Review of Quantitative Finance and Accounting

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.04 0.17 39 4 25 1 0 0.08 1997 0.2 32 24 64 0 0.08 1998 0.01 0.23 28 14 71 1 0 0.1 1999 0.03 0.31 43 41 60 2 0 1 0.02 0.15 2000 0.07 0.43 39 15 71 5 0 0.19 2001 0.02 0.4 39 11 82 2 0 0.17 2002 0.04 0.43 37 9 78 3 0 1 0.03 0.2 2003 0.01 0.48 38 10 76 1 0 1 0.03 0.22 2004 0.05 0.52 33 8 75 4 0 0.23 2005 0.59 1 0 71 0 0.27 2006 0.63 0 34 0 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:rqfnac:v:13:y:1999:i:2:p:111-35 Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter. (1999).
Cited: 18 times.

(2) RePEc:kap:rqfnac:v:9:y:1997:i:3:p:251-67 Nonparametric Smoothing of Yield Curves. (1997).
Cited: 6 times.

(3) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:53-70 Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money. (1997).
Cited: 6 times.

(4) RePEc:kap:rqfnac:v:13:y:1999:i:1:p:39-62 Review of Categorical Models for Classification Issues in Accounting and Finance. (1999).
Cited: 4 times.

(5) RePEc:kap:rqfnac:v:8:y:1997:i:1:p:69-81 Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields. (1997).
Cited: 4 times.

(6) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:269-84 Product Quality and Payment Policy. (1998).
Cited: 4 times.

(7) RePEc:kap:rqfnac:v:13:y:1999:i:4:p:323-45 Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology. (1999).
Cited: 4 times.

(8) RePEc:kap:rqfnac:v:9:y:1997:i:2:p:131-46 The Relation between Patent Citations and Tobins Q in the Semiconductor Industry. (1997).
Cited: 3 times.

(9) RePEc:kap:rqfnac:v:15:y:2000:i:3:p:259-76 A Neural Network Approach for Analyzing Small Business Lending Decisions. (2000).
Cited: 3 times.

(10) RePEc:kap:rqfnac:v:19:y:2002:i:2:p:155-80 Intraday Return Volatility Process: Evidence from NASDAQ Stocks. (2002).
Cited: 3 times.

(11) RePEc:kap:rqfnac:v:12:y:1999:i:1:p:89-96 A Note on Perceptions of Finance Journal Quality. (1999).
Cited: 3 times.

(12) RePEc:kap:rqfnac:v:23:y:2004:i:1:p:5-17 Institutional Herding in the ADR Market (2004).
Cited: 3 times.

(13) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:49-62 Are All Rivals Affected Equally by Bond Rating Downgrades? (2003).
Cited: 3 times.

(14) RePEc:kap:rqfnac:v:12:y:1999:i:3:p:283-301 Predicting UK Takeover Targets: Some Methodological Issues and an Empirical Study. (1999).
Cited: 3 times.

(15) RePEc:kap:rqfnac:v:19:y:2002:i:4:p:399-416 A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk. (2002).
Cited: 2 times.

(16) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:285-302 Volume and Volatility in Foreign Currency Futures Markets. (1998).
Cited: 2 times.

(17) RePEc:kap:rqfnac:v:17:y:2001:i:1:p:63-79 An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis. (2001).
Cited: 2 times.

(18) RePEc:kap:rqfnac:v:29:y:2007:i:1:p:1-24 Disclosure and the cost of equity in international cross-listing (2007).
Cited: 2 times.

(19) RePEc:kap:rqfnac:v:15:y:2000:i:2:p:107-26 The Effects of Downsizing on Operating Performance. (2000).
Cited: 2 times.

(20) RePEc:kap:rqfnac:v:13:y:1999:i:2:p:171-88 Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets. (1999).
Cited: 2 times.

(21) RePEc:kap:rqfnac:v:16:y:2001:i:3:p:223-50 Bank Managers Heterogeneous Decisions on Discretionary Loan Loss Provisions. (2001).
Cited: 2 times.

(22) RePEc:kap:rqfnac:v:10:y:1998:i:1:p:95-113 Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate. (1998).
Cited: 2 times.

(23) RePEc:kap:rqfnac:v:20:y:2003:i:1:p:63-80 Managerial Incentives for Income Smoothing through Bank Loan Loss Provisions. (2003).
Cited: 2 times.

(24) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:301-18 Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model. (2001).
Cited: 2 times.

(25) RePEc:kap:rqfnac:v:15:y:2000:i:4:p:349-70 The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods. (2000).
Cited: 2 times.

(26) RePEc:kap:rqfnac:v:11:y:1998:i:2:p:165-82 Information Asymmetry around Earnings Announcements. (1998).
Cited: 2 times.

(27) RePEc:kap:rqfnac:v:22:y:2004:i:2:p:79-95 Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations (2004).
Cited: 2 times.

(28) RePEc:kap:rqfnac:v:18:y:2002:i:4:p:405-21 Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115. (2002).
Cited: 2 times.

(29) RePEc:kap:rqfnac:v:20:y:2003:i:2:p:115-26 Firm Financial Performance Following Mergers. (2003).
Cited: 2 times.

(30) RePEc:kap:rqfnac:v:5:y:1995:i:2:p:169-77 Microstructure and Reverse Stock Splits. (1995).
Cited: 2 times.

(31) RePEc:kap:rqfnac:v:22:y:2004:i:3:p:199-217 Does Trading Improve Individual Investor Performance? (2004).
Cited: 1 times.

(32) RePEc:kap:rqfnac:v:8:y:1997:i:1:p:19-36 Alternative Liquidity Measures and Stock Returns. (1997).
Cited: 1 times.

(33) RePEc:kap:rqfnac:v:11:y:1998:i:3:p:269-91 Rationalizable and Coalition Proof Shareholder Tendering Strategies in Corporate Takeovers. (1998).
Cited: 1 times.

(34) RePEc:kap:rqfnac:v:14:y:2000:i:3:p:247-60 An Agency Analysis of Firm Diversification: The Consequences of Discretionary Cash and Managerial Risk Considerations. (2000).
Cited: 1 times.

(35) RePEc:kap:rqfnac:v:17:y:2001:i:3:p:283-300 Market Imperfections as the Cause of Accounting Income Smoothing--The Case of Differential Capital Access. (2001).
Cited: 1 times.

(36) RePEc:kap:rqfnac:v:5:y:1995:i:1:p:27-41 A Microstructure Examination of Trading Activity following Stock Splits. (1995).
Cited: 1 times.

(37) RePEc:kap:rqfnac:v:12:y:1999:i:3:p:303-17 Using Markov Chains to Estimate Losses from a Portfolio of Mortgages. (1999).
Cited: 1 times.

(38) RePEc:kap:rqfnac:v:7:y:1996:i:1:p:65-79 Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect. (1996).
Cited: 1 times.

(39) RePEc:kap:rqfnac:v:13:y:1999:i:4:p:367-91 Microstructure of Firms Disclosure. (1999).
Cited: 1 times.

(40) RePEc:kap:rqfnac:v:22:y:2004:i:1:p:15-28 ().
Cited: 1 times.

(41) RePEc:kap:rqfnac:v:9:y:1997:i:1:p:71-88 Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management. (1997).
Cited: 1 times.

(42) RePEc:kap:rqfnac:v:12:y:1999:i:2:p:159-70 CVP under Uncertainty and the Managers Utility Function Revisited. (1999).
Cited: 1 times.

(43) RePEc:kap:rqfnac:v:6:y:1996:i:2:p:103-31 Sequential Parameter Nonstationarity in Stock Market Returns. (1996).
Cited: 1 times.

(44) RePEc:kap:rqfnac:v:10:y:1998:i:3:p:235-67 Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers. (1998).
Cited: 1 times.

(45) RePEc:kap:rqfnac:v:20:y:2003:i:3:p:207-43 Jumps and Dynamic Asset Allocation. (2003).
Cited: 1 times.

(46) RePEc:kap:rqfnac:v:23:y:2004:i:3:p:191-206 The Impact of Capital Requirements and Managerial Compensation on Bank Charter Value (2004).
Cited: 1 times.

(47) RePEc:kap:rqfnac:v:8:y:1997:i:3:p:291-313 The Performance of Actively Managed International Mutual Funds. (1997).
Cited: 1 times.

(48) RePEc:kap:rqfnac:v:15:y:2000:i:1:p:21-35 Valuation Implications of Investment Opportunities and Earnings Permanence. (2000).
Cited: 1 times.

(49) RePEc:kap:rqfnac:v:18:y:2002:i:3:p:273-91 The Usefulness of Derivative-Related Accounting Disclosures. (2002).
Cited: 1 times.

(50) RePEc:kap:rqfnac:v:5:y:1995:i:2:p:179-201 Options and Efficiency: Some Experimental Evidence. (1995).
Cited: 1 times.

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

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

Recent citations received in: 2003

(1) RePEc:lar:wpaper:2003-02 Contagion effects of successive bond rating downgrades (2003). Laboratoire de Recherche en Gestion et Economie, Université Louis Pasteur, Strasbourg (France) / Working Papers of LaRGE (Laboratoire de Recherche en

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