Citation analysis for Multinational Finance Journal / Multinational Finance Journal

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

5 Years H

Impact Factor

0.19

5 Years IF

0.44

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	0.06	0	16	16	69	1	1	0		0		1	100	1	0.06	0.09
1998	0.06	0.26	0.1	0.06	13	29	28	1	4	16	1	16	1	2	200		0	0.12
1999	0.1	0.28	0.1	0.1	11	40	36	3	8	29	3	29	3	3	100		0	0.14
2000	0	0.33	0.13	0.03	13	53	75	7	15	24		40	1	6	85.7	6	0.46	0.15
2001	0.08	0.36	0.14	0.13	12	65	52	9	24	24	2	53	7	5	55.6		0	0.15
2002	0.12	0.39	0.14	0.09	9	74	53	9	34	25	3	65	6	1	11.1	2	0.22	0.21
2003	0.14	0.4	0.11	0.14	9	83	15	8	43	21	3	58	8	2	25		0	0.2
2004	0.11	0.45	0.23	0.3	9	92	23	21	64	18	2	54	16	4	19		0	0.2
2005	0.11	0.46	0.14	0.19	10	102	5	14	78	18	2	52	10	6	42.9		0	0.22
2006	0.05	0.46	0.17	0.12	9	111	20	19	97	19	1	49	6	6	31.6		0	0.21
2007	0	0.42	0.21	0.15	10	121	35	23	122	19		46	7	13	56.5		0	0.18
2008	0.16	0.44	0.2	0.11	12	133	28	26	148	19	3	47	5	10	38.5	1	0.08	0.21
2009	0.14	0.44	0.09	0.14	12	145	9	13	161	22	3	50	7	1	7.7		0	0.21
2010	0.04	0.43	0.09	0.08	14	159	5	14	175	24	1	53	4		0		0	0.18
2011	0.08	0.46	0.14	0.12	18	177	19	23	200	26	2	57	7	5	21.7		0	0.21
2012	0.06	0.47	0.2	0.14	10	187	15	38	238	32	2	66	9	17	44.7		0	0.19
2013	0.07	0.53	0.18	0.06	11	198	30	35	274	28	2	66	4	19	54.3		0	0.22
2014	0.19	0.55	0.25	0.14	8	206	10	52	326	21	4	65	9	10	19.2		0	0.22
2015	0.42	0.56	0.28	0.18	8	214	28	59	385	19	8	61	11	9	15.3	2	0.25	0.21
2016	0.25	0.58	0.27	0.29	8	222	2	59	444	16	4	55	16		0		0	0.2
2017	0.5	0.6	0.27	0.47	8	230	0	63	507	16	8	45	21		0		0	0.22
2018	0.19	0.76	0.23	0.44	6	236	0	55	562	16	3	43	19		0		0	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	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	37
2	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	24
3	1997	Mean and Volatility Spillover Effects in the U.S. and PacificâBasin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	22
4	2002	Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166. Full description at Econpapers \|\| Download paper	21
5	2001	Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Mayes, David ; Margaritis, Dimitri ; Huang, Angela . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200. Full description at Econpapers \|\| Download paper	18
6	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	18
7	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	15
8	2000	Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99. Full description at Econpapers \|\| Download paper	15
9	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	11
10	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	10
11	1997	Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Qian, Sun ; Laurence, Martin ; Cai, Francis . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307. Full description at Econpapers \|\| Download paper	10
12	1998	The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Choi, Seung-Doo ; Nam, Sang-Koo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244. Full description at Econpapers \|\| Download paper	10
13	2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	9
14	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	9
15	1997	Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152. Full description at Econpapers \|\| Download paper	9
16	2004	Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72. Full description at Econpapers \|\| Download paper	9
17	1997	Correlation of Returns in Non-Contemporaneous Markets. (1997). Kahya, Emel . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:123-135. Full description at Econpapers \|\| Download paper	9
18	2001	Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Vafeas, Nikos ; Travlos, Nickolaos ; Trigeorgis, Lenos. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112. Full description at Econpapers \|\| Download paper	9
19	2000	Diagnosing Shocks in Stock Market Returns of Greater China. (2000). Chan, W. S. ; W. C Lo, . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288. Full description at Econpapers \|\| Download paper	8
20	1999	An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125. Full description at Econpapers \|\| Download paper	8
21	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	8
22		Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	7
23	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	7
24	2003	Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Kim, Wi Saeng ; Lyn, Esmeralda ; Zychowicz, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130. Full description at Econpapers \|\| Download paper	7
25	1999	Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach. (1999). MacDonald, Ronald ; Fiess, Norbert. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:147-172. Full description at Econpapers \|\| Download paper	7
26	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	6
27	2012	International Cross-Listing and Shareholdersâ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86. Full description at Econpapers \|\| Download paper	6
28	1999	International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi ; Young, Allan. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40. Full description at Econpapers \|\| Download paper	6
29	1997	Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271. Full description at Econpapers \|\| Download paper	6
30	2015	The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168. Full description at Econpapers \|\| Download paper	6
31	2002	The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Chen, Yueh H. ; Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195. Full description at Econpapers \|\| Download paper	6
32	2003	A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test. (2003). Polakow, Daniel A. ; Seymour, Anthony J.. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:3-23. Full description at Econpapers \|\| Download paper	5
33	2008	The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184. Full description at Econpapers \|\| Download paper	5
34	1999	Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145. Full description at Econpapers \|\| Download paper	5
35	2008	Value-at-Risk for Greek Stocks. (2008). Angelidis, Timotheos ; Benos, Alexandros . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:1-2:p:67-104. Full description at Econpapers \|\| Download paper	5
36	2011	Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Tsolas, Ioannis ; Alexakis, Panayotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296. Full description at Econpapers \|\| Download paper	5
37	1998	Testing Asset Pricing Models: The Case of Athens Stock Exchange. (1998). Demos, Antonis ; Parissi, Sofia . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:189-223. Full description at Econpapers \|\| Download paper	5
38	1999	Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221. Full description at Econpapers \|\| Download paper	5
39	2001	Emerging Markets: Investing with Political Risk. (2001). Clark, Ephraim ; Tunaru, Radu. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:155-173. Full description at Econpapers \|\| Download paper	5
40	2000	The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Hartnett, Neil ; Romcke, Jennifer. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132. Full description at Econpapers \|\| Download paper	5
41	2008	Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277. Full description at Econpapers \|\| Download paper	5
42	1998	Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132. Full description at Econpapers \|\| Download paper	5
43	2012	Booms and Busts as Exchange Options. (2012). Miller, Stephen Matteo. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:189-223. Full description at Econpapers \|\| Download paper	4
44	2006	Closed-End Country Funds and International Diversification. (2006). Nishiotis, George ; Makris, Andreas ; Charitou, Andreas. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:251-276. Full description at Econpapers \|\| Download paper	4
45	2014	Impact of Financial Crisis on Firmsâ Capital Structure in UK, France, and Germany. (2014). Kume, Ortenca ; Iqbal, Abdullah. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:249-280. Full description at Econpapers \|\| Download paper	4
46	2004	Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange. (2004). Capstaff, John ; Klboe, Audun ; Marshall, Andrew P.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:115-139. Full description at Econpapers \|\| Download paper	4
47	2000	Hot and Cold IPO Markets: Identification Using a Regime Switching Model. (2000). Brailsford, Tim ; Heaney, Richard ; Powell, John ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:35-68. Full description at Econpapers \|\| Download paper	4
48	2006	Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests. (2006). Xiouros, Costas ; Zenios, Stavros ; Nerouppos, Marios ; Saunders, David. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:179-221. Full description at Econpapers \|\| Download paper	4
49	1997	Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289. Full description at Econpapers \|\| Download paper	4
50		Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Chen, Cathy W. S. ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, ; Cathy W. S. Chen, . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:179-210. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	9
2	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	8
3	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	6
4	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	6
5	2015	The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168. Full description at Econpapers \|\| Download paper	6
6	2002	Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166. Full description at Econpapers \|\| Download paper	5
7	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	4
8	2012	Booms and Busts as Exchange Options. (2012). Miller, Stephen Matteo. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:189-223. Full description at Econpapers \|\| Download paper	4
9	1999	An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125. Full description at Econpapers \|\| Download paper	4
10	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	4
11	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	4
12	2012	International Cross-Listing and Shareholdersâ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86. Full description at Econpapers \|\| Download paper	4
13	2000	The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs. (2000). Chung, Richard ; Kryzanowski, Lawrence ; Rakita, Ian . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:5-34. Full description at Econpapers \|\| Download paper	3
14	2003	Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Kim, Wi Saeng ; Lyn, Esmeralda ; Zychowicz, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130. Full description at Econpapers \|\| Download paper	3
15	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	3
16	1997	Mean and Volatility Spillover Effects in the U.S. and PacificâBasin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	3
17	2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	3
18	2014	Impact of Financial Crisis on Firmsâ Capital Structure in UK, France, and Germany. (2014). Kume, Ortenca ; Iqbal, Abdullah. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:249-280. Full description at Econpapers \|\| Download paper	3
19	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	3
20	2001	Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Vafeas, Nikos ; Travlos, Nickolaos ; Trigeorgis, Lenos. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112. Full description at Econpapers \|\| Download paper	3
21	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	3
22	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	3
23	2000	Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99. Full description at Econpapers \|\| Download paper	3
24	2006	Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116. Full description at Econpapers \|\| Download paper	2
25	2006	The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms. (2006). Judge, Amrit. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:1-41. Full description at Econpapers \|\| Download paper	2
26	2001	Impact of Scheduled U.S. Macroeconomic News on Stock Market Uncertainty: A Multinational Perspecive. (2001). Sahlstrom, Petri ; Nikkinen, Jussi. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:129-148. Full description at Econpapers \|\| Download paper	2
27	2015	Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets. (2015). Switzer, Lorne ; Picard, Alan . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:169-221. Full description at Econpapers \|\| Download paper	2
28	1999	Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221. Full description at Econpapers \|\| Download paper	2
29	2014	Systemic Banking Crises, Financial Liberalization and Governance. (2014). Rachdi, Houssem ; Majerbi, Basma . In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:281-336. Full description at Econpapers \|\| Download paper	2
30	2004	Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index. (2004). Bechmann, Ken L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:3-34. Full description at Econpapers \|\| Download paper	2
31	2011	The Predictability of Non-Overlapping Forecasts: Evidence from a New Market. (2011). Visvikis, Ilias D. ; Kavussanos, Manolis G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:1-2:p:125-156. Full description at Econpapers \|\| Download paper	2
32	2011	The Predictability of Non-Overlapping Forecasts: Evidence from a New Market. (2011). VISVIKIS, ILIAS ; Kavussanos, Manolis. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:1-2:p:125-156. Full description at Econpapers \|\| Download paper	2
33	2004	Testing for Multiple Types of Marginal Investor in Ex-Day Pricing. (2004). Brown, Kate ; Bartholdy, Jan . In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:3-4:p:173-209. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 3

Year	Title
2018	FACTOR MODELS AND TIMEÃ¢â¬ VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334. Full description at Econpapers \|\| Download paper
2018	THE IMPACT OF THE FINANCIAL CRISIS ON CORPORATE CAPITAL STRUCTURE DYNAMICS IN THE NORDIC COUNTRIES. (2018). Hundal, Shab ; Uskumbayeva, Assel ; Sandstrom, Annika. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:3:p:34-51. Full description at Econpapers \|\| Download paper
2018	A survey of shipping finance research: Setting the future research agenda. (2018). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Kavussanos, Manolis ; Kim, Chi Y ; Alexandridis, George. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:115:y:2018:i:c:p:164-212. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets. (2015). Switzer, Lorne ; Picard, Alan . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:169-221. Full description at Econpapers \|\| Download paper
2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Multinational Finance Journal / Multinational Finance Journal	10	19
2	International Review of Financial Analysis / Elsevier	35	16
3	MPRA Paper / University Library of Munich, Germany	87	15
4	Research in International Business and Finance / Elsevier	23	10
5	Journal of International Financial Markets, Institutions and Money / Elsevier	47	9
6	Journal of Banking & Finance / Elsevier	130	9
7	Review of Quantitative Finance and Accounting / Springer	22	9
8	Journal of Corporate Finance / Elsevier	60	7
9	Physica A: Statistical Mechanics and its Applications / Elsevier	52	7
10	The Quarterly Review of Economics and Finance / Elsevier	36	6
11	Pacific-Basin Finance Journal / Elsevier	37	5