Citation analysis for Global Finance Journal / Elsevier

Global Finance Journal / Elsevier

0.41

Impact Factor

0.55

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		14	14			7	0		0		1 (14.3%)			0.04
1991		0.09			14				14		14		(%)			0.04
1992		0.09		11	25			48	14		14		2 (4.2%)			0.04
1993		0.1		9	34			25	11		25		5 (20%)			0.05
1994		0.11		15	49			16	20		34		2 (12.5%)			0.05
1995		0.2	0.06	12	61	3	0.05	12	24		49	3	(%)			0.07
1996	0.07	0.23	0.11	16	77	5	0.06	38	27	2	47	5	2 (5.3%)			0.09
1997		0.27	0.06	21	98	6	0.06	54	28		63	4	3 (5.6%)	1	0.05	0.09
1998		0.29	0.01	17	115	6	0.05	62	37		73	1	3 (4.8%)			0.1
1999	0.08	0.32	0.04	17	132	4	0.03	111	38	3	81	3	5 (4.5%)			0.13
2000		0.4		8	140	4	0.03	88	34		83		3 (3.4%)			0.15
2001	0.16	0.4	0.08	8	148	17	0.11	86	25	4	79	6	6 (7%)	1	0.13	0.15
2002	0.13	0.42	0.14	14	162	21	0.13	84	16	2	71	10	1 (1.2%)	1	0.07	0.18
2003	0.27	0.44	0.38	15	177	32	0.18	89	22	6	64	24	1 (1.1%)			0.19
2004	0.17	0.49	0.34	12	189	36	0.19	97	29	5	62	21	6 (6.2%)	2	0.17	0.2
2005	0.37	0.53	0.37	23	212	40	0.19	181	27	10	57	21	9 (5%)	2	0.09	0.21
2006	0.4	0.51	0.42	27	239	62	0.26	339	35	14	72	30	8 (2.4%)	1	0.04	0.2
2007	0.3	0.45	0.27	21	260	51	0.2	117	50	15	91	25	3 (2.6%)	2	0.1	0.18
2008	0.31	0.48	0.47	23	283	86	0.3	80	48	15	98	46	3 (3.8%)			0.2
2009	0.32	0.47	0.62	30	313	120	0.38	123	44	14	106	66	8 (6.5%)	2	0.07	0.19
2010	0.21	0.45	0.48	21	334	118	0.35	65	53	11	124	59	1 (1.5%)	1	0.05	0.16
2011	0.2	0.52	0.53	19	353	137	0.39	104	51	10	122	65	4 (3.8%)			0.2
2012	0.45	0.55	0.48	15	368	136	0.37	66	40	18	114	55	1 (1.5%)			0.2
2013	0.91	0.62	0.69	18	386	208	0.54	33	34	31	108	74	(%)			0.22
2014	0.58	0.64	0.61	17	403	246	0.61	22	33	19	103	63	2 (9.1%)	2	0.12	0.21
2015	0.49	0.69	0.82	20	423	227	0.54	28	35	17	90	74	2 (7.1%)	2	0.1	0.22
2016	0.41	0.85	0.55	17	440	237	0.54	24	37	15	89	49	(%)	8	0.47	0.26

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	2006	Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251. Full description at Econpapers \|\| Download paper	197
2	2011	Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55. Full description at Econpapers \|\| Download paper	56
3	2001	Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33. Full description at Econpapers \|\| Download paper	40
4	1999	Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81. Full description at Econpapers \|\| Download paper	39
5	2012	Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47. Full description at Econpapers \|\| Download paper	35
6	2002	Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91. Full description at Econpapers \|\| Download paper	34
7	2005	A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85. Full description at Econpapers \|\| Download paper	33
8	2005	An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280. Full description at Econpapers \|\| Download paper	33
9	2000	The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52. Full description at Econpapers \|\| Download paper	31
10	2006	Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammed ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104. Full description at Econpapers \|\| Download paper	30
11	1998	On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251. Full description at Econpapers \|\| Download paper	28
12	2003	State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82. Full description at Econpapers \|\| Download paper	25
13	2009	Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218. Full description at Econpapers \|\| Download paper	25
14	2010	Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Chiang, Thomas ; Li, Jiandong ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124. Full description at Econpapers \|\| Download paper	25
15	2000	The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Lee, Tsun-Siou ; Yeh, Yin-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149. Full description at Econpapers \|\| Download paper	25
16	2009	International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30. Full description at Econpapers \|\| Download paper	24
17	2004	International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137. Full description at Econpapers \|\| Download paper	24
18	2000	Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries. (2000). Christev, Atanas ; Noorbakhsh, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108. Full description at Econpapers \|\| Download paper	23
19	1999	Common stochastic trends and volatility in Asian-Pacific equity markets. (1999). Liu, Angela Y. ; Pan, Ming-Shiun ; Roth, Herbert J.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172. Full description at Econpapers \|\| Download paper	20
20	2004	Filtering the BEER: A permanent and transitory decomposition. (2004). MacDonald, Ronald ; CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56. Full description at Econpapers \|\| Download paper	19
21	2003	Determinants of emerging-market bond spreads: Cross-country evidence. (2003). Min, Hong-Ghi ; Nam, Changi ; Park, Myeong-Cheol ; Lee, Duk-Hee. In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286. Full description at Econpapers \|\| Download paper	19
22	2006	Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22. Full description at Econpapers \|\| Download paper	18
23	1998	Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204. Full description at Econpapers \|\| Download paper	18
24	2007	A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Huifang . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156. Full description at Econpapers \|\| Download paper	16
25	2006	Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91. Full description at Econpapers \|\| Download paper	16
26	1997	Performance, capital structure and home country: An analysis of Asian corporations. (1997). Moyer, Charles R. ; Krishnan, Sivarama V.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:1:p:129-143. Full description at Econpapers \|\| Download paper	15
27	2003	Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332. Full description at Econpapers \|\| Download paper	14
28	2005	Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hutson, Elaine ; Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387. Full description at Econpapers \|\| Download paper	14
29	1992	Portfolio diversification and the inter-temporal stability of international stock indices. (1992). Ratner, Mitchell . In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77. Full description at Econpapers \|\| Download paper	14
30	1997	Political instability and country risk. (1997). Rivoli, Pietra ; Brewer, Thomas L.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321. Full description at Econpapers \|\| Download paper	14
31	2007	Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15. Full description at Econpapers \|\| Download paper	14
32		Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83. Full description at Econpapers \|\| Download paper	14
33	2007	How important is participation of different venture capitalists in German IPOs?. (2007). Tykvova, Tereza ; Walz, Uwe . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378. Full description at Econpapers \|\| Download paper	13
34	1999	Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70. Full description at Econpapers \|\| Download paper	13
35	1992	Intervention and the foreign exchange risk premium: An empirical investigation of daily effects. (1992). Humpage, Owen ; Osterberg, William P.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50. Full description at Econpapers \|\| Download paper	13
36	2004	International transmission of uncertainty implicit in stock index option prices. (2004). Nikkinen, Jussi ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15. Full description at Econpapers \|\| Download paper	13
37	2004	Financial markets and the financing choice of firms: Evidence from developing countries. (2004). Mohtadi, Hamid ; Agarwal, Sumit. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70. Full description at Econpapers \|\| Download paper	12
38		The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Jeon, Bang ; Chiang, Thomas ; Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55. Full description at Econpapers \|\| Download paper	12
39	2007	The determinants of international financial integration. (2007). Vo, Xuan Vinh ; Daly, Kevin James . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250. Full description at Econpapers \|\| Download paper	12
40	2005	Country and size effects in financial ratios: A European perspective. (2005). Serrano-Cinca, Carlos ; Gallizo, Jose ; Gallizo Larraz, J. L., ; Molinero, Mar C.. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:26-47. Full description at Econpapers \|\| Download paper	11
41	2006	Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Paladino, Giovanna ; Cifarelli, Giulio. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263. Full description at Econpapers \|\| Download paper	11
42	2002	Corporate risk management: Costs and benefits. (2002). Fatemi, Ali ; Luft, Carl . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38. Full description at Econpapers \|\| Download paper	11
43	2004	Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). Laopodis, Nikiforos. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123. Full description at Econpapers \|\| Download paper	11
44	2009	Forecasting Value-at-Risk using high frequency data: The realized range model. (2009). Lian, Yu-Jun ; Yin, Lian-Qian ; Shao, Xi-Dong . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:128-136. Full description at Econpapers \|\| Download paper	10
45	1992	Evaluating country risk: A decision support approach. (1992). Zopounidis, Constantin ; Siskos, Yannis ; Cosset, Jean-Claude . In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:79-95. Full description at Econpapers \|\| Download paper	10
46	2011	A historical overview of financial crises in the United States. (2011). Shachmurove, Yochanan. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:217-231. Full description at Econpapers \|\| Download paper	10
47	2008	Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156. Full description at Econpapers \|\| Download paper	10
48	2006	Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches. (2006). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Yip, Angela Y. N., . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:136-154. Full description at Econpapers \|\| Download paper	10
49	2001	Chaotic behavior in national stock market indices: New evidence from the close returns test. (2001). McKenzie, Michael D.. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:35-53. Full description at Econpapers \|\| Download paper	10
50	1997	Co-movements of major European community stock markets: A vector autoregression analysis. (1997). Shachmurove, Yochanan ; Friedman, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277. Full description at Econpapers \|\| Download paper	10

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

#	Year	Title	Cited
1	2006	Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251. Full description at Econpapers \|\| Download paper	72
2	2011	Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55. Full description at Econpapers \|\| Download paper	27
3	2012	Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47. Full description at Econpapers \|\| Download paper	24
4	2010	Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Chiang, Thomas ; Li, Jiandong ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124. Full description at Econpapers \|\| Download paper	17
5	2009	Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218. Full description at Econpapers \|\| Download paper	15
6	1999	Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81. Full description at Econpapers \|\| Download paper	12
7	2005	An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280. Full description at Econpapers \|\| Download paper	11
8	1998	On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251. Full description at Econpapers \|\| Download paper	11
9	2006	Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammed ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104. Full description at Econpapers \|\| Download paper	10
10	2009	International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30. Full description at Econpapers \|\| Download paper	9
11	2006	Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches. (2006). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Yip, Angela Y. N., . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:136-154. Full description at Econpapers \|\| Download paper	8
12	2007	A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Huifang . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156. Full description at Econpapers \|\| Download paper	8
13	1997	Performance, capital structure and home country: An analysis of Asian corporations. (1997). Moyer, Charles R. ; Krishnan, Sivarama V.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:1:p:129-143. Full description at Econpapers \|\| Download paper	7
14	2003	State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82. Full description at Econpapers \|\| Download paper	7
15	1999	Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70. Full description at Econpapers \|\| Download paper	7
16	2007	Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83. Full description at Econpapers \|\| Download paper	6
17	2015	US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146. Full description at Econpapers \|\| Download paper	6
18	2011	Investor protection and international equity portfolio investments. (2011). Thapa, Chandra ; Poshakwale, Sunil S.. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:2:p:116-129. Full description at Econpapers \|\| Download paper	6
19	2008	The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Jeon, Bang ; Chiang, Thomas ; Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55. Full description at Econpapers \|\| Download paper	6
20	2002	Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91. Full description at Econpapers \|\| Download paper	6
21	2016	Intra-day realized volatility for European and USA stock indices. (2016). Floros, Christos ; Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:24-41. Full description at Econpapers \|\| Download paper	5
22	2007	Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15. Full description at Econpapers \|\| Download paper	5
23	2013	An empirical study of bank efficiency in China after WTO accession. (2013). Yin, Haiyan ; Yang, Jiawen ; Mehran, Jamshid . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:2:p:153-170. Full description at Econpapers \|\| Download paper	5
24	2004	Financial markets and the financing choice of firms: Evidence from developing countries. (2004). Mohtadi, Hamid ; Agarwal, Sumit. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70. Full description at Econpapers \|\| Download paper	5
25	2012	The performance of frequent acquirers: Evidence from emerging markets. (2012). al Rahahleh, Naseem ; Wei, Peihwang Philip . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:16-33. Full description at Econpapers \|\| Download paper	5
26	2007	The determinants of international financial integration. (2007). Vo, Xuan Vinh ; Daly, Kevin James . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250. Full description at Econpapers \|\| Download paper	5
27	2009	The impact of country risk ratings on U.S. firms in large cross-border acquisitions. (2009). Kiymaz, Halil . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:3:p:235-247. Full description at Econpapers \|\| Download paper	5
28	2016	Volatility spillovers between oil prices and the stock market under structural breaks. (2016). Ewing, Bradley ; Malik, Farooq . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:12-23. Full description at Econpapers \|\| Download paper	5
29	2013	Liquidity creation and bank capital structure in China. (2013). Lei, Adrian C. H., ; Song, Zhuoyun . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:3:p:188-202. Full description at Econpapers \|\| Download paper	5
30	2004	International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137. Full description at Econpapers \|\| Download paper	5
31	2000	The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52. Full description at Econpapers \|\| Download paper	5
32	2007	Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability. (2007). Darrat, Ali F. ; Kia, Amir . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:104-123. Full description at Econpapers \|\| Download paper	5
33	2007	Serial correlation in the Spanish Stock Market. (2007). Gil-Alana, Luis ; DePenya, Francisco J.. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:84-103. Full description at Econpapers \|\| Download paper	5
34	2009	Psychological barriers in European stock markets: Where are they?. (2009). Klein, Christian ; Dorfleitner, Gregor . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:268-285. Full description at Econpapers \|\| Download paper	4
35	1990	An empirical investigation of factors affecting cross-border acquisitions: the United States vs. United Kingdom experience. (1990). Vasconcellos, Geraldo M. ; Kish, Richard J. ; Madura, Jeff . In: Global Finance Journal. RePEc:eee:glofin:v:1:y:1990:i:3:p:173-189. Full description at Econpapers \|\| Download paper	4
36	2010	Structural breaks in the real exchange rate and real interest rate relationship. (2010). Nagayasu, Jun ; Byrne, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:2:p:138-151. Full description at Econpapers \|\| Download paper	4
37	2015	Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Treepongkaruna, Sirimon ; Do, Hung Xuan ; Brooks, Robert. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37. Full description at Econpapers \|\| Download paper	4
38	2001	Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33. Full description at Econpapers \|\| Download paper	4
39	2016	Islamic finance and economic growth: The Malaysian experience. (2016). Kassim, Salina. In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:66-76. Full description at Econpapers \|\| Download paper	4
40	2012	Money supply, interest rate, liquidity and share prices: A test of their linkage. (2012). Mohamad, Shamsher ; chung, tinfah ; Ariff, Mohamed ; M., Shamsher, . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:3:p:202-220. Full description at Econpapers \|\| Download paper	4
41	2004	Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). Laopodis, Nikiforos. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123. Full description at Econpapers \|\| Download paper	4
42	2004	International transmission of uncertainty implicit in stock index option prices. (2004). Nikkinen, Jussi ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15. Full description at Econpapers \|\| Download paper	4
43	2014	ISO certification, financial constraints, and firm performance in Latin American and Caribbean countries. (2014). Ullah, Barkat ; Wei, Zuobao ; Xie, Feixue . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:3:p:203-228. Full description at Econpapers \|\| Download paper	4
44	2006	Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Paladino, Giovanna ; Cifarelli, Giulio. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263. Full description at Econpapers \|\| Download paper	4
45	1992	Evaluating country risk: A decision support approach. (1992). Zopounidis, Constantin ; Siskos, Yannis ; Cosset, Jean-Claude . In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:79-95. Full description at Econpapers \|\| Download paper	4
46	2005	Corporate governance: Toward converging models?. (2005). Jeffers, Esther . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:2:p:221-232. Full description at Econpapers \|\| Download paper	4
47	2008	Which acquirers gain more, single or multiple? Recent evidence from the USA market. (2008). Ismail, Ahmad. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:72-84. Full description at Econpapers \|\| Download paper	4
48	2013	The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets. (2013). Lin, Chi-Tai ; Chen, Hsin-Fu . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:1:p:30-43. Full description at Econpapers \|\| Download paper	4
49	2006	Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91. Full description at Econpapers \|\| Download paper	4
50	2005	A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 15:

Year	Title
2016	Stock returns and economic forcesâAn empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65. Full description at Econpapers \|\| Download paper
2016	Financial Centres Index and GDP Growth. (2016). Esen, Sinan ; Gokmenoglu, Korhan . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:198-206. Full description at Econpapers \|\| Download paper
2016	Stock and currency market linkages: New evidence from realized spillovers in higher moments. (2016). Wu, Eliza ; Do, Hung Xuan ; Treepongkaruna, Sirimon ; Brooks, Robert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:167-185. Full description at Econpapers \|\| Download paper
2016	Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1607.08214. Full description at Econpapers \|\| Download paper
2016	Modeling Energy Prices with a Markov-Switching dynamic regression model: 2005-2015. (2016). Sariannidis, Nikolaos . In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:3:y:2016:i:1:p:11-28. Full description at Econpapers \|\| Download paper
2016	Oil price fluctuations and oil consuming sectors: An empirical analysis of Japan. (2016). Taghizadeh-Hesary, Farhad ; Kobayashi, Yoshikazu ; Rasoulinezhad, Ehsan . In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2016-002003. Full description at Econpapers \|\| Download paper
2016	Is financial sector development an engine of economic growth? evidence from India. (2016). Masih, Abul ; Ziaurrahman, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:72121. Full description at Econpapers \|\| Download paper
2016	A Global Perspective on the Sustainable Performance of Urbanization. (2016). Shuai, Chenyang ; Jiao, Liudan ; Shen, Liyin ; Song, Xiangnan ; Tan, Yongtao . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:783-:d:75823. Full description at Econpapers \|\| Download paper
2016	Institutional Determinants of Stock Market Development in European Union Transition Economies. (2016). Bayar, Yilmaz . In: Romanian Economic Journal. RePEc:rej:journl:v:19:y:2016:i:61:p:211-226. Full description at Econpapers \|\| Download paper
2016	Size and support ratings of US banks. (2016). Poghosyan, Tigran ; de Haan, Jakob ; Werger, Charlotte . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:236-247. Full description at Econpapers \|\| Download paper
2016	Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106. Full description at Econpapers \|\| Download paper
2016	Volatile oil and the U.S. economy. (2016). Gormus, Alper N ; Atinc, Guclu . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:50:y:2016:i:c:p:62-73. Full description at Econpapers \|\| Download paper
2016	Free cash flows and overinvestment: Further evidence from Chinese energy firms. (2016). Zhang, Dayong ; Kutan, Ali M ; Dickinson, David G ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:116-124. Full description at Econpapers \|\| Download paper
2016	Comparison of Value-at-Risk models using the MCS approach. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:2:d:10.1007_s00180-016-0646-6. Full description at Econpapers \|\| Download paper
2016	Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716. Full description at Econpapers \|\| Download paper
2016	Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1541. Full description at Econpapers \|\| Download paper
2016	Unpacking Resilience for Adaptation: Incorporating Practitionersâ Experiences through a Transdisciplinary Approach to the Case of Drought in Chile. (2016). Adler, Carolina ; Garreaud, Rene ; Aldunce, Paulina ; Borquez, Roxana ; Blanco, Gustavo . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:9:p:905-:d:77527. Full description at Econpapers \|\| Download paper
2016	Valuation Tools for Determining the Value of Assets: A Literature Review. (2016). Mohammad, Ali Naef . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:63-72. Full description at Econpapers \|\| Download paper
2016	Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. (2016). Degiannakis, Stavros ; Potamia, Artemis . In: MPRA Paper. RePEc:pra:mprapa:74670. Full description at Econpapers \|\| Download paper
2016	The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163. Full description at Econpapers \|\| Download paper
2016	A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; ZOU, LIN ; Li, Nasha . In: MPRA Paper. RePEc:pra:mprapa:80554. Full description at Econpapers \|\| Download paper
2016	Islamic Finance: Basic Principles and Contributions in Financing Economic. (2016). Daly, Saida ; Frikha, Mohamed . In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:7:y:2016:i:2:d:10.1007_s13132-014-0222-7. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Tracking error decomposition and return attribution for leveraged exchange traded funds. (2015). Marshall, John F ; Bansal, Vipul K. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:84-94. 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

Recent citations received in 2014

Year	Citing document
2014	How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; K. P., Prabheesh, ; Ahmed, Huson Ali . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:30:y:2014:i:c:p:44-61. Full description at Econpapers \|\| Download paper
2014	Factors Influencing IPO Decisions. Do Corporate Managers Use Market and Corporate Timing? A Survey. (2014). Adam, Szyszka . In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:42:y:2014:i:1:p:30-39:n:2. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	52
2	Global Finance Journal / Elsevier	19
3	Economic Modelling / Elsevier	18
4	Journal of International Financial Markets, Institutions and Money / Elsevier	18
5	Energy Economics / Elsevier	16
6	International Review of Financial Analysis / Elsevier	15
7	Research in International Business and Finance / Elsevier	12
8	International Review of Economics & Finance / Elsevier	12
9	Journal of Banking & Finance / Elsevier	10
10	Working Papers / Department of Research, Ipag Business School	10
11	Emerging Markets Review / Elsevier	9

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.