Citation analysis for Journal of Financial Research / Southern Finance Association

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.24

5 Years IF

0.43

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.05	0.08	0.29	0.03	51	51	234	15	15	79	4	187	5	12	80	1	0.02	0.04
1991	0.03	0.08	0.15	0.03	54	105	126	16	31	101	3	202	6	9	56.3	1	0.02	0.04
1992	0.03	0.08	0.09	0.02	50	155	180	14	45	105	3	220	5	6	42.9		0	0.04
1993	0.01	0.1	0.08	0.03	52	207	282	16	61	104	1	234	7	11	68.8		0	0.05
1994	0.03	0.11	0.08	0.03	73	280	287	23	84	102	3	257	8	10	43.5		0	0.05
1995	0.06	0.19	0.14	0.08	50	330	302	45	130	125	7	280	22	5	11.1		0	0.08
1996	0.13	0.22	0.2	0.12	57	387	367	76	206	123	16	279	34	13	17.1	1	0.02	0.1
1997	0.07	0.22	0.19	0.1	56	443	592	86	292	107	7	282	29	7	8.1	2	0.04	0.09
1998	0.22	0.26	0.22	0.14	47	490	261	106	399	113	25	288	40	15	14.2	7	0.15	0.12
1999	0.19	0.28	0.27	0.19	50	540	418	147	546	103	20	283	53	26	17.7	2	0.04	0.14
2000	0.11	0.33	0.22	0.18	50	590	170	131	677	97	11	260	48	4	3.1		0	0.15
2001	0.12	0.36	0.28	0.28	59	649	515	180	859	100	12	260	74	15	8.3	5	0.08	0.15
2002	0.17	0.39	0.28	0.26	40	689	456	190	1049	109	18	262	69		0	4	0.1	0.21
2003	0.21	0.4	0.3	0.25	34	723	458	211	1263	99	21	246	61	1	0.5	6	0.18	0.2
2004	0.39	0.45	0.4	0.34	32	755	316	300	1564	74	29	233	79		0	3	0.09	0.2
2005	0.38	0.46	0.37	0.44	32	787	313	288	1856	66	25	215	95		0	2	0.06	0.22
2006	0.36	0.46	0.41	0.48	34	821	461	333	2192	64	23	197	95		0	1	0.03	0.21
2007	0.33	0.42	0.34	0.48	29	850	203	289	2482	66	22	172	82		0	3	0.1	0.18
2008	0.4	0.44	0.47	0.57	16	866	168	405	2887	63	25	161	91	14	3.5	1	0.06	0.21
2009	0.56	0.44	0.48	0.67	19	885	103	425	3312	45	25	143	96	16	3.8	1	0.05	0.21
2010	0.31	0.43	0.51	0.58	20	905	110	461	3773	35	11	130	76	12	2.6		0	0.18
2011	0.31	0.46	0.5	0.54	25	930	90	467	4240	39	12	118	64	1	0.2	2	0.08	0.21
2012	0.33	0.47	0.4	0.53	23	953	135	383	4623	45	15	109	58		0	3	0.13	0.19
2013	0.42	0.53	0.58	0.58	24	977	65	562	5185	48	20	103	60	28	5	1	0.04	0.22
2014	0.38	0.55	0.68	0.5	23	1000	40	677	5862	47	18	111	55	6	0.9	1	0.04	0.22
2015	0.28	0.56	0.67	0.45	15	1015	33	679	6541	47	13	115	52		0	1	0.07	0.21
2016	0.21	0.58	0.66	0.45	17	1032	14	676	7217	38	8	110	49	14	2.1		0	0.2
2017	0.5	0.6	0.67	0.71	20	1052	10	710	7927	32	16	102	72	5	0.7		0	0.22
2018	0.24	0.76	0.58	0.43	18	1070	1	624	8551	37	9	99	43		0	1	0.06	0.31

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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	2006	INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!. (2006). Porter, Burt R. ; Ince, Ozgur S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479. Full description at Econpapers \|\| Download paper	191
2	2001	Systematic Liquidity. (2001). Huberman, Gur ; Halka, Dominika . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78. Full description at Econpapers \|\| Download paper	165
3	1982	GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS. (1982). Rozeff, Michael S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:5:y:1982:i:3:p:249-259. Full description at Econpapers \|\| Download paper	141
4	1999	How Firm Characteristics Affect Capital Structure: An International Comparison. (1999). Wald, John K. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87. Full description at Econpapers \|\| Download paper	135
5	1997	Cognitive Dissonance and Mutual Fund Investors. (1997). Goetzmann, William ; Peles, Nadav . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58. Full description at Econpapers \|\| Download paper	111
6	1993	Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50. Full description at Econpapers \|\| Download paper	100
7	1996	ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES. (1996). Mougoue, Mbodja ; Ajayi, Richard A. In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207. Full description at Econpapers \|\| Download paper	98
8	2001	SYSTEMATIC LIQUIDITY. (2001). Halka, Dominika ; Huberman, Gur. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-178. Full description at Econpapers \|\| Download paper	91
9	2003	Equity Market Liberalization in Emerging Markets. (2003). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299. Full description at Econpapers \|\| Download paper	91
10	1999	HOW FIRM CHARACTERISTICS AFFECT CAPITAL STRUCTURE: AN INTERNATIONAL COMPARISON. (1999). Wald, John K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-187. Full description at Econpapers \|\| Download paper	89
11	1995	Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37. Full description at Econpapers \|\| Download paper	89
12	1996	THE COSTS OF RAISING CAPITAL. (1996). Al, ET ; Lee, Inmoo . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74. Full description at Econpapers \|\| Download paper	84
13	2005	SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION. (2005). Bello, Zakri Y.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57. Full description at Econpapers \|\| Download paper	81
14	1997	Banking Relationships and the Effect of Monitoring on Loan Pricing. (1997). Blackwell, David W ; Winters, Drew B. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-89. Full description at Econpapers \|\| Download paper	79
15	1996	Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. (1996). Corrado, Charles ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92. Full description at Econpapers \|\| Download paper	77
16	2003	Do Female Mutual Fund Managers Manage Differently?. (2003). Frye, Melissa B. ; Atkinson, Stanley M. ; Baird, Samantha Boyce . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18. Full description at Econpapers \|\| Download paper	69
17	1995	TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS. (1995). Urrutia, Jorge L. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309. Full description at Econpapers \|\| Download paper	66
18	1990	Call Option Valuation for Discrete Normal Mixtures. (1990). Ritchey, Robert J. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96. Full description at Econpapers \|\| Download paper	66
19	2003	Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?. (2003). aivazian, varouj ; Booth, Laurence ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:371-387. Full description at Econpapers \|\| Download paper	62
20	1997	COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS. (1997). Goetzmann, William ; Peles, Nadav . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-158. Full description at Econpapers \|\| Download paper	60
21	1995	DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-237. Full description at Econpapers \|\| Download paper	58
22	2001	Venture Capital and IPO Lockup Expiration: An Empirical Analysis. (2001). Bradley, Daniel J ; Al, ET. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93. Full description at Econpapers \|\| Download paper	53
23	2008	THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES. (2008). Goyal, Vidhan ; Adam, Tim . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:41-63. Full description at Econpapers \|\| Download paper	52
24	1997	THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS. (1997). Solt, Michael E ; Lee, Wayne Y. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:191-210. Full description at Econpapers \|\| Download paper	50
25	1997	MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE. (1997). Atkins, Allen B ; Dyl, Edward A. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:3:p:291-304. Full description at Econpapers \|\| Download paper	50
26	2001	STOCK PRICES AND INFLATION. (2001). Anari, Ali ; Kolari, James . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602. Full description at Econpapers \|\| Download paper	49
27	2002	A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility. (2002). Martens, Martin ; Chang, Yuan-Chen ; Taylor, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:2:p:283-299. Full description at Econpapers \|\| Download paper	48
28	2004	Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114. Full description at Econpapers \|\| Download paper	48
29	2002	Momentum Strategies: Evidence from Pacific Basin Stock Markets. (2002). Hameed, Allaudeen ; Kusnadi, Yuanto . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:3:p:383-397. Full description at Econpapers \|\| Download paper	47
30	2005	AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS. (2005). Nigro, Peter ; Jones, Jonathan D. ; Lang, William W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402. Full description at Econpapers \|\| Download paper	46
31	2002	Asian Economic Integration and Stock Market Comovement. (2002). Johnson, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:1:p:141-157. Full description at Econpapers \|\| Download paper	43
32	2001	Foreign Ownership Restrictions and Market Segmentation in Chinas Stock Markets. (2001). Rui, Oliver ; Lee, Bong-Soo ; Chen, G M. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:1:p:133-55. Full description at Econpapers \|\| Download paper	42
33	1993	MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-350. Full description at Econpapers \|\| Download paper	42
34	1997	AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES. (1997). Malhotra, D. K. ; McLeod, Robert W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-190. Full description at Econpapers \|\| Download paper	42
35	2002	Commonality in Liquidity: Evidence from an Order-Driven Market Structure. (2002). Chung, Dennis Y. ; Brockman, Paul. In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:521-539. Full description at Econpapers \|\| Download paper	41
36	2006	DIRECT EVIDENCE ON THE MARKET-DRIVEN ACQUISITION THEORY. (2006). Ang, James S. ; Cheng, Yingmei . In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:2:p:199-216. Full description at Econpapers \|\| Download paper	40
37	1999	A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure. (1999). Geyer, Alois ; Geyer, Alois L J, ; Pichler, Stefan. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:1:p:107-30. Full description at Econpapers \|\| Download paper	40
38	1997	An Empirical Analysis of Mutual Fund Expenses. (1997). Malhotra, D K ; McLeod, Robert W. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-90. Full description at Econpapers \|\| Download paper	40
39	2009	DO MULTIPLE LARGE SHAREHOLDERS PLAY A CORPORATE GOVERNANCE ROLE? EVIDENCE FROM EAST ASIA. (2009). Attig, Najah ; el Ghoul, Sadok ; Guedhami, Omrane. In: Journal of Financial Research. RePEc:bla:jfnres:v:32:y:2009:i:4:p:395-422. Full description at Econpapers \|\| Download paper	40
40	1990	INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED. (1990). Bae, Sung C. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:1:p:71-79. Full description at Econpapers \|\| Download paper	39
41	1990	Risky Debt Maturity Choice in a Sequential Game Equilibrium. (1990). Noe, Thomas ; Kale, Jayant R. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:2:p:155-65. Full description at Econpapers \|\| Download paper	39
42	2003	Event-Induced Volatility and Tests for Abnormal Performance. (2003). Savickas, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:2:p:165-178. Full description at Econpapers \|\| Download paper	37
43	1999	Random Walk Tests for Latin American Equity Indexes and Individual Firms. (1999). Reyes, Mario G ; Grieb, Terrance . In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:371-83. Full description at Econpapers \|\| Download paper	37
44	1996	SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES. (1996). Corrado, Charles ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-192. Full description at Econpapers \|\| Download paper	37
45	1997	Corporate Control in Commercial Banks. (1997). Prowse, Stephen . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27. Full description at Econpapers \|\| Download paper	36
46	1997	BANKING RELATIONSHIPS AND THE EFFECT OF MONITORING ON LOAN PRICING. (1997). Blackwell, David W. ; Winters, Drew B.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-289. Full description at Econpapers \|\| Download paper	36
47	2001	VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS. (2001). Jordan, Bradford ; Roten, Ivan C. ; Yi, Ha-Chin ; Bradley, Daniel J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-493. Full description at Econpapers \|\| Download paper	35
48	1997	THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET. (1997). Hensler, Douglas A ; Springer, Thomas M ; Rutherford, Ronald C. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:1:p:93-110. Full description at Econpapers \|\| Download paper	35
49	2002	The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post-FDICIA Period. (2002). Jagtiani, Julapa ; Lemieux, Catharine ; Kaufman, George . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:559-575. Full description at Econpapers \|\| Download paper	34
50	2003	What Drives Stock Price Behavior Following Extreme One-Day Returns. (2003). Madura, Jeff ; Larson, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:113-127. Full description at Econpapers \|\| Download paper	33

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

#	Year	Title	Cited
1	2006	INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!. (2006). Porter, Burt R. ; Ince, Ozgur S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479. Full description at Econpapers \|\| Download paper	57
2	1982	GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS. (1982). Rozeff, Michael S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:5:y:1982:i:3:p:249-259. Full description at Econpapers \|\| Download paper	48
3	1999	HOW FIRM CHARACTERISTICS AFFECT CAPITAL STRUCTURE: AN INTERNATIONAL COMPARISON. (1999). Wald, John K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-187. Full description at Econpapers \|\| Download paper	36
4	1999	How Firm Characteristics Affect Capital Structure: An International Comparison. (1999). Wald, John K. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87. Full description at Econpapers \|\| Download paper	36
5	2001	SYSTEMATIC LIQUIDITY. (2001). Halka, Dominika ; Huberman, Gur. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-178. Full description at Econpapers \|\| Download paper	29
6	2001	Systematic Liquidity. (2001). Huberman, Gur ; Halka, Dominika . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78. Full description at Econpapers \|\| Download paper	29
7	1995	DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-237. Full description at Econpapers \|\| Download paper	27
8	1995	Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37. Full description at Econpapers \|\| Download paper	27
9	1996	ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES. (1996). Mougoue, Mbodja ; Ajayi, Richard A. In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207. Full description at Econpapers \|\| Download paper	21
10	2010	CORPORATE HEDGING AND SHAREHOLDER VALUE. (2010). Bartram, SÃÂ¶hnke ; Aretz, Kevin. In: Journal of Financial Research. RePEc:bla:jfnres:v:33:y:2010:i:4:p:317-371. Full description at Econpapers \|\| Download paper	20
11	2012	CULTURE, CORPORATE GOVERNANCE, AND DIVIDEND POLICY: INTERNATIONAL EVIDENCE. (2012). Kang, Eun ; Bae, Sung C. ; Chang, Kiyoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:2:p:289-316. Full description at Econpapers \|\| Download paper	20
12	2003	Do Female Mutual Fund Managers Manage Differently?. (2003). Frye, Melissa B. ; Atkinson, Stanley M. ; Baird, Samantha Boyce . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18. Full description at Econpapers \|\| Download paper	19
13	2003	Equity Market Liberalization in Emerging Markets. (2003). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299. Full description at Econpapers \|\| Download paper	18
14	2009	DO MULTIPLE LARGE SHAREHOLDERS PLAY A CORPORATE GOVERNANCE ROLE? EVIDENCE FROM EAST ASIA. (2009). Attig, Najah ; el Ghoul, Sadok ; Guedhami, Omrane. In: Journal of Financial Research. RePEc:bla:jfnres:v:32:y:2009:i:4:p:395-422. Full description at Econpapers \|\| Download paper	18
15	1996	Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. (1996). Corrado, Charles ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92. Full description at Econpapers \|\| Download paper	17
16	1996	SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES. (1996). Corrado, Charles ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-192. Full description at Econpapers \|\| Download paper	17
17	2003	Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?. (2003). aivazian, varouj ; Booth, Laurence ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:371-387. Full description at Econpapers \|\| Download paper	16
18	2008	THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES. (2008). Goyal, Vidhan ; Adam, Tim . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:41-63. Full description at Econpapers \|\| Download paper	15
19	2005	SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION. (2005). Bello, Zakri Y.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57. Full description at Econpapers \|\| Download paper	15
20	2012	ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?. (2012). faff, robert ; Do, Binh. In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:2:p:261-287. Full description at Econpapers \|\| Download paper	15
21	2006	DIRECT EVIDENCE ON THE MARKET-DRIVEN ACQUISITION THEORY. (2006). Ang, James S. ; Cheng, Yingmei . In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:2:p:199-216. Full description at Econpapers \|\| Download paper	13
22	2002	Momentum Strategies: Evidence from Pacific Basin Stock Markets. (2002). Hameed, Allaudeen ; Kusnadi, Yuanto . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:3:p:383-397. Full description at Econpapers \|\| Download paper	12
23	1990	CALL OPTION VALUATION FOR DISCRETE NORMAL MIXTURES. (1990). Ritchey, Robert J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-296. Full description at Econpapers \|\| Download paper	11
24	2004	Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Hon, Mark ; Yong, Soo-Keong. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114. Full description at Econpapers \|\| Download paper	11
25	2010	SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY. (2010). PASCUAL, ROBERTO ; Abad, David. In: Journal of Financial Research. RePEc:bla:jfnres:v:33:y:2010:i:1:p:45-75. Full description at Econpapers \|\| Download paper	11
26	1990	Call Option Valuation for Discrete Normal Mixtures. (1990). Ritchey, Robert J. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96. Full description at Econpapers \|\| Download paper	11
27	2003	What Drives Stock Price Behavior Following Extreme One-Day Returns. (2003). Madura, Jeff ; Larson, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:113-127. Full description at Econpapers \|\| Download paper	11
28	1995	TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS. (1995). Urrutia, Jorge L. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309. Full description at Econpapers \|\| Download paper	10
29	2015	REDUCTION IN INFORMATION ASYMMETRY AND CREDIT ACCESS FOR SMALL AND MEDIUM-SIZED ENTERPRISES. (2015). Moro, Andrea ; Maresch, Daniela ; Fink, Matthias. In: Journal of Financial Research. RePEc:bla:jfnres:v:38:y:2015:i:1:p:121-143. Full description at Econpapers \|\| Download paper	10
30	1993	Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50. Full description at Econpapers \|\| Download paper	10
31	1993	MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-350. Full description at Econpapers \|\| Download paper	10
32	2002	Asian Economic Integration and Stock Market Comovement. (2002). Johnson, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:1:p:141-157. Full description at Econpapers \|\| Download paper	10
33	2012	THE IMPACT OF POLITICAL CONNECTIONS ON FIRMSâ OPERATING PERFORMANCE AND FINANCING DECISIONS. (2012). Cosset, Jean-Claude ; Saffar, Walid ; Boubakri, Narjess. In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:3:p:397-423. Full description at Econpapers \|\| Download paper	10
34	2013	DIVIDEND POLICY: BALANCING SHAREHOLDERS AND CREDITORS INTERESTS. (2013). Chuck C. Y. Kwok, ; Guedhami, Omrane ; Shao, Liang . In: Journal of Financial Research. RePEc:bla:jfnres:v:36:y:2013:i:1:p:43-66. Full description at Econpapers \|\| Download paper	9
35	1996	THE COSTS OF RAISING CAPITAL. (1996). Al, ET ; Lee, Inmoo . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74. Full description at Econpapers \|\| Download paper	9
36	2013	RECONSIDERING PRICE LIMIT EFFECTIVENESS. (2013). Kim, Kenneth ; Liu, Haixiao ; Yang, Jimmy J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:36:y:2013:i:4:p:493-518. Full description at Econpapers \|\| Download paper	9
37	2004	Board Composition And Corporate Use Of Interest Rate Derivatives. (2004). Simkins, Betty ; Borokhovich, Kenneth A. ; Brunarski, Kelly R. ; Crutchley, Claire E.. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:2:p:199-216. Full description at Econpapers \|\| Download paper	8
38	2004	Decimals And Liquidity: A Study Of The Nyse. (2004). Chakravarty, Sugato ; Van Ness, Robert A. ; Wood, Robert A.. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:75-94. Full description at Econpapers \|\| Download paper	8
39	1987	COMPOUND DISTRIBUTION MODELS OF STOCK RETURNS: AN EMPIRICAL COMPARISON. (1987). Booth, Geoffrey G. ; Akgiray, Vedat. In: Journal of Financial Research. RePEc:bla:jfnres:v:10:y:1987:i:3:p:269-280. Full description at Econpapers \|\| Download paper	8
40	2006	PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES. (2006). Li, Jinliang ; Born, Jeffery A.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:609-622. Full description at Econpapers \|\| Download paper	7
41	1989	HOLIDAY CLOSINGS AND SECURITY RETURNS. (1989). Pettengill, Glenn N. In: Journal of Financial Research. RePEc:bla:jfnres:v:12:y:1989:i:1:p:57-67. Full description at Econpapers \|\| Download paper	7
42	2015	CORPORATE GOVERNANCE AND CAPITAL STRUCTURE DYNAMICS: AN EMPIRICAL STUDY. (2015). Liao, Li-Kai ; Wang, Wei ; Mukherjee, Tarun . In: Journal of Financial Research. RePEc:bla:jfnres:v:38:y:2015:i:2:p:169-192. Full description at Econpapers \|\| Download paper	7
43	2001	Stock Returns and Volatility on Chinas Stock Markets. (2001). Rui, Oliver ; Lee, Cheng F ; Chen, Gong-meng . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:523-43. Full description at Econpapers \|\| Download paper	7
44	2005	THE MEAN-GINI EFFICIENT PORTFOLIO FRONTIER. (2005). Yitzhaki, Shlomo ; Shalit, Haim. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:59-75. Full description at Econpapers \|\| Download paper	7
45	2012	DOES FINANCIAL FLEXIBILITY REDUCE INVESTMENT DISTORTIONS?. (2012). Verbeek, Marno ; de Jong, Abe ; Verwijmeren, Patrick. In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:2:p:243-259. Full description at Econpapers \|\| Download paper	7
46	2005	AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS. (2005). Nigro, Peter ; Jones, Jonathan D. ; Lang, William W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402. Full description at Econpapers \|\| Download paper	7
47	2001	STOCK RETURNS AND VOLATILITY ON CHINAS STOCK MARKETS. (2001). Rui, Oliver ; Lee, Cheng F. ; Chen, Gong-meng . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:523-543. Full description at Econpapers \|\| Download paper	7
48	1994	Using Dividend Policy and Managerial Ownership to Reduce Agency Costs. (1994). Schooley, Diane K ; Barney, Dwayne L. In: Journal of Financial Research. RePEc:bla:jfnres:v:17:y:1994:i:3:p:363-73. Full description at Econpapers \|\| Download paper	7
49	2000	BANK LOAN SALES: A NEW LOOK AT THE MOTIVATIONS FOR SECONDARY MARKET ACTIVITY. (2000). Demsetz, Rebecca S. In: Journal of Financial Research. RePEc:bla:jfnres:v:23:y:2000:i:2:p:197-222. Full description at Econpapers \|\| Download paper	7
50	1994	USING DIVIDEND POLICY AND MANAGERIAL OWNERSHIP TO REDUCE AGENCY COSTS. (1994). Schooley, Diane K. ; Barney, Dwayne L.. In: Journal of Financial Research. RePEc:bla:jfnres:v:17:y:1994:i:3:p:363-373. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor: 9

Year	Title
2018	Limpatto della bolla regolamentare sulle banche: alcune valutazioni. (2018). Papi, Luca ; Alessandrini, Pietro. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:150. Full description at Econpapers \|\| Download paper
2018	Managing stigma during a financial crisis. (2018). Anbil, Sriya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:166-181. Full description at Econpapers \|\| Download paper
2018	Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:25-48. Full description at Econpapers \|\| Download paper
2018	Does the F-score improve the performance of different value investment strategies in Europe?. (2018). Tikkanen, Jarno ; Aijo, Janne. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0098-3. Full description at Econpapers \|\| Download paper
2018	Shareholderâs involvement in the audit committee, audit quality and financial reporting lag in Nigeria. (2018). Mohammed, Ishaq Ahmed ; Malek, Mazrah ; Che-Ahmad, Ayoib. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:2:p:355-374. Full description at Econpapers \|\| Download paper
2018	Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:125-133. Full description at Econpapers \|\| Download paper
2018	Hyperbolic normal stochastic volatility model. (2018). Ki, Byoung ; Liu, Chenru ; Choi, Jaehyuk. In: Papers. RePEc:arx:papers:1809.04035. Full description at Econpapers \|\| Download paper
2018	Are Chinese credit ratings relevant? A study of the Chinese bond market and credit rating industry. (2018). Livingston, Miles ; Zhou, Lei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:216-232. Full description at Econpapers \|\| Download paper
2018	Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Technological Change and Financial Innovation in Banking: Some Implications for FinTech. (2018). Wall, Larry ; Frame, W ; White, Lawrence J. In: Working Papers. RePEc:ste:nystbu:18-28. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Institutional Monitoring: Evidence from the F-Score. (2015). Zykaj, Blerina ; Wang, Kainan ; Liu, Chang ; Chung, Chune Young. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:42:y:2015:i:7-8:p:885-914. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Banking & Finance / Elsevier	130	136
2	International Review of Financial Analysis / Elsevier	35	136
3	Journal of International Financial Markets, Institutions and Money / Elsevier	47	116
4	MPRA Paper / University Library of Munich, Germany	87	114
5	International Review of Economics & Finance / Elsevier	39	106
6	The Quarterly Review of Economics and Finance / Elsevier	36	104
7	Research in International Business and Finance / Elsevier	23	97
8	Pacific-Basin Finance Journal / Elsevier	37	95
9	Journal of Corporate Finance / Elsevier	60	92
10	Review of Quantitative Finance and Accounting / Springer	22	90
11	The North American Journal of Economics and Finance / Elsevier	33	66