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Applied Financial Economics Letters / Taylor and Francis Journals

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
12
Impact Factor
0
5 Years IF
0
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 1 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 1 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 1 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 1 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 1 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 1 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 1 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 2 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 2 0 0 0 0 0.2
2005 0 0.45 0.09 0 67 67 305 3 8 0 0 0 3 0.04 0.21
2006 0.24 0.46 0.16 0.24 49 116 247 19 27 67 16 67 16 2 10.5 3 0.06 0.2
2007 0.22 0.42 0.17 0.22 71 187 245 32 59 116 26 116 26 4 12.5 6 0.08 0.18
2008 0.16 0.44 0.18 0.21 85 272 176 48 107 120 19 187 40 6 12.5 5 0.06 0.2
2009 0.13 0.43 0.23 0.22 0 272 0 63 170 156 20 272 59 0 0 0.21
2010 0.09 0.43 0.22 0.22 0 272 0 60 230 85 8 272 60 0 0 0.18
2011 0 0.45 0.24 0.21 0 272 0 65 295 0 205 44 0 0 0.2
2012 0 0.45 0.27 0.17 0 272 0 74 369 0 156 26 0 0 0.19
2013 0 0.5 0.36 0.21 0 272 0 97 466 0 85 18 0 0 0.21
2014 0 0.51 0.3 0 0 272 0 82 548 0 0 0 0 0.2
2015 0 0.5 0.23 0 0 272 0 63 611 0 0 0 0 0.19
2016 0 0.5 0.3 0 0 272 0 81 692 0 0 0 0 0.18
2017 0 0.5 0.25 0 0 272 0 67 759 0 0 0 0 0.18
2018 0 0.54 0.22 0 0 272 0 59 818 0 0 0 0 0.21
2019 0 0.58 0.23 0 0 272 0 63 881 0 0 0 0 0.21
2020 0 0.75 0.24 0 0 272 0 65 946 0 0 0 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
#YearTitleCited
12006Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130.

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101
22007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262.

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94
32005A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93.

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50
42005Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35.

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48
52006The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53.

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31
62006Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30.

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18
72005REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69.

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18
82008Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120.

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17
92005Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277.

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15
102007The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94.

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15
112007Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267.

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15
122005An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347.

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15
132005Determinants of bank net interest margins in southeast asia. (2005). Doliente, Jude S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57.

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11
142005Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216.

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11
152005Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64.

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10
162005Twenty-two years of Japanese institutional forecasts. (2005). Ashiya, Masahiro. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84.

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10
172008The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24.

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10
182006A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188.

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10
192005New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Guney, Yilmaz ; Ozkan, Aydin. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238.

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9
202008Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467.

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9
212008Deregulation and productivity changes in banking: evidence from European unification. (2008). Gropper, Daniel ; Caudill, Steven B ; Kondeas, Alexander ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197.

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9
222007Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Liew, Venus ; Lim, Kian-Ping. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29.

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8
232007Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363.

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8
242005Does volume provide information? Evidence from the Irish Stock Market. (2005). lucey, brian. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:105-109.

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8
252005Forecast performance of neural networks and business cycle asymmetries. (2005). Kiani, Khurshid ; Bidarkota, Prasad ; Kastens, Terry L.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210.

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8
262006Economic value added and systemic value added: symmetry, additive coherence and differences in performance. (2006). Magni, Carlo Alberto ; Ghiselli Ricci, Roberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154.

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8
272008The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96.

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8
282005The impact of financial deregulation on monetary aggregates and interest rates in Australia. (2005). Worthington, Andrew ; Valadkhani, Abbas ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163.

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8
292006Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets. (2006). Smyth, Russell ; Narayan, Paresh. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7.

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7
302008Efficiency of the South African equity market. (2008). McMillan, David ; Thupayagale, Pako . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:327-330.

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7
312006The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test. (2006). Maghyereh, Aktham. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:265-273.

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7
322006Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). Bhaduri, Saumitra ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158.

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7
332007Political orientation of government and stock market returns. (2007). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273.

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7
342007Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384.

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7
352007Measuring the US social discount rate. (2007). Azar, Samih Antoine. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66.

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6
362007On the variance of the error associated to the squared return as proxy of volatility. (2007). Triacca, Umberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:255-257.

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6
372007Project valuation and investment decisions: CAPM versus arbitrage. (2007). Magni, Carlo Alberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140.

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6
382008Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:347-350.

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6
392008Mood and UK equity pricing. (2008). lucey, brian ; Dowling, Michael. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240.

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6
402007Spurious results in testing mutual fund performance persistence: evidence from the Greek market. (2007). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108.

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6
412005Empirical identification of currency crises: differences and similarities between indicators. (2005). Perez, J.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46.

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6
422008Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002-2005). (2008). Kakes, Jan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:29-33.

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5
432008Provincial co-movement in Chinese stock returns. (2008). wu, fei ; wongchoti, udomsak. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:171-176.

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5
442005On the relationship between central bank independence and inflation: some more bad news. (2005). Jong-A-Pin, Richard ; de Haan, Jakob ; Bouwman, Kees. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385.

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5
452006Evidence on the relationship between Takaful insurance and fundamental perception of Islamic principles. (2006). Williams, John Joseph ; Maysami, Ramin Cooper. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:229-232.

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5
462007Time-varying nonlinear exchange rate exposure. (2007). Pierdzioch, Christian ; Kizys, Renatas. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:385-389.

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5
472008Econometric analysis of interest rate pass-through. (2008). Cook, Steven. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:249-251.

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5
482005Does the credit risk premium lead the stock market?. (2005). de Bondt, Gabe. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268.

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5
492005Threshold adjustment in spot-futures metals prices. (2005). McMillan, David G.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:5-8.

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5
502008Credit default swap rates and stock prices. (2008). Realdon, Marco. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:241-248.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262.

Full description at Econpapers || Download paper

29
22006Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130.

Full description at Econpapers || Download paper

12
32005A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93.

Full description at Econpapers || Download paper

8
42005Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35.

Full description at Econpapers || Download paper

7
52005Determinants of bank net interest margins in southeast asia. (2005). Doliente, Jude S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57.

Full description at Econpapers || Download paper

5
62007Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267.

Full description at Econpapers || Download paper

5
72006The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53.

Full description at Econpapers || Download paper

5
82005REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69.

Full description at Econpapers || Download paper

4
92007Transactions, volume and volatility: evidence from an emerging market. (2007). Ciner, Cetin ; Sackley, William H.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:3:p:161-164.

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4
102005Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277.

Full description at Econpapers || Download paper

4
112008Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120.

Full description at Econpapers || Download paper

4
122006Chinese equity market and the efficient frontier. (2006). Fabozzi, Frank ; Wu, Tony ; Tunaru, Radu. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:87-94.

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3
132005Does volume provide information? Evidence from the Irish Stock Market. (2005). lucey, brian. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:105-109.

Full description at Econpapers || Download paper

3
142008Estimating the uncertainty of relative risk aversion. (2008). Todter, Karl-Heinz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:25-27.

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3
152008The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24.

Full description at Econpapers || Download paper

3
162008Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:347-350.

Full description at Econpapers || Download paper

2
172006A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188.

Full description at Econpapers || Download paper

2
182007Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Liew, Venus ; Lim, Kian-Ping. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29.

Full description at Econpapers || Download paper

2
192008Does foreign exchange intervention reduces the exchange rate volatility?. (2008). Hoshikawa, Takeshi. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:221-224.

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2
202008Efficiency of the South African equity market. (2008). McMillan, David ; Thupayagale, Pako . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:327-330.

Full description at Econpapers || Download paper

2
212005An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347.

Full description at Econpapers || Download paper

2
222007On central bank interventions and transaction taxes. (2007). Westerhoff, Frank. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:11-14.

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2
232005Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216.

Full description at Econpapers || Download paper

2
242007Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384.

Full description at Econpapers || Download paper

2
252007On the variance of the error associated to the squared return as proxy of volatility. (2007). Triacca, Umberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:255-257.

Full description at Econpapers || Download paper

2
262005Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64.

Full description at Econpapers || Download paper

2
272007Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363.

Full description at Econpapers || Download paper

2
282008The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96.

Full description at Econpapers || Download paper

2
292005Inconsistency of HAC standard errors in event studies with i.i.d. errors. (2005). Fomby, Thomas ; Murfin, Justin R.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:239-242.

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2
Citing documents used to compute impact factor:
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