Financial Markets and Portfolio Management

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

Create citation feed for this series

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 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.4 0 0 0 0.17 2002 0.43 0 0 0 0.2 2003 0.48 0 0 0 0.22 2004 0.52 5 1 0 0 0.23 2005 0.59 20 5 5 0 1 0.05 0.27 2006 0.08 0.63 32 15 25 2 50 6 0.19 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:kap:fmktpm:v:21:y:2007:i:1:p:3-43 Advice and monitoring in venture finance (2007).
Cited: 5 times.

(2) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491 A fully parametric approach to return modelling and risk management of hedge funds (2006).
Cited: 3 times.

(3) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398 Provincial preferences in private equity (2006).
Cited: 3 times.

(4) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471 Performance measurement of hedge funds using data envelopment analysis (2006).
Cited: 3 times.

(5) RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359 Determinants of Financial Distress Costs (2005).
Cited: 2 times.

(6) RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360 Making prospect theory fit for finance (2006).
Cited: 2 times.

(7) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:419-441 Relative importance of hedge fund characteristics (2006).
Cited: 2 times.

(8) RePEc:kap:fmktpm:v:21:y:2007:i:4:p:425-444 The tactical and strategic value of hedge fund strategies: a cointegration approach (2007).
Cited: 2 times.

(9) RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32 Stock and Bond Liquidity and its Effect on Prices and Financial Policies (2006).
Cited: 1 times.

(10) RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292 Credit default swap prices as risk indicators of listed German banks (2007).
Cited: 1 times.

(11) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:399-418 How do investment patterns of independent and captive private equity funds differ? Evidence from Germany (2006).
Cited: 1 times.

(12) RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94 Do venture capitalists imitate portfolio size? (2007).
Cited: 1 times.

(13) RePEc:kap:fmktpm:v:19:y:2005:i:2:p:131-151 Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s (2005).
Cited: 1 times.

(14) RePEc:kap:fmktpm:v:20:y:2006:i:2:p:221-234 Recent Developments in Credit Markets (2006).
Cited: 1 times.

(15) RePEc:kap:fmktpm:v:18:y:2004:i:4:p:442-457 What is going on in the oil market? (2004).
Cited: 1 times.

(16) RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73 C-CAPM Refinements and the Cross-Section of Returns (2006).
Cited: 1 times.

(17) RePEc:kap:fmktpm:v:21:y:2007:i:3:p:381-396 Is the January effect still alive in the futures markets? (2007).
Cited: 1 times.

(18) RePEc:kap:fmktpm:v:19:y:2005:i:4:p:397-405 Markov Chain Monte Carlo Methods in Financial Econometrics (2005).
Cited: 1 times.

(19) RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240 Three aspects of the Swiss term structure: an empirical survey (2007).
Cited: 1 times.

(20) RePEc:kap:fmktpm:v:19:y:2005:i:3:p:239-260 Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market (2005).
Cited: 1 times.

(21) RePEc:kap:fmktpm:v:21:y:2007:i:1:p:45-67 Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments (2007).
Cited: 1 times.

(22) RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337 The Effect of Market Regimes on Style Allocation (2006).
Cited: 1 times.

(23) RePEc:kap:fmktpm:v:19:y:2005:i:1:p:99-108 The Regulatory Burden in the Swiss Wealth Management Industry (2005).
Cited: 1 times.

(24) RePEc:kap:fmktpm:v:21:y:2007:i:1:p:121-134 Return decomposition of absolute-performance multi-asset class portfolios (2007).
Cited: 1 times.

(25) RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18 Monetary Policy and Financial Markets (2006).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398 Provincial preferences in private equity (2006). Financial Markets and Portfolio Management

(2) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:399-418 How do investment patterns of independent and captive private equity funds differ? Evidence from Germany (2006). Financial Markets and Portfolio Management

(3) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:419-441 Relative importance of hedge fund characteristics (2006). Financial Markets and Portfolio Management

(4) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471 Performance measurement of hedge funds using data envelopment analysis (2006). Financial Markets and Portfolio Management

(5) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491 A fully parametric approach to return modelling and risk management of hedge funds (2006). Financial Markets and Portfolio Management

(6) RePEc:usg:dp2006:2006-22 C-CAPM without Ex Post Data (2006). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2006

Recent citations received in: 2005

(1) RePEc:kap:fmktpm:v:19:y:2005:i:3:p:313-322 Towards an Economic Analysis of Financial Markets Regulation? (2005). Financial Markets and Portfolio Management

Recent citations received in: 2004

Recent citations received in: 2003

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.