Applied Financial Economics Letters

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.22 0 0 0 0.09 1998 0.25 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.42 0 0 0 0.19 2001 0.41 0 0 0 0.16 2002 0.44 0 0 0 0.2 2003 0.46 0 0 0 0.21 2004 0.51 0 0 0 0.23 2005 0.54 67 33 0 0 3 0.04 0.24 2006 0.12 0.56 49 21 67 8 12.5 2 0.04 0.24 2007 0.09 0.45 71 14 116 10 0 2 0.03 0.21 2008 0.07 0.5 85 5 120 8 0 1 0.01 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:taf:apfelt:v:2:y:2006:i:2:p:123-130 Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation (2006).
Cited: 8 times.

(2) RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140 Project valuation and investment decisions: CAPM versus arbitrage (2007).
Cited: 6 times.

(3) RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163 The impact of financial deregulation on monetary aggregates and interest rates in Australia (2005).
Cited: 5 times.

(4) RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154 Economic value added and systemic value added: symmetry, additive coherence and differences in performance (2006).
Cited: 5 times.

(5) RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210 Forecast performance of neural networks and business cycle asymmetries (2005).
Cited: 5 times.

(6) RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35 Temporal stability of estimates of risk aversion (2005).
Cited: 4 times.

(7) RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363 Measuring the macroeconomic impact of workers remittances in a data-rich environment (2007).
Cited: 3 times.

(8) RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46 Empirical identification of currency crises: differences and similarities between indicators (2005).
Cited: 3 times.

(9) RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4 Measuring half-lives: using a non-parametric bootstrap approach (2005).
Cited: 2 times.

(10) RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240 Mood and UK equity pricing (2008).
Cited: 2 times.

(11) RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29 Nonlinear mean reversion in stock prices: evidence from Asian markets (2007).
Cited: 2 times.

(12) RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93 A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers (2005).
Cited: 2 times.

(13) RePEc:taf:apfelt:v:2:y:2006:i:3:p:179-182 The equity premium puzzle and decreasing relative risk aversion (2006).
Cited: 2 times.

(14) RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347 An alternative method to test for contagion with an application to the Asian financial crisis (2005).
Cited: 2 times.

(15) RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204 The shareholder wealth effects of voluntary foreign delistings: an empirical analysis (2005).
Cited: 2 times.

(16) RePEc:taf:apfelt:v:1:y:2005:i:3:p:151-156 An affine three-factor model of the German term structure of interest rates with macroeconomic content (2005).
Cited: 2 times.

(17) RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385 On the relationship between central bank independence and inflation: some more bad news (2005).
Cited: 2 times.

(18) RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69 REIT markets: periodically collapsing negative bubbles? (2005).
Cited: 2 times.

(19) RePEc:taf:apfelt:v:2:y:2006:i:1:p:55-59 Asymmetric beta in bull and bear market conditions: evidences from India (2006).
Cited: 1 times.

(20) RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7 Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets (2006).
Cited: 1 times.

(21) RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120 Day of the week seasonality in African stock markets (2008).
Cited: 1 times.

(22) RePEc:taf:apfelt:v:1:y:2005:i:1:p:9-14 Speculation or hedging in the Irish stock exchange (2005).
Cited: 1 times.

(23) RePEc:taf:apfelt:v:2:y:2006:i:2:p:77-86 Empirical investigation on the relationship between Japanese and Asian emerging equity markets (2006).
Cited: 1 times.

(24) RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216 Internal corporate governance mechanisms and corporate performance: evidence for UK firms (2005).
Cited: 1 times.

(25) RePEc:taf:apfelt:v:3:y:2007:i:3:p:197-199 A global network of stock markets and home bias puzzle (2007).
Cited: 1 times.

(26) RePEc:taf:apfelt:v:2:y:2006:i:1:p:65-68 Do common variations in liquidity exhibit a U-shaped pattern across weekdays? (2006).
Cited: 1 times.

(27) RePEc:taf:apfelt:v:4:y:2008:i:5:p:351-354 Firm survival and time aggregation bias (2008).
Cited: 1 times.

(28) RePEc:taf:apfelt:v:2:y:2006:i:1:p:19-23 The influence of performance on the flows into Spanish equity funds (2006).
Cited: 1 times.

(29) RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197 Deregulation and productivity changes in banking: evidence from European unification (2008).
Cited: 1 times.

(30) RePEc:taf:apfelt:v:2:y:2006:i:5:p:333-336 WTP--WTA disparity among competitive and non-competitive subjects -- an experimental study (2006).
Cited: 1 times.

(31) RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384 Structural breaks in financial ratios: evidence for nine international markets (2007).
Cited: 1 times.

(32) RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268 Does the credit risk premium lead the stock market? (2005).
Cited: 1 times.

(33) RePEc:taf:apfelt:v:3:y:2007:i:4:p:221-224 The roles of the exchange rate and the foreign interest rate in Estonias money demand function and policy implications (2007).
Cited: 1 times.

(34) RePEc:taf:apfelt:v:3:y:2007:i:3:p:165-168 Project selection and equivalent CAPM-based investment criteria (2007).
Cited: 1 times.

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

Recent citations received in: 2008

(1) RePEc:bog:econbl:y:2008:i:31:p:07-30 The determinants for the survival of firms in the Athens Exchange (2008). Bank of Greece / Economic Bulletin

Recent citations received in: 2007

(1) RePEc:pra:mprapa:5471 Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? (2007). University Library of Munich, Germany / MPRA Paper

(2) RePEc:pra:mprapa:6330 THEORETICAL FLAWS IN THE USE OF THE CAPM FOR INVESTMENT DECISIONS (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:taf:apfelt:v:2:y:2006:i:4:p:275-278 Floor information and common variations in liquidity (2006). Applied Financial Economics Letters

(2) RePEc:ven:wpaper:2006_53 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation (2006). University of Venice Ca' Foscari, Department of Economics / Working Papers

Recent citations received in: 2005

(1) RePEc:aea:aecrev:v:95:y:2005:i:3:p:897-901 Risk Aversion and Incentive Effects: Comment (2005). American Economic Review

(2) RePEc:eaa:ijaeqs:v:2:y2005:i:3_2 MULTIPLE STRUCTURAL BREAKS IN AUSTRALIA’S MACROECONOMIC DATA: AN APPLICATION OF THE LUMSDAINE AND PAPELL TEST (2005). International Journal of Applied Econometrics and Quantitative Studies

(3) RePEc:uow:depec1:wp05-17 Multiple Structural Breaks in Australias Macroeconomic Data: An Application of the Lumsdaine and Papell Test (2005). School of Economics, University of Wollongong, NSW, Australia / Economics Working 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.