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The European Journal of Finance / Taylor & Francis Journals


0.42

Impact Factor

0.57

5-Years IF

24

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
19910.1000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.11000 (%)0.04
19950.19262610.04116009 (7.8%)10.040.07
19960.120.230.12234950.1292632633 (10.3%)0.09
19970.120.270.121968100.15884964962 (2.3%)20.110.09
19980.050.280.07208880.091164226851 (%)0.1
19990.080.320.1122110160.157039388106 (8.6%)30.140.13
20000.050.390.0819129100.0810942211091 (%)0.15
20010.050.390.1419148220.1544412103141 (2.3%)10.050.14
20020.160.410.1623171270.1621538699163 (1.4%)50.220.17
20030.240.430.2429200460.23974210103252 (2.1%)0.18
20040.250.480.2632232540.23835213112291 (1.2%)10.030.2
20050.050.520.1231263550.21194613122153 (1.5%)30.10.21
20060.240.510.346309790.262296315134404 (1.7%)50.110.2
20070.210.440.2541350700.23617716161414 (1.1%)40.10.18
20080.380.480.33453951090.28122873317959 (%)10.020.2
20090.340.490.31444391290.293328629195602 (%)60.140.19
20100.330.460.43394781740.361358929207905 (3.7%)30.080.17
20110.450.50.4475251650.312148337215861 (%)40.090.19
20120.330.530.57475722410.4220986282161242 (1%)80.170.19
20130.490.590.55516232840.461849446222123 (%)70.140.21
20140.540.610.73556783460.511109853228167 (%)50.090.2
20150.410.630.56647423460.47125106432391341 (%)90.140.2
20160.50.70.68708124160.513911959264180 (%)40.060.2
20170.420.780.57558673920.452013456287165 (%)60.110.23
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
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

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91
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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68
32009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

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59
42002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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58
52009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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49
62011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

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49
72009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

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48
82005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

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38
92005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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38
102002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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34
112012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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34
121998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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33
131995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

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33
141995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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32
152006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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32
162007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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32
172011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

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32
181997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

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31
192000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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30
202007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

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28
212012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

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27
222003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

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26
232009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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26
242006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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25
252005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Capocci, Daniel ; Corhay, Albert ; Hubner, Georges . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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24
262003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun. In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

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24
272000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

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23
282013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

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23
292002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

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23
302009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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23
312010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

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22
322010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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22
332010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

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22
342006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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22
352013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

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21
361999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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21
372002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

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20
382005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

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20
391995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

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19
402014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

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19
412002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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19
422013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

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19
432006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

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17
442006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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17
452003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

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17
461998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

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17
472002Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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17
481997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

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16
492007Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience. (2007). Casavecchia, Lorenzo ; Bird, Ron. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:8:p:769-793.

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16
502015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

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16

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


#YearTitleCited
12007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

27
22007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

26
32011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

23
42009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

23
52013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

Full description at Econpapers || Download paper

19
62009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

17
72013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

15
82006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

14
92012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

14
102013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

14
112014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

Full description at Econpapers || Download paper

14
122006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

13
132007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

12
142011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

12
152015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

Full description at Econpapers || Download paper

12
162015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

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11
172010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

11
182005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

11
192005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

10
202013Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask. (2013). Fantazzini, Dean ; Geraskin, Petr . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:366-391.

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10
212000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

9
222011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

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9
232015The European sovereign debt market: from integration to segmentation. (2015). Coakley, Jerry ; cipollini, andrea ; Lee, Hyunchul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128.

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9
242009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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9
252012Permanent trading impacts and bond yields. (2012). Dufour, Alfonso ; Nguyen, Minh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:9:p:841-864.

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8
262010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

8
272015The dynamics of US bank profitability. (2015). Wilson, John ; Chronopoulos, Dimitris K. ; John O. S. Wilson, ; McMillan, Fiona J. ; Liu, Hong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:5:p:426-443.

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8
282009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

8
292012Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America. (2012). Zhou, Tim ; Molyneux, Philip ; Goddard, John. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:5:p:419-438.

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8
302014Reputational losses and operational risk in banking. (2014). Fiordelisi, Franco ; Schwizer, Paola ; Soana, Maria-Gaia . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:2:p:105-124.

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8
312013Optimal liquidation strategies regularize portfolio selection. (2013). Kondor, Imre ; Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:6:p:554-571.

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7
321998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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7
332002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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7
342013Asymmetric returns, gradual bubbles and sudden crashes. (2013). Chia, Wai-Mun ; Zheng, Huanhuan ; Huang, Weihong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:420-437.

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7
352009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

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7
362014Domestic and foreign institutional investors’ behavior in China. (2014). Bredin, Don ; Yi, Zhihong ; Liu, Ningyue ; Wang, Liming. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:728-751.

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7
372015Skewed distributions in finance and actuarial science: a review. (2015). Loperfido, Nicola ; Adcock, Christopher ; Eling, Martin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281.

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7
382013On risk management determinants: what really matters?. (2013). Dionne, Georges ; Triki, Thouraya . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:2:p:145-164.

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7
392002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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7
402009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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7
412007Skew Brownian Motion and Pricing European Options. (2007). Satchell, S. E. ; T. R. A. Corns, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:6:p:523-544.

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6
422014The more the better? Foreign ownership and corporate performance in China. (2014). Yu, Zhihong ; Guariglia, Alessandra ; Greenaway, Sir David. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:681-702.

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6
431998Interest rate changes and common stock returns of financial institutions: evidence from the UK. (1998). Staikouras, Sotiris. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:2:p:113-127.

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6
442014Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50. (2014). Mavrotas, George ; Xidonas, Panos. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:11:p:957-977.

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6
452006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). Sterken, Elmer ; de Haan, Leo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

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6
462007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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6
472014Cooperative bank efficiency in Japan: a parametric distance function analysis. (2014). Wilson, John ; Quinn, Barry ; McKillop, Donal G. ; Glass, Colin J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:3:p:291-317.

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6
482014Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China. (2014). Hou, Wenxuan ; Lee, Edward. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:703-727.

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6
492014Risk aversion vs. individualism: what drives risk taking in household finance?. (2014). Salzmann, Astrid Juliane ; Breuer, Wolfgang ; Riesener, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:5:p:446-462.

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6
502015Spanish savings banks in the credit crunch: could distress have been predicted before the crisis? A multivariate statistical analysis. (2015). Sagarra, Marti ; Garcia-Cestona, Miguel ; Mar-Molinero, Cecilio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:3:p:195-214.

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5

Citing documents used to compute impact factor 56:


YearTitle
2017Good Volatility, Bad Volatility and Option Pricing. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-52.

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2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures. (2017). Rogers, John ; Jahan-Parvar, Mohammad ; Iacoviello, Matteo ; Beltran, Daniel ; del Giudice, Marius ; Li, Canlin ; Revil, Thiago ; Sun, BO ; Londono, Juan M ; Datta, Deepa Dhume. In: International Finance Discussion Papers. RePEc:fip:fedgif:1216.

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2017Cash conversion cycle and value-enhancing operations: Theory and evidence for a free lunch. (2017). Zeidan, Rodrigo ; Shapir, Offer Moshe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:203-219.

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2017Macroprudential Policy and Financing Behaviour in Dual Banking System: Bank-Level Evidence from Indonesia. (2017). Abdul Majid, Muhamed Zulkhibri ; Prima, Muhammad Rizky . In: Working Papers. RePEc:ris:irtiwp:2017_005.

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2017Non-performing loans and Financial Development: New Evidence. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:75964.

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2017The effect of the split share structure reform on working capital management of Chinese companies. (2017). He, Wei ; Baker, Kent H ; Mukherjee, Tarun K. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:27-37.

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2017Do Economic Incentives of Controlling Shareholders Influence Corporate Social Responsibility Disclosure? A Natural Experiment. (2017). Cai, Weixing ; Zeng, Cheng ; Xu, Alice Liang ; Wu, Zhenyu ; Lee, Edward. In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:3:p:238-250.

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2017The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk. (2017). Mahayni, Antje ; Muck, Matthias. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:3:d:10.1007_s11147-017-9131-9.

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2017Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps. (2017). Itkin, Andrey. In: Papers. RePEc:arx:papers:1701.02821.

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2017A Prediction Methodology for the Change of the Values of Financial Products. (2017). Moon, Kyoung-Sook ; Kim, Hongjoong . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:3:p:197-210.

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2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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2017Has momentum lost its momentum?. (2017). Bhattacharya, Debarati ; Sonaer, Gokhan ; Li, Wei-Hsien . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0547-8.

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2017Time-series and cross-sectional momentum strategies under alternative implementation strategies. (2017). Yeung, Danny ; Bird, Ron ; Gao, Xiaojun . In: Australian Journal of Management. RePEc:sae:ausman:v:42:y:2017:i:2:p:230-251.

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2017The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices. (2017). Hsu, Chih-Chen ; Chen, Ting-Fu ; Lin, Shih-Kuei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0569-x.

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2017Analytical solution for an investment problem under uncertainties with shocks. (2017). Nunes, Claudia ; Pimentel, Rita . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1054-1063.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2017Do integrated economies grow faster? Evidence from domestic equity holdings. (2017). Azman-Saini, W.N.W ; Lee, Chin ; Law, Siong Hook ; W. N. W. Azman-Saini, ; W. N. W. Azman-Saini, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00557.

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2017A stein type lemma for the multivariate generalized hyperbolic distribution. (2017). Vanduffel, Steven ; Yao, Jing. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:606-612.

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2017Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

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2017Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. (2017). Hanke, Michael ; Weissensteiner, Alex ; Schief, Wolfgang ; Penev, Spiridon . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:510-523.

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2017Data breaches: Goodness of fit, pricing, and risk measurement. (2017). Eling, Martin ; Loperfido, Nicola . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (2017). Parolya, Nestor ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_005.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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2017I will survive. Pricing strategies of financially distressed firms. (2017). Zizza, Roberta ; Riggi, Marianna ; Montero, Jose M ; Duca, Ioana A. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1106_17.

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2017Pricing decisions under financial frictions: evidence from the wdn survey. (2017). Montero, Jose Manuel. In: Working Papers. RePEc:bde:wpaper:1724.

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2017The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis. (2017). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2017-12.

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2017Corporate debt and investment: a firm level analysis for stressed euro area countries. (2017). Setzer, Ralph ; Westphal, Andreas ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20172101.

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2017Crowdfunding practices in and outside the US. (2017). BIGELLI, MARCO ; Barbi, Massimiliano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:208-223.

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2017Net Working Capital and Firm Growth. (2017). Adden, Alaa. In: International Review of Management and Marketing. RePEc:eco:journ3:2017-04-18.

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2017Risk management strategies for finding universal portfolios. (2017). Mohr, Esther ; Dochow, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-016-2176-6.

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2017The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries. (2017). Breuer, Wolfgang ; Steininger, Bertram I ; Felde, Moritz . In: Journal of Business Ethics. RePEc:kap:jbuset:v:144:y:2017:i:3:d:10.1007_s10551-015-2814-y.

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2017Financial hedging with derivatives and its impact on the Colombian market value for listed companies. (2017). Giraldo-Prietoa, Cesar Augusto ; Ferreira, Diana Carolina ; Bermejo, Cristhian Vesga ; Gonzalez, Gabriel Jaime. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:5:p:19-20.

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2017Bank Loan Loss Provisions Research: A Review. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:76495.

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2017Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80147.

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2017Do credit commitments compromise credit quality?. (2017). Laidroo, Laivi ; Mannasoo, Kadri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:303-317.

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2017The effect of capital ratio on lending: Do loan-loss provisioning practices matter?. (2017). Olszak, Małgorzata ; witaa, Filip ; Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22017.

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2017A Review on Accounts Manipulation via Loan Loss Provisions to Manage Earnings and Impact of IFRS. (2017). Shala, Albulena ; Ahmeti, Skender . In: EuroEconomica. RePEc:dug:journl:y:2017:i:1:p:113-121.

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2017Pricing shares in equity crowdfunding. (2017). Neuenkirch, Matthias ; Hornuf, Lars. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:4:d:10.1007_s11187-016-9807-9.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Kruger, Fabian. In: Papers. RePEc:arx:papers:1705.04537.

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2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632.

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2017Bank Size, Returns to Scale and Cost Efficiency. (2017). Sapci, Ayse ; Miles, Bradley . In: Working Papers. RePEc:cgt:wpaper:2017-02.

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2017Banking reforms, performance and risk in China. (2017). He, Liangliang ; Liu, Frank Hong ; Chen, Lei. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:40:p:3995-4012.

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2017Exploring the efficiency of Mexican universities: Integrating Data Envelopment Analysis and Multidimensional Scaling. (2017). Agasisti, Tommaso ; Sagarra, Marti ; Mar-Molinero, Cecilio . In: Omega. RePEc:eee:jomega:v:67:y:2017:i:c:p:123-133.

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2017The fall of Spanish cajas: Lessons of ownership and governance for banks. (2017). Martin-Oliver, Alfredo ; Salas-Fumas, Vicente ; Ruano, Sonia . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:244-260.

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2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test. (2017). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279.

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2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Chang, Tsangyao ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201756.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2017Firm network structure and innovation. (2017). Chuluun, Tuugi ; Upadhyay, Arun ; Prevost, Andrew . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:193-214.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17012.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01489222.

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2017Exploring rating shopping for european triple a senior structured finance securities. (2017). Vink, Dennis ; Nawas, Mike E ; Fabozzi, Frank J. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:35-39.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017A two-step hybrid investment strategy for pension funds. (2017). Pagnoncelli, Bernardo K ; Denis, Gabriela ; Cifuentes, Arturo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:574-583.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

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2017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

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Recent citations received in 2016

YearCiting document
2016Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing. (2016). Szimayer, Alexander ; Maller, Ross ; Buchmann, Boris ; Kaehler, Benjamin . In: Papers. RePEc:arx:papers:1502.03901.

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2016Managerial sentiment, consumer confidence and sector returns. (2016). Salhin, Ahmed ; Jones, Edward ; Sherif, Mohamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:24-38.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201602.

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Recent citations received in 2015

YearCiting document
2015Venture capital and the investment curve of young high-tech companies. (2015). Bertoni, Fabio ; Guerini, Massimiliano ; Croce, Annalisa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:159-176.

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2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

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2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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2015Multiple market imperfections, firm profitability and investment. (2015). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Ferrando, Annalisa. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:40:y:2015:i:1:p:95-120.

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2015Insider Trading Activities and Returns of German Blue Chips. (2015). Linnertova, Dagmar ; Deev, Oleg. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2015063061995.

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2015Time-Varying Bond Market Integration in EMU. (2015). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi . In: Journal of Economic Integration. RePEc:ris:integr:0674.

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2015A New Perspective on the Size, Value, and Momentum Effects: Broad Sample Evidence from Europe. (2015). Foye, James . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604415.

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2015Statistical arbitrage pairs trading strategies: Review and outlook. (2015). Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:092015.

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2015Dont Stop Me Now: The Impact of Credit Market Segmentation on Firms Financing Constraints. (2015). Neugebauer, Katja ; Bremus, Franziska. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112857.

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Recent citations received in 2014

YearCiting document
2014The linkage between insurance activity and banking credit: Some evidence from dynamic analysis. (2014). Liu, Guanchun ; Yue, Yiding ; He, Lei ; Wang, Jiying . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:239-265.

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2014To what extent do financing constraints affect Chinese firms innovation activities?. (2014). Guariglia, Alessandra ; Liu, Pei. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:223-240.

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2014On the Sources of Heterogeneity in Banking Efficiency Literature. (2014). Bonanno, Graziella ; Aiello, Francesco. In: MPRA Paper. RePEc:pra:mprapa:58591.

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2014Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test. (2014). GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201443.

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2014Insurance and inclusive growth. (2014). Lester, Rodney . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6943.

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