Citation analysis for International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd

International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd

0.14

Impact Factor

0.08

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			0				0		0		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0				0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.39			0				0		0		(%)			0.14
2002		0.4			0				0		0		(%)			0.17
2003		0.43			0				0		0		(%)			0.18
2004		0.48			0				0		0		(%)			0.19
2005		0.52			0				0		0		(%)			0.2
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.49		7	7			4	0		0		(%)			0.19
2010		0.46		17	24			6	7		7		(%)			0.17
2011	0.04	0.49	0.04	20	44	2	0.05	7	24	1	24	1	1 (14.3%)	1	0.05	0.19
2012	0.03	0.52	0.05	7	51	2	0.04	1	37	1	44	2	(%)			0.19
2013	0.04	0.58	0.04	4	55	2	0.04		27	1	51	2	(%)			0.2
2014		0.6	0.04	8	63	2	0.03	2	11		55	2	(%)			0.2
2015		0.61	0.04	16	79	2	0.03	4	12		56	2	(%)			0.19
2016	0.04	0.68	0.04	5	84	3	0.04		24	1	55	2	(%)			0.2
2017	0.14	0.73	0.08	8	92	7	0.08	1	21	3	40	3	(%)	1	0.13	0.22

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	2010	Regime switching stochastic volatility option pricing. (2010). Mitra, Sovan. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:213-242. Full description at Econpapers \|\| Download paper	4
2	2011	Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87. Full description at Econpapers \|\| Download paper	3
3	2015	Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95. Full description at Econpapers \|\| Download paper	2
4	2010	Hedging effectiveness in shipping industry during financial crises. (2010). Samitas, Aristeidis ; Tsakalos, Ioannis . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:196-212. Full description at Econpapers \|\| Download paper	2
5	2009	Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:64-74. Full description at Econpapers \|\| Download paper	2
6	2009	Hedging under production and price uncertainty: a decision analysis. (2009). Alghalith, Moawia. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:1-4. Full description at Econpapers \|\| Download paper	1
7	2011	Pricing two dimensional derivatives under stochastic correlation. (2011). Escobar Anel, Marcos ; Alvarez, Alexander ; Olivares, Pablo. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:265-287. Full description at Econpapers \|\| Download paper	1
8	2011	On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques. (2011). Poufinas, Thomas. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:3:p:180-194. Full description at Econpapers \|\| Download paper	1
9	2014	On the implied volatility layers under the future risk-free rate uncertainty. (2014). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:4:p:392-408. Full description at Econpapers \|\| Download paper	1
10	2017	The impact of monetary policy expectations on interbank interest rates in Malaysia. (2017). Ito, Takayasu. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:1:p:1-11. Full description at Econpapers \|\| Download paper	1
11	2014	Barrier options in three dimensions. (2014). Escobar Anel, Marcos ; Wen, Xianzhang ; Ferrando, Sebastian. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:3:p:260-292. Full description at Econpapers \|\| Download paper	1
12	2011	Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos P.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:50-67. Full description at Econpapers \|\| Download paper	1
13	2015	A regime switching quadratic model for VIX futures valuation. (2015). Tong, Zhigang. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:3/4:p:246-272. Full description at Econpapers \|\| Download paper	1
14	2009	Design and use of weather derivatives for farmers: the case of hedging rain risk by soyabean growers in Jhalawar district in India. (2009). Datta, Manipadma ; Ansari, Valeed A. ; Seth, Rajiv . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:49-63. Full description at Econpapers \|\| Download paper	1
15	2012	The investor sentiment endurance index and its forecasting ability. (2012). He, Ling T.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2012:i:1:p:61-70. Full description at Econpapers \|\| Download paper	1
16	2011	Selecting pair-copulas with downside risk minimisation. (2011). Maringer, Dietmar ; Zhang, Jin. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:121-148. Full description at Econpapers \|\| Download paper	1
17	2015	An equilibrium model for the OTC derivative with the counterparty risk via the credit charge. (2015). Takino, Kazuhiro . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:2:p:97-121. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2011	Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87. Full description at Econpapers \|\| Download paper	3
2	2010	Regime switching stochastic volatility option pricing. (2010). Mitra, Sovan. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:213-242. Full description at Econpapers \|\| Download paper	2
3	2010	Hedging effectiveness in shipping industry during financial crises. (2010). Samitas, Aristeidis ; Tsakalos, Ioannis . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:196-212. Full description at Econpapers \|\| Download paper	2
4	2015	Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 3:

Year	Title
2017	Return and volatility spillovers in the Moroccan stock market during the financial crisis. (2017). SAIDI, Youssef ; el Ghini, Ahmed . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1110-8. Full description at Econpapers \|\| Download paper
2017	Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). ABDULLAHI, SHAFIU. In: MPRA Paper. RePEc:pra:mprapa:83455. Full description at Econpapers \|\| Download paper
2017	Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Quantitative Finance / Taylor & Francis Journals	2
2	Energy Economics / Elsevier	2
3	Physica A: Statistical Mechanics and its Applications / Elsevier	2
4	Transportation Research Part E: Logistics and Transportation Review / Elsevier	1
5	Papers / arXiv.org	1
6	South African Journal of Economics / Economic Society of South Africa	1
7	Applied Econometrics / Publishing House SINERGIA PRESS	1
8	China Agricultural Economic Review / Emerald Group Publishing	1
9	International Journal of Operational Research / Inderscience Enterprises Ltd	1
10	International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd	1
11	International Journal of Economics and Financial Issues / Econjournals	1

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.