Citation analysis for Annals of Finance / Springer

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

5 Years H

Impact Factor

0.59

5 Years IF

0.5

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	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.28	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.33	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.39	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.45	0	0	0	0	0		2	0		0			0		0	0.2
2005	0	0.46	0.63	0	19	19	303	11	14	0		0			0	11	0.58	0.22
2006	0.74	0.46	0.49	0.74	22	41	111	19	34	19	14	19	14	3	15.8	5	0.23	0.21
2007	0.41	0.42	0.47	0.41	21	62	61	27	63	41	17	41	17	8	29.6	8	0.38	0.18
2008	0.33	0.44	0.6	0.56	23	85	139	50	114	43	14	62	35	4	8	11	0.48	0.21
2009	0.23	0.44	0.53	0.4	26	111	82	57	173	44	10	85	34	18	31.6	20	0.77	0.21
2010	0.35	0.43	0.48	0.45	27	138	179	66	239	49	17	111	50	17	25.8	8	0.3	0.18
2011	0.47	0.46	0.55	0.48	24	162	66	89	328	53	25	119	57	22	24.7	6	0.25	0.21
2012	0.59	0.47	0.44	0.42	24	186	129	80	409	51	30	121	51	12	15	4	0.17	0.19
2013	0.44	0.53	0.57	0.55	35	221	108	126	535	48	21	124	68	19	15.1	6	0.17	0.22
2014	0.64	0.55	0.55	0.55	25	246	53	136	671	59	38	136	75	29	21.3	3	0.12	0.22
2015	0.38	0.56	0.59	0.56	18	264	42	156	827	60	23	135	75	18	11.5	5	0.28	0.21
2016	0.72	0.58	0.6	0.54	19	283	16	171	998	43	31	126	68	15	8.8	1	0.05	0.2
2017	0.49	0.6	0.45	0.44	18	301	22	133	1132	37	18	121	53	17	12.8	2	0.11	0.22
2018	0.59	0.76	0.46	0.5	23	324	10	148	1280	37	22	115	57	16	10.8	5	0.22	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	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	91
2	2005	Relative arbitrage in volatility-stabilized markets. (2005). . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	40
3	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	37
4	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	34
5	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	32
6	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	31
7	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	29
8		Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers \|\| Download paper	28
9	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	25
10	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	22
11	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto. In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	20
12	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	20
13	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	19
14	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	19
15	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	19
16	2005	On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market. (2005). Plott, Charles. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107. Full description at Econpapers \|\| Download paper	18
17	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	16
18	2005	American options: the EPV pricing model. (2005). Boyarchenko, Svetlana. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292. Full description at Econpapers \|\| Download paper	16
19	2010	Irreversible investment and discounting: an arbitrage pricing approach. (2010). Thijssen, Jacco. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315. Full description at Econpapers \|\| Download paper	15
20	2008	Who controls Allianz?. (2008). Shorish, Jamsheed ; Ritzberger, Klaus ; Lang, Larry. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103. Full description at Econpapers \|\| Download paper	14
21	2012	A two price theory of financial equilibrium with risk management implications. (2012). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:489-505. Full description at Econpapers \|\| Download paper	14
22	2007	Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers \|\| Download paper	13
23	2008	Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. (2008). Bayraktar, Erhan. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429. Full description at Econpapers \|\| Download paper	13
24	2012	Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers \|\| Download paper	13
25	2010	Macroeconomics of bank interest spreads: evidence from Brazil. (2010). Sobrinho, Nelson. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32. Full description at Econpapers \|\| Download paper	12
26	2010	On dividend restrictions and the collapse of the interbank market. (2010). Tsomocos, Dimitrios ; Peiris, M. Udara. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473. Full description at Econpapers \|\| Download paper	12
27	2012	Estimation and pricing under long-memory stochastic volatility. (2012). Chronopoulou, Alexandra ; Viens, Frederi . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:379-403. Full description at Econpapers \|\| Download paper	12
28	2013	Dynamic capital structure and the contingent capital option. (2013). Barucci, Emilio ; del Viva, Luca . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:3:p:337-364. Full description at Econpapers \|\| Download paper	11
29	2010	An economy with personal currency: theory and experimental evidence. (2010). Sunder, Shyam ; Shubik, Martin. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:475-509. Full description at Econpapers \|\| Download paper	11
30	2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers \|\| Download paper	11
31	2013	Measures of systemic risk and financial fragility in Korea. (2013). Tsomocos, Dimitrios ; Lee, Jong ; Ryu, Jaemin . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:757-786. Full description at Econpapers \|\| Download paper	11
32	2006	A Time Series Analysis of Financial Fragility in the UK Banking System. (2006). Tsomocos, Dimitrios. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21. Full description at Econpapers \|\| Download paper	11
33	2006	The Discounted Economic Stock of Money with VAR Forecasting. (2006). Keating, John ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258. Full description at Econpapers \|\| Download paper	11
34	2006	Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von NeumannâGale Model. (2006). Evstigneev, Igor. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355. Full description at Econpapers \|\| Download paper	11
35		Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	11
36		Small caps in international equity portfolios: the effects of variance risk. (2009). Nicodano, Giovanna ; Guidolin, Massimo. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48. Full description at Econpapers \|\| Download paper	10
37	2013	Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?. (2013). Romaniuk, Katarzyna. In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:573-588. Full description at Econpapers \|\| Download paper	10
38	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	10
39	2006	Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia. (2006). . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285. Full description at Econpapers \|\| Download paper	10
40	2007	An equilibrium approach to financial stability analysis: the Colombian case. (2007). Saade Ospina, AgustÃÂn ; Osorio-Rodriguez, Daniel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105. Full description at Econpapers \|\| Download paper	10
41	2015	Asset pricing theory for two price economies. (2015). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35. Full description at Econpapers \|\| Download paper	10
42	2007	Towards a measure of financial fragility. (2007). Zicchino, Lea ; Tsomocos, Dimitrios. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74. Full description at Econpapers \|\| Download paper	9
43	2012	On the necessity of five risk measures. (2012). GUEGAN, Dominique ; Tarrant, Wayne . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:533-552. Full description at Econpapers \|\| Download paper	9
44	2006	The modified mixture of distributions model: a revisit. (2006). . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178. Full description at Econpapers \|\| Download paper	9
45	2010	On the neutrality of debt in investment intensity. (2010). . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:335-356. Full description at Econpapers \|\| Download paper	9
46	2005	Completion time structures of stock price movements. (2005). Timmermann, Allan ; Lunde, Asger. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326. Full description at Econpapers \|\| Download paper	8
47	2014	Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey. In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455. Full description at Econpapers \|\| Download paper	8
48	2008	A PDE approach for risk measures for derivatives with regime switching. (2008). Siu, Tak Kuen. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:55-74. Full description at Econpapers \|\| Download paper	8
49	2011	On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). SÃÂ©vi, BenoÃÂ®t ; Chevallier, Julien. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29. Full description at Econpapers \|\| Download paper	8
50	2011	Central bank haircut policy. (2011). Molico, Miguel ; Chapman, James ; Chiu, Jonathan. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:319-348. Full description at Econpapers \|\| Download paper	8

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

#	Year	Title	Cited
1	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	19
2	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	14
3	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	12
4	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto. In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	11
5	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	9
6	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	8
7	2012	Estimation and pricing under long-memory stochastic volatility. (2012). Chronopoulou, Alexandra ; Viens, Frederi . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:379-403. Full description at Econpapers \|\| Download paper	8
8	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	8
9	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	8
10	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	7
11	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	7
12	2009	Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	7
13	2015	Optimization of relative arbitrage. (2015). Wong, Ting-Kam . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:345-382. Full description at Econpapers \|\| Download paper	6
14	2013	Dynamic capital structure and the contingent capital option. (2013). Barucci, Emilio ; del Viva, Luca . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:3:p:337-364. Full description at Econpapers \|\| Download paper	6
15	2013	Measures of systemic risk and financial fragility in Korea. (2013). Tsomocos, Dimitrios ; Lee, Jong ; Ryu, Jaemin . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:757-786. Full description at Econpapers \|\| Download paper	6
16	2005	Relative arbitrage in volatility-stabilized markets. (2005). . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	5
17	2012	Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers \|\| Download paper	5
18	2017	Optimal mean-reverting spread trading: nonlinear integral equation approach. (2017). Leung, Tim ; Kitapbayev, Yerkin . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:2:d:10.1007_s10436-017-0295-y. Full description at Econpapers \|\| Download paper	5
19	2017	Analysis of variance based instruments for OrnsteinâUhlenbeck type models: swap and price index. (2017). Issaka, Aziz ; Sengupta, Indranil. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0302-3. Full description at Econpapers \|\| Download paper	4
20	2005	On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market. (2005). Plott, Charles. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107. Full description at Econpapers \|\| Download paper	4
21	2015	Asset pricing theory for two price economies. (2015). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35. Full description at Econpapers \|\| Download paper	4
22	2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper	4
23	2016	The skewness risk premium in equilibrium and stock return predictability. (2016). Sasaki, Hiroshi. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:1:d:10.1007_s10436-016-0275-7. Full description at Econpapers \|\| Download paper	4
24	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	4
25	2011	Central bank haircut policy. (2011). Molico, Miguel ; Chapman, James ; Chiu, Jonathan. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:319-348. Full description at Econpapers \|\| Download paper	4
26	2006	Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von NeumannâGale Model. (2006). Evstigneev, Igor. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355. Full description at Econpapers \|\| Download paper	4
27	2008	Prospect and Markowitz stochastic dominance. (2008). Wong, Wing-Keung. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:105-129. Full description at Econpapers \|\| Download paper	4
28	2015	Variance matters (in stochastic dividend discount models). (2015). Moretto, Enrico ; Agosto, Arianna . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:283-295. Full description at Econpapers \|\| Download paper	4
29	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	3
30	2016	Benchmarking in two price financial markets. (2016). Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0278-4. Full description at Econpapers \|\| Download paper	3
31	2011	On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). SÃÂ©vi, BenoÃÂ®t ; Chevallier, Julien. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29. Full description at Econpapers \|\| Download paper	3
32	2011	Independentsâ day? Analyst behavior surrounding the Global Settlement. (2011). Rau, Raghavendra. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:4:p:529-547. Full description at Econpapers \|\| Download paper	3
33	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	3
34	2013	Risk classes for structured products: mathematical aspects and their implications on behavioral investors. (2013). Cao, JI ; Rieger, Marc . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:167-183. Full description at Econpapers \|\| Download paper	3
35	2017	The determinants of MFIsâ social and financial performances in sub-Saharan Africa: has mission drift occurred?. (2017). Arrassen, Wassini . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:2:d:10.1007_s10436-017-0296-x. Full description at Econpapers \|\| Download paper	3
36	2010	Investigating the dependence structure between credit default swap spreads and the U.S. financial market. (2010). Gatfaoui, Hayette. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:511-535. Full description at Econpapers \|\| Download paper	3
37	2018	Business cycles, financial cycles and capital structure. (2018). Al-Zoubi, Haitham ; Alwathnani, Abdulaziz M ; Osullivan, Jennifer A. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0306-z. Full description at Econpapers \|\| Download paper	3
38	2009	Behavior in a simplified stock market: the status quo bias, the disposition effect and the ostrich effect. (2009). Kagel, John ; Brown, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:1-14. Full description at Econpapers \|\| Download paper	3
39	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	3
40	2014	Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey. In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455. Full description at Econpapers \|\| Download paper	3
41	2012	On the necessity of five risk measures. (2012). GUEGAN, Dominique ; Tarrant, Wayne . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:533-552. Full description at Econpapers \|\| Download paper	3
42	2013	Negative call prices. (2013). Ruf, Johannes. In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:787-794. Full description at Econpapers \|\| Download paper	3
43	2013	Regime-switching measure of systemic financial stress. (2013). Abdymomunov, Azamat . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:3:p:455-470. Full description at Econpapers \|\| Download paper	3
44	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	3
45	2008	Who controls Allianz?. (2008). Shorish, Jamsheed ; Ritzberger, Klaus ; Lang, Larry. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103. Full description at Econpapers \|\| Download paper	3
46	2006	The Discounted Economic Stock of Money with VAR Forecasting. (2006). Keating, John ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258. Full description at Econpapers \|\| Download paper	3
47	2010	Irreversible investment and discounting: an arbitrage pricing approach. (2010). Thijssen, Jacco. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315. Full description at Econpapers \|\| Download paper	3
48	2015	Diversified minimum-variance portfolios. (2015). Coqueret, Guillaume. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:221-241. Full description at Econpapers \|\| Download paper	3
49	2012	A two price theory of financial equilibrium with risk management implications. (2012). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:489-505. Full description at Econpapers \|\| Download paper	3
50	2008	Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. (2008). Bayraktar, Erhan. In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 22

Year	Title
2018	Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3. Full description at Econpapers \|\| Download paper
2018	Nonlinear Effect of Financial Efficiency and Financial Competition on Heterogeneous Firm R&D: A Study on the Combined Perspective of Financial Quantity Expansion and Quality Development. (2018). Gao, Yang ; Chen, Quan ; Du, Xiaomin ; Tsai, Sang-Bing ; Chu, Chien-Chi ; Wang, YU. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1383-:d:143940. Full description at Econpapers \|\| Download paper
2018	How Does a Staggered Board Provision Affect Corporate Strategic Change?âEvidence from Chinaâs Listed Companies. (2018). Wang, Kai ; Fan, He-Jun ; Tsai, Sang-Bing ; Chu, Chien-Chi ; Xu, Jin-Hua ; Xue, Kun-Kun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1412-:d:144348. Full description at Econpapers \|\| Download paper
2018	On the implied market price of risk under the stochastic numÃ©raire. (2018). Dokuchaev, Nikolai. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:2:d:10.1007_s10436-017-0315-y. Full description at Econpapers \|\| Download paper
2018	A Dynamic Model of Central Counterparty Risk. (2018). Feng, Shibi ; Cialenco, Igor ; Bielecki, Tomasz R. In: Papers. RePEc:arx:papers:1803.02012. Full description at Econpapers \|\| Download paper
2018	Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79. Full description at Econpapers \|\| Download paper
2018	Risk-adjusted option-implied moments. (2018). Brinkmann, Felix ; Korn, Olaf . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9136-4. Full description at Econpapers \|\| Download paper
2018	The properties of a skewness index and its relation with volatility and returns. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Department of Economics. RePEc:mod:depeco:0133. Full description at Econpapers \|\| Download paper
2018	The Risk-Asymmetry Index as a new Measure of Risk. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Multinational Finance Journal. RePEc:mfj:journl:v:22:y:2018:i:3-4:p:173-210. Full description at Econpapers \|\| Download paper
2018	Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200. Full description at Econpapers \|\| Download paper
2018	Financial equilibrium with non-linear valuations. (2018). Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:2:d:10.1007_s10436-017-0312-1. Full description at Econpapers \|\| Download paper
2018	Business cycles, financial cycles and capital structure. (2018). Al-Zoubi, Haitham ; Alwathnani, Abdulaziz M ; Osullivan, Jennifer A. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0306-z. Full description at Econpapers \|\| Download paper
2018	Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498. Full description at Econpapers \|\| Download paper
2018	Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275. Full description at Econpapers \|\| Download paper
2018	MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS. (2018). Leung, Tim ; Kitapbayev, Yerkin . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:01:n:s0219024918500048. Full description at Econpapers \|\| Download paper
2018	Mean Reverting Portfolios via Penalized OU-Likelihood Estimation. (2018). Leung, Tim ; Aravkin, Aleksandr Y ; Zhang, Jize. In: Papers. RePEc:arx:papers:1803.06460. Full description at Econpapers \|\| Download paper
2018	Bubbles, growth and imperfection of credit market in a two-country model. (2018). Shimizu, Ryosuke. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-018-0320-9. Full description at Econpapers \|\| Download paper
2018	Option pricing under fast-varying and rough stochastic volatility. (2018). Garnier, Josselin ; Solna, Knut. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0325-4. Full description at Econpapers \|\| Download paper
2018	A nonparametric quantity-of-quality approach to assessing financial asset return performance. (2018). Haley, Ryan M. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-018-0319-2. Full description at Econpapers \|\| Download paper
2018	Determinants of the Performance of Microfinance Institutions: A Systematic Review. (2018). Hudon, M ; Hermes, Cornelis . In: Research Report. RePEc:gro:rugsom:2018008. Full description at Econpapers \|\| Download paper
2018	Determinants of the Performance of Microfinance Institutions: A Systematic Review. (2018). Hermes, Niels ; Hudon, Marek. In: Working Papers CEB. RePEc:sol:wpaper:2013/272925. Full description at Econpapers \|\| Download paper
2018	Determinants of the Performance of Microfinance Institutions: A Systematic Review. (2018). Hermes, Niels ; Hudon, Marek. In: Working Papers CEB. RePEc:sol:wpaper:2013/273512. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	On a gap between rational annuitization price for producer and price for customer. (2018). Dokuchaev, Nikolai. In: Papers. RePEc:arx:papers:1809.08960. Full description at Econpapers \|\| Download paper
2018	Leverage over the Life Cycle and Implications for Firm Growth and Shock Responsiveness. (2018). Kalemli-Ozcan, Sebnem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13337. Full description at Econpapers \|\| Download paper
2018	The Impact of Capital Structure on Risk and Firm Performance: Empirical Evidence for the Bucharest Stock Exchange Listed Companies. (2018). Vintila, Georgeta ; Gherghina, Åtefan ; Nenu, Elena Alexandra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:41-:d:140401. Full description at Econpapers \|\| Download paper
2018	Financial Structure and Financing Constraints: Evidence on Small- and Medium-Sized Enterprises in China. (2018). Luo, Sumei ; Zhou, Guangyou ; Zhang, Yuxi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1774-:d:149471. Full description at Econpapers \|\| Download paper
2018	Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Quadratic minimization with portfolio and intertemporal wealth constraints. (2017). Zhu, Dian ; Heunis, Andrew J. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0300-5. Full description at Econpapers \|\| Download paper
2017	A theory of organized crime, corruption and economic growth. (2017). Neanidis, Kyriakos ; Blackburn, Keith ; Rana, Maria Paola . In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:2:d:10.1007_s40505-017-0116-5. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Hedging insurance books. (2016). Schoutens, Wim ; Carr, Peter ; Madan, Dilip B ; Melamed, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:364-372. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Diversity-Weighted Portfolios with Negative Parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis. In: Papers. RePEc:arx:papers:1504.01026. Full description at Econpapers \|\| Download paper
2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Escobar Anel, Marcos ; Neykova, Daniela ; Zagst, Rudi. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	51	139
2	Annals of Finance / Springer	16	106
3	Insurance: Mathematics and Economics / Elsevier	43	25
4	Journal of Banking & Finance / Elsevier	130	21
5	Journal of Economic Dynamics and Control / Elsevier	98	19
6	European Journal of Operational Research / Elsevier	87	17
7	Economic Modelling / Elsevier	57	14
8	MPRA Paper / University Library of Munich, Germany	87	14
9	Post-Print / HAL	98	12
10	International Review of Economics & Finance / Elsevier	39	11
11	Finance Research Letters / Elsevier	25	10