Financial Markets and Portfolio Management / Springer
Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
16
Impact Factor
0.38
5 Years IF
0.3
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.09 | 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 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.12 | 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 | 0.08 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1997 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1999 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
| 2000 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
| 2001 | 0 | 0.35 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 2002 | 0 | 0.37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | |||||
| 2003 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | |||||
| 2004 | 0 | 0.44 | 0.2 | 0 | 5 | 5 | 16 | 1 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2005 | 0.2 | 0.45 | 0.12 | 0.2 | 20 | 25 | 84 | 2 | 4 | 5 | 1 | 5 | 1 | 1 | 50 | 1 | 0.05 | 0.21 |
| 2006 | 0.16 | 0.46 | 0.21 | 0.16 | 33 | 58 | 197 | 12 | 16 | 25 | 4 | 25 | 4 | 8 | 66.7 | 8 | 0.24 | 0.2 |
| 2007 | 0.23 | 0.42 | 0.27 | 0.21 | 32 | 90 | 181 | 24 | 40 | 53 | 12 | 58 | 12 | 17 | 70.8 | 7 | 0.22 | 0.18 |
| 2008 | 0.34 | 0.44 | 0.31 | 0.29 | 19 | 109 | 104 | 32 | 74 | 65 | 22 | 90 | 26 | 11 | 34.4 | 2 | 0.11 | 0.2 |
| 2009 | 0.41 | 0.43 | 0.35 | 0.37 | 26 | 135 | 109 | 46 | 121 | 51 | 21 | 109 | 40 | 13 | 28.3 | 3 | 0.12 | 0.21 |
| 2010 | 0.33 | 0.43 | 0.37 | 0.45 | 28 | 163 | 111 | 61 | 182 | 45 | 15 | 130 | 59 | 12 | 19.7 | 1 | 0.04 | 0.18 |
| 2011 | 0.41 | 0.45 | 0.49 | 0.51 | 28 | 191 | 138 | 93 | 275 | 54 | 22 | 138 | 71 | 27 | 29 | 1 | 0.04 | 0.2 |
| 2012 | 0.29 | 0.45 | 0.43 | 0.46 | 25 | 216 | 76 | 93 | 368 | 56 | 16 | 133 | 61 | 22 | 23.7 | 5 | 0.2 | 0.19 |
| 2013 | 0.26 | 0.5 | 0.4 | 0.42 | 20 | 236 | 87 | 94 | 462 | 53 | 14 | 126 | 53 | 16 | 17 | 3 | 0.15 | 0.21 |
| 2014 | 0.42 | 0.51 | 0.38 | 0.39 | 20 | 256 | 39 | 96 | 558 | 45 | 19 | 127 | 49 | 16 | 16.7 | 3 | 0.15 | 0.2 |
| 2015 | 0.43 | 0.5 | 0.34 | 0.43 | 20 | 276 | 25 | 95 | 653 | 40 | 17 | 121 | 52 | 6 | 6.3 | 3 | 0.15 | 0.19 |
| 2016 | 0.15 | 0.5 | 0.33 | 0.38 | 25 | 301 | 43 | 99 | 752 | 40 | 6 | 113 | 43 | 3 | 3 | 2 | 0.08 | 0.18 |
| 2017 | 0.22 | 0.5 | 0.35 | 0.3 | 21 | 322 | 8 | 112 | 864 | 45 | 10 | 110 | 33 | 4 | 3.6 | 0 | 0.18 | |
| 2018 | 0.13 | 0.54 | 0.27 | 0.27 | 20 | 342 | 9 | 94 | 958 | 46 | 6 | 106 | 29 | 4 | 4.3 | 0 | 0.21 | |
| 2019 | 0.07 | 0.58 | 0.3 | 0.2 | 19 | 361 | 19 | 107 | 1066 | 41 | 3 | 106 | 21 | 2 | 1.9 | 3 | 0.16 | 0.21 |
| 2020 | 0.38 | 0.75 | 0.33 | 0.3 | 21 | 382 | 11 | 125 | 1191 | 39 | 15 | 105 | 31 | 8 | 6.4 | 3 | 0.14 | 0.29 |
| 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 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 82 |
| 2 | 2007 | Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470. Full description at Econpapers || Download paper | 52 |
| 3 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 45 |
| 4 | 2006 | Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers || Download paper | 34 |
| 5 | 2007 | Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers || Download paper | 32 |
| 6 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 31 |
| 7 | 2006 | Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers || Download paper | 24 |
| 8 | 2010 | Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers || Download paper | 23 |
| 9 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 22 |
| 10 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 20 |
| 11 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 19 |
| 12 | 2013 | The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers || Download paper | 19 |
| 13 | 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers || Download paper | 18 |
| 14 | 2010 | Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÆøy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers || Download paper | 18 |
| 15 | 2005 | The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers || Download paper | 18 |
| 16 | 2010 | Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers || Download paper | 18 |
| 17 | 2006 | Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers || Download paper | 16 |
| 18 | 2013 | Loan growth and bank risk: new evidence. (2013). Murcia, Andr̮̩s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers || Download paper | 16 |
| 19 | 2006 | Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers || Download paper | 16 |
| 20 | 2006 | A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers || Download paper | 15 |
| 21 | 2008 | Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers || Download paper | 15 |
| 22 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 15 |
| 23 | 2009 | Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers || Download paper | 15 |
| 24 | 2009 | The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers || Download paper | 14 |
| 25 | 2009 | Liquidity risk, credit risk, and the federal reserveââ¬â¢s responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers || Download paper | 14 |
| 26 | 2007 | Shareholder wealth gains through better corporate governanceââ¬âThe case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424. Full description at Econpapers || Download paper | 14 |
| 27 | 2011 | Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers || Download paper | 13 |
| 28 | 2007 | Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers || Download paper | 13 |
| 29 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 13 |
| 30 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). FÃÆüss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÃSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers || Download paper | 12 |
| 31 | 2006 | The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers || Download paper | 12 |
| 32 | 2013 | Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers || Download paper | 12 |
| 33 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 11 |
| 34 | 2013 | Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers || Download paper | 11 |
| 35 | 2006 | Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers || Download paper | 11 |
| 36 | 2004 | Calibrating the CreditMetricsâ⢠correlation concept ââ¬â Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381. Full description at Econpapers || Download paper | 10 |
| 37 | 2008 | Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers || Download paper | 10 |
| 38 | 2007 | Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers || Download paper | 10 |
| 39 | 2010 | Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers || Download paper | 9 |
| 40 | 2005 | Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers || Download paper | 9 |
| 41 | 2014 | Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers || Download paper | 9 |
| 42 | 2006 | Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118. Full description at Econpapers || Download paper | 9 |
| 43 | 2013 | Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers || Download paper | 9 |
| 44 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Min, Aleksey ; Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 9 |
| 45 | 2008 | Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167. Full description at Econpapers || Download paper | 9 |
| 46 | 2007 | An application of the Blackââ¬âLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers || Download paper | 9 |
| 47 | 2005 | Determinants of Financial Distress Costs. (2005). Rodrigues, Luis ; Pindado, Julio. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359. Full description at Econpapers || Download paper | 8 |
| 48 | 2009 | Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers || Download paper | 8 |
| 49 | 2013 | Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers || Download paper | 8 |
| 50 | 2008 | Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90. Full description at Econpapers || Download paper | 8 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 43 |
| 2 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 19 |
| 3 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 15 |
| 4 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 12 |
| 5 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 8 |
| 6 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 7 |
| 7 | 2009 | The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers || Download paper | 7 |
| 8 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 7 |
| 9 | 2013 | The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers || Download paper | 6 |
| 10 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 6 |
| 11 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Min, Aleksey ; Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 5 |
| 12 | 2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | 5 |
| 13 | 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers || Download paper | 5 |
| 14 | 2010 | Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÆøy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers || Download paper | 5 |
| 15 | 2011 | Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation. (2011). Su, Chen ; Bangassa, Kenbata . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:53-74. Full description at Econpapers || Download paper | 4 |
| 16 | 2007 | Philippe Jorion: Value at Risk ââ¬â The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398. Full description at Econpapers || Download paper | 4 |
| 17 | 2007 | Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers || Download paper | 4 |
| 18 | 2019 | Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5. Full description at Econpapers || Download paper | 4 |
| 19 | 2020 | Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper | 4 |
| 20 | 2013 | Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers || Download paper | 4 |
| 21 | 2006 | Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers || Download paper | 4 |
| 22 | 2005 | Determinants of Financial Distress Costs. (2005). Rodrigues, Luis ; Pindado, Julio. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359. Full description at Econpapers || Download paper | 3 |
| 23 | 2013 | Loan growth and bank risk: new evidence. (2013). Murcia, Andr̮̩s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers || Download paper | 3 |
| 24 | 2015 | Profitable momentum trading strategies for individual investors. (2015). Foltice, Bryan ; Langer, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:85-113. Full description at Econpapers || Download paper | 3 |
| 25 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | (Unusual) weather and stock returnsââ¬âI am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:p:63-94. Full description at Econpapers || Download paper | 3 |
| 27 | 2019 | Common risk factors in international stock markets. (2019). Schrimpf, Andreas ; Ziegler, Andreas ; Wagner, Alexander F ; von Arx, Urs ; Schmidt, Peter S. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3. Full description at Econpapers || Download paper | 3 |
| 28 | 2006 | Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers || Download paper | 3 |
| 29 | 2006 | Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers || Download paper | 3 |
| 30 | 2013 | Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers || Download paper | 3 |
| 31 | 2019 | Machine learning in empirical asset pricing. (2019). Weigand, Alois. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00326-3. Full description at Econpapers || Download paper | 3 |
| 32 | 2016 | (Unusual) weather and stock returnsââ¬âI am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:d:10.1007_s11408-016-0262-z. Full description at Econpapers || Download paper | 3 |
| 33 | 2016 | Quantifying the components of the banksââ¬â¢ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3. Full description at Econpapers || Download paper | 3 |
| 34 | 2014 | Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers || Download paper | 3 |
| 35 | 2013 | Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers || Download paper | 3 |
| 36 | 2015 | Handling risk-on/risk-off dynamics with correlation regimes and correlation networks. (2015). Papenbrock, Jochen ; Schwendner, Peter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:125-147. Full description at Econpapers || Download paper | 3 |
| 37 | 2005 | Price Linkages Between the US, Japan and UK Stock Markets. (2005). Floros, Christos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:2:p:169-178. Full description at Econpapers || Download paper | 2 |
| 38 | 2014 | Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies. (2014). Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:3:p:209-231. Full description at Econpapers || Download paper | 2 |
| 39 | 2018 | Daniel Drescher: Blockchain basics: a non-technical introduction in 25 steps. (2018). Kube, Nicolas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0315-6. Full description at Econpapers || Download paper | 2 |
| 40 | 2012 | VIX changes and derivative returns on FOMC meeting days. (2012). Mauck, Nathan ; Chen, Denghui ; Krieger, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:315-331. Full description at Econpapers || Download paper | 2 |
| 41 | 2019 | Alpha forecasting in factor investing: discriminating between the informational content of firm characteristics. (2019). Zurek, Martin ; Heinrich, Lars. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00333-4. Full description at Econpapers || Download paper | 2 |
| 42 | 2015 | The information content of the open interest of credit default swaps. (2015). Silva, Paulo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:4:p:381-427. Full description at Econpapers || Download paper | 2 |
| 43 | 2009 | Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399. Full description at Econpapers || Download paper | 2 |
| 44 | 2018 | Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7. Full description at Econpapers || Download paper | 2 |
| 45 | 2019 | Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7. Full description at Econpapers || Download paper | 2 |
| 46 | 2016 | Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investorsââ¬â¢ perspective. (2016). Konstantinov, Gueorgui . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:3:d:10.1007_s11408-016-0271-y. Full description at Econpapers || Download paper | 2 |
| 47 | 2009 | Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers || Download paper | 2 |
| 48 | 2013 | Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers || Download paper | 2 |
| 49 | 2019 | What is the best Lévy model for stock indices? A comparative study with a view to time consistency. (2019). Massing, Till. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00335-2. Full description at Econpapers || Download paper | 2 |
| 50 | 2005 | Price and Volume Effects Associated with 2003ââ¬â¢s Major Reorganization of German Stock Indices. (2005). Wimschulte, Jens ; Wilkens, Sascha. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:61-98. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 15
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| 2020 | A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993. Full description at Econpapers || Download paper | |
| 2020 | Measurement of risk preference. (2020). Gubaydullina, Zulia ; Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303120. Full description at Econpapers || Download paper | |
| 2020 | Design Pattern Elicitation Framework for Proof of Integrity in Blockchain Applications. (2020). Aljeaid, Dania ; Almalki, Monirah Dakilallah ; Saeedi, Kawther ; Aslam, Muhammad Ahtisham ; Visvizi, Anna. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8404-:d:426905. Full description at Econpapers || Download paper | |
| 2020 | Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287. Full description at Econpapers || Download paper | |
| 2020 | Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446. Full description at Econpapers || Download paper | |
| 2020 | The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980. Full description at Econpapers || Download paper | |
| 2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper | |
| 2020 | Machine learning solutions to challenges in finance: An application to the pricing of financial products. (2020). Yang, Zhaojun ; Wang, Huamao ; Gan, Lirong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399. Full description at Econpapers || Download paper | |
| 2020 | Deep Learning and Implementations in Banking. (2020). Ghodsi, Mansi ; Silva, Emmanuel ; Huang, XU ; Hassani, Hossein. In: Annals of Data Science. RePEc:spr:aodasc:v:7:y:2020:i:3:d:10.1007_s40745-020-00300-1. Full description at Econpapers || Download paper | |
| 2020 | Machine learning and credit ratings prediction in the age of fourth industrial revolution. (2020). Xiong, Deping ; Rahat, Birjees ; Mirza, Nawazish ; Li, Jing-Ping. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520311355. Full description at Econpapers || Download paper | |
| 2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | |
| 2020 | The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX. (2020). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8196. Full description at Econpapers || Download paper | |
| 2020 | Its OK to pay well, if you write well: The effects of remuneration disclosure readability. (2020). Hemmings, Danial ; Williams, Gwion ; Hodgkinson, Lynn. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:547-586. Full description at Econpapers || Download paper | |
| 2020 | Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case. (2020). Saffet, Akdag ; Omer, Skenderoglu. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:15:y:2020:i:1:p:105-121:n:9. Full description at Econpapers || Download paper | |
| 2020 | A Socioeconomic Well-Being Index. (2020). Ma, Xiaohan ; Shirvani, Abootaleb ; Trindade, Alexandre A. In: Papers. RePEc:arx:papers:2001.01036. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
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| 2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445. Full description at Econpapers || Download paper | |
| 2020 | Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8783. Full description at Econpapers || Download paper | |
| 2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market. (2020). Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202016. Full description at Econpapers || Download paper |
Recent citations received in 2019
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| 2019 | Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917. Full description at Econpapers || Download paper | |
| 2019 | Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs. (2019). Xu, Xiaojie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00237. Full description at Econpapers || Download paper | |
| 2019 | Naïve diversification in thematic investing: heuristics for the core satellite investor. (2019). Nitzsch, Rudiger ; Methling, Florian. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00136-2. Full description at Econpapers || Download paper |
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