48-54.

Full description at Econpapers || Download paper

2016Accounting accruals, heterogeneous investor beliefs, and stock returns. (2016). Peng, Emma Y ; Yan, Meng . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:88-103.

Full description at Econpapers || Download paper

2016The 2011 European short sale ban: A cure or a curse?. (2016). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:115-131.

Full description at Econpapers || Download paper

2016Short selling constraints and stock returns volatility: Empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

Full description at Econpapers || Download paper

2015Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro. (2015). Wohlmann, Monika . In: Arbeitspapiere der FOM. RePEc:zbw:fomarb:55.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document

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 September, 5 2017. Contact: CitEc Team