Global Finance Journal

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 16 3 27 0 0.08 1997 0.22 21 13 28 0 1 0.05 0.09 1998 0.25 17 11 37 0 0.1 1999 0.31 17 17 38 0 0.15 2000 0.42 8 14 34 0 0.19 2001 0.04 0.41 8 16 25 1 0 0.16 2002 0.44 14 14 16 0 0.2 2003 0.09 0.46 15 11 22 2 0 0.21 2004 0.07 0.51 12 11 29 2 0 1 0.08 0.23 2005 0.19 0.54 23 29 27 5 0 2 0.09 0.24 2006 0.26 0.56 27 19 35 9 0 0.24 2007 0.1 0.45 21 13 50 5 0 1 0.05 0.21 2008 0.13 0.5 23 1 48 6 0 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:eee:glofin:v:11:y:2000:i:1-2:p:87-108 Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries (2000).
Cited: 10 times.

(2) RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era (2005).
Cited: 9 times.

(3) RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251 Oil price risk and emerging stock markets (2006).
Cited: 9 times.

(4) RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33 Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches (2001).
Cited: 8 times.

(5) RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172 Common stochastic trends and volatility in Asian-Pacific equity markets (1999).
Cited: 7 times.

(6) RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277 Co-movements of major European community stock markets: A vector autoregression analysis (1997).
Cited: 6 times.

(7) RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235 International linkage of interest rates: Evidence from the emerging economies of Asia (2002).
Cited: 6 times.

(8) RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50 Intervention and the foreign exchange risk premium: An empirical investigation of daily effects (1992).
Cited: 6 times.

(9) RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251 On the relationship between stock returns and exchange rates: Tests of granger causality (1998).
Cited: 5 times.

(10) RePEc:eee:glofin:v:17:y:2007:i:3:p:419-438 A modified finite-lived American exchange option methodology applied to real options valuation (2007).
Cited: 5 times.

(11) RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286 Determinants of emerging-market bond spreads: Cross-country evidence (2003).
Cited: 4 times.

(12) RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378 How important is participation of different venture capitalists in German IPOs? (2007).
Cited: 4 times.

(13) RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52 The determination and international transmission of stock market volatility (2000).
Cited: 4 times.

(14) RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38 Corporate risk management: Costs and benefits (2002).
Cited: 4 times.

(15) RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204 Cointegration, forecasting and international stock prices (1998).
Cited: 4 times.

(16) RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321 Political instability and country risk (1997).
Cited: 4 times.

(17) RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81 Cointegration and causality between macroeconomic variables and stock market returns (1999).
Cited: 4 times.

(18) RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23 Nonlinear dynamics in foreign exchange rates (1999).
Cited: 3 times.

(19) RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302 Technical trading, monetary policy, and exchange rate regimes (2005).
Cited: 3 times.

(20) RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70 Financial markets and the financing choice of firms: Evidence from developing countries (2004).
Cited: 3 times.

(21) RePEc:eee:glofin:v:16:y:2005:i:1:p:99-111 Biases in FX-forecasts: Evidence from panel data (2005).
Cited: 3 times.

(22) RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280 An analysis of the determinants of sovereign ratings (2005).
Cited: 3 times.

(23) RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332 Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange (2003).
Cited: 3 times.

(24) RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250 The determinants of international financial integration (2007).
Cited: 3 times.

(25) RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22 Valuing volatility spillovers (2006).
Cited: 3 times.

(26) RePEc:eee:glofin:v:12:y:2001:i:1:p:55-77 An empirical investigation of trading volume and return volatility of the Taiwan Stock Market (2001).
Cited: 3 times.

(27) RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis (2004).
Cited: 3 times.

(28) RePEc:eee:glofin:v:4:y:1993:i:1:p:1-19 Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods (1993).
Cited: 2 times.

(29) RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77 Portfolio diversification and the inter-temporal stability of international stock indices (1992).
Cited: 2 times.

(30) RePEc:eee:glofin:v:12:y:2001:i:1:p:95-107 Price and volatility spillovers between interest rate and exchange value of the US dollar (2001).
Cited: 2 times.

(31) RePEc:eee:glofin:v:9:y:1998:i:2:p:173-180 The Latin American foreign debt revisited (1998).
Cited: 2 times.

(32) RePEc:eee:glofin:v:17:y:2006:i:2:p:214-223 Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates (2006).
Cited: 2 times.

(33) RePEc:eee:glofin:v:8:y:1997:i:1:p:113-128 Growth effects of integration among unequal countries (1997).
Cited: 2 times.

(34) RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91 Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period (2002).
Cited: 2 times.

(35) RePEc:eee:glofin:v:14:y:2003:i:2:p:159-179 Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation (2003).
Cited: 2 times.

(36) RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263 Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? (2006).
Cited: 2 times.

(37) RePEc:eee:glofin:v:12:y:2001:i:1:p:109-119 US exports and time-varying volatility of real exchange rate (2001).
Cited: 2 times.

(38) RePEc:eee:glofin:v:15:y:2004:i:1:p:81-102 Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 (2004).
Cited: 2 times.

(39) RePEc:eee:glofin:v:16:y:2005:i:2:p:164-179 Market quality and price discovery: Introduction of the E-mini energy futures (2005).
Cited: 2 times.

(40) RePEc:eee:glofin:v:13:y:2002:i:2:p:147-161 The impact of financial crises on international diversification (2002).
Cited: 1 times.

(41) RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213 Modeling country risk in Latin America: A country beta approach (2006).
Cited: 1 times.

(42) RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56 Filtering the BEER: A permanent and transitory decomposition (2004).
Cited: 1 times.

(43) RePEc:eee:glofin:v:16:y:2005:i:1:p:86-98 Covered arbitrage with currency options: A theoretical analysis (2005).
Cited: 1 times.

(44) RePEc:eee:glofin:v:19:y:2008:i:1:p:19-31 Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets (2008).
Cited: 1 times.

(45) RePEc:eee:glofin:v:7:y:1996:i:2:p:223-238 Factors affecting cross-border mergers and acquisitions: The Canada-U.S. experience (1996).
Cited: 1 times.

(46) RePEc:eee:glofin:v:13:y:2002:i:1:p:39-62 The scale and patterns of abnormal returns to equity investment in UK electricity distribution (2002).
Cited: 1 times.

(47) RePEc:eee:glofin:v:15:y:2005:i:3:p:239-249 The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares (2005).
Cited: 1 times.

(48) RePEc:eee:glofin:v:17:y:2006:i:1:p:155-176 How Norwegian managers view dividend policy (2006).
Cited: 1 times.

(49) RePEc:eee:glofin:v:10:y:1999:i:2:p:231-245 Mean reversion and the forecasting of country betas: a note (1999).
Cited: 1 times.

(50) RePEc:eee:glofin:v:16:y:2005:i:1:p:48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks (2005).
Cited: 1 times.

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

Recent citations received in: 2008

Recent citations received in: 2007

(1) RePEc:rif:dpaper:1067 Non-financial Value-added of Venture Capital: A Comparative Study of Different Venture Capital Investors (2007). The Research Institute of the Finnish Economy / Discussion Papers

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:apl:wpaper:04-04 Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987 (2005). Department of Economics, Appalachian State University / Working Papers

(2) RePEc:han:dpaper:dp-321 Do Dollar Forecasters Believe too Much in PPP? (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

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.