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Journal of Financial and Quantitative 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.
Most cited documents in this series: (1) RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01 The Relation between Price Changes and Trading Volume: A Survey (1987). (2) RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01 The Determinants of Firms Hedging Policies (1985). (3) RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01 International Transmission of Stock Market Movements (1989). (4) RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00 Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (1996). (5) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00 International Corporate Governance (2003). (6) RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00 Autoregressive Conditional Skewness (1999). (7) RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01 Optimal Hedging Policies (1984). (8) RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00 The Debt-Equity Choice (2001). (9) RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00 Stock Returns and Volatility (1990). (10) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00 Corporate Governance and the Home Bias (2003). (11) RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00 The Determinants of Corporate Liquidity: Theory and Evidence (1998). (12) RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00 Volatility in Emerging Stock Markets (1999). (13) RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00 Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (2002). (14) RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00 Another Look at Models of the Short-Term Interest Rate (1996). (15) RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02 The Valuation of Corporate Liabilities as Compound Options (1977). (16) RePEc:cup:jfinqa:v:2:y:1967:i:02:p:76-84_01 Portfolio Analysis (1967). (17) RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00 Evidence on Corporate Hedging Policy (1996). (18) RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01 The Dependence between Hourly Prices and Trading Volume (1988). (19) RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00 The Pricing of Exchange Rate Risk in the Stock Market (1991). (20) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00 Equity Ownership and Firm Value in Emerging Markets (2003). (21) RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00 Market Segmentation and the Cost of the Capital in International Equity Markets (2000). (22) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00 International Corporate Governance and Corporate Cash Holdings (2003). (23) RePEc:cup:jfinqa:v:32:y:1997:i:01:p:91-115_00 Recovering an Assets Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis (1997). (24) RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00 Of Smiles and Smirks: A Term Structure Perspective (1999). (25) RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00 The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981). (26) RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01 Analyzing Convertible Bonds (1980). (27) RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01 Bayes-Stein Estimation for Portfolio Analysis (1986). (28) RePEc:cup:jfinqa:v:33:y:1998:i:03:p:383-408_00 The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior (1998). (29) RePEc:cup:jfinqa:v:21:y:1986:i:04:p:459-471_01 Financial Innovation: The Last Twenty Years and the Next (1986). (30) RePEc:cup:jfinqa:v:17:y:1982:i:03:p:301-329_01 An Equilibrium Model of Bond Pricing and a Test of Market Efficiency (1982). (31) RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01 A Simplified Jump Process for Common Stock Returns (1983). (32) RePEc:cup:jfinqa:v:28:y:1993:i:02:p:235-254_00 One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993). (33) RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01 International Listings and Stock Returns: Some Empirical Evidence (1988). (34) RePEc:cup:jfinqa:v:30:y:1995:i:01:p:117-134_00 The Short-Run Dynamics of the Price Adjustment to New Information (1995). (35) RePEc:cup:jfinqa:v:34:y:1999:i:01:p:115-130_00 Kalman Filtering of Generalized Vasicek Term Structure Models (1999). (36) RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00 The Dynamics of Stock Index and Stock Index Futures Returns (1990). (37) RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00 Reciprocally Interlocking Boards of Directors and Executive Compensation (1997). (38) RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00 Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993). (39) RePEc:cup:jfinqa:v:24:y:1989:i:04:p:409-425_01 Executive Stock Option Plans and Corporate Dividend Policy (1989). (40) RePEc:cup:jfinqa:v:22:y:1987:i:02:p:143-151_01 Option Pricing when the Variance Is Changing (1987). (41) RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00 Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001). (42) RePEc:cup:jfinqa:v:33:y:1998:i:02:p:159-188_00 The Risk and Return from Factors (1998). (43) RePEc:cup:jfinqa:v:29:y:1994:i:03:p:419-444_00 A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques (1994). (44) RePEc:cup:jfinqa:v:23:y:1988:i:01:p:1-12_01 A Lattice Framework for Option Pricing with Two State Variables (1988). (45) RePEc:cup:jfinqa:v:32:y:1997:i:01:p:47-69_00 An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure (1997). (46) RePEc:cup:jfinqa:v:26:y:1991:i:03:p:377-389_00 A Quick Algorithm for Pricing European Average Options (1991). (47) RePEc:cup:jfinqa:v:31:y:1996:i:03:p:337-355_00 Outside Directors and CEO Selection (1996). (48) RePEc:cup:jfinqa:v:27:y:1992:i:04:p:575-589_00 The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood (1992). (49) RePEc:cup:jfinqa:v:27:y:1992:i:03:p:311-336_00 Market Manipulation, Bubbles, Corners, and Short Squeezes (1992). (50) RePEc:cup:jfinqa:v:30:y:1995:i:01:p:101-116_00 The Conditional Relation between Beta and Returns (1995). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 (1) RePEc:acb:camaaa:2008-32 EARNINGS VALUATION AND SOURCES OF GROWTH (2008). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers (2) RePEc:fip:fedgfe:2008-49 Do behavioral biases adversely affect the macro-economy? (2008). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (3) RePEc:hhs:nhhfms:2008_003 Modeling International Financial Returns with a Multivariate Regime Switching Copula (2008). Department of Finance and Management Science, Norwegian School of Economics and Business Administration / Discussion Papers (4) RePEc:hum:wpaper:sfb649dp2008-062 Nonlinear Modeling of Target Leverage with Latent Determinant Variables ââ¬â New Evidence on the Trade-off Theory (2008). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (5) RePEc:kap:revdev:v:11:y:2008:i:3:p:205-244 The cross-section of average delta-hedge option returns under stochastic volatility (2008). Review of Derivatives Research (6) RePEc:pra:mprapa:11401 Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach (2008). University Library of Munich, Germany / MPRA Paper (7) RePEc:smu:ecowpa:0808 Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach (2008). Southern Methodist University, Department of Economics / Departmental Working Papers Recent citations received in: 2007 (1) RePEc:anp:en2007:108 CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES (2007). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXV Enc (2) RePEc:cbr:cbrwps:wp357 UK Corporate Governance and Takeover Performance (2007). ESRC Centre for Business Research / ESRC Centre for Business Research - Working Papers (3) RePEc:cpr:ceprdp:6445 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:ebl:ecbull:v:5:y:2007:i:12:p:1-12 Investment behavior, observable expectations, and internal funds: a comment on Cummins et al. (AER, 2006) (2007). Economics Bulletin (5) RePEc:fgv:epgewp:657 The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model (2007). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE) (6) RePEc:fip:fedlwp:2006-061 The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value (2007). Federal Reserve Bank of St. Louis / Working Papers (7) RePEc:han:dpaper:dp-357 Whose trades convey information? Evidence from a cross-section of traders (2007). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno Recent citations received in: 2006 (1) RePEc:dgr:kubcen:200655 How do Mergers and Acquisitions Affect Bondholders in Europe? Evidence on the Impact and Spillover of Governance and Legal Standards (2006). Tilburg University, Center for Economic Research / Discussion Paper (2) RePEc:dgr:kubcen:20066 Mergers and Acquisitions in Europe (2006). Tilburg University, Center for Economic Research / Discussion Paper (3) RePEc:fip:fedlwp:2006-036 The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries (2006). Federal Reserve Bank of St. Louis / Working Papers (4) RePEc:nbr:nberwo:12626 The Performance of Reverse Leveraged Buyouts (2006). National Bureau of Economic Research, Inc / NBER Working Papers (5) RePEc:spr:finsto:v:10:y:2006:i:3:p:303-330 A jump to default extended CEV model: an application of Bessel processes (2006). Finance and Stochastics (6) RePEc:yor:yorken:06/08 The Role of Cash Holdings in Reducing Investment-Cash Flow Sensitivity: Evidence from a Financial Crisis Period in an Emerging Market (2006). Department of Economics, University of York / Discussion Papers Recent citations received in: 2005 (1) RePEc:cfs:cfswop:wp200504 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). Center for Financial Studies / CFS Working Paper Series (2) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers (3) RePEc:ebg:heccah:0828 Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM (2005). Groupe HEC / Les Cahiers de Recherche (4) RePEc:ecl:upafin:06-3 International Stock Return Comovements (2005). University of Pennsylvania, Wharton School, Weiss Center / Working Papers (5) RePEc:kap:rqfnac:v:25:y:2005:i:3:p:293-312 Pursuing Value Through Liquidity in IPOs: Underpricing, Share Retention, Lockup, and Trading Volume Relationships (2005). Review of Quantitative Finance and Accounting (6) RePEc:nbr:nberwo:11323 Expected Returns, Yield Spreads, and Asset Pricing Tests (2005). National Bureau of Economic Research, Inc / NBER Working Papers (7) RePEc:nbr:nberwo:11400 Investor Attention: Overconfidence and Category Learning (2005). National Bureau of Economic Research, Inc / NBER Working Papers (8) RePEc:nbr:nberwo:11903 CAPM Over the Long Run: 1926-2001 (2005). National Bureau of Economic Research, Inc / NBER Working Papers (9) RePEc:nbr:nberwo:11906 International Stock Return Comovements (2005). National Bureau of Economic Research, Inc / NBER Working Papers (10) RePEc:pen:papers:05-009 A Framework for Exploring the Macroeconomic Determinants of Systematic Risk (2005). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (11) RePEc:wpa:wuwpif:0511005 Structural versus Temporary Drivers of Country and Industry Risk (2005). EconWPA / International Finance 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. |
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