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!!

Review of Quantitative Finance and Accounting / Springer


0.38

Impact Factor

0.42

5-Years IF

18

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
19950.2252510.0430002 (6.7%)10.040.07
19960.080.230.08396440.069025225213 (14.4%)0.09
19970.273296119646415 (12.6%)0.09
19980.080.290.062812470.0615271696620 (13.2%)0.1
19990.080.320.0844168120.072236051241020 (9%)20.050.13
20000.080.40.0740208120.061737261681123 (13.3%)10.030.15
20010.10.40.0739247170.071598481831227 (17%)10.030.15
20020.080.420.1339286280.11177961832330 (25.6%)10.030.18
20030.10.440.1738324400.121437881903222 (15.4%)10.030.19
20040.090.490.1438362420.121597772002826 (16.4%)0.2
20050.080.530.1240402500.121277661942434 (26.8%)0.21
20060.060.510.1240442660.151627851942349 (30.2%)0.2
20070.250.450.24404821040.2212680201954737 (29.4%)20.050.18
20080.190.480.23405221200.2316580151964534 (20.6%)10.030.2
20090.190.470.28355571290.2315380151985525 (16.3%)20.060.19
20100.240.450.25496061440.2412275181954940 (32.8%)20.040.16
20110.260.520.38486542010.3112184222047733 (27.3%)0.2
20120.20.550.33497031930.279697192127146 (47.9%)20.040.2
20130.250.620.42647672240.2911897242219238 (32.2%)70.110.22
20140.420.640.51648313170.38931134824512534 (36.6%)120.190.21
20150.30.690.36648953370.3843128392749917 (39.5%)50.080.22
20160.380.850.42969913850.39311284828912111 (35.5%)60.060.26
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
11999Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.. (1999). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35.

Full description at Econpapers || Download paper

87
21998The Event Study Methodology since 1969.. (1998). Binder, John J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37.

Full description at Econpapers || Download paper

67
32008International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis. (2008). Pasiouras, Fotios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223.

Full description at Econpapers || Download paper

44
42006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis. (2006). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438.

Full description at Econpapers || Download paper

36
52009Oil prices and transport sector returns: an international analysis. (2009). Brooks, Robert ; Nandha, Mohan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409.

Full description at Econpapers || Download paper

30
62009Corporate governance and firm operating performance. (2009). Brown, Lawrence ; Caylor, Marcus . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:129-144.

Full description at Econpapers || Download paper

27
72003Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.. (2003). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80.

Full description at Econpapers || Download paper

27
82009Corporate social responsibility and financial performance: the “virtuous circle” revisited. (2009). Nelling, Edward ; Webb, Elizabeth . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:197-209.

Full description at Econpapers || Download paper

26
91999Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets.. (1999). Ojah, Kalu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88.

Full description at Econpapers || Download paper

26
102001Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model.. (2001). Doong, Shuh-Chyi ; Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18.

Full description at Econpapers || Download paper

26
111998Information Asymmetry around Earnings Announcements.. (1998). Yohn, Teri Lombardi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82.

Full description at Econpapers || Download paper

25
122001Value Relevance of Nonfinancial Information: The Case of Patent Data.. (2001). Hirschey, Mark ; Richardson, Vernon J ; Scholz, Susan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35.

Full description at Econpapers || Download paper

24
132007A robust VaR model under different time periods and weighting schemes. (2007). Degiannakis, Stavros ; Angelidis, Timotheos ; Benos, Alexandros . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201.

Full description at Econpapers || Download paper

20
142004Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations. (2004). Lin, Bor-Jing ; Huang, Yu Chuan ; Yu Chuan Huang, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95.

Full description at Econpapers || Download paper

19
152001Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions.. (2001). Yang, Dong-Hoon ; Lobo, Gerald J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50.

Full description at Econpapers || Download paper

19
162000Managerial Ownership and Accounting Disclosures: An Empirical Study.. (2000). Gelb, David S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:169-85.

Full description at Econpapers || Download paper

19
171996Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics.. (1996). Wasley, Charles E ; Campbell, Cynthia J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26.

Full description at Econpapers || Download paper

18
182007The empirical relationship between ownership characteristics and audit fees. (2007). Deis, Donald ; Mitra, Santanu ; Hossain, Mahmud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285.

Full description at Econpapers || Download paper

18
191999Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study.. (1999). barnes, paul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301.

Full description at Econpapers || Download paper

18
202011Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

Full description at Econpapers || Download paper

18
212006Shareholder rights, financial disclosure and the cost of equity capital. (2006). cheng, cheng ; Huang, Henry ; Collins, Denton . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:2:p:175-204.

Full description at Econpapers || Download paper

18
222000Information Asymmetry and Earnings Management: Some Evidence.. (2000). Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:325-47.

Full description at Econpapers || Download paper

17
232006The joint determination of audit fees, non-audit fees, and abnormal accruals. (2006). Gordon, Elizabeth ; Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266.

Full description at Econpapers || Download paper

16
242002The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.. (2002). Gu, Anthony Yanxiang ; Finnerty, Joseph . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37.

Full description at Econpapers || Download paper

16
252001The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher.. (2001). Grice, John Stephen ; Dugan, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:2:p:151-66.

Full description at Econpapers || Download paper

16
26The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility.. (2000). Pruitt, Stephen ; van Ness, Bonnie F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:2:p:153-67.

Full description at Econpapers || Download paper

15
271997The Relation between Patent Citations and Tobins Q in the Semiconductor Industry.. (1997). Klock, Mark ; Shane, Hilary. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46.

Full description at Econpapers || Download paper

15
281999Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology.. (1999). Theodossiou, Panayiotis ; Kahya, Emel . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45.

Full description at Econpapers || Download paper

14
292005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:4:p:343-357.

Full description at Econpapers || Download paper

14
301997Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields.. (1997). zhang, hua ; Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81.

Full description at Econpapers || Download paper

14
312008Can corporate governance save distressed firms from bankruptcy? An empirical analysis. (2008). Fich, Eliezer ; Slezak, Steve. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:225-251.

Full description at Econpapers || Download paper

14
321997Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach.. (1997). Seyhun, Nejat H ; Bernard, Victor L. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:17-34.

Full description at Econpapers || Download paper

14
332001Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications.. (2001). Li, Shanling . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:2:p:149-70.

Full description at Econpapers || Download paper

13
342000The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods.. (2000). Cheng, C S Agnes, ; McNamara, Ray . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70.

Full description at Econpapers || Download paper

13
352014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

Full description at Econpapers || Download paper

13
362000Does Trading Volume Contain Information to Predict Stock Returns? Evidence from Chinas Stock Markets.. (2000). Rui, Oliver ; Lee, Cheng F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:14:y:2000:i:4:p:341-60.

Full description at Econpapers || Download paper

13
372005A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107.

Full description at Econpapers || Download paper

13
382000Voluntary Causal Disclosures: Tendencies and Capital Market Reaction.. (2000). Hassell, John M ; Hillison, William A ; Baginski, Stephen P. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:371-89.

Full description at Econpapers || Download paper

13
392013Are oil, gold and the euro inter-related? Time series and neural network analysis. (2013). Malliaris, Anastasios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:40:y:2013:i:1:p:1-14.

Full description at Econpapers || Download paper

12
402008Executive pay dispersion, corporate governance, and firm performance. (2008). Lev, Baruch ; Lee, Kin ; Yeo, Gillian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:3:p:315-338.

Full description at Econpapers || Download paper

12
412010Dynamic linkages between monetary policy and the stock market. (2010). Laopodis, Nikiforos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:271-293.

Full description at Econpapers || Download paper

12
421997Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money.. (1997). Robinson, Chris ; Milevsky, Moshe Arye ; Ho, Kwok . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70.

Full description at Econpapers || Download paper

12
432010Executive compensation, earnings management and shareholder litigation. (2010). Wu, Yan Wendy ; Jones, Robert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:1:p:1-20.

Full description at Econpapers || Download paper

12
442008Board size and firm performance: the moderating effects of the market for corporate control. (2008). Cheng, Shijun ; Evans, John ; Nagarajan, Nandu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:31:y:2008:i:2:p:121-145.

Full description at Econpapers || Download paper

12
452009Forecasting time-varying covariance with a range-based dynamic conditional correlation model. (2009). Chou, Ray ; Wu, Chun-Chou ; Liu, Nathan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:327-345.

Full description at Econpapers || Download paper

12
462002Estimating Beta.. (2002). Yitzhaki, Shlomo ; Shalit, Haim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118.

Full description at Econpapers || Download paper

12
472011Momentum trading, mean reversal and overreaction in Chinese stock market. (2011). Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323.

Full description at Econpapers || Download paper

11
482007Disclosure and the cost of equity in international cross-listing. (2007). Weaver, Daniel ; Eaton, Tim ; Nofsinger, John . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24.

Full description at Econpapers || Download paper

11
492003Ranking Journals Using Social Science Research Network Downloads.. (2003). Brown, Lawrence D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:3:p:291-307.

Full description at Econpapers || Download paper

11
501999Review of Categorical Models for Classification Issues in Accounting and Finance.. (1999). McDonald, James ; Barniv, Ran . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62.

Full description at Econpapers || Download paper

11

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


#YearTitleCited
11998The Event Study Methodology since 1969.. (1998). Binder, John J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:111-37.

Full description at Econpapers || Download paper

26
22008International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis. (2008). Pasiouras, Fotios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:187-223.

Full description at Econpapers || Download paper

17
31999Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter.. (1999). Simonato, Jean-Guy ; Duan, Jin-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:13:y:1999:i:2:p:111-35.

Full description at Econpapers || Download paper

14
42009Corporate governance and firm operating performance. (2009). Brown, Lawrence ; Caylor, Marcus . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:129-144.

Full description at Econpapers || Download paper

11
52011Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

Full description at Econpapers || Download paper

10
61998Information Asymmetry around Earnings Announcements.. (1998). Yohn, Teri Lombardi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82.

Full description at Econpapers || Download paper

10
72009Corporate social responsibility and financial performance: the “virtuous circle” revisited. (2009). Nelling, Edward ; Webb, Elizabeth . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:32:y:2009:i:2:p:197-209.

Full description at Econpapers || Download paper

10
82000Information Asymmetry and Earnings Management: Some Evidence.. (2000). Richardson, Vernon J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:15:y:2000:i:4:p:325-47.

Full description at Econpapers || Download paper

10
92009Oil prices and transport sector returns: an international analysis. (2009). Brooks, Robert ; Nandha, Mohan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:393-409.

Full description at Econpapers || Download paper

10
102011Momentum trading, mean reversal and overreaction in Chinese stock market. (2011). Wu, Yangru. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323.

Full description at Econpapers || Download paper

9
112008Can corporate governance save distressed firms from bankruptcy? An empirical analysis. (2008). Fich, Eliezer ; Slezak, Steve. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:2:p:225-251.

Full description at Econpapers || Download paper

9
122001Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions.. (2001). Yang, Dong-Hoon ; Lobo, Gerald J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50.

Full description at Econpapers || Download paper

9
132006The impact of bank regulations, supervision, market structure, and bank characteristics on individual bank ratings: A cross-country analysis. (2006). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:4:p:403-438.

Full description at Econpapers || Download paper

9
142010Dynamic linkages between monetary policy and the stock market. (2010). Laopodis, Nikiforos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:271-293.

Full description at Econpapers || Download paper

8
152013Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy. (2013). Wei, Gregor . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:2:p:179-202.

Full description at Econpapers || Download paper

8
162001Value Relevance of Nonfinancial Information: The Case of Patent Data.. (2001). Hirschey, Mark ; Richardson, Vernon J ; Scholz, Susan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:223-35.

Full description at Econpapers || Download paper

8
172006The joint determination of audit fees, non-audit fees, and abnormal accruals. (2006). Gordon, Elizabeth ; Antle, Rick ; Zhou, Ling ; Narayanamoorthy, Ganapathi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:27:y:2006:i:3:p:235-266.

Full description at Econpapers || Download paper

7
182001Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model.. (2001). Doong, Shuh-Chyi ; Chiang, Thomas. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18.

Full description at Econpapers || Download paper

7
191996Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics.. (1996). Wasley, Charles E ; Campbell, Cynthia J. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:6:y:1996:i:3:p:309-26.

Full description at Econpapers || Download paper

7
202015Dynamic stock–bond return correlations and financial market uncertainty. (2015). Yang, Sheng-Yung ; Chiang, Thomas ; Li, Jiandong . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:1:p:59-88.

Full description at Econpapers || Download paper

7
212014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

Full description at Econpapers || Download paper

7
222010Executive compensation, supervisory board, and China’s governance reform: a legal approach perspective. (2010). Jia, Chunxin ; Wu, Zhenyu ; Li, Yuanshun ; Ding, Shujun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:4:p:445-471.

Full description at Econpapers || Download paper

6
232013Oil and stock market activity when prices go up and down: the case of the oil and gas industry. (2013). Akhigbe, Aigbe ; Bugshan, Turki ; Al-Khyal, Tawfeek ; Mohanty, Sunil . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:2:p:253-272.

Full description at Econpapers || Download paper

6
242007A robust VaR model under different time periods and weighting schemes. (2007). Degiannakis, Stavros ; Angelidis, Timotheos ; Benos, Alexandros . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:2:p:187-201.

Full description at Econpapers || Download paper

5
252013Did institutions herd during the internet bubble?. (2013). Singh, Vivek. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:3:p:513-534.

Full description at Econpapers || Download paper

5
262004The Reversing Weekend Effect: Evidence from the U.S. Equity Markets. (2004). Gu, Anthony Yanxiang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:1:p:5-14.

Full description at Econpapers || Download paper

5
272006Earnings forecast disclosure regulation and earnings management: evidence from Taiwan IPO firms. (2006). Jaggi, Bikki ; Lee, Picheng ; Lin, Hsiou-Wei William ; Chin, Chen-Lung . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:26:y:2006:i:3:p:275-299.

Full description at Econpapers || Download paper

5
282014A reduced lattice model for option pricing under regime-switching. (2014). Costabile, Massimo ; Leccadito, Arturo ; Massabo, Ivar ; Russo, Emilio . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:667-690.

Full description at Econpapers || Download paper

5
292008Executive pay dispersion, corporate governance, and firm performance. (2008). Lev, Baruch ; Lee, Kin ; Yeo, Gillian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:3:p:315-338.

Full description at Econpapers || Download paper

5
302003Trade-Off Model of Debt Maturity Structure.. (2003). Jen, Frank C ; Jun, Sang-Gyung. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:5-34.

Full description at Econpapers || Download paper

5
312008Stock returns and expected inflation: evidence from an asymmetric test specification. (2008). Kolluri, Bharat ; Wahab, Mahmoud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:30:y:2008:i:4:p:371-395.

Full description at Econpapers || Download paper

5
322014Underpricing of homecoming A-share IPOs by Chinese firms already listed abroad. (2014). Wu, Congsheng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:3:p:627-649.

Full description at Econpapers || Download paper

5
332010A jump diffusion model for VIX volatility options and futures. (2010). Markellos, Raphael ; Psychoyios, Dimitris ; Dotsis, George . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:35:y:2010:i:3:p:245-269.

Full description at Econpapers || Download paper

5
342002The Evolution of Market Efficiency: 103 Years Daily Data of the Dow.. (2002). Gu, Anthony Yanxiang ; Finnerty, Joseph . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:18:y:2002:i:3:p:219-37.

Full description at Econpapers || Download paper

5
352014Bilateral internal debt financing and tax planning of multinational firms. (2014). Wamser, Georg ; Overesch, Michael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:191-209.

Full description at Econpapers || Download paper

5
362016Motives for corporate cash holdings: the CEO optimism effect. (2016). Huang, Winifred ; Huang-Meier, Winifred ; Steeley, James M ; Lambertides, Neophytos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0517-1.

Full description at Econpapers || Download paper

5
372014A simple correction of the WACC discount rate for default risk and bankruptcy costs. (2014). Koziol, Christian . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:653-666.

Full description at Econpapers || Download paper

5
382014Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index. (2014). Li, Boya ; Biktimirov, Ernest . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:1:p:95-122.

Full description at Econpapers || Download paper

5
392013Are oil, gold and the euro inter-related? Time series and neural network analysis. (2013). Malliaris, Anastasios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:40:y:2013:i:1:p:1-14.

Full description at Econpapers || Download paper

5
402007The empirical relationship between ownership characteristics and audit fees. (2007). Deis, Donald ; Mitra, Santanu ; Hossain, Mahmud . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:28:y:2007:i:3:p:257-285.

Full description at Econpapers || Download paper

5
412003Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions.. (2003). Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80.

Full description at Econpapers || Download paper

5
422010Chinese IPO activity, pricing, and market cycles. (2010). Zhou, Janet . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:34:y:2010:i:4:p:483-503.

Full description at Econpapers || Download paper

5
431997Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management.. (1997). Wu, Chunchi ; Ho, Shih-Jen Kathy . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:9:y:1997:i:1:p:71-88.

Full description at Econpapers || Download paper

4
442009The effect of earnings quality and country-level institutions on the value relevance of earnings. (2009). Emanuel, David ; Cahan, Steven ; Sun, Jerry . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:33:y:2009:i:4:p:371-391.

Full description at Econpapers || Download paper

4
452014Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Ozkan, Aydin ; Arslan-Ayaydin, Ozgur ; Florackis, Chris . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250.

Full description at Econpapers || Download paper

4
462008Are candlestick technical trading strategies profitable in the Japanese equity market?. (2008). Young, Martin ; Marshall, Ben ; Cahan, Rochester. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:31:y:2008:i:2:p:191-207.

Full description at Econpapers || Download paper

4
472011The value relevance of IFRS in the European banking industry. (2011). Silipo, Damiano ; Agostino, Mariarosaria ; Drago, Danilo . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:36:y:2011:i:3:p:437-457.

Full description at Econpapers || Download paper

4
482004Bid-Ask Spreads and Institutional Ownership. (2004). Fehle, Frank . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:22:y:2004:i:4:p:275-292.

Full description at Econpapers || Download paper

4
492013Accounting research in the Asia–Pacific region: an update. (2013). Zhang, Feida ; Chan, Kam ; Tong, Jamie . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:4:p:675-694.

Full description at Econpapers || Download paper

4
502013Pairwise X-efficiency combinations of merging banks: analysis of the fifth merger wave. (2013). Al-Khasawneh, Jamal. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:41:y:2013:i:1:p:1-28.

Full description at Econpapers || Download paper

4

Citing documents used to compute impact factor 48:


YearTitle
2016Are real options a missing piece in the diversification-value puzzle?. (2016). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:261-271.

Full description at Econpapers || Download paper

2016How do banks make the trade-offs among risks? The role of corporate governance. (2016). Chen, Hsiao-Jung ; Lin, Kuan-Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s39-s69.

Full description at Econpapers || Download paper

2016Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

Full description at Econpapers || Download paper

2016Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:260-275.

Full description at Econpapers || Download paper

2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

Full description at Econpapers || Download paper

2016Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Lao, LanJun ; Chiang, Thomas C ; Xue, Qingfeng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

Full description at Econpapers || Download paper

2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

Full description at Econpapers || Download paper

2016Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?. (2016). Fuertes, Ana-Maria ; Fernandez-Rodriguez, Fernando . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:695-715.

Full description at Econpapers || Download paper

2016Intraday jumps and trading volume: a nonlinear Tobit specification. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo ; Louhichi, Wael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0.

Full description at Econpapers || Download paper

2016The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model. (2016). Hudson, Robert ; el Kalak, Izidin . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:135-145.

Full description at Econpapers || Download paper

2016Liquidity, liquidity risk, and information flow: Lessons from an emerging market. (2016). Ftiti, Zied ; Tissaoui, Kais . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:28-48.

Full description at Econpapers || Download paper

2016Directors and officers liability insurance and stock price crash risk. (2016). Sun, Jian ; Cao, Feng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:173-192.

Full description at Econpapers || Download paper

2016Economic growth potential creating a real put and the resulting valuation of the firm. (2016). Wang, Xiaoli ; Zhang, Jingfeng ; Chen, Ren Raw ; Long, Michael S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0507-3.

Full description at Econpapers || Download paper

2016The impact of SEC investigations and accounting and auditing enforcement releases on firms’ cost of equity capital. (2016). Nicholls, Curtis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0494-9.

Full description at Econpapers || Download paper

2016Group affiliation and earnings management of Asian IPO issuers. (2016). Kouwenberg, Roy ; Thontirawong, Pipat . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0524-2.

Full description at Econpapers || Download paper

2016Venture capitalist participation and the performance of Chinese IPOs. (2016). Otchere, Isaac ; Na, AN. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:226-245.

Full description at Econpapers || Download paper

2016Stock prices, dividends, earnings, and investor sentiment. (2016). Baek, Chung . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0530-4.

Full description at Econpapers || Download paper

2016Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift. (2016). McGuinness, Paul B. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:70-83.

Full description at Econpapers || Download paper

2016A PIN per day shows what news convey: the intraday probability of informed trading. (2016). Aitken, Michael ; Wiegand, Ingo ; Poppe, Thomas ; Schiereck, Dirk . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0535-z.

Full description at Econpapers || Download paper

2016Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance. (2016). McGuinness, Paul B. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0470-4.

Full description at Econpapers || Download paper

2016Sneaking in the back door? An evaluation of reverse mergers and IPOs. (2016). Pollard, Troy . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0502-8.

Full description at Econpapers || Download paper

2016Venture capital investors and foreign listing choices of Chinese companies. (2016). Cheng, Cheng ; Schwienbacher, Armin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:42-67.

Full description at Econpapers || Download paper

2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

Full description at Econpapers || Download paper

2016Excess of the PBO over the ABO and hard pension freezes. (2016). Yu, Kun . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0487-8.

Full description at Econpapers || Download paper

2016Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling. (2016). Khoja, Layla ; Jayasekera, Ranadeva ; Chipulu, Maxwell . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0476-y.

Full description at Econpapers || Download paper

2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

Full description at Econpapers || Download paper

2016Financing ?exibility: the case of outsourcing. (2016). moretto, michele ; Di Corato, Luca ; Rossini, Gianpaolo . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0206.

Full description at Econpapers || Download paper

2016The association between integrated reporting and firm valuation. (2016). Yeo, Gillian Hian-Heng ; Lee, Kin-Wai . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0536-y.

Full description at Econpapers || Download paper

2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

Full description at Econpapers || Download paper

2016Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:376-387.

Full description at Econpapers || Download paper

2016Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market. (2016). Nguyen, Duc Khuong ; Vidal-Garcia, Javier . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-014-0488-7.

Full description at Econpapers || Download paper

2016Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions. (2016). Chen, Wei-Kuang ; Lin, Ching-Ting . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:36-48.

Full description at Econpapers || Download paper

2016Short-horizon event study estimation with a STAR model and real contaminated events. (2016). Savva, Christos ; Andreou, Panayiotis C ; Louca, Christodoulos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0515-3.

Full description at Econpapers || Download paper

2016CAR associated with SEO share lockups: Real or illusionary?. (2016). Chong, Beng ; Liu, Zhenbin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0510-8.

Full description at Econpapers || Download paper

2016Dodd–Frank and risk in the financial services industry. (2016). Akhigbe, Aigbe ; Whyte, Ann Marie ; Martin, Anna D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0506-4.

Full description at Econpapers || Download paper

2016Does free cash flow problem contribute to excess stock return synchronicity?. (2016). Jiang, LI ; Cheung, William . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:p:123-140.

Full description at Econpapers || Download paper

2016Does free cash flow problem contribute to excess stock return synchronicity?. (2016). Cheung, William Mingyan ; Jiang, LI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0464-2.

Full description at Econpapers || Download paper

2016Identifying firms tax loss carry-forward status: The accuracy of database-ariven methods. (2016). Rechbauer, Martina . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:201.

Full description at Econpapers || Download paper

2016Steuervermeidung multinationaler Unternehmen. (2016). Michael, Overesch . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:17:y:2016:i:2:p:129-143:n:6.

Full description at Econpapers || Download paper

2016Tail risk spillovers and corporate cash holdings. (2016). Chiu, Wan-Chien ; Pea, Juan Ignacio ; Wang, Chih-Wei . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:30-48.

Full description at Econpapers || Download paper

2016Stock options: From backdating to spring loading. (2016). Bianchi, Giuliano . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:215-221.

Full description at Econpapers || Download paper

2016Explaining the volatility smile: non-parametric versus parametric option models. (2016). Lin, Hsuan-Chu ; Palmon, Oded ; Chen, Ren-Raw . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0491-z.

Full description at Econpapers || Download paper

2016Alternative methods to derive option pricing models: review and comparison. (2016). Lee, Cheng-Few. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0505-5.

Full description at Econpapers || Download paper

2016Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions. (2016). Elyasiani, Elyas ; Ruggieri, Alessio ; Muzzioli, Silvia . In: Department of Economics. RePEc:mod:depeco:0099.

Full description at Econpapers || Download paper

2016The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns. (2016). Jenkins, Nicole Thorne ; Wang, Juan ; Kimbrough, Michael D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0484-y.

Full description at Econpapers || Download paper

2016.

Full description at Econpapers || Download paper

2016Insider sales based on short-term earnings information. (2016). Milian, Jonathan A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:1:d:10.1007_s11156-014-0496-7.

Full description at Econpapers || Download paper

2016The Sound of Silence: equilibrium filtering and optimal censoring in financial markets. (2016). Gietzmann, Miles B ; Ostaszewski, Adam J. In: Papers. RePEc:arx:papers:1606.04039.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

Full description at Econpapers || Download paper

2016Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift. (2016). McGuinness, Paul B. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:70-83.

Full description at Econpapers || Download paper

2016How does pricing affect investors’ product choice? Evidence from the market for discount certificates. (2016). Winkler, Christoph ; Wilkens, Marco ; Fischer, Georg ; Entrop, Oliver ; McKenzie, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:195-215.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Boards of Directors in Russian Publicly Traded Companies in 1998-2014: Structure, Dynamics and Performance Effects. (2016). Муравьев, Александр. In: IZA Discussion Papers. RePEc:iza:izadps:dp10436.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Does individual investor trading impact firm valuation?. (2015). Wang, Qin ; Zhang, Jun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:120-135.

Full description at Econpapers || Download paper

2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

Full description at Econpapers || Download paper

2015Time-varying nature and macroeconomic determinants of exchange rate pass-through. (2015). Ozkan, Ibrahim ; Erden, Lutfi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:56-66.

Full description at Econpapers || Download paper

2015Large-Scale Empirical Tests of the Markov Tree Model. (2015). Bhat, Harish S ; Kumar, Nitesh . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:3:p:280-318:d:53227.

Full description at Econpapers || Download paper

2015Using equity premium survey data to estimate future wealth. (2015). Groom, Ben ; Freeman, Mark . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:4:p:665-693.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document
2014Optimizing MCSD Portfolios. (2014). Shalit, Haim ; Gersman, Gleb . In: Working Papers. RePEc:bgu:wpaper:1410.

Full description at Econpapers || Download paper

2014Does the information content of payout initiations and omissions influence firm risks?. (2014). Goyal, Abhinav ; von Eije, Henk ; Muckley, Cal B.. In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:222-229.

Full description at Econpapers || Download paper

2014Impulse control of pension fund contributions, in a regime switching economy. (2014). Hainaut, Donatien . In: European Journal of Operational Research. RePEc:eee:ejores:v:239:y:2014:i:3:p:810-819.

Full description at Econpapers || Download paper

2014Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, Ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135.

Full description at Econpapers || Download paper

2014Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

Full description at Econpapers || Download paper

2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

Full description at Econpapers || Download paper

2014The sensitivity of Fama-French factors to economic uncertainty. (2014). Moussa, Zakaria ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01015702.

Full description at Econpapers || Download paper

2014The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy. (2014). Cai, Charlie ; Zhang, QI ; Keasey, Kevin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:3:p:605-625.

Full description at Econpapers || Download paper

2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: MPRA Paper. RePEc:pra:mprapa:59760.

Full description at Econpapers || Download paper

2014Outsourcing with debt financing. (2014). Teixeira, Joao. In: Portuguese Economic Journal. RePEc:spr:portec:v:13:y:2014:i:1:p:1-24.

Full description at Econpapers || Download paper

2014The direct and indirect effects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui . In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:146.

Full description at Econpapers || Download paper

2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166.

Full description at Econpapers || Download paper

Recent citations received in 2013

YearCiting document
2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange. (2013). Wong, Wing-Keung ; Lean, Hooi Hooi ; HOANG, Thi Hong Van ; van Hoang, Thi Hong . In: Working Papers. RePEc:afc:wpaper:05-13.

Full description at Econpapers || Download paper

2013Stochastic dominance relationships between stock and stock index futures markets: International evidence. (2013). Wong, Wing-Keung ; Fung, Joseph K. W., ; Qiao, Zhuo . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:552-559.

Full description at Econpapers || Download paper

2013The effects of the European debt crisis on earnings quality. (2013). Kousenidis, Dimitrios ; LADAS, Anestis C. ; Negakis, Christos I.. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:351-362.

Full description at Econpapers || Download paper

2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

Full description at Econpapers || Download paper

2013Effects of dividend tax and signaling on firm valuation: Evidence from taxable stock dividend announcements. (2013). Lee, Cheng-Few ; Kuo, Nan-Ting . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:25:y:2013:i:c:p:157-180.

Full description at Econpapers || Download paper

2013Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

Full description at Econpapers || Download paper

2013The 2011 European short sale ban on financial stocks: A cure or a curse?. (2013). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman . In: CFS Working Paper Series. RePEc:zbw:cfswop:201317.

Full description at Econpapers || Download paper

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, 1st 2017. Contact: CitEc Team