Citation analysis for Journal of Financial Engineering (JFE) / World Scientific Publishing Co. Pte. Ltd.

Journal of Financial Engineering (JFE) / World Scientific Publishing Co. Pte. Ltd.

0.33

Impact Factor

0.13

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			0				0		0		(%)			0.19
2010		0.46			0				0		0		(%)			0.17
2011		0.49			0				0		0		(%)			0.19
2012		0.52			0				0		0		(%)			0.19
2013		0.58			0				0		0		(%)			0.2
2014		0.6		38	38			17	0		0		(%)			0.2
2015	0.13	0.61	0.13	9	47	5	0.11	7	38	5	38	5	(%)			0.19
2016	0.06	0.68	0.06		47	4	0.09		47	3	47	3	(%)			0.2
2017	0.33	0.73	0.13		47	6	0.13		9	3	47	6	(%)			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	2015	Optimal derivative liquidation timing under path-dependent risk penalties. (2015). Leung, Tim ; Shirai, Yoshihiro . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s234576861550004x. Full description at Econpapers \|\| Download paper	5
2	2014	Optimal trade execution under displaced diffusions dynamics across different risk criteria. (2014). Brigo, Damiano ; di Graziano, Giuseppe. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500184. Full description at Econpapers \|\| Download paper	4
3	2014	Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Brigo, Damiano ; Pallavicini, Andrea. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019. Full description at Econpapers \|\| Download paper	2
4	2014	First-order calculus and option pricing. (2014). Carr, Peter. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500093. Full description at Econpapers \|\| Download paper	2
5	2015	Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector. (2015). Ashraf, Badar Nadeem ; Khan, Khalid ; Kamal, Muhammad Abdul ; Rahman, Mohammad Morshedur ; Arshad, Sidra. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500099. Full description at Econpapers \|\| Download paper	2
6	2014	Monotone schemes for fully nonlinear parabolic path dependent PDEs. (2014). Zhang, Jianfeng ; Zhuo, Jia. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500056. Full description at Econpapers \|\| Download paper	2
7	2014	Dynamic alpha-stable method for CDO pricing. (2014). Li, Hua ; Zhao, Jianbin ; Guo, LI ; Chen, Weina ; Yuan, George . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500287. Full description at Econpapers \|\| Download paper	1
8	2014	Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. (2014). Li, Bin ; Zhou, Xiaowen ; Wang, Lihe ; Tang, Qihe . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:03:n:s2345768614500238. Full description at Econpapers \|\| Download paper	1
9	2014	Affine long term yield curves: An application of the Ramsey rule with progressive utility. (2014). el Karoui, Nicole ; Mrad, Mohamed ; Hillairet, Caroline. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500032. Full description at Econpapers \|\| Download paper	1
10	2015	Comparison of commodity future pricing approaches with cointegration techniques. (2015). Stepanek, Christian. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500026. Full description at Econpapers \|\| Download paper	1
11	2014	Equity-credit modeling under affine jump-diffusion models with jump-to-default. (2014). Chung, TszKin ; Kwok, Yue Kuen. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500172. Full description at Econpapers \|\| Download paper	1
12	2014	Credit coordinate ratings with corresponding credit rating agencies and regulations. (2014). Li, Weiping. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500020. Full description at Econpapers \|\| Download paper	1
13	2014	Accounting for earnings announcements in the pricing of equity options. (2014). Leung, Tim ; Santoli, Marco . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:04:n:s2345768614500317. Full description at Econpapers \|\| Download paper	1
14	2014	On the optimal wealth process in a log-normal market: Applications to risk management. (2014). Monin, Phillip ; Zariphopoulou, Thaleia. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500135. 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	2015	Optimal derivative liquidation timing under path-dependent risk penalties. (2015). Leung, Tim ; Shirai, Yoshihiro . In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s234576861550004x. Full description at Econpapers \|\| Download paper	5
2	2015	Regulatory hypothesis and bank dividend payouts: Empirical evidence from Italian banking sector. (2015). Ashraf, Badar Nadeem ; Khan, Khalid ; Kamal, Muhammad Abdul ; Rahman, Mohammad Morshedur ; Arshad, Sidra. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500099. Full description at Econpapers \|\| Download paper	2
3	2014	Optimal trade execution under displaced diffusions dynamics across different risk criteria. (2014). Brigo, Damiano ; di Graziano, Giuseppe. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:02:n:s2345768614500184. Full description at Econpapers \|\| Download paper	2
4	2014	Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks. (2014). Brigo, Damiano ; Pallavicini, Andrea. In: Journal of Financial Engineering (JFE). RePEc:wsi:jfexxx:v:01:y:2014:i:01:n:s2345768614500019. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 3:

Year	Title
2017	Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty. (2017). Leung, Tim ; Bulthuis, Brian ; Ward, Brian ; Concha, Julio. In: Papers. RePEc:arx:papers:1604.04963. Full description at Econpapers \|\| Download paper
2017	Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers \|\| Download paper
2017	Capital Regulation, the Cost of Financial Intermediation and Bank Profitability: Evidence from Bangladesh. (2017). Ashraf, Badar Nadeem ; Zheng, Changjun ; Begum, Munni ; Rahman, Mohammed Mizanur. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:9-:d:96046. 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

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.