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Working Papers / Deakin University, Department of Economics

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
16
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2001 0 0.49 0 0 1 1 0 0 0 0 0 0 0.28
2011 0 0.61 0 0 10 11 3 0 0 0 0 0 0.37
2012 0 0.68 0 0 11 22 175 0 10 10 0 0 0.36
2013 0.38 0.67 0.33 0.38 5 27 140 8 9 21 8 21 8 0 0 0.35
2014 1 0.67 0.88 0.62 16 43 207 38 47 16 16 26 16 0 18 1.13 0.34
2015 2.29 0.66 2.19 1.24 15 58 524 127 174 21 48 42 52 0 45 3 0.36
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
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

231
22012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

175
32015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

150
42015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

136
52013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

115
62015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

95
72015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

88
82014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

87
92014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

66
102015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

26
112015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

23
122015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

21
132014How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, K P. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14.

Full description at Econpapers || Download paper

20
142014Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01.

Full description at Econpapers || Download paper

20
152013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

17
162015Intraday volatility interaction between the crude oil and equity markets. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_14.

Full description at Econpapers || Download paper

16
172014A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10.

Full description at Econpapers || Download paper

15
182014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

13
192015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

12
202013Does tourism predict macroeconomic performance in Pacific Island countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa. In: Working Papers. RePEc:dkn:ecomet:fe_2013_03.

Full description at Econpapers || Download paper

11
212015A GARCH model for testing market efficiency. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_01.

Full description at Econpapers || Download paper

5
222014The local power of the CADF and CIPS panel unit root tests. (2014). Westerlund, Joakim ; Solberger, Martin ; Hosseinkouchack, Mehdi. In: Working Papers. RePEc:dkn:ecomet:fe_2014_05.

Full description at Econpapers || Download paper

3
232015New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_06.

Full description at Econpapers || Download paper

3
242014Heteroskedasticity robust panel unit root tests. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_02.

Full description at Econpapers || Download paper

3
252011Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market. (2011). Zhang, Zhichao ; Narayan, Paresh ; Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2011_11.

Full description at Econpapers || Download paper

2
262014On the asymptotic distribution of the DF-GLS test statistic. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_03.

Full description at Econpapers || Download paper

2
272014Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). , Joakimwesterlund ; Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_04.

Full description at Econpapers || Download paper

1
282011The importance of real and nominal shocks on the UK housing market. (2011). Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2011_05.

Full description at Econpapers || Download paper

1
292014Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_13.

Full description at Econpapers || Download paper

1
302011The January and turn-of-the-month effect on firm returns and return volatility. (2011). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2011_01.

Full description at Econpapers || Download paper

1
312014A factor analytical approach to the efficient futures market hypothesis. (2014). Westerlund, Joakim ; Narayan, Paresh ; Norkute, Milda . In: Working Papers. RePEc:dkn:ecomet:fe_2014_12.

Full description at Econpapers || Download paper

1
322012The relationship between Asian equity and commodity futures markets. (2012). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2012_07.

Full description at Econpapers || Download paper

1
332014On the importance of the first observation in GLS detrending in unit root testing. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_07.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

52
22012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

26
32015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

23
42015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

18
52014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

15
62015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

10
72013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

9
82014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

8
92013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

5
102015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

3
112014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

3
122015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

2
132015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

2
142015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

2
152015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations