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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
16
Impact Factor (IF)
0
5 Years IF
0.05
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
1997 0 0.24 0.06 0 16 16 179 1 1 0 0 1 100 1 0.06 0.11
1998 0.06 0.28 0.1 0.06 13 29 66 1 4 16 1 16 1 2 200 0 0.13
1999 0.1 0.31 0.1 0.1 11 40 74 3 8 29 3 29 3 3 100 0 0.15
2000 0 0.36 0.15 0.03 13 53 185 8 16 24 40 1 7 87.5 7 0.54 0.16
2001 0.17 0.38 0.26 0.21 12 65 121 17 33 24 4 53 11 5 29.4 3 0.25 0.17
2002 0.28 0.41 0.26 0.23 9 74 70 18 52 25 7 65 15 1 5.6 2 0.22 0.21
2003 0.19 0.44 0.28 0.29 9 83 29 22 75 21 4 58 17 2 9.1 0 0.22
2004 0.11 0.49 0.53 0.57 9 92 54 49 124 18 2 54 31 6 12.2 0 0.22
2005 0.11 0.51 0.5 0.58 10 102 27 51 175 18 2 52 30 7 13.7 0 0.23
2006 0.05 0.5 0.38 0.29 9 111 32 42 217 19 1 49 14 7 16.7 0 0.22
2007 0 0.46 0.39 0.22 10 121 50 45 264 19 46 10 13 28.9 0 0.2
2008 0.16 0.49 0.37 0.19 12 133 37 49 313 19 3 47 9 10 20.4 2 0.17 0.23
2009 0.18 0.48 0.31 0.18 12 145 21 45 358 22 4 50 9 1 2.2 1 0.08 0.24
2010 0.04 0.48 0.19 0.08 14 159 14 31 389 24 1 53 4 0 0 0.21
2011 0.08 0.52 0.28 0.12 18 177 39 49 439 26 2 57 7 7 14.3 0 0.24
2012 0.13 0.52 0.33 0.17 10 187 22 61 500 32 4 66 11 21 34.4 0 0.22
2013 0.14 0.56 0.38 0.09 11 198 65 74 575 28 4 66 6 20 27 0 0.24
2014 0.29 0.55 0.35 0.17 8 206 23 73 648 21 6 65 11 10 13.7 0 0.23
2015 0.47 0.55 0.34 0.23 8 214 85 73 721 19 9 61 14 12 16.4 2 0.25 0.23
2016 0.44 0.53 0.31 0.33 8 222 13 68 789 16 7 55 18 0 0 0.21
2017 0.69 0.55 0.33 0.53 8 230 8 76 865 16 11 45 24 0 0 0.21
2018 0.19 0.56 0.32 0.58 6 236 9 75 940 16 3 43 25 0 0 0.24
2019 0.14 0.58 0.31 0.42 7 243 0 75 1015 14 2 38 16 2 2.7 0 0.23
2020 0.38 0.7 0.36 0.62 3 246 1 89 1104 13 5 37 23 3 3.4 1 0.33 0.33
2021 0 0.84 0.3 0.28 4 250 0 75 1179 10 32 9 3 4 0 0.31
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
12000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

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101
21997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

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57
32001Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Mayes, David ; Margaritis, Dimitri ; Huang, Angela . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200.

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56
42015Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31.

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33
52007Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252.

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31
62013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

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30
71997Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

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30
81997Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Qian, Sun ; Laurence, Martin ; Cai, Francis . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307.

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30
9Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266.

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25
102002Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166.

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22
112000Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99.

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22
122002Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98.

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22
132000High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267.

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22
142013Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76.

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20
151998The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Choi, Seung-Doo ; Nam, Sang-Koo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244.

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17
162001Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Vafeas, Nikos ; Travlos, Nickolaos ; Trigeorgis, Lenos. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112.

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17
171999An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125.

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16
182015The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168.

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16
191997Correlation of Returns in Non-Contemporaneous Markets. (1997). Kahya, Emel . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:123-135.

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16
202011Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216.

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15
211999A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece. (1999). Doumpos, Michael ; Zopounidis, Constantin. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:71-101.

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15
22Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216.

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15
232005The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, Söhnke. In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187.

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14
242004Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72.

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14
251998Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132.

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14
261999Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145.

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14
272000The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Hartnett, Neil ; Romcke, Jennifer. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132.

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13
282008Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218.

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13
292006Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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11
302000Hot and Cold IPO Markets: Identification Using a Regime Switching Model. (2000). Brailsford, Tim ; Heaney, Richard ; Powell, John ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:35-68.

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11
311997Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271.

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11
322008The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184.

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10
331999International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi ; Young, Allan. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40.

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10
341997Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289.

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10
352001The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns. (2001). faff, robert ; di Iorio, Amalia . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:1-33.

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9
362000Diagnosing Shocks in Stock Market Returns of Greater China. (2000). Chan, W. S. ; W. C Lo, . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288.

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9
372012International Cross-Listing and Shareholders’ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86.

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9
382010Some Important Issues Involving Real Options: An Overview. (2010). Gamba, Andrea ; Sick, Gordon . In: Multinational Finance Journal. RePEc:mfj:journl:v:14:y:2010:i:1-2:p:73-123.

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9
392000The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs. (2000). Chung, Richard ; Kryzanowski, Lawrence ; Rakita, Ian . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:5-34.

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9
402001Equity Price Dynamics Before and After the Introduction of the Euro: A Note. (2001). Westermann, Frank ; Cheung, Yin-Wong. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:113-128.

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9
412003The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices. (2003). Gauthier, Genevieve ; Datey, Jean-Yves ; Simonato, Jean-Guy. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:55-82.

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9
422004Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange. (2004). Capstaff, John ; Klboe, Audun ; Marshall, Andrew P.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:115-139.

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9
432001Emerging Markets: Investing with Political Risk. (2001). Clark, Ephraim ; Tunaru, Radu. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:155-173.

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8
442011Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:273-296.

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8
451998Are the Market Effects Associated with Revisions to the TSE300 Index Robust?. (1998). Chung, Richard ; Kryzanowski, Lawrence. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:1:p:1-36.

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8
462011Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Tsolas, Ioannis ; Alexakis, Panayotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296.

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8
472013International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Rieger, Marc ; Hens, Thorsten ; Wang, Mei. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163.

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8
482003Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Kim, Wi Saeng ; Lyn, Esmeralda ; Zychowicz, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130.

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8
492004Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index. (2004). Bechmann, Ken L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:3-34.

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8
502001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266.

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6
22015The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168.

Full description at Econpapers || Download paper

6
32000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

Full description at Econpapers || Download paper

5
42013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

Full description at Econpapers || Download paper

4
51997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

Full description at Econpapers || Download paper

4
62005The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, Söhnke. In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187.

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4
72007Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252.

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3
82015Media Content and Stock Returns: The Predictive Power of Press. (2015). Guo, Jie Michael ; Philip, Dennis ; Ferguson, Nicky J. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31.

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3
92002Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98.

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3
102017Bank Profitability and Regulation in Emerging European Markets. (2017). Tsamis, Anastasios ; Agoraki, Maria Eleni. In: Multinational Finance Journal. RePEc:mfj:journl:v:21:y:2017:i:3:p:177-210.

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2
112006Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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2
122005Sector Integration and the Benefits of Global Diversification. (2005). Ricardo P. C. Leal, ; Ratner, Mitchell . In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:237-269.

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2
132009Benchmark Concentration: Capitalization Weights Versus Equal Weights in the FTSE 100 Index. (2009). Tabner, Isaac T. ; IsaacT. Tabner, . In: Multinational Finance Journal. RePEc:mfj:journl:v:13:y:2009:i:3-4:p:209-228.

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2
142004Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index. (2004). Bechmann, Ken L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:3-34.

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2
152004Testing for Multiple Types of Marginal Investor in Ex-Day Pricing. (2004). Brown, Kate ; Bartholdy, Jan . In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:3-4:p:173-209.

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2
161997Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020

YearCiting document
2020.

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