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Journal of Business 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:ucp:jnlbus:v:68:y:1995:i:3:p:351-81 Relationship Lending and Lines of Credit in Small Firm Finance. (1995). (2) RePEc:ucp:jnlbus:v:59:y:1986:i:3:p:383-403 Economic Forces and the Stock Market. (1986). (3) RePEc:ucp:jnlbus:v:36:y:1963:p:394 The Variation of Certain Speculative Prices (1963). (4) RePEc:ucp:jnlbus:v:60:y:1987:i:4:p:473-89 Parsimonious Modeling of Yield Curves. (1987). (5) RePEc:ucp:jnlbus:v:34:y:1961:p:411 Dividend Policy, Growth, and the Valuation of Shares (1961). (6) RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:197-216 The Hubris Hypothesis of Corporate Takeovers. (1986). (7) RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s251-78 Rational Choice and the Framing of Decisions. (1986). (8) RePEc:ucp:jnlbus:v:51:y:1978:i:4:p:621-51 Prices of State-contingent Claims Implicit in Option Prices. (1978). (9) RePEc:ucp:jnlbus:v:39:y:1965:p:119 Mutual Fund Performance (1965). (10) RePEc:ucp:jnlbus:v:58:y:1985:i:2:p:135-57 Evaluating Natural Resource Investments. (1985). (11) RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s125-40 The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One. (1990). (12) RePEc:ucp:jnlbus:v:45:y:1972:i:3:p:444-55 Capital Market Equilibrium with Restricted Borrowing. (1972). (13) RePEc:ucp:jnlbus:v:59:y:1986:i:3:p:405-31 Salaries and Piece Rates. (1986). (14) RePEc:ucp:jnlbus:v:63:y:1990:i:3:p:331-45 The Exchange-Rate Exposure of U.S. Multinationals. (1990). (15) RePEc:ucp:jnlbus:v:72:y:1999:i:3:p:285-318 The Government as Venture Capitalist: The Long-Run Impact of the SBIR Program. (1999). (16) RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:513-33 On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills. (1981). (17) RePEc:ucp:jnlbus:v:59:y:1986:i:4:p:s285-300 Fairness and the Assumptions of Economics. (1986). (18) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:61-65 The Extreme Value Method for Estimating the Variance of the Rate of Return. (1980). (19) RePEc:ucp:jnlbus:v:70:y:1997:i:2:p:249-79 Business Cycles for G7 and European Countries. (1997). (20) RePEc:ucp:jnlbus:v:73:y:2000:i:3:p:287-329 Managerial Decisions and Long-Term Stock Price Performance. (2000). (21) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:369-91 Scoring the Leading Indicators. (1989). (22) RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:305-332 The Fine Structure of Asset Returns: An Empirical Investigation (2002). (23) RePEc:ucp:jnlbus:v:51:y:1978:i:3:p:413-38 Deposit Insurance and Bank Regulation: A Partial-Equilibrium Exposition. (1978). (24) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:393-416 Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings. (1989). (25) RePEc:ucp:jnlbus:v:62:y:1989:i:3:p:311-37 Nonlinear Dynamics and Stock Returns. (1989). (26) RePEc:ucp:jnlbus:v:74:y:2001:i:1:p:101-24 Forecasting Bankruptcy More Accurately: A Simple Hazard Model. (2001). (27) RePEc:ucp:jnlbus:v:54:y:1981:i:3:p:435-51 The Speculative Efficiency Hypothesis. (1981). (28) RePEc:ucp:jnlbus:v:64:y:1991:i:1:p:1-19 The Survival of Noise Traders in Financial Markets. (1991). (29) RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:39-70 Market Integration and Contagion (2005). (30) RePEc:ucp:jnlbus:v:56:y:1983:i:4:p:419-52 Measuring the Average Marginal Tax Rate from the Individual Income Tax. (1983). (31) RePEc:ucp:jnlbus:v:61:y:1988:i:4:p:427-49 Competitive Promotional Strategies. (1988). (32) RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:253-67 Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. (1982). (33) RePEc:ucp:jnlbus:v:72:y:1999:i:1:p:1-33 Earnings Management to Exceed Thresholds. (1999). (34) RePEc:ucp:jnlbus:v:68:y:1995:i:3:p:309-49 Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? (1995). (35) RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:579-96 Day of the Week Effects and Asset Returns. (1981). (36) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:27-44 A Theory of Self-enforcing Agreements. (1980). (37) RePEc:ucp:jnlbus:v:53:y:1980:i:1:p:67-78 On the Estimation of Security Price Volatilities from Historical Data. (1980). (38) RePEc:ucp:jnlbus:v:69:y:1996:i:3:p:383-408 The Asymptotic Distribution of Extreme Stock Market Returns. (1996). (39) RePEc:ucp:jnlbus:v:58:y:1985:i:3:p:259-78 International Portfolio Diversification with Estimation Risk. (1985). (40) RePEc:ucp:jnlbus:v:64:y:1991:i:2:p:165-87 Why Investors Value Multinationality. (1991). (41) RePEc:ucp:jnlbus:v:44:y:1971:i:1:p:19-31 Measuring the Term Structure of Interest Rates. (1971). (42) RePEc:ucp:jnlbus:v:67:y:1994:i:4:p:539-61 How Good Are Standard Debt Contracts? Stochastic versus Nonstochastic Monitoring in a Costly State Verification Environment. (1994). (43) RePEc:ucp:jnlbus:v:74:y:2001:i:4:p:483-512 An EBIT-Based Model of Dynamic Capital Structure. (2001). (44) RePEc:ucp:jnlbus:v:54:y:1981:i:3:p:363-406 On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts. (1981). (45) RePEc:ucp:jnlbus:v:69:y:1996:i:3:p:279-312 The Determinants of Corporate Debt Maturity Structure. (1996). (46) RePEc:ucp:jnlbus:v:47:y:1974:i:3:p:410-28 Special Information and Insider Trading. (1974). (47) RePEc:ucp:jnlbus:v:65:y:1992:i:1:p:1-29 Waiting to Invest: Investment and Uncertainty. (1992). (48) RePEc:ucp:jnlbus:v:69:y:1996:i:2:p:133-57 The Persistence of Risk-Adjusted Mutual Fund Performance. (1996). (49) RePEc:ucp:jnlbus:v:78:y:2005:i:6:p:2203-2228 The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications (2005). (50) RePEc:ucp:jnlbus:v:45:y:1972:i:2:p:179-211 The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. (1972). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 Recent citations received in: 2007 Recent citations received in: 2006 (1) RePEc:bbk:bbkefp:0606 Pricing Multiple Interruptible-Swing Contracts (2006). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (2) RePEc:bfr:banfra:159 Stock exchanges industry consolidation and shock transmission. (2006). Banque de France / Documents de Travail (3) RePEc:bla:jfinan:v:61:y:2006:i:5:p:2395-2414 Automation versus Intermediation: Evidence from Treasuries Going Off the Run (2006). Journal of Finance (4) RePEc:cen:wpaper:06-26 Efficiency Implications of Corporate Diversification: Evidence from Micro Data (2006). Center for Economic Studies, U.S. Census Bureau / Working Papers (5) RePEc:cor:louvco:2006110 Does the open limit order book matter in explaining long run volatility ? (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (6) RePEc:cpr:ceprdp:5461 The Role of Advertising in Commercial Banking (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:cpr:ceprdp:5527 Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (8) RePEc:cpr:ceprdp:5598 Asymmetric Information in the Stock Market: Economic News and Co-movement (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (9) RePEc:cpr:ceprdp:5604 Marketwide Private Information in Stocks: Forecasting Currency Returns (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (10) RePEc:cty:dpaper:0607 Merger Clusters during Economic Booms (2006). Department of Economics, City University, London / City University Economics Discussion Papers (11) RePEc:dgr:kubcen:2006103 Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly (2006). Tilburg University, Center for Economic Research / Discussion Paper (12) RePEc:dgr:kubcen:2006118 The Performance of the European Market for Corporate Control: Evidence from the 5th Takeover Wave (2006). Tilburg University, Center for Economic Research / Discussion Paper (13) RePEc:dgr:vuarem:2006-6 Euro-Area Sovereign Yield Dynamics: the role of order imbalance (2006). Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics / Serie Research Memoranda (14) RePEc:ecl:ohidic:2006-21 The Economics of Conflicts of Interest in Financial Institutions (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series (15) RePEc:ecl:upafin:06-4 The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy? (2006). University of Pennsylvania, Wharton School, Weiss Center / Working Papers (16) RePEc:fip:fedawp:2006-18 Home country versus cross-border negative externalities in large banking organization failures and how to avoid them (2006). Federal Reserve Bank of Atlanta / Working Paper (17) RePEc:fip:fedkcc:y:2006:i:jul:p:55-85 Does Small Business Administration guaranteed lending improve economic performance in lowâincome areas? (2006). Proceedings â Community Affairs Dept. Conferences (18) RePEc:han:dpaper:dp-331 Local Information in Foreign Exchange Markets (2006). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (19) RePEc:hit:hitcei:2005-20 Corporate Governance of Banks in Thailand (2006). Institute of Economic Research, Hitotsubashi University / Working Paper Series (20) RePEc:iis:dispap:iiisdp132 Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area (2006). IIIS / The Institute for International Integration Studies Discussion Paper Series (21) RePEc:iis:dispap:iiisdp139 The Euro and Financial Integration (2006). IIIS / The Institute for International Integration Studies Discussion Paper Series (22) RePEc:iwh:dispap:16-06 Excess Volatility in European Equity Style Indices - New Evidence (2006). Halle Institute for Economic Research / IWH Discussion Papers (23) RePEc:jae:japmet:v:21:y:2006:i:8:p:1169-1198 Is there a risk-return trade-off? Evidence from high-frequency data (2006). Journal of Applied Econometrics (24) RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178 The modified mixture of distributions model: a revisit (2006). Annals of Finance (25) RePEc:kap:annfin:v:2:y:2006:i:2:p:179-205 A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (2006). Annals of Finance (26) RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398 Provincial preferences in private equity (2006). Financial Markets and Portfolio Management (27) RePEc:kap:sbusec:v:26:y:2006:i:4:p:337-350 Venture Capitalists, Syndication and Governance in Initial Public Offerings (2006). Small Business Economics (28) RePEc:lmu:muenec:963 Two-Sided Markets with Pecuniary and Participation Externalities (2006). University of Munich, Department of Economics / Discussion Papers in Economics (29) RePEc:mea:meawpa:06110 The EMU and German Cross-Border Portfolio Flows (2006). Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim / MEA discussion paper series (30) RePEc:ner:leuven:urn:hdl:123456789/230209 Non-financial stakeholder relationship costs as determinant of capital structure: Empirical evidence from first-time business start-ups. (2006). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven (31) RePEc:ner:tilbur:urn:nbn:nl:ui:12-3132773 A range-based multivariate stochastic volatility model for exchange rates. (2006). Tilburg University / Open Access publications from Tilburg University (32) RePEc:pra:mprapa:5245 A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices (2006). University Library of Munich, Germany / MPRA Paper (33) RePEc:rdg:icmadp:icma-dp2006-08 Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices (2006). (34) RePEc:rdg:icmadp:icma-dp2006-12 Optimal Hedging with Higher Moments (2006). (35) RePEc:trf:wpaper:133 Two-Sided Markets with Pecuniary and Participation Externalities (2006). SFB/TR 15 Governance and the Efficiency of Economic Systems, University of Mannheim / Discussion Papers (36) RePEc:wsu:wpaper:tgsmith-3 Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S. (2006). School of Economic Sciences, Washington State University / Working Papers (37) RePEc:wzb:wzebiv:spii2006-17 Merger Clusters during Economic Booms (2006). Wissenschaftszentrum Berlin (WZB), Research Unit: Competitiveness and Industrial Change (CIC) / CIC Working Papers (38) RePEc:xrs:meawpa:06110 The EMU and German Cross-Border Portfolio Flows (2006). Mannheim Research Institute for the Economics of Aging, University of Mannheim / MEA discussion paper series (39) RePEc:zbw:bubdp1:4238 The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread (2006). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies Recent citations received in: 2005 (1) RePEc:bos:macppr:wp2005-005 Capital Structure, Credit Risk, and Macroeconomic Conditions (2005). Department of Economics, Boston University / Boston University Working Papers Series in Macroeconomics (2) RePEc:cpb:docmnt:96 Competition in markets for life insurance. (2005). CPB Netherlands Bureau for Economic Policy Analysis / CPB Documents (3) RePEc:cpr:ceprdp:5352 Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:dgr:eureri:30007069 Bond underwriting fees and keiretsu affiliation in Japan (2005). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (5) RePEc:dnb:dnbwpp:047 An Exploration into Competition and Efficiency in the Dutch Life Insurance Industry (2005). Netherlands Central Bank, Research Department / DNB Working Papers (6) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers (7) RePEc:dnb:dnbwpp:072 Correlated Trading and Returns (2005). Netherlands Central Bank, Research Department / DNB Working Papers (8) RePEc:ecb:ecbwps:20050527 Banking system stability - a cross-Atlantic perspective (2005). European Central Bank / Working Paper Series (9) RePEc:ecl:upafin:06-3 International Stock Return Comovements (2005). University of Pennsylvania, Wharton School, Weiss Center / Working Papers (10) RePEc:fip:fedgfe:2005-15 The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (11) RePEc:fip:fedgfe:2005-59 A no-arbitrage analysis of economic determinants of the credit spread term structure (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (12) RePEc:fip:fedkpw:psrwp05-02 Technological innovation and market turbulence: the dot-com experience (2005). Federal Reserve Bank of Kansas City / Payments System Research Working Paper (13) RePEc:fip:fedkrw:rwp05-05 Approximately normal tests for equal predictive accuracy in nested models (2005). Federal Reserve Bank of Kansas City / Research Working Paper (14) RePEc:hhs:nhhfms:2005_018 Does Prospect Theory Explain the Disposition Effect? (2005). Department of Finance and Management Science, Norwegian School of Economics and Business Administration / Discussion Papers (15) RePEc:hit:hitcei:2005-2 Do Directors Perform for Pay? (2005). Institute of Economic Research, Hitotsubashi University / Working Paper Series (16) RePEc:kap:jfsres:v:27:y:2005:i:3:p:217-242 Deposit Insurance and Risk Management of the U.S. Banking System: What is the Loss Distribution Faced by the FDIC? (2005). Journal of Financial Services Research (17) RePEc:nbr:nberwo:11685 The Risk-Adjusted Cost of Financial Distress (2005). National Bureau of Economic Research, Inc / NBER Working Papers (18) RePEc:nbr:nberwo:11698 Banking System Stability: A Cross-Atlantic Perspective (2005). National Bureau of Economic Research, Inc / NBER Working Papers (19) RePEc:nbr:nberwo:11860 Can the European Community Afford to Neglect the Need for More Accountable Safety-Net Management? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (20) RePEc:nbr:nberwo:11903 CAPM Over the Long Run: 1926-2001 (2005). National Bureau of Economic Research, Inc / NBER Working Papers (21) RePEc:nbr:nberwo:11906 International Stock Return Comovements (2005). National Bureau of Economic Research, Inc / NBER Working Papers (22) RePEc:pse:psecon:2005-24 A dynamic equilibrium model of imperfectly integrated financial markets. (2005). PSE (Ecole normale supérieure) / PSE Working Papers (23) RePEc:san:crieff:0510 Venture Capital Investor Behaviour in the Backing of UK High Technology Firms: Financial Reporting and the Level of Investment (2005). Centre for Research into Industry, Enterprise, Finance and the Firm / CRIEFF Discussion Papers (24) RePEc:wpa:wuwpfi:0502010 Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis (2005). EconWPA / Finance (25) 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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