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 0.18 7 2 0 0 0.09 1997 0.21 19 39 7 0 0.08 1998 0.08 0.25 15 14 26 2 0 0.1 1999 0.06 0.32 22 18 34 2 50 3 0.14 0.15 2000 0.03 0.43 19 16 37 1 100 0.19 2001 0.02 0.41 19 12 41 1 0 1 0.05 0.17 2002 0.03 0.44 23 48 38 1 0 3 0.13 0.2 2003 0.1 0.47 20 15 42 4 0 0.22 2004 0.19 0.52 32 13 43 8 0 1 0.03 0.23 2005 0.04 0.56 27 14 52 2 0 2 0.07 0.25 2006 0.12 0.57 35 18 59 7 0 3 0.09 0.24 2007 0.06 0.48 40 12 62 4 0 1 0.03 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:taf:eurjfi:v:3:y:1997:i:4:p:291-309 The numeraire portfolio: a new perspective on financial theory (1997).
Cited: 18 times.

(2) RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 Modelling the demand for M3 in the Euro area (2002).
Cited: 15 times.

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

(4) 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: 8 times.

(5) 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: 7 times.

(6) 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.

(7) RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205 New evidence on the implied-realized volatility relation (2002).
Cited: 5 times.

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

(9) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494 Small sample properties of GARCH estimates and persistence (2006).
Cited: 4 times.

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

(11) 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: 4 times.

(12) RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143 Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000 (2007).
Cited: 4 times.

(13) RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274 Time varying country risk: an assessment of alternative modelling techniques (2002).
Cited: 4 times.

(14) 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: 4 times.

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

(16) 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: 4 times.

(17) 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.

(18) 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.

(19) 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.

(20) RePEc:taf:eurjfi:v:8:y:2002:i:1:p:21-45 The information in the term structure of German interest rates (2002).
Cited: 3 times.

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

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

(23) 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.

(24) 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.

(25) RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91 Derivatives usage in UK non-financial listed companies (2001).
Cited: 3 times.

(26) RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357 Asset pricing implications of benchmarking: a two-factor CAPM (2003).
Cited: 3 times.

(27) 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.

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

(29) RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420 The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK (2006).
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:10:y:2004:i:2:p:105-122 Employee stock option plans and stock market reaction: evidence from Finland (2004).
Cited: 2 times.

(32) RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188 Forecasting stock market volatility: Further international evidence (2006).
Cited: 2 times.

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

(34) RePEc:taf:eurjfi:v:10:y:2004:i:6:p:542-566 On the bi-dimensionality of liquidity (2004).
Cited: 2 times.

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

(36) RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:495-512 Detecting market transitions and energy futures risk management using principal components (2006).
Cited: 2 times.

(37) RePEc:taf:eurjfi:v:3:y:1997:i:4:p:277-289 Dividend yield strategies in the British stock market (1997).
Cited: 2 times.

(38) 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.

(39) RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252 Conducting Event Studies on a Small Stock Exchange (2007).
Cited: 2 times.

(40) 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.

(41) 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.

(42) RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343 Transmission of movements in stock markets (1998).
Cited: 2 times.

(43) 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.

(44) RePEc:taf:eurjfi:v:10:y:2004:i:5:p:370-378 Tote arbitrage and lock opportunities in racetrack betting (2004).
Cited: 1 times.

(45) RePEc:taf:eurjfi:v:15:y:2009:i:3:p:337-363 Stochastic volatility and time-varying country risk in emerging markets (2009).
Cited: 1 times.

(46) RePEc:taf:eurjfi:v:11:y:2005:i:6:p:471-491 Overconfidence in investment decisions: An experimental approach (2005).
Cited: 1 times.

(47) RePEc:taf:eurjfi:v:13:y:2007:i:3:p:253-268 The Relevance of Accounting Data in the Measurement of Credit Risk (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:6:y:2000:i:4:p:353-369 Structural effects of asset-backed securitization (2000).
Cited: 1 times.

(50) 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.

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

Recent citations received in: 2007

(1) RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331 Monetary Shocks and REIT Returns (2007). The Journal of Real Estate Finance and Economics

Recent citations received in: 2006

(1) RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151 Signaling Power of Open Market Share Repurchases in Germany (2006). Financial Markets and Portfolio Management

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

(3) RePEc:taf:eurjfi:v:12:y:2006:i:5:p:449-453 Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions (2006). European Journal of Finance

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

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.