Citation analysis for Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

0.65

5 Years IF

0.61

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
2000	0	0.35	0.14	0	14	14	83	1	2	0		0			0	1	0.07	0.16
2001	0	0.38	0	0	39	53	60		2	14		14			0		0	0.17
2002	0.08	0.41	0.05	0.08	29	82	96	4	6	53	4	53	4		0		0	0.21
2003	0.1	0.44	0.12	0.09	33	115	64	14	20	68	7	82	7		0		0	0.22
2004	0.02	0.49	0.03	0.04	31	146	105	5	25	62	1	115	5		0		0	0.22
2005	0.05	0.5	0.07	0.08	37	183	177	12	37	64	3	146	12		0		0	0.23
2006	0.04	0.5	0.08	0.1	36	219	156	18	55	68	3	169	17		0		0	0.23
2007	0.08	0.46	0.1	0.11	47	266	160	27	82	73	6	166	19	14	51.9	2	0.04	0.2
2008	0.12	0.49	0.14	0.12	38	304	91	44	126	83	10	184	22	10	22.7	3	0.08	0.23
2009	0.14	0.47	0.13	0.13	32	336	86	45	171	85	12	189	24	7	15.6	2	0.06	0.23
2010	0.19	0.48	0.22	0.2	31	367	48	79	250	70	13	190	38	14	17.7	4	0.13	0.21
2011	0.16	0.52	0.18	0.16	42	409	86	73	323	63	10	184	30	34	46.6		0	0.24
2012	0.05	0.51	0.21	0.15	34	443	61	94	417	73	4	190	29	26	27.7	5	0.15	0.22
2013	0.05	0.56	0.19	0.1	33	476	38	91	508	76	4	177	17	15	16.5		0	0.24
2014	0.15	0.55	0.19	0.13	29	505	77	98	606	67	10	172	23	12	12.2	1	0.03	0.23
2016	0.28	0.53	0.19	0.14	38	543	56	101	796	29	8	138	20	17	16.8	4	0.11	0.21
2017	0.08	0.55	0.21	0.16	38	581	39	122	918	38	3	134	21	12	9.8	2	0.05	0.21
2018	0.21	0.57	0.18	0.21	44	625	164	110	1028	76	16	138	29	9	8.2		0	0.24
2019	0.28	0.6	0.21	0.23	43	668	66	137	1165	82	23	149	35	12	8.8	4	0.09	0.24
2020	0.72	0.73	0.32	0.47	45	713	85	225	1390	87	63	163	76	27	12	6	0.13	0.34
2021	0.65	1.02	0.35	0.61	46	759	36	266	1656	88	57	208	127	27	10.2	9	0.2	0.38

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years 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	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	78
2	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	71
3	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	60
4	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	47
5	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	42
6	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	38
7	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	28
8	2002	Performance clustering and incentives in the UK pension fund industry. (2002). Lehmann, B N ; Blake, D ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers \|\| Download paper	28
9	2002	Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers \|\| Download paper	27
10	2000	Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers \|\| Download paper	26
11	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	25
12	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers \|\| Download paper	25
13	2005	Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers \|\| Download paper	23
14	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	23
15	2007	Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers \|\| Download paper	22
16	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	21
17	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	20
18	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Chong, James ; Phillips, Michael G. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers \|\| Download paper	20
19	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers \|\| Download paper	19
20	2001	Equity performance of segregated pension funds in the UK. (2001). Tonks, I ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers \|\| Download paper	19
21	2000	Generalised style analysis of hedge funds. (2000). Naik, N Y ; Agarwal, V. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers \|\| Download paper	17
22	2007	Can mutual funds time investment styles?. (2007). Tjong, Liam ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers \|\| Download paper	17
23	2008	Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers \|\| Download paper	17
24	2007	Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers \|\| Download paper	17
25	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	16
26	2008	Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers \|\| Download paper	16
27	2004	Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers \|\| Download paper	15
28	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃÂ¼ss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers \|\| Download paper	14
29	2008	Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers \|\| Download paper	14
30	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	13
31	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	13
32	2007	Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes. (2007). Switzer, Lorne ; Panju, Karim ; Arshanapalli, Bala G. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:1:d:10.1057_palgrave.jam.2250056. Full description at Econpapers \|\| Download paper	13
33	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	12
34	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	12
35	2006	Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	12
36		Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	12
37	2012	An anatomy of calendar effects. (2012). van Vliet, Pim ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9. Full description at Econpapers \|\| Download paper	11
38	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	11
39	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	11
40	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	11
41	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	10
42	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	10
43	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	9
44	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	9
45	2005	Does inflation matter for equity returns?. (2005). Cardinale, Mirko ; Ahmed, Salman. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:4:d:10.1057_palgrave.jam.2240180. Full description at Econpapers \|\| Download paper	9
46	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers \|\| Download paper	9
47	2002	International industry momentum. (2002). Swinkels, L. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240071. Full description at Econpapers \|\| Download paper	9
48	2006	Towards reliable efficient frontiers. (2006). Werner, Ralf ; Schottle, Katrin. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240208. Full description at Econpapers \|\| Download paper	9
49	2009	Low-cost momentum strategies. (2009). Miffre, Joelle ; Brooks, Chris ; Li, Xiafei. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2009:i:6:d:10.1057_jam.2008.28. Full description at Econpapers \|\| Download paper	9
50	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	8

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

#	Year	Title	Cited
1	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	70
2	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	20
3	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	20
4	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	19
5	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	17
6	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	14
7	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	14
8		Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	12
9	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	11
10	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	11
11	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	11
12	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	10
13	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	10
14	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	9
15	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	9
16	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	9
17	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	9
18	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	8
19	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	8
20	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers \|\| Download paper	8
21	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	8
22	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	8
23	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	8
24	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	8
25	2020	The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers \|\| Download paper	7
26	2007	Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers \|\| Download paper	6
27	2014	The real-life performance of market timing with moving average and time-series momentum rules. (2014). Zakamulin, Valeriy. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:4:d:10.1057_jam.2014.25. Full description at Econpapers \|\| Download paper	6
28	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	6
29	2004	Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers \|\| Download paper	5
30	2018	Psychic dividends of socially responsible investment portfolios. (2018). Ainsworth, Andrew ; Satchell, Steve ; Corbett, Adam. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0073-4. Full description at Econpapers \|\| Download paper	5
31	2020	Herds on green meadows: the decarbonization of institutional portfolios. (2020). Wilkens, Marco ; Paulus, Stefan ; Jacob, Andrea ; Benz, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00147-z. Full description at Econpapers \|\| Download paper	5
32	2016	Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37. Full description at Econpapers \|\| Download paper	5
33	2018	US sector rotation with five-factor FamaÃ¢â¬âFrench alphas. (2018). Sarwar, Golam ; Todorovic, Natasa ; Mateus, Cesario. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0067-2. Full description at Econpapers \|\| Download paper	5
34	2011	Investigating the effectiveness of robust portfolio optimization techniques. (2011). Speranza, Grazia M ; Mitra, Gautam ; Guastaroba, Gianfranco. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:4:d:10.1057_jam.2011.7. Full description at Econpapers \|\| Download paper	5
35	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	5
36	2021	Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	5
37	2018	Does the F-score improve the performance of different value investment strategies in Europe?. (2018). Tikkanen, Jarno ; Aijo, Janne. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0098-3. Full description at Econpapers \|\| Download paper	4
38	2005	Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers \|\| Download paper	4
39	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers \|\| Download paper	4
40	2019	Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index. (2019). Biktimirov, Ernest N ; Xu, Yuanbin. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00108-6. Full description at Econpapers \|\| Download paper	4
41	2011	Corporate name change and shareholder wealth effect: Empirical evidence in the French Stock Market. (2011). Karim, Bicha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:3:d:10.1057_jam.2011.9. Full description at Econpapers \|\| Download paper	4
42	2010	Asset liability management modelling with risk control by stochastic dominance. (2010). Grothey, Andreas ; Gondzio, Jacek ; Yang, XI. In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:2:d:10.1057_jam.2010.8. Full description at Econpapers \|\| Download paper	4
43	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	4
44	2018	Corporate social responsibility and the performance of Australian REITs: a rolling regression approach. (2018). Westermann, Steffen ; Kortt, Michael ; Niblock, Scott. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0079-6. Full description at Econpapers \|\| Download paper	4
45	2006	Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	4
46	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃÂ¼ss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers \|\| Download paper	4
47	2012	Investing in commodities: Popular beliefs and misconceptions. (2012). Skiadopoulos, George. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35. Full description at Econpapers \|\| Download paper	4
48	2007	Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers \|\| Download paper	4
49	2006	Decomposing the price-earnings ratio. (2006). Brooks, Chris ; Anderson, Keith. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240195. Full description at Econpapers \|\| Download paper	4
50	2008	The United States Oil Fund as a hedging instrument. (2008). Richie, Nivine ; Murdock, Marina . In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:5:d:10.1057_jam.2008.32. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 57

Year	Title
2021	The VIX index under scrutiny of machine learning techniques and neural networks. (2021). Wong, Kin Wai ; Hirsa, Ali ; Cao, Wenxin ; Fu, Yiwen ; Sun, Hanze ; Osterrieder, Joerg ; Misheva, Branka Hadji. In: Papers. RePEc:arx:papers:2102.02119. Full description at Econpapers \|\| Download paper
2021	Individual investor ownership and the news coverage premium. (2021). Marmora, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:494-507. Full description at Econpapers \|\| Download paper
2021	Portfolio selection with active strategies: how long only constraints shape convictions. (2021). Simon, Guillaume ; Lehalle, Charles-Albert. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00219-z. Full description at Econpapers \|\| Download paper
2021	Wine Consumption and Culture: A Cross?Country Analysis. (2021). Outreville, Franois J ; Agnoli, Lara. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:43:y:2021:i:3:p:1101-1124. Full description at Econpapers \|\| Download paper
2021	Mitigating downside risk of portfolio diversification: Wine versus other tangible assets. (2021). Maurer, Frantz ; Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001681. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Analyzing the risks of an illiquid and global asset: The case of fine wine. (2021). Faye, Benoit ; Cardebat, Jean-Marie ; Weisskopf, Jean-Philippe ; Masset, Philippe ; le Fur, Eric ; Lefur, Eric . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:1-25. Full description at Econpapers \|\| Download paper
2021	Unbridled spirit: Illicit markets for bourbon whiskey. (2021). Shohfi, Tom ; Lennon, Conor. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1025-1045. Full description at Econpapers \|\| Download paper
2021	Identification of risks of investments into residential premises for rent in Poland. (2021). Urbaska, Kamila ; Parkitna, Agnieszka ; Gorski, Arkadiusz. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:4:p:53-68:id:1578. Full description at Econpapers \|\| Download paper
2021	The influence of investor sentiment on the green bond market. (2021). Evi, Aleksandar ; Caby, Jerome ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s004016252031177x. Full description at Econpapers \|\| Download paper
2021	Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). LeitÃÂ£o, JoÃÂ£o ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers \|\| Download paper
2021	Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components. (2021). Kanamura, Takashi. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316809. Full description at Econpapers \|\| Download paper
2021	COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Asymmetric tail dependence between green bonds and other asset classes. (2021). Nguyen, Canh Phuc ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000673. Full description at Econpapers \|\| Download paper
2021	The Determinants of Green Bond Issuance in the European Union. (2021). Tiron-Tudor, Adriana ; Dan, Anamaria. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:446-:d:636764. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Portafolios mexicanos tradicionales y no tradicionales. (2021). Olivares, Hector Alonso. In: Revista de InvestigaciÃ³n en ciencias contables y Administrativas. RePEc:snh:journl:v:6:y:2021:i:2:p:3-25. Full description at Econpapers \|\| Download paper
2021	Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Olson, Eric ; Kyei, Clement Kweku ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422. Full description at Econpapers \|\| Download paper
2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Otto, Tizian ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper
2021	Investors carbon risk exposure and their potential for shareholder engagement. (2021). Truck, Stefan ; Syryca, Janik ; Scherer, Julia ; Paulus, Stefan ; Benz, Lukas. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:282-301. Full description at Econpapers \|\| Download paper
2021	Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831. Full description at Econpapers \|\| Download paper
2021	Carbon emissions and default risk: International evidence from firm-level data. (2021). Anwar, Mumtaheena ; Rahman, Md Arifur ; Kabir, Md Nurul. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002066. Full description at Econpapers \|\| Download paper
2021	Power purchase agreements with incremental tariffs in local currency: An innovative green finance tool. (2021). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan ; Yoshino, Naoyuki ; Rimaud, Cedric. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000648. Full description at Econpapers \|\| Download paper
2021	The Effect of Financial Materiality on ESG Performance Assessment. (2021). Schiehll, Eduardo ; Madison, Nicolas. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3652-:d:524008. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Risk-adjusted return in sustainable finance: A comparative analysis of European positively screened and best-in-class ESG investment portfolios and the Euro Stoxx 50 index using the Sharpe Ratio. (2021). Ashfaq, Muhammad ; Lac, Visieu ; Gardenier, Julius. In: IUBH Discussion Papers - Business & Management. RePEc:zbw:iubhbm:72021. Full description at Econpapers \|\| Download paper
2021	Sustainable development and financial system: Integrating ESG risks through sustainable investment strategies in a climate change context. (2021). Santamaria, Teresa Corzo ; Escrigolmedo, Elena ; Folque, Maria. In: Sustainable Development. RePEc:wly:sustdv:v:29:y:2021:i:5:p:876-890. Full description at Econpapers \|\| Download paper
2021	Financial Transactions Using FINTECH during the Covid-19 Crisis in Bulgaria. (2021). Koyundzhiyska-Davidkova, Blagovesta ; Dimitrov, Preslav ; Vasenska, Ivanka ; Poulaki, Ioulia ; Durana, Pavol ; Krastev, Vladislav. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:48-:d:511498. Full description at Econpapers \|\| Download paper
2021	Exploring biometric identification in FinTech applications based on the modified TAM. (2021). Wang, Jen Sheng. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00260-2. Full description at Econpapers \|\| Download paper
2021	A Flourishing Fintech Ecosystem: Conceptualization and Governing Issues in Malaysia. (2021). Mohamed, Intan Salwani ; Urus, Sharina Tajul. In: Business and Economic Research. RePEc:mth:ber888:v:11:y:2021:i:3:p:106-131. Full description at Econpapers \|\| Download paper
2021	COVID-19 Global Pandemic, Financial Development and Financial Inclusion. (2021). Asongu, Simplice ; Ojong, Nathanael. In: MPRA Paper. RePEc:pra:mprapa:111560. Full description at Econpapers \|\| Download paper
2021	COVID-19 Global Pandemic, Financial Development and Financial Inclusion. (2021). Asongu, Simplice ; Ojong, Nathanael. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/078. Full description at Econpapers \|\| Download paper
2021	COVID-19 Global Pandemic, Financial Development and Financial Inclusion. (2021). Asongu, Simplice ; Ojong, Nathanael. In: Working Papers. RePEc:exs:wpaper:21/078. Full description at Econpapers \|\| Download paper
2021	COVID-19 Global Pandemic, Financial Development and Financial Inclusion. (2021). Asongu, Simplice ; Ojong, Nathanael. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/078. Full description at Econpapers \|\| Download paper
2021	Human Capital efficiency and equity fundsâ performance during the COVID-19 pandemic. (2021). Hasnaoui, Amir ; Abaidi, Jamila ; Mirza, Nawazish ; Yarovaya, Larisa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:584-591. Full description at Econpapers \|\| Download paper
2021	Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets. (2021). Khalid, Fahad ; Dai, KE ; Xiao, Yidong ; Su, Chi-Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312476. Full description at Econpapers \|\| Download paper
2021	Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?. (2021). Mirza, Nawazish ; Sun, Yanpeng ; Hsueh, Hsin-Pei ; Qadeer, Abdul . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001458. Full description at Econpapers \|\| Download paper
2021	Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:336-347. Full description at Econpapers \|\| Download paper
2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper
2021	In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829. Full description at Econpapers \|\| Download paper
2021	Go Greener, Less Risk: Access to Nature Is Associated with Lower Risk Taking in Different Domains during the COVID-19 Lockdown. (2021). Carbone, Giuseppe Alessio ; Theodorou, Annalisa ; Panno, Angelo ; Sanesi, Giovanni ; Imperatori, Claudio ; Carrus, Giuseppe ; Cepale, Gianluca ; Massullo, Chiara ; de Longis, Evelina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10807-:d:645891. Full description at Econpapers \|\| Download paper
2021	Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545. Full description at Econpapers \|\| Download paper
2021	Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962. Full description at Econpapers \|\| Download paper
2021	The Volatility Effect in China. (2021). Hanauer, Matthias X ; Blitz, David ; Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00218-0. Full description at Econpapers \|\| Download paper
2021	Data-driven distributionally robust risk parity portfolio optimization. (2021). Kwon, Roy H ; Costa, Giorgio. In: Papers. RePEc:arx:papers:2110.06464. Full description at Econpapers \|\| Download paper
2021	A random forest based approach for predicting spreads in the primary catastrophe bond market. (2021). Barrieu, Pauline ; Makariou, Despoina ; Chen, Yining. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111529. Full description at Econpapers \|\| Download paper
2021	A random forest based approach for predicting spreads in the primary catastrophe bond market. (2021). Chen, Yining ; Barrieu, Pauline ; Makariou, Despoina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:140-162. Full description at Econpapers \|\| Download paper
2021	Investor sentiment and the time-varying sustainability premium. (2021). , Lucila ; Kaserer, Christoph ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00233-1. Full description at Econpapers \|\| Download paper
2021	How socially irresponsible are socially responsible mutual funds? A persistence analysis.. (2021). Laschinger, Ralf ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000714. Full description at Econpapers \|\| Download paper
2021	The effect of corporate governance on bank performance: evidence from Turkish and some MENA countries banks. (2021). Eki, Brahim Halil ; Buyukolu, Burak ; Bouteska, Ahmed ; Baar, Berna Doan. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00223-3. Full description at Econpapers \|\| Download paper
2021	Cost gap, Shapley, or nucleolus allocation: Which is the best game?theoretic remedy for the low?risk anomaly?. (2021). Hiller, Tobias ; Auer, Benjamin R. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:876-884. Full description at Econpapers \|\| Download paper
2021	Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?. (2021). ausloos, marcel ; Bowes, Jordan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:283-:d:579482. Full description at Econpapers \|\| Download paper
2021	Turnover-Adjusted Information Ratio. (2021). Cao, Honggao ; Wang, XI ; Zhang, Feng. In: Papers. RePEc:arx:papers:2105.10306. Full description at Econpapers \|\| Download paper
2021	Factor investing: alpha concentration versus diversification. (2021). Zurek, Martin ; Shivarova, Antoniya ; Heinrich, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00226-0. Full description at Econpapers \|\| Download paper
2021	Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods. (2021). Anuradha, N ; Nargunam, Rupel . In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00283-9. Full description at Econpapers \|\| Download paper
2021	Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2021

Year	Citing document
2021	Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545. Full description at Econpapers \|\| Download paper
2021	Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962. Full description at Econpapers \|\| Download paper
2021	Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141. Full description at Econpapers \|\| Download paper
2021	Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers \|\| Download paper
2021	Green Bond: A Systematic Literature Review for Future Research Agendas. (2021). Panetta, Ida ; Cortellini, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:589-:d:696689. Full description at Econpapers \|\| Download paper
2021	Climate Transition Risk and the Impact on Green Bonds. (2021). Leirvik, Thomas ; Antoniuk, Yevheniia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:597-:d:699912. Full description at Econpapers \|\| Download paper
2021	Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers \|\| Download paper
2021	Factor investing: alpha concentration versus diversification. (2021). Zurek, Martin ; Shivarova, Antoniya ; Heinrich, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00226-0. Full description at Econpapers \|\| Download paper
2021	Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Modelling Demand for ESG. (2020). Satchell, S ; Gao, Y ; Ahmed, M F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2093. Full description at Econpapers \|\| Download paper
2020	An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries. (2020). Lucian, Gaban ; Mozi, Rathnaswamy Malar ; Ioan, Batrancea ; Mircea-Iosif, Rus ; Horia, Tulai ; Gheorghe, Fatacean. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:146-:d:380959. Full description at Econpapers \|\| Download paper
2020	A Quiet Revolution: Central Banks, Financial Regulators, and Climate Finance. (2020). Gunningham, Neil. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9596-:d:446848. Full description at Econpapers \|\| Download paper
2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper
2020	The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Hasnaoui, Jamila Abaidi. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00066-6. Full description at Econpapers \|\| Download paper
2020	RECENT DEVELOPMENTS IN THE FINTECH INDUSTRY. (2020). Chemmanur, Thomas ; Yu, Qianqian ; Rajaiya, Harshit ; Imerman, Michael B. In: Journal of Financial Management, Markets and Institutions (JFMMI). RePEc:wsi:jfmmix:v:08:y:2020:i:01:n:s2282717x20400022. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976. Full description at Econpapers \|\| Download paper
2019	Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789. Full description at Econpapers \|\| Download paper
2019	DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019. Full description at Econpapers \|\| Download paper
2019	Enhance and Protect Portfolio Returns: A Dynamic Put Spread Optimization. (2019). Tanda, Alessandra ; Naldi, Federica ; Montagna, Dennis ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:12:p:66. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Journal of Asset Management / Palgrave Macmillan	19	101
2	Papers / arXiv.org	80	52
3	Sustainability / MDPI	58	46
4	JRFM / MDPI	20	36
5	Finance Research Letters / Elsevier	56	35
6	Annals of Operations Research / Springer	46	30
7	European Journal of Operational Research / Elsevier	121	29
8	Technological Forecasting and Social Change / Elsevier	55	26
9	International Review of Economics & Finance / Elsevier	55	25
10	Resources Policy / Elsevier	55	24
11	International Review of Financial Analysis / Elsevier	60	18