International Review of Financial Analysis

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 0.18 19 8 26 0 0.09 1997 0.21 15 6 32 0 0.08 1998 0.25 17 8 34 0 1 0.06 0.1 1999 0.32 17 16 32 0 0.15 2000 0.43 25 19 34 0 0.19 2001 0.07 0.41 26 32 42 3 0 1 0.04 0.17 2002 0.12 0.44 26 42 51 6 0 0.2 2003 0.21 0.47 32 17 52 11 0 3 0.09 0.22 2004 0.17 0.52 36 31 58 10 0 1 0.03 0.23 2005 0.12 0.56 33 18 68 8 0 0.25 2006 0.06 0.57 27 4 69 4 0 2 0.07 0.24 2007 0.08 0.48 29 7 60 5 0 4 0.14 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:finana:v:10:y:2001:i:3:p:203-218 What drives contagion: Trade, neighborhood, or financial links? (2001).
Cited: 10 times.

(2) RePEc:eee:finana:v:13:y:2004:i:5:p:633-647 Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes (2004).
Cited: 9 times.

(3) RePEc:eee:finana:v:13:y:2004:i:5:p:571-583 International equity market integration: Theory, evidence and implications (2004).
Cited: 9 times.

(4) RePEc:eee:finana:v:11:y:2002:i:4:p:407-431 Stochastic chaos or ARCH effects in stock series?: A comparative study (2002).
Cited: 6 times.

(5) RePEc:eee:finana:v:11:y:2002:i:1:p:39-57 The costs of bankruptcy: A review (2002).
Cited: 6 times.

(6) RePEc:eee:finana:v:10:y:2001:i:1:p:87-96 Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis (2001).
Cited: 6 times.

(7) RePEc:eee:finana:v:7:y:1998:i:2:p:95-111 Two puzzles in the analysis of foreign exchange market efficiency (1998).
Cited: 6 times.

(8) RePEc:eee:finana:v:10:y:2001:i:2:p:175-185 Response asymmetries in the Latin American equity markets (2001).
Cited: 5 times.

(9) RePEc:eee:finana:v:10:y:2001:i:2:p:135-156 Trading rule profits in Latin American currency spot rates (2001).
Cited: 5 times.

(10) RePEc:eee:finana:v:11:y:2002:i:1:p:1-27 The explanatory power of political risk in emerging markets (2002).
Cited: 5 times.

(11) RePEc:eee:finana:v:1:y:1992:i:3:p:179-193 Prices and hedge ratios of average exchange rate options (1992).
Cited: 5 times.

(12) RePEc:eee:finana:v:9:y:2000:i:3:p:235-245 On the conditional relationship between beta and return in international stock returns (2000).
Cited: 5 times.

(13) RePEc:eee:finana:v:11:y:2002:i:2:p:219-227 The aggregate credit spread and the business cycle (2002).
Cited: 5 times.

(14) RePEc:eee:finana:v:13:y:2004:i:2:p:227-244 Private benefits, block transaction premiums and ownership structure (2004).
Cited: 4 times.

(15) RePEc:eee:finana:v:2:y:1993:i:2:p:121-141 The event study: An industrial strength method (1993).
Cited: 4 times.

(16) RePEc:eee:finana:v:12:y:2003:i:5:p:579-590 Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange (2003).
Cited: 4 times.

(17) RePEc:eee:finana:v:6:y:1997:i:3:p:179-192 The Big Mac: More than a junk asset allocator? (1997).
Cited: 4 times.

(18) RePEc:eee:finana:v:8:y:1999:i:2:p:123-138 Scaling laws in variance as a measure of long-term dependence (1999).
Cited: 4 times.

(19) RePEc:eee:finana:v:8:y:1999:i:1:p:35-52 Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application (1999).
Cited: 4 times.

(20) RePEc:eee:finana:v:11:y:2002:i:2:p:111-138 Dividend policy theories and their empirical tests (2002).
Cited: 4 times.

(21) RePEc:eee:finana:v:5:y:1996:i:1:p:19-38 Prospect theory: A literature review (1996).
Cited: 4 times.

(22) RePEc:eee:finana:v:8:y:1999:i:1:p:67-82 Forecasting currency prices using a genetically evolved neural network architecture (1999).
Cited: 4 times.

(23) RePEc:eee:finana:v:17:y:2008:i:3:p:539-556 Idiosyncratic volatility and equity returns: UK evidence (2008).
Cited: 3 times.

(24) RePEc:eee:finana:v:14:y:2005:i:3:p:283-303 Cost frontier efficiency and risk-return analysis in an emerging market (2005).
Cited: 3 times.

(25) RePEc:eee:finana:v:11:y:2002:i:3:p:297-309 An empirical analysis of credit default swaps (2002).
Cited: 3 times.

(26) RePEc:eee:finana:v:9:y:2000:i:2:p:197-218 Restructuring the Japanese banking system Has Japan gone far enough? (2000).
Cited: 3 times.

(27) RePEc:eee:finana:v:10:y:2001:i:2:p:99-122 A nonparametric approach to model the term structure of interest rates: The case of Chile (2001).
Cited: 3 times.

(28) RePEc:eee:finana:v:11:y:2002:i:3:p:375-406 Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence (2002).
Cited: 3 times.

(29) RePEc:eee:finana:v:11:y:2002:i:1:p:29-38 The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates (2002).
Cited: 3 times.

(30) RePEc:eee:finana:v:14:y:2005:i:2:p:277-282 The use and abuse of the hedging effectiveness measure (2005).
Cited: 3 times.

(31) RePEc:eee:finana:v:13:y:2004:i:5:p:649-668 Equity market integration in Latin America: A time-varying integration score analysis (2004).
Cited: 3 times.

(32) RePEc:eee:finana:v:5:y:1996:i:1:p:39-53 Common factors in international stock prices: Evidence from a cointegration study (1996).
Cited: 3 times.

(33) RePEc:eee:finana:v:9:y:2000:i:1:p:21-43 Pre-bid price run-ups and insider trading activity: Evidence from Canadian acquisitions (2000).
Cited: 2 times.

(34) RePEc:eee:finana:v:11:y:2002:i:3:p:331-344 Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds (2002).
Cited: 2 times.

(35) RePEc:eee:finana:v:9:y:2000:i:4:p:405-420 Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange (2000).
Cited: 2 times.

(36) RePEc:eee:finana:v:13:y:2004:i:3:p:349-366 Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange (2004).
Cited: 2 times.

(37) RePEc:eee:finana:v:8:y:1999:i:2:p:177-197 Agency problems and the simultaneity of financial decision making: The role of institutional ownership (1999).
Cited: 2 times.

(38) RePEc:eee:finana:v:16:y:2007:i:2:p:172-182 The comovement of US and German bond markets (2007).
Cited: 2 times.

(39) RePEc:eee:finana:v:11:y:2002:i:3:p:251-278 A perspective on credit derivatives (2002).
Cited: 2 times.

(40) RePEc:eee:finana:v:13:y:2004:i:5:p:669-685 International equity market integration in a small open economy: Ireland January 1990-December 2000 (2004).
Cited: 2 times.

(41) RePEc:eee:finana:v:14:y:2005:i:4:p:393-406 Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests (2005).
Cited: 2 times.

(42) RePEc:eee:finana:v:12:y:2003:i:4:p:349-377 The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design (2003).
Cited: 2 times.

(43) RePEc:eee:finana:v:14:y:2005:i:5:p:508-532 Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market (2005).
Cited: 2 times.

(44) RePEc:eee:finana:v:8:y:1999:i:2:p:139-151 Much ado about nothing: Long-term memory in Pacific Rim equity markets (1999).
Cited: 2 times.

(45) RePEc:eee:finana:v:16:y:2007:i:1:p:41-60 Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? (2007).
Cited: 2 times.

(46) RePEc:eee:finana:v:10:y:2001:i:4:p:395-406 Multiperiod hedging in the presence of stochastic volatility (2001).
Cited: 2 times.

(47) RePEc:eee:finana:v:12:y:2003:i:1:p:3-23 IMF bailouts, contagion effects, and bank security returns (2003).
Cited: 2 times.

(48) RePEc:eee:finana:v:14:y:2005:i:4:p:407-427 Estimation of expected return: CAPM vs. Fama and French (2005).
Cited: 2 times.

(49) RePEc:eee:finana:v:9:y:2000:i:2:p:163-174 International acquisitions and shareholder wealth Evidence from the Netherlands (2000).
Cited: 2 times.

(50) RePEc:eee:finana:v:14:y:2005:i:3:p:356-375 Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets (2005).
Cited: 1 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:edn:esedps:157 What Drives Corporate Bond Market Betas? (2007). Edinburgh School of Economics, University of Edinburgh / ESE Discussion Papers

(2) RePEc:pra:mprapa:2607 LEvolution des Marchés Boursiers Européens: Enjeux et limites (2007). University Library of Munich, Germany / MPRA Paper

(3) RePEc:tcb:cebare:v:7:y:2007:i:1:p:1-12 Testing Integration between the Major Emerging Markets (2007). Central Bank Review

(4) RePEc:wdi:papers:2007-861 Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data (2007). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

Recent citations received in: 2006

(1) RePEc:cor:louvco:2006102 Market-wide liquidity co-movements, volatility regimes and market cap sizes (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(2) RePEc:edj:ceauch:219 Portfolio management implications of volatility shifts: Evidence from simulated data (2006). Centro de Economía Aplicada, Universidad de Chile / Documentos de Trabajo

Recent citations received in: 2005

Recent citations received in: 2004

(1) RePEc:qut:dpaper:170 Equity Premium: - Does it exist? Evidence from Germany and United Kingdom (2004). School of Economics and Finance, Queensland University of Technology / School of Economics and Finance Discussion Papers and Working Papers Series

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.