Citation analysis for Multinational Finance Journal / Multinational Finance Journal

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.31

5 Years IF

0.51

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	0.09	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	0.06	0	16	16	96	1	1	0		0		1	100	1	0.06	0.09
1998	0.06	0.26	0.1	0.06	13	29	31	1	4	16	1	16	1	2	200		0	0.12
1999	0.1	0.27	0.1	0.1	11	40	46	3	8	29	3	29	3	3	100		0	0.13
2000	0	0.32	0.13	0.03	13	53	95	7	15	24		40	1	6	85.7	6	0.46	0.14
2001	0.08	0.35	0.14	0.13	12	65	60	9	24	24	2	53	7	5	55.6		0	0.15
2002	0.12	0.37	0.14	0.09	9	74	56	9	34	25	3	65	6	1	11.1	2	0.22	0.19
2003	0.14	0.4	0.14	0.16	9	83	19	11	46	21	3	58	9	2	18.2		0	0.19
2004	0.11	0.44	0.29	0.33	9	92	31	27	73	18	2	54	18	4	14.8		0	0.2
2005	0.11	0.45	0.17	0.23	10	102	11	17	90	18	2	52	12	6	35.3		0	0.21
2006	0.05	0.46	0.19	0.12	9	111	28	21	111	19	1	49	6	6	28.6		0	0.2
2007	0	0.42	0.22	0.15	10	121	41	25	138	19		46	7	13	52		0	0.18
2008	0.16	0.44	0.2	0.13	12	133	33	27	165	19	3	47	6	10	37	1	0.08	0.2
2009	0.14	0.43	0.1	0.14	12	145	12	14	179	22	3	50	7	1	7.1		0	0.21
2010	0.04	0.43	0.09	0.08	14	159	7	14	193	24	1	53	4		0		0	0.18
2011	0.08	0.45	0.15	0.14	18	177	28	26	220	26	2	57	8	5	19.2		0	0.2
2012	0.06	0.45	0.2	0.14	10	187	17	37	257	32	2	66	9	17	45.9		0	0.19
2013	0.07	0.5	0.18	0.06	11	198	52	35	293	28	2	66	4	19	54.3		0	0.21
2014	0.19	0.51	0.25	0.14	8	206	18	52	345	21	4	65	9	10	19.2		0	0.2
2015	0.42	0.5	0.28	0.18	8	214	57	59	404	19	8	61	11	9	15.3	2	0.25	0.19
2016	0.38	0.5	0.3	0.33	8	222	7	67	471	16	6	55	18		0		0	0.18
2017	0.5	0.5	0.32	0.47	8	230	4	74	545	16	8	45	21		0		0	0.18
2018	0.19	0.54	0.27	0.51	6	236	4	64	609	16	3	43	22		0		0	0.21
2019	0.14	0.58	0.26	0.34	7	243	0	62	671	14	2	38	13	2	3.2		0	0.21
2020	0.31	0.75	0.31	0.51	3	246	0	76	747	13	4	37	19	3	3.9		0	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	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	47
2	1997	Mean and Volatility Spillover Effects in the U.S. and PacificÃ¢â¬âBasin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	29
3	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	27
4	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	24
5	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	23
6	2001	Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Mayes, David ; Margaritis, Dimitri ; Huang, Angela . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200. Full description at Econpapers \|\| Download paper	21
7	2002	Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166. Full description at Econpapers \|\| Download paper	21
8	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	20
9	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	18
10		Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	18
11	1997	Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Qian, Sun ; Laurence, Martin ; Cai, Francis . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307. Full description at Econpapers \|\| Download paper	17
12	2000	Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99. Full description at Econpapers \|\| Download paper	17
13	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	12
14	1997	Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152. Full description at Econpapers \|\| Download paper	12
15	2001	Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Vafeas, Nikos ; Travlos, Nickolaos ; Trigeorgis, Lenos. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112. Full description at Econpapers \|\| Download paper	11
16	2004	Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72. Full description at Econpapers \|\| Download paper	11
17	1998	The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Choi, Seung-Doo ; Nam, Sang-Koo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244. Full description at Econpapers \|\| Download paper	11
18	1997	Correlation of Returns in Non-Contemporaneous Markets. (1997). Kahya, Emel . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:123-135. Full description at Econpapers \|\| Download paper	9
19	1999	An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125. Full description at Econpapers \|\| Download paper	9
20	2006	Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116. Full description at Econpapers \|\| Download paper	9
21		Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	9
22	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	9
23	2000	Diagnosing Shocks in Stock Market Returns of Greater China. (2000). Chan, W. S. ; W. C Lo, . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288. Full description at Econpapers \|\| Download paper	9
24	2015	The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168. Full description at Econpapers \|\| Download paper	8
25	2000	The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Hartnett, Neil ; Romcke, Jennifer. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132. Full description at Econpapers \|\| Download paper	8
26	2008	The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184. Full description at Econpapers \|\| Download paper	8
27	1999	A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece. (1999). Doumpos, Michael ; Zopounidis, Constantin. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:71-101. Full description at Econpapers \|\| Download paper	8
28	2003	Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Kim, Wi Saeng ; Lyn, Esmeralda ; Zychowicz, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130. Full description at Econpapers \|\| Download paper	8
29	1997	Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271. Full description at Econpapers \|\| Download paper	8
30	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	8
31	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	7
32	1999	International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi ; Young, Allan. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40. Full description at Econpapers \|\| Download paper	7
33	1999	Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach. (1999). MacDonald, Ronald ; Fiess, Norbert. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:147-172. Full description at Econpapers \|\| Download paper	7
34	2011	Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Tsolas, Ioannis ; Alexakis, Panayotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296. Full description at Econpapers \|\| Download paper	7
35	2012	International Cross-Listing and ShareholdersÃ¢â¬â¢ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86. Full description at Econpapers \|\| Download paper	7
36	1999	Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145. Full description at Econpapers \|\| Download paper	7
37	2001	Emerging Markets: Investing with Political Risk. (2001). Clark, Ephraim ; Tunaru, Radu. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:155-173. Full description at Econpapers \|\| Download paper	6
38	2002	The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Chen, Yueh H. ; Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195. Full description at Econpapers \|\| Download paper	6
39	2014	Impact of Financial Crisis on FirmsÃ¢â¬â¢ Capital Structure in UK, France, and Germany. (2014). Kume, Ortenca ; Iqbal, Abdullah. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:249-280. Full description at Econpapers \|\| Download paper	6
40	1997	Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289. Full description at Econpapers \|\| Download paper	6
41	1999	Gambling Banks and Firm Financing in Transition Economies. (1999). Mallin, Chris ; Briston, Richard ; Jelic, Ranko. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:41-69. Full description at Econpapers \|\| Download paper	5
42	2011	Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:273-296. Full description at Econpapers \|\| Download paper	5
43	2008	Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277. Full description at Econpapers \|\| Download paper	5
44	1999	Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221. Full description at Econpapers \|\| Download paper	5
45	2004	Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange. (2004). Capstaff, John ; Klboe, Audun ; Marshall, Andrew P.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:115-139. Full description at Econpapers \|\| Download paper	5
46		Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Chen, Cathy W. S. ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, ; Cathy W. S. Chen, . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:179-210. Full description at Econpapers \|\| Download paper	5
47	2003	A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test. (2003). Polakow, Daniel A. ; Seymour, Anthony J.. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:3-23. Full description at Econpapers \|\| Download paper	5
48	2013	Managerial Optimism, Investment Efficiency, and Firm Valuation. (2013). Lin, Shin-Hung ; Chen, I-Ju ; I-Ju Chen, . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:295-340. Full description at Econpapers \|\| Download paper	5
49	1999	Gambling Banks and Firm Financing in Transition Economies. (1999). Jelic, Ranko ; Mallin, Chris ; Briston, Richard . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:4:p:253-282. Full description at Econpapers \|\| Download paper	5
50	1998	Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132. Full description at Econpapers \|\| Download paper	5

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

#	Year	Title	Cited
1	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	15
2	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	11
3	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	9
4	2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	7
5	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	7
6	2006	Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116. Full description at Econpapers \|\| Download paper	7
7	1997	Mean and Volatility Spillover Effects in the U.S. and PacificÃ¢â¬âBasin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	5
8	2015	The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168. Full description at Econpapers \|\| Download paper	5
9	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	5
10	1999	A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece. (1999). Doumpos, Michael ; Zopounidis, Constantin. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:71-101. Full description at Econpapers \|\| Download paper	4
11	2008	The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184. Full description at Econpapers \|\| Download paper	4
12	1999	An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125. Full description at Econpapers \|\| Download paper	3
13	1997	Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Qian, Sun ; Laurence, Martin ; Cai, Francis . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307. Full description at Econpapers \|\| Download paper	3
14	2017	An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries. (2017). Benlagha, Noureddine ; Mseddi, Slim . In: Multinational Finance Journal. RePEc:mfj:journl:v:21:y:2017:i:2:p:91-132. Full description at Econpapers \|\| Download paper	3
15	2004	Testing for Multiple Types of Marginal Investor in Ex-Day Pricing. (2004). Brown, Kate ; Bartholdy, Jan . In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:3-4:p:173-209. Full description at Econpapers \|\| Download paper	3
16	2018	The Risk-Asymmetry Index as a new Measure of Risk. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Multinational Finance Journal. RePEc:mfj:journl:v:22:y:2018:i:3-4:p:173-210. Full description at Econpapers \|\| Download paper	3
17	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	3
18	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	3
19	2014	The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis. (2014). Liu, Sha. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:215-248. Full description at Econpapers \|\| Download paper	2
20	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	2
21	2006	Australian On-Market Buy-backs: An Examination of Valuation Issues. (2006). Lim, Roslinda ; Mitchell, Jason ; Izan, H. Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:43-79. Full description at Econpapers \|\| Download paper	2
22	2011	The Predictability of Non-Overlapping Forecasts: Evidence from a New Market. (2011). VISVIKIS, ILIAS ; Kavussanos, Manolis. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:1-2:p:125-156. Full description at Econpapers \|\| Download paper	2
23	2011	Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Tsolas, Ioannis ; Alexakis, Panayotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296. Full description at Econpapers \|\| Download paper	2
24	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	2
25	2016	Adjustment Cost Determinants and Target Capital Structure. (2016). Lambrinoudakis, Costas. In: Multinational Finance Journal. RePEc:mfj:journl:v:20:y:2016:i:1:p:1-39. Full description at Econpapers \|\| Download paper	2
26	2005	The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, SÃÆÃÂ¶hnke. In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187. Full description at Econpapers \|\| Download paper	2
27	2013	Managerial Optimism, Investment Efficiency, and Firm Valuation. (2013). Lin, Shin-Hung ; Chen, I-Ju ; I-Ju Chen, . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:295-340. Full description at Econpapers \|\| Download paper	2
28	1997	Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289. Full description at Econpapers \|\| Download paper	2
29	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	2
30	2000	The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Hartnett, Neil ; Romcke, Jennifer. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132. Full description at Econpapers \|\| Download paper	2
31	2011	The Predictability of Non-Overlapping Forecasts: Evidence from a New Market. (2011). Visvikis, Ilias D. ; Kavussanos, Manolis G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:1-2:p:125-156. Full description at Econpapers \|\| Download paper	2
32	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	2
33	2014	Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data. (2014). Hussain, Syed Mujahid ; Deleze, Frederic . In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:169-213. Full description at Econpapers \|\| Download paper	2
34	2005	Sector Integration and the Benefits of Global Diversification. (2005). Ricardo P. C. Leal, ; Ratner, Mitchell . In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:237-269. Full description at Econpapers \|\| Download paper	2
35	2013	International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Rieger, Marc ; Hens, Thorsten ; Wang, Mei. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163. Full description at Econpapers \|\| Download paper	2
36	1997	Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152. Full description at Econpapers \|\| Download paper	2
37	2006	The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms. (2006). Judge, Amrit. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:1-41. Full description at Econpapers \|\| Download paper	2
38	2011	Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:273-296. Full description at Econpapers \|\| Download paper	2
39	1999	Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 4

Year	Title
2020	Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443. Full description at Econpapers \|\| Download paper
2020	Investor sentiment and trading behavior. (2020). Campisi, Giovanni ; Muzzioli, Silvia. In: Department of Economics. RePEc:mod:depeco:0163. Full description at Econpapers \|\| Download paper
2020	The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	103	18
2	International Review of Financial Analysis / Elsevier	49	17
3	Papers / arXiv.org	65	13
4	Research in International Business and Finance / Elsevier	31	9
5	Review of Quantitative Finance and Accounting / Springer	27	9
6	International Review of Economics & Finance / Elsevier	47	9
7	Accounting and Finance / Accounting and Finance Association of Australia and New Zealand	29	7
8	The Quarterly Review of Economics and Finance / Elsevier	44	7
9	Journal of International Financial Markets, Institutions and Money / Elsevier	55	6
10	Multinational Finance Journal / Multinational Finance Journal	12	6
11	Journal of Corporate Finance / Elsevier	75	5