Journal of Financial Markets

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 13 60 0 0 3 0.23 0.1 1999 0.15 0.32 16 50 13 2 0 3 0.19 0.16 2000 0.31 0.43 15 62 29 9 0 4 0.27 0.19 2001 0.45 0.39 15 27 31 14 0 2 0.13 0.17 2002 0.37 0.42 19 51 30 11 0 3 0.16 0.2 2003 0.38 0.47 22 32 34 13 0 2 0.09 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:eee:finmar:v:1:y:1998:i:3-4:p:353-383 Aggressiveness and survival of overconfident traders (1998). Journal of Financial Markets
Cited: 30 times.

(2) RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258 Market microstructure: A survey (2000). Journal of Financial Markets
Cited: 28 times.

(3) RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56 Illiquidity and stock returns: cross-section and time-series effects (2002). Journal of Financial Markets
Cited: 21 times.

(4) RePEc:eee:finmar:v:7:y:2004:i:1:p:53-74 Order aggressiveness in limit order book markets (2004). Journal of Financial Markets
Cited: 19 times.

(5) RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134 Order flow composition and trading costs in a dynamic limit order market1 (1999). Journal of Financial Markets
Cited: 19 times.

(6) RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111 Inferring investor behavior: Evidence from TORQ data (2000). Journal of Financial Markets
Cited: 14 times.

(7) RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50 Optimal control of execution costs (1998). Journal of Financial Markets
Cited: 14 times.

(8) RePEc:eee:finmar:v:3:y:2000:i:3:p:259-286 On the occurrence and consequences of inaccurate trade classification (2000). Journal of Financial Markets
Cited: 10 times.

(9) RePEc:eee:finmar:v:7:y:2004:i:1:p:1-25 Impacts of trades in an error-correction model of quote prices (2004). Journal of Financial Markets
Cited: 10 times.

(10) RePEc:eee:finmar:v:4:y:2001:i:1:p:73-84 On the survival of overconfident traders in a competitive securities market (2001). Journal of Financial Markets
Cited: 10 times.

(11) RePEc:eee:finmar:v:2:y:1999:i:4:p:329-357 The organization of financial exchange markets: Theory and evidence (1999). Journal of Financial Markets
Cited: 9 times.

(12) RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264 Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005). Journal of Financial Markets
Cited: 9 times.

(13) RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321 Price discovery and common factor models (2002). Journal of Financial Markets
Cited: 8 times.

(14) RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219 Liquidity and stock returns: An alternative test (1998). Journal of Financial Markets
Cited: 8 times.

(15) RePEc:eee:finmar:v:6:y:2003:i:4:p:461-489 Quote setting and price formation in an order driven market (2003). Journal of Financial Markets
Cited: 7 times.

(16) RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299 Market liquidity as a sentiment indicator (2004). Journal of Financial Markets
Cited: 7 times.

(17) RePEc:eee:finmar:v:8:y:2005:i:3:p:265-287 Should securities markets be transparent? (2005). Journal of Financial Markets
Cited: 7 times.

(18) RePEc:eee:finmar:v:2:y:1999:i:3:p:227-271 Reputation and performance fee effects on portfolio choice by investment advisers1 (1999). Journal of Financial Markets
Cited: 7 times.

(19) RePEc:eee:finmar:v:3:y:2000:i:4:p:333-363 Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets (2000). Journal of Financial Markets
Cited: 6 times.

(20) RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276 Some desiderata for the measurement of price discovery across markets (2002). Journal of Financial Markets
Cited: 6 times.

(21) RePEc:eee:finmar:v:2:y:1999:i:3:p:193-226 Intra-day market activity (1999). Journal of Financial Markets
Cited: 6 times.

(22) RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308 Security price adjustment across exchanges: an investigation of common factor components for Dow stocks (2002). Journal of Financial Markets
Cited: 6 times.

(23) RePEc:eee:finmar:v:6:y:2003:i:4:p:517-538 Traders choice between limit and market orders: evidence from NYSE stocks (2003). Journal of Financial Markets
Cited: 5 times.

(24) RePEc:eee:finmar:v:6:y:2003:i:1:p:1-21 Excess demand and equilibration in multi-security financial markets: the empirical evidence (2003). Journal of Financial Markets
Cited: 5 times.

(25) RePEc:eee:finmar:v:5:y:2002:i:1:p:57-82 Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York (2002). Journal of Financial Markets
Cited: 5 times.

(26) RePEc:eee:finmar:v:2:y:1999:i:1:p:49-68 The alpha factor asset pricing model: A parable (1999). Journal of Financial Markets
Cited: 5 times.

(27) RePEc:eee:finmar:v:4:y:2001:i:4:p:385-412 Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets (2001). Journal of Financial Markets
Cited: 5 times.

(28) RePEc:eee:finmar:v:5:y:2002:i:2:p:223-257 The impact of the Federal Reserve Banks open market operations (2002). Journal of Financial Markets
Cited: 5 times.

(29) RePEc:eee:finmar:v:4:y:2001:i:2:p:113-142 Predicting VNET: A model of the dynamics of market depth (2001). Journal of Financial Markets
Cited: 5 times.

(30) RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399 Duration, volume and volatility impact of trades (2005). Journal of Financial Markets
Cited: 5 times.

(31) RePEc:eee:finmar:v:2:y:1999:i:1:p:29-48 Market depth and order size1 (1999). Journal of Financial Markets
Cited: 4 times.

(32) RePEc:eee:finmar:v:7:y:2004:i:3:p:301-333 Trading strategies during circuit breakers and extreme market movements (2004). Journal of Financial Markets
Cited: 4 times.

(33) RePEc:eee:finmar:v:5:y:2002:i:2:p:127-167 Market architecture: limit-order books versus dealership markets (2002). Journal of Financial Markets
Cited: 4 times.

(34) RePEc:eee:finmar:v:3:y:2000:i:1:p:45-67 Stock returns and trading at the close (2000). Journal of Financial Markets
Cited: 4 times.

(35) RePEc:eee:finmar:v:6:y:2003:i:3:p:233-257 Issues in assessing trade execution costs (2003). Journal of Financial Markets
Cited: 4 times.

(36) RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25 Measuring the resiliency of an electronic limit order book (2007). Journal of Financial Markets
Cited: 3 times.

(37) RePEc:eee:finmar:v:8:y:2005:i:1:p:1-23 Trade-through prohibitions and market quality (2005). Journal of Financial Markets
Cited: 3 times.

(38) RePEc:eee:finmar:v:4:y:2001:i:2:p:185-208 An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior (2001). Journal of Financial Markets
Cited: 3 times.

(39) RePEc:eee:finmar:v:1:y:1998:i:2:p:175-201 Financial analysts and information-based trade (1998). Journal of Financial Markets
Cited: 3 times.

(40) RePEc:eee:finmar:v:9:y:2006:i:2:p:144-161 Cross-listing, price discovery and the informativeness of the trading process (2006). Journal of Financial Markets
Cited: 3 times.

(41) RePEc:eee:finmar:v:3:y:2000:i:1:p:69-81 The capital asset pricing model and the liquidity effect: A theoretical approach (2000). Journal of Financial Markets
Cited: 3 times.

(42) RePEc:eee:finmar:v:3:y:2000:i:4:p:365-387 Investor risk evaluation in the determination of management incentives in the mutual fund industry (2000). Journal of Financial Markets
Cited: 3 times.

(43) RePEc:eee:finmar:v:7:y:2004:i:2:p:145-185 Expandable limit order markets (2004). Journal of Financial Markets
Cited: 3 times.

(44) RePEc:eee:finmar:v:6:y:2003:i:2:p:99-141 Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market (2003). Journal of Financial Markets
Cited: 3 times.

(45) RePEc:eee:finmar:v:1:y:1998:i:1:p:51-87 Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities (1998). Journal of Financial Markets
Cited: 3 times.

(46) RePEc:eee:finmar:v:9:y:2006:i:2:p:180-198 Option-implied risk preferences: An extension to wider classes of utility functions (2006). Journal of Financial Markets
Cited: 2 times.

(47) RePEc:eee:finmar:v:6:y:2003:i:3:p:259-280 Evaluation of the biases in execution cost estimation using trade and quote data (2003). Journal of Financial Markets
Cited: 2 times.

(48) RePEc:eee:finmar:v:5:y:2002:i:3:p:329-339 Stalking the efficient price in market microstructure specifications: an overview (2002). Journal of Financial Markets
Cited: 2 times.

(49) RePEc:eee:finmar:v:3:y:2000:i:1:p:17-43 Asset market equilibrium with general tastes, returns, and informational asymmetries (2000). Journal of Financial Markets
Cited: 2 times.

(50) RePEc:eee:finmar:v:8:y:2005:i:1:p:25-67 The information content of the limit order book: evidence from NYSE specialist trading decisions (2005). Journal of Financial Markets
Cited: 2 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:rut:rutres:200307 Analyst Recommendations and Nasdaq Market Making Activity (2003). Rutgers University, Department of Economics / Departmental Working Papers

(2) RePEc:xrs:sfbmaa:03-14 Behavioral Finance (2003). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Latest citations received in: 2002

(1) RePEc:bca:bocawp:02-33 Alternative Trading Systems: Does One Shoe Fit All? (2002). Bank of Canada / Working Papers

(2) RePEc:wop:pennin:02-23 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(3) RePEc:wpa:wuwpem:0201003 Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First? (2002). EconWPA / Econometrics

Latest citations received in: 2001

(1) RePEc:cwl:cwldpp:1307 On the Evolution of Overconfidence and Entrepreneurs (2001). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:esi:discus:2001-03 Overconfidence in Investment Decisions: An Experimental Approach (2001). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction

Latest citations received in: 2000

(1) RePEc:cdl:anderf:1080 Order Imbalance and Individual Stock Returns (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:cdl:ucsdec:2000-28 Market Makers Supply and Pricing of Financial Market Liquidity (2000). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(3) RePEc:esx:essedp:528 Informed Trading and the Leakage of Information (2000). University of Essex, Department of Economics / Economics Discussion Papers

(4) RePEc:fip:fedkrw:rwp00-03 Market makers supply and pricing of financial market liquidity (2000). Federal Reserve Bank of Kansas City / Research Working Paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.