Journal of Financial Research

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 0.06 0.18 34 84 72 4 0 0.08 1997 0.06 0.22 33 138 64 4 0 1 0.03 0.09 1998 0.1 0.25 28 45 67 7 0 2 0.07 0.1 1999 0.23 0.31 29 66 61 14 0 1 0.03 0.15 2000 0.07 0.42 25 31 57 4 0 0.19 2001 0.13 0.41 32 72 54 7 0 1 0.03 0.16 2002 0.07 0.44 51 46 57 4 0 0.2 2003 0.16 0.46 34 32 83 13 0 2 0.06 0.21 2004 0.15 0.51 32 34 85 13 0 1 0.03 0.23 2005 0.12 0.54 32 34 66 8 0 1 0.03 0.24 2006 0.13 0.56 34 20 64 8 0 0.24 2007 0.12 0.45 29 5 66 8 0 0.21 2008 0.14 0.5 16 10 63 9 0 1 0.06 0.24
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:bla:jfnres:v:20:y:1997:i:2:p:275-89 Banking Relationships and the Effect of Monitoring on Loan Pricing (1997).
Cited: 33 times.

(2) RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58 Cognitive Dissonance and Mutual Fund Investors (1997).
Cited: 32 times.

(3) RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78 Systematic Liquidity (2001).
Cited: 24 times.

(4) RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74 The Costs of Raising Capital (1996).
Cited: 20 times.

(5) RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92 Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices (1996).
Cited: 19 times.

(6) RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96 Call Option Valuation for Discrete Normal Mixtures (1990).
Cited: 18 times.

(7) RePEc:bla:jfnres:v:22:y:1999:i:1:p:107-30 A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure (1999).
Cited: 18 times.

(8) RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207 On the Dynamic Relation between Stock Prices and Exchange Rates (1996).
Cited: 17 times.

(9) RePEc:bla:jfnres:v:21:y:1998:i:3:p:333-53 Cross-Autocorrelation between A Shares and B Shares in the Chinese Stock Market (1998).
Cited: 16 times.

(10) RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-90 An Empirical Analysis of Mutual Fund Expenses (1997).
Cited: 15 times.

(11) RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87 How Firm Characteristics Affect Capital Structure: An International Comparison (1999).
Cited: 14 times.

(12) RePEc:bla:jfnres:v:13:y:1990:i:1:p:71-79 Interest Rate Changes and Common Stock Returns of Financial Institutions: Revisited (1990).
Cited: 14 times.

(13) RePEc:bla:jfnres:v:22:y:1999:i:4:p:371-83 Random Walk Tests for Latin American Equity Indexes and Individual Firms (1999).
Cited: 12 times.

(14) RePEc:bla:jfnres:v:13:y:1990:i:2:p:155-65 Risky Debt Maturity Choice in a Sequential Game Equilibrium (1990).
Cited: 11 times.

(15) RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57 SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION (2005).
Cited: 11 times.

(16) RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299 Equity Market Liberalization in Emerging Markets (2003).
Cited: 10 times.

(17) RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50 Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence (1993).
Cited: 10 times.

(18) RePEc:bla:jfnres:v:16:y:1993:i:4:p:269-83 Dual Betas from Bull and Bear Markets: Reversal of the Size Effect (1993).
Cited: 8 times.

(19) RePEc:bla:jfnres:v:20:y:1997:i:1:p:93-110 The Survival of Initial Public Offerings in the Aftermarket (1997).
Cited: 8 times.

(20) RePEc:bla:jfnres:v:25:y:2002:i:4:p:559-575 The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post-FDICIA Period (2002).
Cited: 8 times.

(21) RePEc:bla:jfnres:v:20:y:1997:i:3:p:305-22 Co-movements in International Equity Markets (1997).
Cited: 8 times.

(22) RePEc:bla:jfnres:v:25:y:2002:i:2:p:283-299 A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility (2002).
Cited: 8 times.

(23) RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309 Tests of Random Walk and Market Efficiency for Latin American Emerging Equity Markets (1995).
Cited: 8 times.

(24) RePEc:bla:jfnres:v:23:y:2000:i:4:p:469-93 Alternative Tests of the Zero-Beta CAPM (2000).
Cited: 8 times.

(25) RePEc:bla:jfnres:v:24:y:2001:i:4:p:495-512 Executive Compensation Structure and Corporate Governance Choices (2001).
Cited: 8 times.

(26) RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479 INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! (2006).
Cited: 7 times.

(27) RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93 Venture Capital and IPO Lockup Expiration: An Empirical Analysis (2001).
Cited: 7 times.

(28) RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27 Corporate Control in Commercial Banks (1997).
Cited: 7 times.

(29) RePEc:bla:jfnres:v:18:y:1995:i:1:p:1-13 Bank Exposure to Interest Rate Risk: A Global Perspective (1995).
Cited: 7 times.

(30) RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37 Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model (1995).
Cited: 6 times.

(31) RePEc:bla:jfnres:v:20:y:1997:i:3:p:291-304 Market Structure and Reported Trading Volume: NASDAQ versus the NYSE (1997).
Cited: 6 times.

(32) RePEc:bla:jfnres:v:27:y:2004:i:1:p:75-94 Decimals And Liquidity: A Study Of The Nyse (2004).
Cited: 6 times.

(33) RePEc:bla:jfnres:v:19:y:1996:i:2:p:273-92 Mutual Fund Brokerage Commissions (1996).
Cited: 6 times.

(34) RePEc:bla:jfnres:v:17:y:1994:i:2:p:187-203 Nonlinear Dynamics and the Distribution of Daily Stock Index Returns (1994).
Cited: 6 times.

(35) RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402 AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS (2005).
Cited: 6 times.

(36) RePEc:bla:jfnres:v:18:y:1995:i:4:p:415-30 Determinants of Persistence in Relative Performance of Mutual Funds (1995).
Cited: 5 times.

(37) RePEc:bla:jfnres:v:23:y:2000:i:3:p:353-71 Temporal Changes in the Determinants of Mutual Fund Flows (2000).
Cited: 5 times.

(38) RePEc:bla:jfnres:v:14:y:1991:i:2:p:155-65 Bank Failure and Contagion Effects: Evidence from Hong Kong (1991).
Cited: 5 times.

(39) RePEc:bla:jfnres:v:24:y:2001:i:1:p:133-55 Foreign Ownership Restrictions and Market Segmentation in Chinas Stock Markets (2001).
Cited: 5 times.

(40) RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602 Stock Prices and Inflation (2001).
Cited: 5 times.

(41) RePEc:bla:jfnres:v:17:y:1994:i:2:p:231-40 A Re-examination of the Effect of 12B-1 Plans on Mutual Fund Expense Ratios (1994).
Cited: 5 times.

(42) RePEc:bla:jfnres:v:24:y:2001:i:4:p:523-43 Stock Returns and Volatility on Chinas Stock Markets (2001).
Cited: 5 times.

(43) RePEc:bla:jfnres:v:27:y:2004:i:1:p:115-132 The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values (2004).
Cited: 5 times.

(44) RePEc:bla:jfnres:v:20:y:1997:i:3:p:389-406 Changes in Market Perception of Riskiness: The Case of Too-Big-to-Fail (1997).
Cited: 5 times.

(45) RePEc:bla:jfnres:v:19:y:1996:i:3:p:443-57 Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach (1996).
Cited: 5 times.

(46) RePEc:bla:jfnres:v:23:y:2000:i:3:p:373-90 The Effect of CEO Tenure on the Relation between Firm Performance and Turnover (2000).
Cited: 5 times.

(47) RePEc:bla:jfnres:v:17:y:1994:i:2:p:271-88 Causality Tests of the Real Stock Return-Real Activity Hypothesis (1994).
Cited: 5 times.

(48) RePEc:bla:jfnres:v:26:y:2003:i:1:p:19-30 Regulation And The Rise In Asset-Based Mutual Fund Management Fees (2003).
Cited: 5 times.

(49) RePEc:bla:jfnres:v:16:y:1993:i:4:p:309-20 The Debt Maturity Choice: An Empirical Investigation (1993).
Cited: 4 times.

(50) RePEc:bla:jfnres:v:21:y:1998:i:1:p:37-51 A Test of the Two-Tier Corporate Governance Structure: The Case of Japanese Keiretsu (1998).
Cited: 4 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:mol:ecsdps:esdp08050 Order Dynamics in the Italian Treasury Security Wholesale Secondary Market (2008). University of Molise, Dept. SEGeS / Economics & Statistics Discussion Papers

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:nbr:nberwo:11701 International Capital Flows, Returns and World Financial Integration (2005). National Bureau of Economic Research, Inc / NBER Working Papers

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