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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
11
Impact Factor (IF)
0.17
5 Years IF
0.24
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
2005 0 0.51 0 0 5 5 17 0 0 0 0 0 0.23
2006 0 0.5 0 0 7 12 21 0 5 5 0 0 0.22
2007 0.08 0.46 0.05 0.08 9 21 19 1 1 12 1 12 1 0 0 0.2
2008 0.13 0.49 0.37 0.1 9 30 15 11 12 16 2 21 2 0 9 1 0.23
2009 0.22 0.48 0.22 0.27 7 37 54 8 20 18 4 30 8 0 0 0.24
2010 0.06 0.48 0.25 0.27 7 44 14 11 31 16 1 37 10 0 0 0.21
2011 0.43 0.52 0.22 0.26 7 51 32 10 42 14 6 39 10 0 0 0.24
2012 0.07 0.52 0.19 0.18 6 57 48 10 53 14 1 39 7 0 1 0.17 0.22
2013 0.23 0.56 0.24 0.25 9 66 45 14 69 13 3 36 9 0 0 0.24
2014 0.33 0.55 0.24 0.42 9 75 43 18 87 15 5 36 15 0 2 0.22 0.23
2015 0.61 0.55 0.38 0.53 9 84 20 32 119 18 11 38 20 0 1 0.11 0.23
2016 0.28 0.53 0.32 0.48 8 92 4 29 148 18 5 40 19 0 0 0.21
2017 0.12 0.55 0.32 0.32 8 100 13 32 180 17 2 41 13 0 0 0.21
2018 0.06 0.56 0.31 0.3 10 110 15 34 214 16 1 43 13 0 0 0.24
2019 0.06 0.58 0.21 0.2 12 122 9 26 240 18 1 44 9 0 0 0.23
2020 0.09 0.7 0.27 0.26 9 131 4 36 276 22 2 47 12 0 0 0.33
2021 0.14 0.84 0.26 0.26 12 143 4 37 313 21 3 47 12 0 0 0.31
2022 0.19 0.93 0.25 0.22 12 155 1 39 352 21 4 51 11 0 1 0.08 0.28
2023 0.17 1.04 0.23 0.24 12 167 0 39 391 24 4 55 13 0 0 0.28
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
#YearTitleCited
12009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

27
22012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

23
32013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

21
42013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

19
52014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

19
62012Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061.

Full description at Econpapers || Download paper

16
72011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

13
82009Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051.

Full description at Econpapers || Download paper

12
92014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

12
102008Multiple Potential Payers and Sovereign Bond Prices. (2008). OOSTERLINCK, Kim ; ureche -Rangau, Loredana ; Ureche-Rangau, Loredana. In: Finance. RePEc:cai:finpug:fina_291_0031.

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12
112015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

11
122011Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies. (2011). Nguyen, Bang Dang . In: Finance. RePEc:cai:finpug:fina_322_0053.

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10
132005On the use of Nearest Neighbors in finance. (2005). Huck, Nicolas ; Guegan, Dominique. In: Finance. RePEc:cai:finpug:fina_262_0067.

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10
142007Are IPOs Still a Puzzle?. A Survey of the Empirical Evidence from Europe. (2007). Boutron, Emmanuel ; Labegorre, Florence ; Gresse, Carole ; Gajewski, Jean-Franois. In: Finance. RePEc:cai:finpug:fina_282_0005.

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10
152006Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?. (2006). Kaestner, Michael . In: Finance. RePEc:cai:finpug:fina_272_0005.

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8
162018Testing the new Fama and French factors with illiquidity: A panel data investigation. (2018). Racicot, François-Éric ; Theoret, Raymond ; Rentz, William F. In: Finance. RePEc:cai:finpug:fina_393_0045.

Full description at Econpapers || Download paper

7
172017Investor sentiment and stock return predictability: The power of ignorance. (2017). ROGER, Patrick ; D'Hondt, Catherine. In: Finance. RePEc:cai:finpug:fina_382_0007.

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7
182006Stock Prices, Inflation and Stock Returns Predictability. (2006). Boucher, Christophe. In: Finance. RePEc:cai:finpug:fina_272_0071.

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7
192012The Performance of French LBO Firms: New data and new results. (2012). Gaspar, Jose-Miguel . In: Finance. RePEc:cai:finpug:fina_332_0007.

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6
202007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029.

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6
212017Employment Protection and Payout Policy. (2017). Bollaert, Helen ; Beuselinck, Christof ; Ahmad, Muhammad Farooq. In: Finance. RePEc:cai:finpug:fina_383_0005.

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5
222011A survey of ‘culture and finance. (2011). Charles, . In: Finance. RePEc:cai:finpug:fina_321_0075.

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5
232014The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087.

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5
242010Employees investment behaviors in a company based savings plan. (2010). Aubert, Nicolas ; Rapp, Thomas. In: Finance. RePEc:cai:finpug:fina_311_0005.

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5
252015A DARE for VaR. (2015). Maillet, Bertrand ; Hurlin, Christophe ; Kouontchou, Patrick ; Hamidi, Benjamin . In: Finance. RePEc:cai:finpug:fina_361_0007.

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4
262005La dynamique de la volatilité à très haute fréquence des taux longs euro. (2005). Lespagnol, Charlotte ; Teiletche, Jerome . In: Finance. RePEc:cai:finpug:fina_262_0087.

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4
272009Dynamics of Implied Distributions: Evidence from the CAC 40 Options Market. (2009). Kermiche, Lamya. In: Finance. RePEc:cai:finpug:fina_302_0063.

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4
282014The 99% Market Sentiment Index. (2014). ROGER, Patrick. In: Finance. RePEc:cai:finpug:fina_353_0053.

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4
292010Mathematical Methods for Financial Markets. (2010). Jeanblanc, Monique ; Chesney, Marc ; Yor, Marc. In: Finance. RePEc:cai:finpug:fina_311_0081.

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4
302007Business Risk Targeting and Rescheduling of Distressed Debt. (2007). Moraux, Franck ; Navatte, Patrick. In: Finance. RePEc:cai:finpug:fina_282_0043.

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4
312018Investment goals and mental accounting in French retail clients. (2018). Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance. RePEc:cai:finpug:fina_391_0107.

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4
322009Is employee ownership so senseless. (2009). Lapied, André ; Aubert, Nicolas ; Rousseau, Patrick ; Grand, Bernard. In: Finance. RePEc:cai:finpug:fina_302_0005.

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4
332008Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes ». (2008). Tokpavi, Sessi ; Hurlin, Christophe. In: Finance. RePEc:cai:finpug:fina_291_0053.

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4
342006New Intensity and Conditional Volatility on the French Stock Market. (2006). Cousin, Jean-Gabriel ; de Launois, Tanguy . In: Finance. RePEc:cai:finpug:fina_271_0007.

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4
352009Optimism and overconfidence investors biases: a methodological note. (2009). Fabre, Bruno ; Franois-Heude, Alain . In: Finance. RePEc:cai:finpug:fina_301_0079.

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3
362013Portfolio choice and financial advice. (2013). Direr, Alexis ; Visser, Michael. In: Finance. RePEc:cai:finpug:fina_342_0035.

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3
372014M&A Outcomes and Willingness to Sell. (2014). de Bodt, Eric ; de Bruyne, Irina ; Cousin, Jean-Gabriel. In: Finance. RePEc:cai:finpug:fina_351_0007.

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3
382019Debt Maturity and the Leverage Ratcheting Effect. (2019). Hackbarth, Dirk ; Leland, Hayne . In: Finance. RePEc:cai:finpug:fina_403_0013.

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3
392020Does corruption impact the demand for bank credit? A study of discouraged borrowers in Asian developing countries. (2020). Thi-Le-Giang Vu, ; Statnik, Jean-Christophe. In: Finance. RePEc:cai:finpug:fina_413_0007.

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3
402010Exchange Options when One Underlying Price Can Jump. (2010). Randrianarivony, Rivo ; Quittard-Pinon, Franois. In: Finance. RePEc:cai:finpug:fina_311_0033.

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3
412018Round-Number Bias in Investment: Evidence from Equity Crowdfunding. (2018). Herve, Fabrice ; Schwienbacher, Armin. In: Finance. RePEc:cai:finpug:fina_391_0071.

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3
422009An Empirical Analysis of the Firms Reorganization Decision. (2009). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_301_0121.

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3
432010Dynamic strategies when consumption and wealth risk aversions differ. (2010). Six, Pierre. In: Finance. RePEc:cai:finpug:fina_312_0093.

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2
442016Smart beta and CPPI performance. (2016). Ardia, David ; Wauters, Marjan ; Boudt, Kris. In: Finance. RePEc:cai:finpug:fina_373_0031.

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2
452021Board Gender Diversity and Corporate Cash Holdings. (2021). Hollandts, Xavier ; Aubert, Nicolas ; Alias, Aitzaz Ahsan. In: Finance. RePEc:cai:finpug:fina_421_0007.

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2
462019Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (2019). Leland, Hayne . In: Finance. RePEc:cai:finpug:fina_403_0045.

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2
472009Idiosyncratic Volatility Change and Event Study Tests. (2009). Aktas, Nihat ; Cousin, Jean-Gabriel ; de Bodt, Eric . In: Finance. RePEc:cai:finpug:fina_302_0031.

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2
482015Too much of a good thing? The impact of a new bankruptcy law in Canada. (2015). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_362_0037.

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2
492005Is Automotive Leasing a Risky Business?. (2005). Schmit, Mathias . In: Finance. RePEc:cai:finpug:fina_262_0035.

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2
502012Sophistication of Individual Investors and Disposition Effect Dynamics. (2012). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, M. In: Finance. RePEc:cai:finpug:fina_331_0009.

Full description at Econpapers || Download paper

2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

7
22012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

6
32014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

5
42015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

4
52014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

4
62018Testing the new Fama and French factors with illiquidity: A panel data investigation. (2018). Racicot, François-Éric ; Theoret, Raymond ; Rentz, William F. In: Finance. RePEc:cai:finpug:fina_393_0045.

Full description at Econpapers || Download paper

3
72009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

3
82011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

3
92017Employment Protection and Payout Policy. (2017). Bollaert, Helen ; Beuselinck, Christof ; Ahmad, Muhammad Farooq. In: Finance. RePEc:cai:finpug:fina_383_0005.

Full description at Econpapers || Download paper

3
102019Debt Maturity and the Leverage Ratcheting Effect. (2019). Hackbarth, Dirk ; Leland, Hayne . In: Finance. RePEc:cai:finpug:fina_403_0013.

Full description at Econpapers || Download paper

2
112015A DARE for VaR. (2015). Maillet, Bertrand ; Hurlin, Christophe ; Kouontchou, Patrick ; Hamidi, Benjamin . In: Finance. RePEc:cai:finpug:fina_361_0007.

Full description at Econpapers || Download paper

2
122019Multiple channels of financial contagion: an empirical analysis of stock price dynamics. (2019). Erdemlioglu, Deniz ; Nasini, Stefano. In: Finance. RePEc:cai:finpug:fina_401_0087.

Full description at Econpapers || Download paper

2
132018Round-Number Bias in Investment: Evidence from Equity Crowdfunding. (2018). Herve, Fabrice ; Schwienbacher, Armin. In: Finance. RePEc:cai:finpug:fina_391_0071.

Full description at Econpapers || Download paper

2
142019Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (2019). Leland, Hayne . In: Finance. RePEc:cai:finpug:fina_403_0045.

Full description at Econpapers || Download paper

2
152020Does corruption impact the demand for bank credit? A study of discouraged borrowers in Asian developing countries. (2020). Thi-Le-Giang Vu, ; Statnik, Jean-Christophe. In: Finance. RePEc:cai:finpug:fina_413_0007.

Full description at Econpapers || Download paper

2
162014The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087.

Full description at Econpapers || Download paper

2
172013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 4
YearTitle
2023Board diversity and the marginal value of corporate cash holdings. (2023). Xue, Kunkun ; Yang, Hanping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001142.

Full description at Econpapers || Download paper

2023Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586.

Full description at Econpapers || Download paper

2023Behavioural biases in real estate investment: a literature review and future research agenda. (2023). Kumar, Shailendra ; Singh, Akshita ; Johri, Amar ; Goel, Utkarsh. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02366-7.

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2023(Loan) price and (loan officer) prejudice. (2023). Burietz, Aurore ; Bertrand, Jeremie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:26-42.

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Recent citations
Recent citations received in 2022

YearCiting document
2022Raising capital amid economic policy uncertainty: an empirical investigation. (2022). Ashraf, Dawood ; Bhatti, Ishaq M ; Khawaja, Mohsin. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00379-w.

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Recent citations received in 2021

YearCiting document

Recent citations received in 2020

YearCiting document