Citation analysis for Risk Management / Palgrave Macmillan

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

5 Years H

Impact Factor

0.71

5 Years IF

0.55

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	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	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2006	0	0.46	0	0	0	0	0		0	0		0			0		0	0.2
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.18
2008	0	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2009	0	0.43	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.43	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.45	0	0	0	0	0		0	0		0			0		0	0.2
2012	0	0.45	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.5	0	0	0	0	0		0	0		0			0		0	0.21
2014	0	0.51	0	0	0	0	0		0	0		0			0		0	0.2
2015	0	0.5	0	0	0	0	0		0	0		0			0		0	0.19
2016	0	0.5	0	0	13	13	23		0	0		0			0		0	0.18
2017	0.31	0.5	0.18	0.31	15	28	24	5	5	13	4	13	4	2	40	1	0.07	0.18
2018	0.14	0.54	0.14	0.14	15	43	23	6	11	28	4	28	4	5	83.3	2	0.13	0.21
2019	0.33	0.58	0.5	0.33	13	56	25	28	39	30	10	43	14	13	46.4	6	0.46	0.21
2020	0.71	0.75	0.57	0.55	13	69	6	39	78	28	20	56	31	3	7.7		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	2016	Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. Full description at Econpapers \|\| Download paper	14
2	2017	Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1. Full description at Econpapers \|\| Download paper	10
3	2019	Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2. Full description at Econpapers \|\| Download paper	9
4	2018	The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6. Full description at Econpapers \|\| Download paper	7
5	2019	Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers \|\| Download paper	6
6	2018	The impact of international factors on Spanish company returns: a quantile regression approach. (2018). JareÃÆÃÂ±o, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7. Full description at Econpapers \|\| Download paper	5
7	2017	Risk quantification in turmoil markets. (2017). Mora-Valencia, AndrÃÆÃÂ©s ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8. Full description at Econpapers \|\| Download paper	5
8	2018	Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8. Full description at Econpapers \|\| Download paper	4
9	2019	Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3. Full description at Econpapers \|\| Download paper	4
10	2017	Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithmÃ¢â¬âempirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6. Full description at Econpapers \|\| Download paper	3
11	2017	Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x. Full description at Econpapers \|\| Download paper	3
12	2017	The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y. Full description at Econpapers \|\| Download paper	3
13	2016	Armed conflict and financial and economic risk: evidence from Colombia. (2016). YAYA, MEHMET ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0003-7. Full description at Econpapers \|\| Download paper	3
14	2021	Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers \|\| Download paper	2
15	2020	Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1. Full description at Econpapers \|\| Download paper	2
16	2016	Managerial risk preference and its influencing factors: analysis of large state-owned enterprises management personnel in China. (2016). Xu, Yingjun ; Shao, Wei ; Luan, Hui ; Zhang, Yingyu. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0001-9. Full description at Econpapers \|\| Download paper	2
17	2018	Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0. Full description at Econpapers \|\| Download paper	2
18	2019	Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers \|\| Download paper	2
19	2016	On the modelling of prognosis from delinquency to normal performance on retail consumer loans. (2016). Bravo, Jorge ; Chamboko, Richard. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0006-4. Full description at Econpapers \|\| Download paper	2
20	2020	New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9. Full description at Econpapers \|\| Download paper	2
21	2018	BankÃ¢â¬âinsurerÃ¢â¬âfirm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4. Full description at Econpapers \|\| Download paper	2
22	2016	Does enterprise risk management influence market value Ã¢â¬â A long-term perspective. (2016). Marc, Mojca ; Evi, Eljko ; Agar, Marina Mein ; Spri, Danijela Milo . In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.3. Full description at Econpapers \|\| Download paper	2
23	2017	The Chief Risk Officer: a study of roles and responsibilities. (2017). Rosso, Mark A ; Karanja, Erastus. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0014-z. Full description at Econpapers \|\| Download paper	2
24	2018	Risk and return of a trend-chasing application in financial markets: an empirical test. (2018). Ilomaki, Jukka. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0036-1. Full description at Econpapers \|\| Download paper	1
25	2016	Understanding the local policy context of risk management: Competitiveness and adaptation to climate risks in the city of Karlstad, Sweden. (2016). Modh, Lars-Erik ; Nyberg, Lars ; Granberg, Mikael. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:1:d:10.1057_rm.2015.21. Full description at Econpapers \|\| Download paper	1
26	2019	Testing expected shortfall: an application to emerging market stock indices. (2019). Mora-Valencia, AndrÃÆÃÂ©s ; Velasquez-Gaviria, Daniel ; Cardona, Emilio. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-018-0046-z. Full description at Econpapers \|\| Download paper	1
27	2016	Estimation of dynamic VaR using JSU and PIV distributions. (2016). S. V. D. Nageswara Rao, ; Venkataraman, Sree Vinutha. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_s41283-016-0002-8. Full description at Econpapers \|\| Download paper	1
28	2020	Risk governance, banks affiliated to business groups, and foreign ownership. (2020). ChavarÃÆÃÂn, RubÃÆÃÂ©n ; Chavarin, Ruben. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00049-9. Full description at Econpapers \|\| Download paper	1
29	2018	Measuring contagion risk in high volatility state among Taiwanese major banks. (2018). Su, Ender. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-018-0035-2. Full description at Econpapers \|\| Download paper	1
30	2019	Regulatory and governance impacts on bank risk-taking. (2019). Devaughn, Michael L ; Howe, John ; Clark, Brent B ; Schnatterly, Karen. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0044-1. Full description at Econpapers \|\| Download paper	1
31	2017	Exchange rate exposure and financial crises: evidence from emerging Asian markets. (2017). Jeon, Bang ; Zheng, Dazhi ; Zhu, Lei. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0011-7. Full description at Econpapers \|\| Download paper	1
32	2018	Correction to: BankÃ¢â¬âinsurerÃ¢â¬âfirm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0041-4. Full description at Econpapers \|\| Download paper	1
33	2019	Modeling and pricing of space weather derivatives. (2019). Unger, Stephan ; Lemmerer, Birgit. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-019-00052-0. Full description at Econpapers \|\| Download paper	1
34	2018	In search of a measure of banking sector distress: empirical study of CESEE banking sectors. (2018). Witkowski, Bartosz ; Smaga, Pawe ; Iwanicz-Drozdowska, Magorzata ; Bongini, Paola. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-017-0031-y. Full description at Econpapers \|\| Download paper	1
35	2019	MeanÃ¢â¬âvariance, meanÃ¢â¬âVaR, and meanÃ¢â¬âCVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Zhu, Lixing ; Chan, Raymond H ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:2:d:10.1057_s41283-018-0043-2. Full description at Econpapers \|\| Download paper	1
36	2020	Cybersecurity hazards and financial system vulnerability: a synthesis of literature. (2020). Hassan, Mohammad Kabir ; Ali, Md Hakim ; Uddin, Md Hamid. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00063-2. Full description at Econpapers \|\| Download paper	1
37	2017	Designing stress scenarios for portfolios. (2017). Nagpal, Krishan Mohan. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:4:d:10.1057_s41283-017-0024-x. Full description at Econpapers \|\| Download paper	1
38	2016	A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Huang, Chun-Sung ; Panulo, Barry ; Mwangi, Patrick ; Elenjical, Timmy. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4. Full description at Econpapers \|\| Download paper	1
39	2018	Testing alternative versions of the FamaÃ¢â¬âFrench five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3. Full description at Econpapers \|\| Download paper	1
40	2021	Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies. (2021). Mohanty, Odette ; Ivanof, Mike . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00075-6. Full description at Econpapers \|\| Download paper	1
41	2019	Corporate risk management practices and firm value in an emerging market: a mixed methods approach. (2019). Demirel, Pelin ; Danisman, Gamze Ozturk. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0040-5. Full description at Econpapers \|\| Download paper	1
42	2020	Which interbank net is the safest?. (2020). Sbaraglia, Simone ; Zedda, Stefano. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00056-w. Full description at Econpapers \|\| Download paper	1
43	2017	Sensemaking and sensegiving as predicting organizational crisis. (2017). Eckhaus, Eyal ; Klein, Galit. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0019-7. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2016	Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. Full description at Econpapers \|\| Download paper	13
2	2019	Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2. Full description at Econpapers \|\| Download paper	9
3	2017	Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1. Full description at Econpapers \|\| Download paper	8
4	2018	The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Zhu, Lixing ; Wagener, Andreas ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6. Full description at Econpapers \|\| Download paper	7
5	2019	Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers \|\| Download paper	6
6	2017	Risk quantification in turmoil markets. (2017). Mora-Valencia, AndrÃÆÃÂ©s ; Garcia-Donato, Gonzalo ; Diaz, Antonio. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0018-8. Full description at Econpapers \|\| Download paper	4
7	2019	Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3. Full description at Econpapers \|\| Download paper	4
8	2018	Numerical comparison of multivariate models to forecasting risk measures. (2018). Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0026-8. Full description at Econpapers \|\| Download paper	4
9	2018	The impact of international factors on Spanish company returns: a quantile regression approach. (2018). JareÃÆÃÂ±o, Francisco ; Jareo, Francisco ; Sevillano, Caridad M. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0027-7. Full description at Econpapers \|\| Download paper	4
10	2017	Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithmÃ¢â¬âempirical study of Chinese listed corporations. (2017). Wu, Chong ; Liu, Jiaming. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:1:d:10.1057_s41283-016-0012-6. Full description at Econpapers \|\| Download paper	3
11	2017	Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Guotai, Chi ; Moula, Fahmida E. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x. Full description at Econpapers \|\| Download paper	3
12	2017	The turn-of-the-year effect in mutual fund flows. (2017). Seok, Sangik ; Ryu, Doojin ; Choi, Hyung-Suk. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0015-y. Full description at Econpapers \|\| Download paper	3
13	2020	New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9. Full description at Econpapers \|\| Download paper	2
14	2021	Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers \|\| Download paper	2
15	2020	Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1. Full description at Econpapers \|\| Download paper	2
16	2019	Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers \|\| Download paper	2
17	2018	BankÃ¢â¬âinsurerÃ¢â¬âfirm tripartite interconnectedness of credit risk exposures in a cross-shareholding network. (2018). Kanno, Masayasu. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0033-4. Full description at Econpapers \|\| Download paper	2
18	2018	Managerial hubris detection: the case of Enron. (2018). Sheaffer, Zachary ; Eckhaus, Eyal. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:4:d:10.1057_s41283-018-0037-0. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 20

Year	Title
2020	Government R&D subsidies, information asymmetry, and the role of foreign investors: Evidence from a quasi-natural experiment on the shanghai-hong kong stock connect. (2020). Zhou, Zhao ; Hu, Die ; Wang, Yuandi ; Chen, YU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309884. Full description at Econpapers \|\| Download paper
2020	The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498. Full description at Econpapers \|\| Download paper
2020	Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985. Full description at Econpapers \|\| Download paper
2020	Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Escolastico, Alba M ; De, Maria ; Jareo, Francisco. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:115-139. Full description at Econpapers \|\| Download paper
2020	Credit rating migration risk and interconnectedness in a corporate lending network. (2020). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310487. Full description at Econpapers \|\| Download paper
2020	Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69. Full description at Econpapers \|\| Download paper
2020	How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. (2020). Huang, Xiaoxia ; Yang, Tingting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302997. Full description at Econpapers \|\| Download paper
2020	New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9. Full description at Econpapers \|\| Download paper
2020	Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69. Full description at Econpapers \|\| Download paper
2020	Testing factor models in Indonesia. (2020). Valentini, Aljoa ; Foye, James. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119301669. Full description at Econpapers \|\| Download paper
2020	Linguistic Markers of CEO Hubris. (2020). Robinson, Graham ; Akstinaite, Vita ; Sadler-Smith, Eugene. In: Journal of Business Ethics. RePEc:kap:jbuset:v:167:y:2020:i:4:d:10.1007_s10551-019-04183-y. Full description at Econpapers \|\| Download paper
2020	A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8. Full description at Econpapers \|\| Download paper
2020	Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071. Full description at Econpapers \|\| Download paper
2020	A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets. (2020). Perote, Javier ; Mora-Valencia, AndrÃÆÃÂ©s ; Velasquez-Gaviria, Daniel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2805-:d:366071. Full description at Econpapers \|\| Download paper
2020	The political economy of relationship banking. (2020). Lonarski, Igor ; Marin, Matej. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306014. Full description at Econpapers \|\| Download paper
2020	Sustainability in FinTechs: An Explanation through Business Model Scalability and Market Valuation. (2020). Rambaud, Salvador Cruz ; Moro-Visconti, Roberto ; Pascual, Joaquin Lopez. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10316-:d:459801. Full description at Econpapers \|\| Download paper
2020	Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324. Full description at Econpapers \|\| Download paper
2020	Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235. Full description at Econpapers \|\| Download paper
2020	The effects of financial and operational hedging on company value: The case of Malaysian multinationals. (2020). Adaoglu, Cahit ; Hadian, Azadeh. In: Journal of Asian Economics. RePEc:eee:asieco:v:70:y:2020:i:c:s1049007820301123. Full description at Econpapers \|\| Download paper
2020	Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document

Recent citations received in 2019

Year	Citing document
2019	Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161. Full description at Econpapers \|\| Download paper
2019	MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150. Full description at Econpapers \|\| Download paper
2019	The Impact of Space Weather on Human Health. (2019). Unger, Stephan. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:22:y:2019:i:1:p:16442-16443. Full description at Econpapers \|\| Download paper
2019	Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Qureshi, Zeeshan ; Khan, Habib Hussain ; Ghafoor, Abdul ; Kutan, Ali M. In: Journal of Asian Economics. RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896. Full description at Econpapers \|\| Download paper
2019	Open-End Funds for Sustainable Economic Growth in China: The Relationship between Load Fees, Performance, and Flows. (2019). Xie, Ting ; Qiao, Haishu ; Xiao, Yaping. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6514-:d:288501. Full description at Econpapers \|\| Download paper
2019	Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and other Emerging Markets. (2019). Vo, Duc. In: MPRA Paper. RePEc:pra:mprapa:103276. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554. Full description at Econpapers \|\| Download paper
2018	Testing alternative versions of the FamaÃ¢â¬âFrench five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Risk Management / Palgrave Macmillan	5	33
2	Sustainability / MDPI	48	9
3	International Review of Financial Analysis / Elsevier	49	5
4	Advances in Decision Sciences / Asia University, Taiwan	2	5
5	Research in International Business and Finance / Elsevier	31	4
6	JRFM / MDPI	14	3
7	International Association of Decision Sciences / Asia University, Taiwan	1	3
8	MPRA Paper / University Library of Munich, Germany	103	3
9	Energies / MDPI	39	3
10	Journal of Retailing and Consumer Services / Elsevier	31	2
11	Finance Research Letters / Elsevier	42	2