Citation analysis for Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.

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

5 Years H

Impact Factor

0.26

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 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		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		1	0		0			0		0	0.19
2004	0	0.44	0	0	0	0	0		1	0		0			0		0	0.2
2005	0	0.45	0	0	5	5	3		1	0		0			0		0	0.21
2006	0	0.46	0	0	5	10	1		1	5		5			0		0	0.2
2007	0	0.42	0	0	5	15	2		1	10		10			0		0	0.18
2008	0	0.44	0.05	0	4	19	0		2	10		15			0		0	0.2
2009	0	0.43	0	0	5	24	14		2	9		19			0		0	0.21
2010	0	0.43	0	0	0	24	0		2	9		24			0		0	0.18
2011	0.4	0.45	0.07	0.11	4	28	2	2	4	5	2	19	2		0		0	0.2
2012	0	0.45	0	0	10	38	18		4	4		18			0		0	0.19
2013	0	0.5	0.04	0.04	13	51	14	2	6	14		23	1		0		0	0.21
2014	0	0.51	0.03	0	20	71	10	2	8	23		32		1	50	2	0.1	0.2
2015	0	0.5	0.06	0.04	17	88	50	5	13	33		47	2		0	2	0.12	0.19
2016	0.24	0.5	0.16	0.17	20	108	36	17	30	37	9	64	11	6	35.3		0	0.18
2017	0.32	0.5	0.16	0.21	20	128	34	21	51	37	12	80	17	1	4.8		0	0.18
2018	0.5	0.54	0.3	0.31	35	163	28	49	100	40	20	90	28	3	6.1	3	0.09	0.21
2019	0.29	0.58	0.24	0.26	22	185	16	45	145	55	16	112	29	1	2.2	2	0.09	0.21
2020	0.26	0.75	0.24	0.3	20	205	2	49	194	57	15	114	34		0	1	0.05	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	2015	IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers \|\| Download paper	35
2	2017	A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers \|\| Download paper	28
3	2016	A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers \|\| Download paper	16
4	2016	PRICING COVARIANCE SWAPS FOR BARNDORFFÃ¢â¬âNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers \|\| Download paper	14
5	2015	APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers \|\| Download paper	12
6	2013	ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers \|\| Download paper	9
7	2012	STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers \|\| Download paper	9
8	2009	GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers \|\| Download paper	7
9	2014	TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers \|\| Download paper	6
10	2018	EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers \|\| Download paper	5
11	2018		4
12	2019	DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167. Full description at Econpapers \|\| Download paper	4
13	2009	ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?. (2009). CHONG, Terence Tai Leung ; Hinich, Melvin J ; Lam, Tau-Hing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s201049520950002x. Full description at Econpapers \|\| Download paper	4
14	2012	MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers \|\| Download paper	4
15	2018	PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers \|\| Download paper	4
16	2019	THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Nguyen, Minh ; Vo, Duc Hong ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143. Full description at Econpapers \|\| Download paper	4
17	2018	TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers \|\| Download paper	4
18	2009	MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043. Full description at Econpapers \|\| Download paper	4
19	2018	MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers \|\| Download paper	4
20	2012	EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030. Full description at Econpapers \|\| Download paper	3
21	2016	SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers \|\| Download paper	3
22	2007	THE CAUSAL RELATIONSHIP BETWEEN BANK CAPITAL AND PROFITABILITY. (2007). Cox, Raymond ; Hutchison, David E. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:03:y:2007:i:01:n:s2010495207500029. Full description at Econpapers \|\| Download paper	3
23	2018	HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers \|\| Download paper	3
24	2011	QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035. Full description at Econpapers \|\| Download paper	3
25	2012	THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers \|\| Download paper	3
26	2019	FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088. Full description at Econpapers \|\| Download paper	3
27	2005	MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Clark, Ephraim ; Judge, Amrit. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s201049520550003x. Full description at Econpapers \|\| Download paper	3
28	2013	EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers \|\| Download paper	3
29	2016	MODELING DEPENDENCY OF VOLATILITY ON SAMPLING FREQUENCY VIA DELAY EQUATIONS. (2016). Luong, Chuong ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s201049521650007x. Full description at Econpapers \|\| Download paper	2
30	2017	TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166. Full description at Econpapers \|\| Download paper	2
31	2012	MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017. Full description at Econpapers \|\| Download paper	2
32	2017	THE DYNAMICS OF GOVERNMENT BOND YIELDS IN THE EURO ZONE. (2017). Akram, Tanweer ; Das, Anupam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500117. Full description at Econpapers \|\| Download paper	2
33	2006	ARE STOCK PRICES AND ECONOMIC ACTIVITY COINTEGRATED? EVIDENCE FROM THE US, 1950Ã¢â¬â2005. (2006). Cook, Steven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:02:y:2006:i:01:n:s2010495206500035. Full description at Econpapers \|\| Download paper	2
34	2016	A NOTE ON FERGUSSON AND PLATEN: Ã¢â¬ÅAPPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELSÃ¢â¬Â. (2016). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500184. Full description at Econpapers \|\| Download paper	2
35	2014	USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES. (2014). Yu, Shih-Ti ; Lu, Yu-Lung ; Tzu, YI ; Chi, Chih-Yi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400107. Full description at Econpapers \|\| Download paper	1
36	2019	FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Boukhatem, Jamel ; Drissi, Ramzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076. Full description at Econpapers \|\| Download paper	1
37	2005	THE LOG-NORMAL ASSET PRICING MODEL (LAPM). (2005). COHEN, ALLON ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s2010495205500028. Full description at Econpapers \|\| Download paper	1
38	2020	HISTORICAL FORECASTING OF INTEREST RATE MEAN AND VOLATILITY OF THE UNITED STATES: IS THERE A ROLE OF UNCERTAINTY?. (2020). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500189. Full description at Econpapers \|\| Download paper	1
39	2014	AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL. (2014). Yu, Shih-Ti ; Kuo, Chii-Shyan ; LIAO, CHE-CHING . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500031. Full description at Econpapers \|\| Download paper	1
40	2013	MARKET EFFICIENCY IN G-20 COUNTRIES: THE PARADOX OF FINANCIAL CRISIS. (2013). Tripathi, Vanita ; Murthy, K.V. ; Bhanu, K V ; Vieito, Joo Paulo. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500036. Full description at Econpapers \|\| Download paper	1
41	2018	EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT. (2018). Cavaliere, Giuseppe ; Brownlees, Christian ; Monti, Alice. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500094. Full description at Econpapers \|\| Download paper	1
42	2014	CREDIT SPREADS AND BANKRUPTCY INFORMATION FROM OPTIONS DATA. (2014). Tzeng, Chi-Feng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400089. Full description at Econpapers \|\| Download paper	1
43	2019		1
44	2020	FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM. (2020). Nguyen, Minh ; McAleer, Michael ; Ngoc, Bui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:03:n:s2010495220500104. Full description at Econpapers \|\| Download paper	1
45	2017	BIASED VOLUNTARY DISCLOSURE, EARNINGS TARGET, AND PRODUCT MARKET COMPETITION. (2017). Sung, Hao-Chang ; Yuan, Chunsheng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500142. Full description at Econpapers \|\| Download paper	1
46	2018		1
47	2015	VOLATILITY IN COPPER PRICES IN INDIA. (2015). Nair, Girish ; Purohit, Harsh ; Choudhary, Nidhi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500086. Full description at Econpapers \|\| Download paper	1
48	2019	VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVEÃ¢â¬â¢S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat Hussain ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155. Full description at Econpapers \|\| Download paper	1
49	2016	A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL. (2016). Men, Zhongxian ; Kolkiewicz, Adam W ; Wirjanto, Tony S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500202. Full description at Econpapers \|\| Download paper	1
50	2019		1

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

#	Year	Title	Cited
1	2017	A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers \|\| Download paper	22
2	2015	IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers \|\| Download paper	14
3	2016	PRICING COVARIANCE SWAPS FOR BARNDORFFÃ¢â¬âNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers \|\| Download paper	13
4	2015	APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers \|\| Download paper	5
5	2018	EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers \|\| Download paper	4
6	2018		4
7	2018	PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers \|\| Download paper	4
8	2019	DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167. Full description at Econpapers \|\| Download paper	4
9	2009	GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers \|\| Download paper	4
10	2013	ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers \|\| Download paper	4
11	2019	THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Nguyen, Minh ; Vo, Duc Hong ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143. Full description at Econpapers \|\| Download paper	4
12	2014	TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers \|\| Download paper	3
13	2016	A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers \|\| Download paper	3
14	2018	TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers \|\| Download paper	3
15	2019	FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088. Full description at Econpapers \|\| Download paper	3
16	2018	HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers \|\| Download paper	3
17	2012	STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers \|\| Download paper	2
18	2012	MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers \|\| Download paper	2
19	2005	MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Clark, Ephraim ; Judge, Amrit. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s201049520550003x. Full description at Econpapers \|\| Download paper	2
20	2018	MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers \|\| Download paper	2
21	2017	THE DYNAMICS OF GOVERNMENT BOND YIELDS IN THE EURO ZONE. (2017). Akram, Tanweer ; Das, Anupam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500117. Full description at Econpapers \|\| Download paper	2
22	2013	EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 15

Year	Title
2020	Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515. Full description at Econpapers \|\| Download paper
2020	Review Papers for Journal of Risk and Financial Management ( JRFM ). (2020). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:185-:d:400340. Full description at Econpapers \|\| Download paper
2020	Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570. Full description at Econpapers \|\| Download paper
2020	Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957. Full description at Econpapers \|\| Download paper
2020	Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. 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	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	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	Impact of COVID-19 on the Financial Crisis - Calculation of Fractal Parameters. (2020). Potapov, Alexander A ; Laktyunkin, Alexander V. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:30:y:2020:i:5:p:23768-23772. Full description at Econpapers \|\| Download paper
2020	Energy Price Shocks and Financial Market Integration: Evidence from New Keynesian Model. (2020). Ghazouani, Tarek. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:1:d:10.1007_s11294-020-09767-3. Full description at Econpapers \|\| Download paper
2020	Does Financial Integration Enhance Economic Growth in China?. (2020). Vo, Duc ; Ho, Chi Minh. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:65-:d:398370. Full description at Econpapers \|\| Download paper
2020	The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001. Full description at Econpapers \|\| Download paper
2020	Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers \|\| Download paper
2020	Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202099. Full description at Econpapers \|\| Download paper
2020	Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model. (2020). Mukherjee, Diganta ; Biswas, Subhojit ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2011.13474. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	A Keynesian analysis of Canadian government securities yields. (2020). Akram, Tanweer ; Das, Anupam. In: PSL Quarterly Review. RePEc:psl:pslqrr:2020:33. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Foreign Direct Investment and Economic Growth in the Short Run and Long Run: Empirical Evidence from Developing Countries. (2019). Vo, Duc ; Dinh, Trang Thi-Huyen ; Nguyen, Thang Cong . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:176-:d:290574. Full description at Econpapers \|\| Download paper
2019	Financial Inclusion and Economic growth: An International Evidence. (2019). Vo, Duc. In: MPRA Paper. RePEc:pra:mprapa:103282. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030. Full description at Econpapers \|\| Download paper
2018	Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility. (2018). Hamori, Shigeyuki ; Cai, Xiao-Jing ; He, Xie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:90-:d:190899. Full description at Econpapers \|\| Download paper
2018	Time Diversification: Perspectives from the Economic Index of Riskiness. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: MPRA Paper. RePEc:pra:mprapa:89167. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	65	18
2	Advances in Decision Sciences / Asia University, Taiwan	2	13
3	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	20	12
4	Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.	7	11
5	MPRA Paper / University Library of Munich, Germany	103	9
6	Tinbergen Institute Discussion Papers / Tinbergen Institute	32	9
7	Working Papers / University of Pretoria, Department of Economics	21	8
8	JRFM / MDPI	14	7
9	Research in International Business and Finance / Elsevier	31	6
10	Physica A: Statistical Mechanics and its Applications / Elsevier	62	6
11	Economies / MDPI	12	4