Pacific-Basin Finance Journal

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 0.02 0.17 22 19 66 1 0 0.08 1997 0.2 28 24 64 0 0.08 1998 0.1 0.23 23 30 50 5 0 1 0.04 0.1 1999 0.04 0.32 21 43 51 2 0 1 0.05 0.16 2000 0.07 0.43 29 37 44 3 0 6 0.21 0.19 2001 0.06 0.39 23 18 50 3 0 1 0.04 0.17 2002 0.1 0.42 27 13 52 5 0 0.2 2003 0.18 0.47 32 34 50 9 0 2 0.06 0.22 2004 0.14 0.51 27 5 59 8 0 2 0.07 0.23 2005 0.19 0.58 28 2 59 11 0 1 0.04 0.27
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:pacfin:v:2:y:1994:i:2-3:p:165-199 Initial public offerings: International insights (1994).
Cited: 53 times.

(2) RePEc:eee:pacfin:v:7:y:1999:i:2:p:173-202 An empirical investigation of underpricing in Chinese IPOs (1999).
Cited: 13 times.

(3) RePEc:eee:pacfin:v:8:y:2000:i:1:p:85-113 International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US (2000).
Cited: 10 times.

(4) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:243-260 Risk and return on Chinas new stock markets: Some preliminary evidence (1994).
Cited: 9 times.

(5) RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:257-284 The profitability of technical trading rules in the Asian stock markets (1995).
Cited: 9 times.

(6) RePEc:eee:pacfin:v:9:y:2001:i:4:p:323-362 Controlling shareholders and corporate value: Evidence from Thailand (2001).
Cited: 9 times.

(7) RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43 International equity market comovements: Economic fundamentals or contagion? (2003).
Cited: 8 times.

(8) RePEc:eee:pacfin:v:10:y:2002:i:4:p:411-442 Did the Asian financial crisis scare foreign investors out of Japan? (2002).
Cited: 7 times.

(9) RePEc:eee:pacfin:v:3:y:1995:i:4:p:485-496 Reducing tick size on the Stock Exchange of Singapore (1995).
Cited: 7 times.

(10) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:349-373 Pacific-Basin stock markets and real activity (1994).
Cited: 7 times.

(11) RePEc:eee:pacfin:v:6:y:1998:i:5:p:453-474 Underpricing and aftermarket performance of IPOs in Shanghai, China (1998).
Cited: 7 times.

(12) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:229-249 Bank monitoring and the maturity structure of Japanese corporate debt issues (1999).
Cited: 7 times.

(13) RePEc:eee:pacfin:v:8:y:2000:i:5:p:587-610 Shareholding structure and corporate performance of partially privatized firms: Evidence from listed Chinese companies (2000).
Cited: 6 times.

(14) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:1-26 The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization (1998).
Cited: 6 times.

(15) RePEc:eee:pacfin:v:11:y:2003:i:2:p:153-173 An empirical analysis of the Australian dollar swap spreads (2003).
Cited: 5 times.

(16) RePEc:eee:pacfin:v:5:y:1997:i:4:p:389-417 The investment and operating performance of Japanese initial public offerings (1997).
Cited: 5 times.

(17) RePEc:eee:pacfin:v:9:y:2001:i:3:p:195-217 The impact of salient political and economic news on the trading activity (2001).
Cited: 4 times.

(18) RePEc:eee:pacfin:v:8:y:2000:i:5:p:v-vii Editorial (2000).
Cited: 4 times.

(19) RePEc:eee:pacfin:v:4:y:1996:i:1:p:15-30 The winners curse and international methods of allocating initial public offerings (1996).
Cited: 4 times.

(20) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282 Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999).
Cited: 4 times.

(21) RePEc:eee:pacfin:v:6:y:1998:i:5:p:427-451 Privatisation initial public offerings in Malaysia: Initial premium and long-term performance (1998).
Cited: 4 times.

(22) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:259-275 Political risk and stock price volatility: The case of Hong Kong (1996).
Cited: 4 times.

(23) RePEc:eee:pacfin:v:2:y:1994:i:1:p:73-90 Assessing the cost of Taiwans deposit insurance (1994).
Cited: 4 times.

(24) RePEc:eee:pacfin:v:7:y:1999:i:5:p:471-493 Cross-autocorrelation in Asian stock markets (1999).
Cited: 4 times.

(25) RePEc:eee:pacfin:v:11:y:2003:i:1:p:45-59 How should liquidity be measured? (2003).
Cited: 4 times.

(26) RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479 Beta stability and portfolio formation (1994).
Cited: 4 times.

(27) RePEc:eee:pacfin:v:7:y:1999:i:1:p:1-22 Alternative mechanisms for corporate governance in Japan: An analysis of independent and bank-affiliated firms (1999).
Cited: 4 times.

(28) RePEc:eee:pacfin:v:8:y:2000:i:2:p:177-216 Banks, the IMF, and the Asian crisis (2000).
Cited: 4 times.

(29) RePEc:eee:pacfin:v:8:y:2000:i:5:p:iii-iv Editorial (2000).
Cited: 4 times.

(30) RePEc:eee:pacfin:v:6:y:1998:i:3-4:p:321-346 Fundamental and nonfundamental components in stock prices of Pacific-Rim countries (1998).
Cited: 4 times.

(31) RePEc:eee:pacfin:v:7:y:1999:i:5:p:557-586 Why does return volatility differ in Chinese stock markets? (1999).
Cited: 4 times.

(32) RePEc:eee:pacfin:v:11:y:2003:i:2:p:175-195 The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange (2003).
Cited: 3 times.

(33) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:241-258 The effects of removing price limits and introducing auctions upon short-term IPO returns: The case of Japanese IPOs (1996).
Cited: 3 times.

(34) RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:483-503 The value of liquidity: Evidence from the derivatives market (2000).
Cited: 3 times.

(35) RePEc:eee:pacfin:v:5:y:1997:i:2:p:195-213 Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997).
Cited: 3 times.

(36) RePEc:eee:pacfin:v:5:y:1997:i:1:p:63-85 An analysis of the stock market performance of new issues in New Zealand (1997).
Cited: 3 times.

(37) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:61-76 Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries (1998).
Cited: 3 times.

(38) RePEc:eee:pacfin:v:8:y:2000:i:2:p:135-152 Understanding the financial crisis in Asia (2000).
Cited: 3 times.

(39) RePEc:eee:pacfin:v:11:y:2003:i:3:p:305-325 A review of Japans bank crisis from the governance perspective (2003).
Cited: 3 times.

(40) RePEc:eee:pacfin:v:12:y:2004:i:1:p:1-18 Determinants of the decision to submit market or limit orders on the ASX (2004).
Cited: 3 times.

(41) RePEc:eee:pacfin:v:3:y:1995:i:4:p:429-448 The aftermarket performance of initial public offerings in Korea (1995).
Cited: 3 times.

(42) RePEc:eee:pacfin:v:5:y:1997:i:5:p:527-537 Testing the conditional CAPM and the effect of intervaling: A note (1997).
Cited: 3 times.

(43) RePEc:eee:pacfin:v:11:y:2003:i:4:p:413-428 What kind of multinational deposit-insurance arrangements might best enhance world welfare? (2003).
Cited: 3 times.

(44) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:297-314 Price clustering on the Australian Stock Exchange (1996).
Cited: 3 times.

(45) RePEc:eee:pacfin:v:8:y:2000:i:5:p:529-558 Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan (2000).
Cited: 3 times.

(46) RePEc:eee:pacfin:v:10:y:2002:i:1:p:29-54 Private placements and rights issues in Singapore (2002).
Cited: 2 times.

(47) RePEc:eee:pacfin:v:3:y:1995:i:1:p:113-136 Volatility and price change spillover effects across the developed and emerging markets (1995).
Cited: 2 times.

(48) RePEc:eee:pacfin:v:5:y:1997:i:5:p:539-557 The interaction between order imbalance and stock price (1997).
Cited: 2 times.

(49) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:371-403 An empirical study on the determinants of the capital structure of Thai firms (1999).
Cited: 2 times.

(50) RePEc:eee:pacfin:v:2:y:1994:i:4:p:405-438 Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. (1994).
Cited: 2 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:qut:dpaper:201 Market Risk in Demutualised Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas (2005). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

Latest citations received in: 2004

(1) RePEc:wpa:wuwpfi:0408009 A local non-parametric model for trade sign inference (2004). EconWPA / Finance

(2) RePEc:wpa:wuwpfi:0412012 A piecewise linear model for trade sign inference (2004). EconWPA / Finance

Latest citations received in: 2003

(1) RePEc:wai:econwp:03/01 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation (2003). University of Waikato, Department of Economics / Working Papers in Economics

(2) RePEc:wpa:wuwpfi:0312012 Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange (2003). EconWPA / Finance

Latest citations received in: 2002

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