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The European Journal of Finance / Taylor & Francis Journals

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
28
Impact Factor
0.49
5 Years IF
0.56
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 0.09 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 0.06
1995 0 0.2 0.04 0 26 26 131 1 1 0 0 1 100 1 0.04 0.08
1996 0.12 0.22 0.1 0.12 23 49 29 3 6 26 3 26 3 2 66.7 0 0.1
1997 0.14 0.23 0.18 0.14 19 68 99 10 18 49 7 49 7 2 20 3 0.16 0.1
1998 0.05 0.27 0.11 0.09 20 88 130 6 28 42 2 68 6 0 0 0.12
1999 0.15 0.29 0.17 0.15 22 110 77 17 47 39 6 88 13 7 41.2 4 0.18 0.14
2000 0.05 0.34 0.08 0.08 19 129 121 9 57 42 2 110 9 3 33.3 0 0.15
2001 0.05 0.36 0.19 0.17 19 148 46 27 85 41 2 103 17 2 7.4 1 0.05 0.16
2002 0.16 0.4 0.16 0.17 23 171 237 28 113 38 6 99 17 3 10.7 5 0.22 0.21
2003 0.24 0.41 0.24 0.24 29 200 116 46 160 42 10 103 25 3 6.5 0 0.2
2004 0.29 0.46 0.24 0.27 32 232 92 51 216 52 15 112 30 0 1 0.03 0.21
2005 0.07 0.47 0.22 0.14 31 263 237 53 275 61 4 122 17 1 1.9 4 0.13 0.22
2006 0.25 0.47 0.27 0.31 41 304 275 72 356 63 16 134 42 1 1.4 5 0.12 0.21
2007 0.24 0.42 0.22 0.29 41 345 414 74 433 72 17 156 45 6 8.1 4 0.1 0.19
2008 0.4 0.45 0.3 0.37 44 389 154 113 551 82 33 174 64 1 0.9 1 0.02 0.21
2009 0.36 0.44 0.33 0.34 44 433 397 138 694 85 31 189 64 5 3.6 7 0.16 0.21
2010 0.34 0.44 0.39 0.45 39 472 175 171 876 88 30 201 90 0 5 0.13 0.18
2011 0.46 0.46 0.34 0.43 47 519 279 173 1053 83 38 209 90 3 1.7 4 0.09 0.21
2012 0.34 0.47 0.44 0.58 47 566 262 241 1301 86 29 215 124 2 0.8 8 0.17 0.19
2013 0.54 0.53 0.5 0.6 51 617 240 299 1607 94 51 221 132 8 2.7 9 0.18 0.22
2014 0.57 0.55 0.54 0.73 55 672 177 356 1972 98 56 228 167 5 1.4 5 0.09 0.21
2015 0.42 0.55 0.5 0.59 64 736 215 364 2339 106 44 239 142 1 0.3 10 0.16 0.21
2016 0.53 0.56 0.54 0.66 70 806 93 433 2773 119 63 264 175 0 4 0.06 0.2
2017 0.46 0.58 0.49 0.6 55 861 68 423 3196 134 61 287 172 5 1.2 9 0.16 0.21
2018 0.41 0.7 0.47 0.56 88 949 71 450 3646 125 51 295 166 1 0.2 17 0.19 0.28
2019 0.49 0.88 0.43 0.56 94 1043 10 445 4091 143 70 332 186 4 0.9 2 0.02 0.33
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
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

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107
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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76
32011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

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65
42002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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64
52009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

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63
62009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

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62
72009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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56
82005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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45
92010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

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45
102005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

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43
111997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

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39
121998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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38
131995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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38
142011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

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38
152002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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37
162006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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37
172012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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36
181995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

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36
192013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

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36
202006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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34
212007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

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34
222000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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33
232012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

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33
242007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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32
252009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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31
262003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

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30
272013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

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30
282005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Capocci, Daniel ; Corhay, Albert ; Hubner, Georges . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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30
292010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

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28
302013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

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27
312000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

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27
321999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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26
332002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

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26
342009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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26
352015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

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25
362003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun. In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

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25
372006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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24
382014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

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24
392005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

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24
402006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

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24
412010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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24
422002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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23
432015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

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22
442003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

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22
452002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

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21
461995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

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21
472006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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21
482009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

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21
492011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

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20
502011Do heterogeneous beliefs diversify market risk?. (2011). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

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19
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

19
22009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

18
32011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

17
42013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

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16
52007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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16
62015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

Full description at Econpapers || Download paper

15
72006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

12
82007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

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12
92013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

11
102009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

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11
112015Skewed distributions in finance and actuarial science: a review. (2015). Loperfido, Nicola ; Adcock, Christopher ; Eling, Martin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281.

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11
122010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

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10
132014The more the better? Foreign ownership and corporate performance in China. (2014). Yu, Zhihong ; Guariglia, Alessandra ; Greenaway, Sir David. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:681-702.

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10
142015The dynamics of US bank profitability. (2015). Wilson, John ; Chronopoulos, Dimitris K. ; John O. S. Wilson, ; McMillan, Fiona J. ; Liu, Hong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:5:p:426-443.

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10
152013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

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10
162014Reputational losses and operational risk in banking. (2014). Fiordelisi, Franco ; Schwizer, Paola ; Soana, Maria-Gaia . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:2:p:105-124.

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9
172015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

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9
182014Cooperative bank efficiency in Japan: a parametric distance function analysis. (2014). Wilson, John ; Quinn, Barry ; McKillop, Donal G. ; Glass, Colin J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:3:p:291-317.

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8
192018Measuring systemic risk in the European banking sector: a copula CoVaR approach. (2018). Karimalis, Emmanouil N ; Nomikos, Nikos K. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:11:p:944-975.

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8
202017Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches. (2017). Bessler, Wolfgang ; Wolff, Dominik ; Opfer, Heiko . In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:1-30.

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8
212016Commodity futures hedging, risk aversion and the hedging horizon. (2016). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:15:p:1534-1560.

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8
222014Domestic and foreign institutional investors’ behavior in China. (2014). Bredin, Don ; Yi, Zhihong ; Liu, Ningyue ; Wang, Liming. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:728-751.

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8
232011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

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8
242012Price discovery in spot and futures markets: a reconsideration. (2012). Theissen, Erik. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:969-987.

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8
252009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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7
262010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

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7
272017Risk management with expectiles. (2017). Bellini, Fabio ; di Bernardino, Elena. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:6:p:487-506.

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282017Asset–liability modelling and pension schemes: the application of robust optimization to USS. (2017). Sutcliffe, Charles ; Platanakis, Emmanouil. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:4:p:324-352.

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292009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

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302011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

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312005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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322014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

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332011Banking competition and economic growth: cross-country evidence. (2011). Maudos, Joaquin ; Fernández de Guevara, Juan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:8:p:739-764.

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342006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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352006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

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362012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

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371999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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382013An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis. (2013). Tamakoshi, Go ; Hamori, Shigeyuki. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:10:p:939-950.

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392016A macroprudential approach to address liquidity risk with the loan-to-deposit ratio. (2016). End, Jan Willem ; van den End, Jan Willem. In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:3:p:237-253.

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402016Political connections and tax-induced earnings management: evidence from China. (2016). Li, Chen ; Wang, Yaping ; Xiao, Jason Zezhong ; Wu, Liansheng . In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:4-6:p:413-431.

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412013A note on institutional hierarchy and volatility in financial markets. (2013). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone ; Milakovic, M.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:6:p:449-465.

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422015Linking wealth and labour income with stock returns and government bond yields. (2015). Sousa, Ricardo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:806-825.

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432006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). Sterken, Elmer ; de Haan, Leo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

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442015The European sovereign debt market: from integration to segmentation. (2015). Coakley, Jerry ; cipollini, andrea ; Lee, Hyunchul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128.

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452014Risk aversion vs. individualism: what drives risk taking in household finance?. (2014). Salzmann, Astrid Juliane ; Breuer, Wolfgang ; Riesener, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:5:p:446-462.

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462016Multivariate asset models using Lévy processes and applications. (2016). Ballotta, Laura ; Bonfiglioli, Efrem. In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:13:p:1320-1350.

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472012Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America. (2012). Zhou, Tim ; Molyneux, Philip ; Goddard, John. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:5:p:419-438.

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482017Stock market investors use of stop losses and the disposition effect. (2017). Richards, Daniel W ; Fenton, Mark ; Kodwani, Devendra ; Rutterford, Janette. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:2:p:130-152.

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492010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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502012A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. (2012). Nolte, Ingmar. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:885-919.

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2019The impact of government-supported participative loans on the growth of entrepreneurial ventures. (2019). Bertoni, Fabio ; Reverte, Carmelo ; Marti, Jose. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:1:p:371-384.

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2019The role of private versus governmental venture capital in fostering job creation during the crisis. (2019). Reverte, Carmelo ; Marti, Jose ; Croce, Annalisa. In: Small Business Economics. RePEc:kap:sbusec:v:53:y:2019:i:4:d:10.1007_s11187-018-0108-3.

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2019What is going on with studies on banking efficiency?. (2019). de Abreu, Emmanuel Sousa ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:195-219.

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2019Exchange Rate Sensitivity of Firm Value : Recent Evidence from Non-Financial Firms Listed on Borsa Istanbul. (2019). KAZDAL, Abdullah ; Yilmaz, Muhammed Hasan ; Kucuksarac, Doruk ; Guney, Ibrahim Ethem. In: CBT Research Notes in Economics. RePEc:tcb:econot:1911.

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2019Bank regulation and efficiency: Evidence from transition countries. (2019). Piesse, Jenifer ; Djalilov, Khurshid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:308-322.

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2019Deregulation, efficiency and competition in developing banking markets: Do reforms really work? A case study for Ghana. (2019). Ferrari, Alessandra ; Dadzie, John K. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:4:d:10.1057_s41261-019-00097-x.

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2019The Role of Governance and Bank Funding in the Determination of Cornerstone Allocations in Chinese Equity Offers. (2019). McGuinness, Paul B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:114-:d:245085.

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2019Analysis of the stock market anomalies in the context of changing the information paradigm. (2019). Anashkina, Marina ; Yu, Elena ; Malyshenko, Vadim . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:239-270.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2019Portfolio Optimization with Expectile and Omega Functions. (2019). Uryasev, Stan ; Wagner, Alexander . In: Papers. RePEc:arx:papers:1910.14005.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2019Backtesting VaR and expectiles with realized scores. (2019). Pyatkova, Mariya ; Negri, Ilia ; Bellini, Fabio. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:1:d:10.1007_s10260-018-00434-w.

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2019Location and portfolio selection problems: A unified framework. (2019). Scozzari, Andrea ; Rodr, Moises ; Puerto, Justo. In: Papers. RePEc:arx:papers:1907.07101.

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2019Computation of optimal transport and related hedging problems via penalization and neural networks. (2019). Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1802.08539.

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2019Hedging parameter risk. (2019). Schmelzle, Martin ; Rosch, Daniel ; Claussen, Arndt . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:111-121.

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2019Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel . In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1180-1193.

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2019Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories. (2019). Gaspar, Raquel ; Silva, Paulo M. In: Working Papers REM. RePEc:ise:remwps:wp0922019.

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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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2019Energy storage subsidy estimation for microgrid: A real option game-theoretic approach. (2019). Xu, Chongqing ; Zeng, YU ; Chen, Weidong. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:373-382.

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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856.

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2019Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization. (2019). , Schneller. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:47-53.

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2019Evaluation of multivariate GARCH models in an optimal asset allocation framework. (2019). Hasim, Haslifah M ; Vrontos, Spyridon ; Abdul, Nor Syahilla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:568-596.

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2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2019The disposition effect when deciding on behalf of others. (2019). Musshoff, Oliver ; Rau, Holger A ; Hermann, Daniel. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:74:y:2019:i:c:s0167487019300935.

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2019Multiple banking relationships: the role of firm connectedness. (2019). Peruzzi, Valentina ; Fracasso, Andrea ; Tomasi, Chiara. In: DEM Working Papers. RePEc:trn:utwprg:2019/03.

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2019A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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2019The Turn of the Month Effect on CEE Stock Markets. (2019). Kotlebova, Jana ; Arendas, Peter. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:57-:d:272661.

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2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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2019Exponential-type GARCH models with linear-in-variance risk premium. (2019). Hafner, Christian ; Dimitra, Kyriakopoulou ; Christian, Hafner. In: CORE Discussion Papers. RePEc:cor:louvco:2019013.

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2019Attracting attention from peers: Excitement in social trading. (2019). Pelster, Matthias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:161:y:2019:i:c:p:158-179.

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2019Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Huang, Nan-Jing ; He, Xinjiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1901.00345.

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2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio. (2019). Chang, Tsang Yao ; Pierdzioch, Christian ; Majumdar, Anandamayee ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:458-467.

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2019Tangible and intangible investment in corporate finance. (2019). Lijuan, Wu ; Guohua, Cao ; Shuangling, Zhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818300081.

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2019Systemic Risk: Conditional Distortion Risk Measures. (2019). Laeven, Roger ; Dhaene, Jan ; Zhang, Yiying. In: Papers. RePEc:arx:papers:1901.04689.

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2019Risk Transmission between Chinese and U.S. Agricultural Commodity Futures Markets—A CoVaR Approach. (2019). Ke, Yangmin ; Liu, Ping ; McKenzie, Andrew M. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:1:p:239-:d:195131.

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2019Comparing Different Systemic Risk Measures for European Banking System. (2019). Di Clemente, Annalisa . In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:1:p:35-53.

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2019Non-performing loans in European systemic and non-systemic banks. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:94008.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2019Can Variations in Temperature Explain the Systemic Risk of European Firms?. (2019). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:4:d:10.1007_s10640-019-00385-0.

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2019Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128.

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2019Assessment of the Financial Sustainability of China’s New Rural Pension Plan: Does the Demographic Policy Reform Matter?. (2019). Sun, Shuangyue ; Huang, Jianyuan ; Wang, Huan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5110-:d:268348.

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2019Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. (2019). Devolder, Pierre ; Alonso-Garcia, Jennifer. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:57-76.

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2019Market structure, performance, and efficiency: Evidence from the MENA banking sector. (2019). Sestayo, Ruben Lado ; Bua, Milagros Vivel ; Razia, Alaa ; Gonzalez, Luis Otero. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:84-101.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019European bank loan loss provisioning and technological innovative progress. (2019). Dadoukis, Aristeidis ; Simper, Richard ; Bryce, Cormac. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:119-130.

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2019Evaluating the European bank efficiency using Data Envelopment Analysis: evidence in the aftermath of the recent financial crisis. (2019). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp01092019.

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2019The assessment of globalization on innovation in Chinese manufacturing firms. (2019). Chen, Yin E ; Chang, Chun-Ping ; Wen, Jun ; Zheng, Mingbo ; Feng, Gen-Fu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:190-202.

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2019Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate. (2019). Ule, Petr ; Horak, Jakub ; Vochozka, Marek. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:76-:d:227157.

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2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating. (2019). Kearney, Fearghal ; Yang, Yang ; Shang, Han Lin. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4.

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2019Does the World Bank Move Markets?. (2019). Kilby, Christopher ; Kersting, Erasmus. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:42.

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2019Significant Determiners of Greek Debt Crisis: A Comparative Analysis with Probit and MARS Approaches. (2019). Yuksel, Serhat ; Mizrak, Filiz. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:8:y:2019:i:3:p:33-50.

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2019Does downside risk matter more in asset pricing? Evidence from China. (2019). Ali, Heba. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:154-174.

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2019The Single Supervisory Mechanism : competitive implications for the banking sectors in the euro area. (2019). Bikker, J A ; Okolelova, Iryna. In: Working Papers. RePEc:use:tkiwps:1901.

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2019Do Hierarchical Jumps in CEO Succession Invigorate Innovation? Evidence from Chinese Economy. (2019). Sarfraz, Muddassar ; Fareed, Zeeshan ; Meran, Syed Ghulam ; Qun, Wang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2017-:d:220093.

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2019Determinants of real estate bank profitability. (2019). Stevenson, Simon ; Serra, Ana Paula ; Martins, Antonio Miguel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:282-300.

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2019The Effect of Housing Prices on Bank Performance in Korea. (2019). Park, Yuen Jung ; Kim, Jungmu ; Ok, Youngkyung. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6242-:d:284464.

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2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

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2019Using voting decisions to identify shocks in the financial services industry. (2019). Ribeiro-Navarrete, Samuel ; Vizcaino-Gonzalez, Marcos ; Pineiro-Chousa, Juan. In: Service Business. RePEc:spr:svcbiz:v:13:y:2019:i:2:d:10.1007_s11628-018-00389-8.

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2019Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261.

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2019Multivariate realized volatility forecasts of agricultural commodity futures. (2019). Chen, Langnan ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1565-1586.

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2019The asymmetric high-frequency volatility transmission across international stock markets. (2019). Wang, Shengquan ; Luo, Jiawen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:104-109.

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2019Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998.

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2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28133.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2019Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited. (2019). Johan, Sofia ; Cumming, Douglas. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307402.

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Recent citations received in 2019
YearCiting document
2019Crises in Some Emerging Economy and Its Contagion Effect. (2019). Chuluunbayar, Delgerjargal. In: MPRA Paper. RePEc:pra:mprapa:98810.

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2019Резервный буфер капитала как инструмент макропруденциальной политики // Reserve Capital buffer as an Instrument of Macroprudential Policy. (2019). Г. Господарчук Г., ; Gospodarchuk, G. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2019:i:4:p:43-56.

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Recent citations received in 2018
YearCiting document
2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27483.

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2018The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area. (2018). Bikker, Jacob ; Okolelova, Iryna. In: DNB Working Papers. RePEc:dnb:dnbwpp:621.

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2018Impacts of a medium voltage direct current link on the performance of electrical distribution networks. (2018). Qi, QI ; Yu, James ; Wu, Jianzhong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:175-188.

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2018Customer financing, bargaining power and trade credit uptake. (2018). Mateut, Simona ; Chevapatrakul, Thanaset. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:147-162.

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2018Does a scopic regime erode the disposition effect? Evidence from a social trading platform. (2018). Gemayel, Roland ; Preda, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:175-190.

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2018A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand. (2018). Martinez-Alvarez, Francisco ; Jacques, Julien ; Asencio-Cortes, Gualberto ; Schmutz, Amandine. In: Energies. RePEc:gam:jeners:v:12:y:2018:i:1:p:94-:d:193747.

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2018Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:13-:d:128713.

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2018Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:24-:d:145854.

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2018Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255.

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2018Some Results on Measures of Interaction between Paired Risks. (2018). Fang, Rui ; Li, Xiaohu. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:88-:d:166067.

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2018Do International Capabilities and Resources Configure Firm’s Sustainable Competitive Performance? Research within Pakistani SMEs. (2018). Degong, MA ; Anwar, Muhammad ; Khattak, Muhammad Sualeh ; ULLAH, Farid . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4298-:d:184122.

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2018Sustainability and Efficiency of the European Banking Market after the Global Crisis: The Impact of Some Strategic Choices. (2018). Pampurini, Francesca ; Quaranta, Anna Grazia. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2237-:d:155173.

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2018Industry Concentration, Firm Efficiency and Average Stock Returns: Evidence from Australia. (2018). Hu, T. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9246-5.

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2018.

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2018Does Bank Concentration Affect Debt Maturity?. (2018). Liu, Peisen ; Huang, Shoujun. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:73-87.

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2018Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. (2018). Gubareva, Mariya ; Borges, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2438-y.

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2018The Impact of Regulatory Stress Testing on Banks Equity and CDS Performance. (2018). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:14.

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Recent citations received in 2017
YearCiting document
2017A two-step hybrid investment strategy for pension funds. (2017). Pagnoncelli, Bernardo K ; Denis, Gabriela ; Cifuentes, Arturo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:574-583.

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2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-07.

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2017Harmful Diversification: Evidence from Alternative Investments. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-09.

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2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

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2017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

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Recent citations received in 2016
YearCiting document
2016Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing. (2016). Szimayer, Alexander ; Maller, Ross ; Buchmann, Boris ; Kaehler, Benjamin . In: Papers. RePEc:arx:papers:1502.03901.

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2016Managerial sentiment, consumer confidence and sector returns. (2016). Salhin, Ahmed ; Jones, Edward ; Sherif, Mohamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:24-38.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201602.

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