Journal of Multinational Financial Management

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 0 0 0 0.08 1997 0.22 20 21 0 0 1 0.05 0.09 1998 0.25 27 38 20 0 0.1 1999 0.04 0.31 23 32 47 2 0 0.15 2000 0.18 0.42 24 34 50 9 0 0.19 2001 0.11 0.41 28 53 47 5 0 1 0.04 0.16 2002 0.12 0.44 23 23 52 6 0 0.2 2003 0.22 0.46 27 38 51 11 0 2 0.07 0.21 2004 0.2 0.51 31 16 50 10 0 1 0.03 0.23 2005 0.22 0.54 27 13 58 13 0 2 0.07 0.24 2006 0.1 0.56 28 22 58 6 0 4 0.14 0.24 2007 0.09 0.45 30 12 55 5 0 3 0.1 0.21 2008 0.24 0.5 32 3 58 14 0 1 0.03 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:mulfin:v:10:y:2000:i:3-4:p:345-365 A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis (2000).
Cited: 11 times.

(2) RePEc:eee:mulfin:v:9:y:1999:i:1:p:79-93 Correlation in price changes and volatility of major Latin American stock markets (1999).
Cited: 9 times.

(3) RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:515-531 Scale and scope economies in the European banking systems (2001).
Cited: 9 times.

(4) RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:323-340 Volatility and shocks spillover before and after EMU in European stock markets (2003).
Cited: 8 times.

(5) RePEc:eee:mulfin:v:13:y:2003:i:1:p:71-84 Estimation of foreign exchange exposure: an emerging market application (2003).
Cited: 7 times.

(6) RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:445-463 Venture capital investment duration in Canada and the United States (2001).
Cited: 7 times.

(7) RePEc:eee:mulfin:v:8:y:1998:i:1:p:89-101 Interdependence and dynamic linkages between stock markets of Sri Lanka and its trading partners (1998).
Cited: 7 times.

(8) RePEc:eee:mulfin:v:10:y:2000:i:3-4:p:257-273 Size effect, book-to-market effect, and survival (2000).
Cited: 6 times.

(9) RePEc:eee:mulfin:v:8:y:1998:i:1:p:23-38 Trade in financial services and the determinants of banks foreign assets (1998).
Cited: 6 times.

(10) RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:155-168 Share performance and profit efficiency of banks in an oligopolistic market: evidence from Singapore (1998).
Cited: 6 times.

(11) RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:317-329 An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore (1999).
Cited: 6 times.

(12) RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:265-283 Estimation of the term structure of interest rates: an international perspective (1998).
Cited: 6 times.

(13) RePEc:eee:mulfin:v:11:y:2001:i:1:p:59-68 Technical trading rules in the spot foreign exchange markets of developing countries (2001).
Cited: 5 times.

(14) RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:341-361 Foreign versus domestic banks in Germany and the US: a tale of two markets? (2001).
Cited: 5 times.

(15) RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:405-422 Testing for contagion--mean and volatility contagion (2003).
Cited: 5 times.

(16) RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:211-231 A pooled study of the profits and size of foreign banks in Australia (1998).
Cited: 5 times.

(17) RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:347-363 Investment in internet banking as a real option: theory and tests (2002).
Cited: 5 times.

(18) RePEc:eee:mulfin:v:16:y:2006:i:1:p:43-63 New evidence on the announcement effect of convertible and exchangeable bonds (2006).
Cited: 5 times.

(19) RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:387-402 An examination of Australian equity trusts for selectivity and market timing performance (1999).
Cited: 4 times.

(20) RePEc:eee:mulfin:v:7:y:1997:i:3:p:203-229 Some tests of market microstructure hypotheses in the foreign exchange market (1997).
Cited: 4 times.

(21) RePEc:eee:mulfin:v:16:y:2006:i:2:p:199-211 The determinants of foreign direct investment: An extreme bounds analysis (2006).
Cited: 4 times.

(22) RePEc:eee:mulfin:v:10:y:2000:i:2:p:133-159 An analysis of asymmetry in foreign currency exposure of the Australian equities market (2000).
Cited: 4 times.

(23) RePEc:eee:mulfin:v:15:y:2005:i:1:p:51-66 Comparisons of short and long hedge performance: the case of Taiwan (2005).
Cited: 4 times.

(24) RePEc:eee:mulfin:v:7:y:1997:i:1:p:27-42 Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis (1997).
Cited: 4 times.

(25) RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:411-428 Exchange rate variability and the riskiness of US multinational firms: evidence from the Asian financial turmoil (2002).
Cited: 4 times.

(26) RePEc:eee:mulfin:v:13:y:2003:i:2:p:101-121 Dividend policy and the organization of capital markets (2003).
Cited: 3 times.

(27) RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:497-513 Home bias and international capital asset pricing model with human capital (2001).
Cited: 3 times.

(28) RePEc:eee:mulfin:v:14:y:2004:i:3:p:217-232 Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets (2004).
Cited: 3 times.

(29) RePEc:eee:mulfin:v:14:y:2004:i:1:p:81-95 International equity funds, performance, and investor flows: Australian evidence (2004).
Cited: 3 times.

(30) RePEc:eee:mulfin:v:7:y:1997:i:4:p:275-304 Compensation and performance: the case of Japanese managers and directors (1997).
Cited: 3 times.

(31) RePEc:eee:mulfin:v:16:y:2006:i:4:p:385-410 Foreign exchange risk exposure: Survey and suggestions (2006).
Cited: 3 times.

(32) RePEc:eee:mulfin:v:11:y:2001:i:3:p:295-314 Black and official exchange rates in Greece: an analysis of their long-run dynamics (2001).
Cited: 3 times.

(33) RePEc:eee:mulfin:v:16:y:2006:i:1:p:89-104 The cash flow-investment relationship: International evidence of limited access to external finance (2006).
Cited: 3 times.

(34) RePEc:eee:mulfin:v:11:y:2001:i:2:p:213-223 To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk (2001).
Cited: 3 times.

(35) RePEc:eee:mulfin:v:12:y:2002:i:4-5:p:305-321 Systematic risk and idiosyncratic risk: a useful distinction for valuing European options (2002).
Cited: 3 times.

(36) RePEc:eee:mulfin:v:13:y:2003:i:1:p:43-70 Momentum in the UK stock market (2003).
Cited: 3 times.

(37) RePEc:eee:mulfin:v:14:y:2004:i:3:p:201-215 Scheduled domestic and US macroeconomic news and stock valuation in Europe (2004).
Cited: 3 times.

(38) RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:247-264 Stock market automation and the transmission of information between spot and futures markets (1999).
Cited: 3 times.

(39) RePEc:eee:mulfin:v:11:y:2001:i:2:p:139-163 The day-of-the-week regularity in the stock markets of China (2001).
Cited: 3 times.

(40) RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:427-443 The approximate option pricing model: performances and dynamic properties (2001).
Cited: 3 times.

(41) RePEc:eee:mulfin:v:17:y:2007:i:2:p:125-141 Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach (2007).
Cited: 3 times.

(42) RePEc:eee:mulfin:v:19:y:2009:i:4:p:237-255 The role of information asymmetries and inflation hedging in international equity portfolios (2009).
Cited: 2 times.

(43) RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:169-198 Optimal multi-currency investment strategies with exact attribution in three Asian countries (1998).
Cited: 2 times.

(44) RePEc:eee:mulfin:v:12:y:2002:i:1:p:21-40 Calculating the probability of failure of the Norwegian banking sector (2002).
Cited: 2 times.

(45) RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:113-135 Determinants of long-term loans: a theory and empirical evidence in Japan (1998).
Cited: 2 times.

(46) RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:331-352 Fitting the term structure of interest rates for Taiwanese government bonds (1999).
Cited: 2 times.

(47) RePEc:eee:mulfin:v:10:y:2000:i:2:p:213-227 The initial and aftermarket performance of IPOs in an emerging market: evidence from Istanbul stock exchange (2000).
Cited: 2 times.

(48) RePEc:eee:mulfin:v:11:y:2001:i:2:p:225-240 Earnings forecast errors in IPO prospectuses and their associations with initial stock returns (2001).
Cited: 2 times.

(49) RePEc:eee:mulfin:v:15:y:2005:i:2:p:171-191 The international evidence on performance and equity ownership by insiders, blockholders, and institutions (2005).
Cited: 2 times.

(50) RePEc:eee:mulfin:v:8:y:1998:i:4:p:431-450 Cross-border mergers and acquisitions: the European-US experience (1998).
Cited: 2 times.

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

Recent citations received in: 2008

(1) RePEc:hum:wpaper:sfb649dp2008-072 Common Influences, Spillover and Integration in Chinese Stock Markets (2008). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

Recent citations received in: 2007

(1) RePEc:gra:wpaper:07/04 The January Effect across Volatility Regimes (2007). Department of Economic Theory and Economic History of the University of Granada. / ThE Papers

(2) RePEc:pra:mprapa:25020 Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models (2007). University Library of Munich, Germany / MPRA Paper

(3) RePEc:pra:mprapa:25349 Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:dgr:eureri:30009025 Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity? (2006). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(2) RePEc:dgr:kubcen:200665 Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market (2006). Tilburg University, Center for Economic Research / Discussion Paper

(3) RePEc:dgr:kubcen:200698 The Convertible Arbitrage Strategy Analyzed (2006). Tilburg University, Center for Economic Research / Discussion Paper

(4) RePEc:ses:arsjes:2006-iii-2 Warum begeben Unternehmen Wandelanleihen? (2006). Swiss Journal of Economics and Statistics (SJES)

Recent citations received in: 2005

(1) RePEc:ner:ucddub:urn:hdl:10197/1698 Hedging and risk aversion constraints. (2005). University College Dublin / Open Access publications from University College Dublin

(2) RePEc:pra:mprapa:3523 Re-evaluating Hedging Performance (2005). University Library of Munich, Germany / MPRA Paper

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.