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Working Papers / Deakin University, Department of Economics

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
10
Impact Factor
0
5 Years IF
2.77
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 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 1 1 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 1 0 0 1 1 0 0 0.23
2003 0 0.42 0 0 0 1 0 0 1 1 0 0 0.24
2004 0 0.47 0 0 0 1 0 0 0 1 0 0 0.27
2005 0 0.49 0 0 0 1 0 0 0 1 0 0 0.29
2006 0 0.48 0 0 0 1 0 0 0 1 0 0 0.27
2007 0 0.41 0 0 0 1 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 1 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 1 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 1 0 0 0 0 0 0 0.2
2011 0 0.47 0 0 13 14 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 11 25 49 0 13 13 0 0 0.26
2013 0.08 0.52 0.1 0.08 5 30 28 2 3 24 2 24 2 0 0 0.24
2014 0 0.54 0.02 0 16 46 66 1 4 16 29 0 1 0.06 0.28
2015 0.29 0.54 0.23 0.13 15 61 198 14 18 21 6 45 6 0 8 0.53 0.28
2016 0.52 0.57 0.49 0.33 0 61 0 30 48 31 16 60 20 0 0 0.29
2017 2.87 0.58 1.51 1.3 0 61 0 92 140 15 43 47 61 0 0 0.28
2018 0 0.6 2.15 1.97 0 61 0 131 271 0 36 71 0 0 0.31
2019 0 0.65 2.51 2.77 0 61 0 153 424 0 31 86 0 0 0.38
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
#YearTitleCited
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

86
22015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

54
32012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

50
42015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

40
52015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

39
62014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

29
72015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

24
82015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

21
92013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

21
102014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

20
112015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

8
122015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

6
132013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

6
142015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

6
152014How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, K P. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14.

Full description at Econpapers || Download paper

5
162014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

5
172014Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01.

Full description at Econpapers || Download paper

4
182014A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10.

Full description at Econpapers || Download paper

3
192015Intraday volatility interaction between the crude oil and equity markets. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_14.

Full description at Econpapers || Download paper

2
202013Does tourism predict macroeconomic performance in Pacific Island countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa. In: Working Papers. RePEc:dkn:ecomet:fe_2013_03.

Full description at Econpapers || Download paper

2
212015New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_06.

Full description at Econpapers || Download paper

2
222014The local power of the CADF and CIPS panel unit root tests. (2014). Westerlund, Joakim ; Solberger, Martin ; Hosseinkouchack, Mehdi. In: Working Papers. RePEc:dkn:ecomet:fe_2014_05.

Full description at Econpapers || Download paper

2
232014Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). , Joakimwesterlund ; Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_04.

Full description at Econpapers || Download paper

1
242014Heteroskedasticity robust panel unit root tests. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_02.

Full description at Econpapers || Download paper

1
252015A GARCH model for testing market efficiency. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_01.

Full description at Econpapers || Download paper

1
262011Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market. (2011). Zhang, Zhichao ; Narayan, Paresh ; Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2011_11.

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1
272014On the importance of the first observation in GLS detrending in unit root testing. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_07.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

71
22015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

38
32012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

35
42015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

31
52015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

28
62014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

17
72013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

16
82015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

12
92014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

9
102015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

8
112015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

7
122015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

6
132014How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, K P. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14.

Full description at Econpapers || Download paper

4
142014Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01.

Full description at Econpapers || Download paper

3
152015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

3
162013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

3
172014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations