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Financial Markets and Portfolio Management / Springer


0.15

Impact Factor

0.33

5-Years IF

12

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
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.29000 (%)0.1
19990.32000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.42000 (%)0.18
20030.44000 (%)0.19
20040.495510.214004 (28.6%)0.2
20050.20.530.2202520.0865515119 (29.2%)10.050.21
20060.160.510.163358120.2114225425437 (26.1%)60.180.2
20070.250.450.223290240.271335313581321 (15.8%)40.130.18
20080.350.480.2919109310.28626523902610 (16.1%)30.160.2
20090.370.470.3926135450.337651191094210 (13.2%)30.120.19
20100.330.450.4328163580.367945151305612 (15.2%)10.040.16
20110.390.520.4928191850.455954211386810 (16.9%)10.040.2
20120.270.550.4825216890.41445615133645 (11.4%)50.20.2
20130.280.620.4320236910.39435315126543 (7%)30.150.22
20140.420.640.3720256890.35124519127471 (8.3%)10.050.21
20150.380.690.3920276860.3184015121473 (37.5%)30.150.22
20160.150.850.3325301840.287406113371 (14.3%)10.040.26
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:


#YearTitleCited
12007Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470.

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50
22006Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

Full description at Econpapers || Download paper

28
32007Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43.

Full description at Econpapers || Download paper

24
42011Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

Full description at Econpapers || Download paper

23
52008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

Full description at Econpapers || Download paper

20
62006Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471.

Full description at Econpapers || Download paper

19
72010Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29.

Full description at Econpapers || Download paper

19
82010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

Full description at Econpapers || Download paper

16
92009Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410.

Full description at Econpapers || Download paper

13
102009Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29.

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13
112012Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

Full description at Econpapers || Download paper

13
122006Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398.

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13
132006Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32.

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12
142006A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491.

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12
152005The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380.

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12
162009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

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12
172010Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

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11
182007Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292.

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11
192013Loan growth and bank risk: new evidence. (2013). Murcia, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379.

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10
202011Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

Full description at Econpapers || Download paper

10
212004Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381.

Full description at Econpapers || Download paper

9
222006Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18.

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9
232008Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217.

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9
242013The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429.

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8
252008Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167.

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8
262006Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151.

Full description at Econpapers || Download paper

8
272013Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215.

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8
282006The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

Full description at Econpapers || Download paper

8
292009Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103.

Full description at Econpapers || Download paper

8
302005Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

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8
312006Board Members and Company Value. (2006). Yermack, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47.

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8
322012Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215.

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7
332006Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118.

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7
342012Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59.

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7
352008Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90.

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7
362007Shareholder wealth gains through better corporate governance—The case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424.

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7
372010Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

Full description at Econpapers || Download paper

7
382005Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46.

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6
392009The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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6
402007The characteristics and development of the Swiss franc repurchase agreement market. (2007). Kraenzlin, Sébastien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261.

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6
412008Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258.

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6
422008The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126.

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6
432009The implementation of SNB monetary policy. (2009). Söderlind, Paul ; Ranaldo, Angelo ; Jordan, Thomas ; Soderlind, Paul . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359.

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6
442010Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135.

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5
452009Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399.

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5
462012Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Edelman, Daniel ; Fung, William ; Naik, Narayan ; Hsieh, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

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5
472010Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102.

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5
482011Beyond payoff diagrams: how to present risk and return characteristics of structured products. (2011). Wallmeier, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:313-338.

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5
492013Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148.

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5
502007Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352.

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5

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


#YearTitleCited
12011Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

Full description at Econpapers || Download paper

13
22006Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

Full description at Econpapers || Download paper

9
32008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

Full description at Econpapers || Download paper

9
42012Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38.

Full description at Econpapers || Download paper

9
52013Loan growth and bank risk: new evidence. (2013). Murcia, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379.

Full description at Econpapers || Download paper

7
62013Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215.

Full description at Econpapers || Download paper

7
72013The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429.

Full description at Econpapers || Download paper

6
82010Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29.

Full description at Econpapers || Download paper

6
92011Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

Full description at Econpapers || Download paper

6
102012Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215.

Full description at Econpapers || Download paper

5
112005The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380.

Full description at Econpapers || Download paper

5
122007Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43.

Full description at Econpapers || Download paper

5
132007Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324.

Full description at Econpapers || Download paper

4
142006Board Members and Company Value. (2006). Yermack, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47.

Full description at Econpapers || Download paper

4
152006The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

Full description at Econpapers || Download paper

4
162010Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135.

Full description at Econpapers || Download paper

4
172011Beyond payoff diagrams: how to present risk and return characteristics of structured products. (2011). Wallmeier, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:313-338.

Full description at Econpapers || Download paper

4
182010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

Full description at Econpapers || Download paper

4
192006Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471.

Full description at Econpapers || Download paper

3
202014Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361.

Full description at Econpapers || Download paper

3
212008Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217.

Full description at Econpapers || Download paper

3
222005Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

Full description at Econpapers || Download paper

3
232014Forecasting market turbulence using regime-switching models. (2014). Min, Aleksey ; Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164.

Full description at Econpapers || Download paper

3
242004Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381.

Full description at Econpapers || Download paper

3
252007An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166.

Full description at Econpapers || Download paper

3
262010Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

Full description at Econpapers || Download paper

3
272009Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410.

Full description at Econpapers || Download paper

3
282012Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Edelman, Daniel ; Fung, William ; Naik, Narayan ; Hsieh, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108.

Full description at Econpapers || Download paper

3
292012Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59.

Full description at Econpapers || Download paper

3
302013Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99.

Full description at Econpapers || Download paper

3
312006Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151.

Full description at Econpapers || Download paper

3
322009Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29.

Full description at Econpapers || Download paper

2
332009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242.

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2
342009Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103.

Full description at Econpapers || Download paper

2
352016Quantifying the components of the banks’ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3.

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2
362016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:p:63-94.

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2
372012VIX changes and derivative returns on FOMC meeting days. (2012). Mauck, Nathan ; Chen, Denghui ; Krieger, Kevin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:315-331.

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2
382013Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148.

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2
392006Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398.

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2
402010Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

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2
412013Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297.

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2
422007Shareholder wealth gains through better corporate governance—The case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424.

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2
432016(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:d:10.1007_s11408-016-0262-z.

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2
442014(Un)skilled leveraged trading of retail investors. (2014). Weinhardt, Christof ; Meyer, Stephan ; Schroff, Sebastian . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:111-138.

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2
452014The systematic risk of corporate bonds: default risk, term risk, and index choice. (2014). Klein, Christian ; Stellner, Christoph . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:1:p:29-61.

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2
462010Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102.

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2
472015The impact of ECB crisis measures on euro-area CDS spreads. (2015). Gerlach-Kristen, Petra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:149-168.

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2
482012Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141.

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2
492009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

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2
502007Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352.

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2

Citing documents used to compute impact factor 6:


YearTitle
2016Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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2016Price formation, market quality and the effects of reduced latency in the very short run. (2016). Bank, Matthias ; Baumann, Ralf H. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:629-645.

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2016Pricing effects when competitors arrive: The case of discount certificates in Germany. (2016). Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:84-99.

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2016Market makers’ optimal price-setting policy for exchange-traded certificates. (2016). Wilkens, Marco ; Entrop, Oliver ; Baller, Stefanie ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:206-226.

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2016Inflation Protected Investment Strategies. (2016). Mahlstedt, Mirco ; Zagst, Rudi . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:9-:d:66628.

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2016Inflation Protected Investment Strategies. (2016). Mahlstedt, Mirco ; Zagst, Rudi . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:9:d:66628.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634.

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Recent citations received in 2015

YearCiting document
2015Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures. (2015). Karoui, Aymen ; Meier, Iwan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:1-20.

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2015A note on sorting bias correction in regression-based mutual fund tournament tests. (2015). Karoui, Aymen ; Meier, Iwan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:21-29.

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2015European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8.

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Recent citations received in 2014

YearCiting document
2014Corporate sustainability in asset pricing models and mutual funds performance measurement. (2014). Lopatta, Kerstin ; Walker, Thomas ; Kaspereit, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:363-407.

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Recent citations received in 2013

YearCiting document
2013Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa. (2013). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010977.

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2013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

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2013Momentum and macroeconomic state variables. (2013). Scherer, Bernd ; Kessler, Stephan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:335-363.

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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, 1st 2017. Contact: CitEc Team