European Journal of Finance

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 0.17 7 2 0 0 0.08 1997 0.2 19 36 7 0 0.08 1998 0.08 0.23 15 11 26 2 0 0.1 1999 0.06 0.31 22 17 34 2 50 3 0.14 0.15 2000 0.03 0.43 19 16 37 1 100 0.19 2001 0.05 0.4 19 10 41 2 0 1 0.05 0.17 2002 0.03 0.43 23 31 38 1 0 1 0.04 0.2 2003 0.07 0.48 20 14 42 3 0 0.22 2004 0.19 0.52 30 10 43 8 0 1 0.03 0.23 2005 0.04 0.59 27 6 50 2 0 2 0.07 0.27 2006 0.09 0.63 24 5 57 5 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:taf:eurjfi:v:3:y:1997:i:4:p:291-309 The numeraire portfolio: a new perspective on financial theory (1997).
Cited: 16 times.

(2) RePEc:taf:eurjfi:v:3:y:1997:i:3:p:203-224 Comment (1997).
Cited: 11 times.

(3) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 Modelling the demand for M3 in the Euro area (2002).
Cited: 8 times.

(4) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175 An analysis of the causes of recent banking crises (2002).
Cited: 6 times.

(5) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175 The effects of trading activity on market volatility (2000).
Cited: 6 times.

(6) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421 Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors (2002).
Cited: 5 times.

(7) RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357 Asset pricing implications of benchmarking: a two-factor CAPM (2003).
Cited: 4 times.

(8) RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74 Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads (2005).
Cited: 4 times.

(9) RePEc:taf:eurjfi:v:3:y:1997:i:1:p:73-85 Implied volatility skews and stock return skewness and kurtosis implied by stock option prices (1997).
Cited: 4 times.

(10) RePEc:taf:eurjfi:v:8:y:2002:i:1:p:21-45 The information in the term structure of German interest rates (2002).
Cited: 4 times.

(11) RePEc:taf:eurjfi:v:10:y:2004:i:5:p:329-344 Predictability of stock markets with disequilibrium trading (2004).
Cited: 4 times.

(12) RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230 Implied volatility surfaces: uncovering regularities for options on financial futures (2001).
Cited: 4 times.

(13) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:213-224 Beta lives - some statistical perspectives on the capital asset pricing model (1999).
Cited: 4 times.

(14) RePEc:taf:eurjfi:v:5:y:1999:i:4:p:331-341 Modelling normal returns in event studies: a model-selection approach and pilot study (1999).
Cited: 3 times.

(15) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:322-343 World capital markets and Finnish stock returns (2002).
Cited: 3 times.

(16) RePEc:taf:eurjfi:v:9:y:2003:i:5:p:514-532 Evaluating capital mobility in the EU: a new approach using swaps data (2003).
Cited: 3 times.

(17) RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300 Variance ratio tests of the random walk hypothesis for European emerging stock markets (2003).
Cited: 3 times.

(18) RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183 Bank failure: a multidimensional scaling approach (2001).
Cited: 3 times.

(19) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212 Is beta still alive? Conclusive evidence from the Swiss stock market (1999).
Cited: 3 times.

(20) RePEc:taf:eurjfi:v:5:y:1999:i:2:p:123-139 LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market (1999).
Cited: 2 times.

(21) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:567-582 Comovements and correlations in international stock markets (2006).
Cited: 2 times.

(22) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224 Further insights on the puzzle of technical analysis profitability (2000).
Cited: 2 times.

(23) RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188 ().
Cited: 2 times.

(24) RePEc:taf:eurjfi:v:10:y:2004:i:2:p:105-122 Employee stock option plans and stock market reaction: evidence from Finland (2004).
Cited: 2 times.

(25) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304 Board size and corporate performance: evidence from European countries (1998).
Cited: 2 times.

(26) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:126-145 Combining forecasts: some results on exchange and interest rates (2000).
Cited: 2 times.

(27) RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91 Derivatives usage in UK non-financial listed companies (2001).
Cited: 2 times.

(28) RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181 Generating science-based growth: an econometric analysis of the impact of organizational incentives on university--industry technology transfer (2005).
Cited: 2 times.

(29) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:165-180 An introduction to security returns (1999).
Cited: 2 times.

(30) RePEc:taf:eurjfi:v:3:y:1997:i:3:p:183-202 Feedforward neural networks in the classification of financial information (1997).
Cited: 2 times.

(31) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:480-501 US dollar/Euro exchange rate: a monthly econometric model for forecasting (2002).
Cited: 2 times.

(32) RePEc:taf:eurjfi:v:9:y:2003:i:6:p:557-580 Information criteria for GARCH model selection (2003).
Cited: 2 times.

(33) RePEc:taf:eurjfi:v:4:y:1998:i:3:p:257-278 Fund managers attitudes to risk and time horizons: the effect of performance benchmarking (1998).
Cited: 2 times.

(34) RePEc:taf:eurjfi:v:6:y:2000:i:3:p:298-310 Forecasting the returns on UK investment trusts: a comparison (2000).
Cited: 1 times.

(35) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205 New evidence on the implied-realized volatility relation (2002).
Cited: 1 times.

(36) RePEc:taf:eurjfi:v:4:y:1998:i:2:p:93-111 A study on the efficiency of the market for Dutch long-term call options (1998).
Cited: 1 times.

(37) RePEc:taf:eurjfi:v:9:y:2003:i:3:p:199-218 Legal constraints, transaction costs and the evaluation of mutual funds (2003).
Cited: 1 times.

(38) RePEc:taf:eurjfi:v:10:y:2004:i:6:p:475-488 An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method (2004).
Cited: 1 times.

(39) RePEc:taf:eurjfi:v:5:y:1999:i:1:p:29-50 Insider trading and portfolio structure in experimental asset markets with a long-lived asset (1999).
Cited: 1 times.

(40) RePEc:taf:eurjfi:v:6:y:2000:i:2:p:93-112 Switching regime models in the Spanish inter-bank market (2000).
Cited: 1 times.

(41) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494 Small sample properties of GARCH estimates and persistence (2006).
Cited: 1 times.

(42) RePEc:taf:eurjfi:v:4:y:1998:i:2:p:113-127 Interest rate changes and common stock returns of financial institutions: evidence from the UK (1998).
Cited: 1 times.

(43) RePEc:taf:eurjfi:v:5:y:1999:i:3:p:236-246 Estimating the equity premium (1999).
Cited: 1 times.

(44) RePEc:taf:eurjfi:v:2:y:1996:i:1:p:103-123 A comparison of diffusion models of the term structure (1996).
Cited: 1 times.

(45) RePEc:taf:eurjfi:v:4:y:1998:i:4:p:311-330 A dynamic index for managed currencies funds using CME currency contracts (1998).
Cited: 1 times.

(46) RePEc:taf:eurjfi:v:9:y:2003:i:6:p:581-601 Motives for partial acquisitions between firms in the spanish stock market (2003).
Cited: 1 times.

(47) RePEc:taf:eurjfi:v:13:y:2007:i:7:p:621-644 Volatility as an Asset Class: European Evidence (2007).
Cited: 1 times.

(48) RePEc:taf:eurjfi:v:3:y:1997:i:3:p:261-275 Information asymmetry, long-run relationship and price discovery in property investment markets (1997).
Cited: 1 times.

(49) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274 Time varying country risk: an assessment of alternative modelling techniques (2002).
Cited: 1 times.

(50) RePEc:taf:eurjfi:v:13:y:2007:i:1:p:1-27 Sources of Predictability of European Stock Markets for High-technology Firms (2007).
Cited: 1 times.

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

Recent citations received in: 2006

(1) RePEc:pra:mprapa:302 Stock market volatiltity around national elections (2006). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2005

(1) RePEc:pra:mprapa:4295 Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating (2005). University Library of Munich, Germany / MPRA Paper

(2) RePEc:wpa:wuwpfi:0505001 An empirical analysis of structural models of corporate debt pricing (2005). EconWPA / Finance

Recent citations received in: 2004

(1) RePEc:rif:dpaper:957 The Determinants of Stock Option Compensation: Evidence from Finland (2004). The Research Institute of the Finnish Economy / Discussion Papers

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.