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.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.24 0.18 29 364 66 16 0 1 0.03 0.08 1997 0.1 0.21 26 224 62 6 0 2 0.08 0.08 1998 0.4 0.22 24 246 55 22 0 1 0.04 0.1 1999 0.38 0.28 23 278 50 19 0 5 0.22 0.13 2000 0.34 0.37 29 260 47 16 0 2 0.07 0.16 2001 0.71 0.37 25 213 52 37 0 4 0.16 0.16 2002 0.52 0.41 28 188 54 28 0 8 0.29 0.19 2003 0.49 0.42 37 379 53 26 0 17 0.46 0.2 2004 0.85 0.47 38 165 65 55 0 10 0.26 0.21 2005 0.83 0.5 36 160 75 62 0 13 0.36 0.23 2006 0.68 0.51 37 63 74 50 0 6 0.16 0.22 2007 0.37 0.4 41 83 73 27 0 8 0.2 0.18 2008 0.47 0.42 37 83 78 37 0 9 0.24 0.21 2009 0.51 0.43 54 74 78 40 0 8 0.15 0.19
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:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01 The Relation between Price Changes and Trading Volume: A Survey (1987).
Cited: 146 times.

(2) 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).
Cited: 117 times.

(3) RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01 International Transmission of Stock Market Movements (1989).
Cited: 102 times.

(4) RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01 The Determinants of Firms Hedging Policies (1985).
Cited: 96 times.

(5) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00 International Corporate Governance (2003).
Cited: 68 times.

(6) RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00 Autoregressive Conditional Skewness (1999).
Cited: 67 times.

(7) RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00 The Determinants of Corporate Liquidity: Theory and Evidence (1998).
Cited: 62 times.

(8) RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00 The Debt-Equity Choice (2001).
Cited: 58 times.

(9) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00 Corporate Governance and the Home Bias (2003).
Cited: 58 times.

(10) RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01 Optimal Hedging Policies (1984).
Cited: 55 times.

(11) RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00 Another Look at Models of the Short-Term Interest Rate (1996).
Cited: 54 times.

(12) RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00 Stock Returns and Volatility (1990).
Cited: 53 times.

(13) RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02 The Valuation of Corporate Liabilities as Compound Options (1977).
Cited: 51 times.

(14) 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).
Cited: 50 times.

(15) RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00 Volatility in Emerging Stock Markets (1999).
Cited: 49 times.

(16) RePEc:cup:jfinqa:v:2:y:1967:i:02:p:76-84_01 Portfolio Analysis (1967).
Cited: 47 times.

(17) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00 International Corporate Governance and Corporate Cash Holdings (2003).
Cited: 47 times.

(18) RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02 Abstract: An Equilibrium Characterization of the Term Structure (1977).
Cited: 44 times.

(19) RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00 The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981).
Cited: 43 times.

(20) RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01 The Dependence between Hourly Prices and Trading Volume (1988).
Cited: 43 times.

(21) RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00 The Pricing of Exchange Rate Risk in the Stock Market (1991).
Cited: 43 times.

(22) 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).
Cited: 43 times.

(23) 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).
Cited: 41 times.

(24) RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00 Evidence on Corporate Hedging Policy (1996).
Cited: 41 times.

(25) RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00 Of Smiles and Smirks: A Term Structure Perspective (1999).
Cited: 39 times.

(26) RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00 Equity Ownership and Firm Value in Emerging Markets (2003).
Cited: 38 times.

(27) RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01 Analyzing Convertible Bonds (1980).
Cited: 37 times.

(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).
Cited: 37 times.

(29) RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01 Bayes-Stein Estimation for Portfolio Analysis (1986).
Cited: 37 times.

(30) 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).
Cited: 35 times.

(31) RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01 A Simplified Jump Process for Common Stock Returns (1983).
Cited: 34 times.

(32) RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00 Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993).
Cited: 33 times.

(33) RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00 Volatility Spillover Effects in European Equity Markets (2005).
Cited: 33 times.

(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).
Cited: 32 times.

(35) RePEc:cup:jfinqa:v:21:y:1986:i:04:p:459-471_01 Financial Innovation: The Last Twenty Years and the Next (1986).
Cited: 32 times.

(36) RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00 Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997).
Cited: 32 times.

(37) 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).
Cited: 32 times.

(38) RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00 The Dynamics of Stock Index and Stock Index Futures Returns (1990).
Cited: 31 times.

(39) RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01 International Listings and Stock Returns: Some Empirical Evidence (1988).
Cited: 30 times.

(40) RePEc:cup:jfinqa:v:34:y:1999:i:01:p:115-130_00 Kalman Filtering of Generalized Vasicek Term Structure Models (1999).
Cited: 30 times.

(41) 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).
Cited: 30 times.

(42) 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).
Cited: 29 times.

(43) 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).
Cited: 29 times.

(44) RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00 Reciprocally Interlocking Boards of Directors and Executive Compensation (1997).
Cited: 28 times.

(45) RePEc:cup:jfinqa:v:20:y:1985:i:04:p:407-422_01 Differential Information and Security Market Equilibrium (1985).
Cited: 27 times.

(46) RePEc:cup:jfinqa:v:24:y:1989:i:04:p:409-425_01 Executive Stock Option Plans and Corporate Dividend Policy (1989).
Cited: 27 times.

(47) RePEc:cup:jfinqa:v:33:y:1998:i:02:p:159-188_00 The Risk and Return from Factors (1998).
Cited: 27 times.

(48) RePEc:cup:jfinqa:v:31:y:1996:i:01:p:143-159_00 The Maximum Entropy Distribution of an Asset Inferred from Option Prices (1996).
Cited: 26 times.

(49) RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01 Transaction Data Tests of the Mixture of Distributions Hypothesis (1987).
Cited: 26 times.

(50) 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).
Cited: 26 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:dgr:kubcen:200937s Auctioned IPOs: The U.S. Evidence (2009). Discussion Paper

(2) RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24 The on-the-run liquidity phenomenon (2009). Journal of Financial Economics

(3) RePEc:hhs:stavef:2009_035 The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange (2009). UiS Working Papers in Economics and Finance

(4) RePEc:nbr:nberwo:14890 Do Regulations Based on Credit Ratings Affect a Firms Cost of Capital? (2009). NBER Working Papers

(5) RePEc:nbr:nberwo:15502 Art and Money (2009). NBER Working Papers

(6) RePEc:nbr:nberwo:15529 Trust and Delegation (2009). NBER Working Papers

(7) RePEc:pra:mprapa:22525 Capital Structure Decisions: Which Factors are Reliably Important? (2009). MPRA Paper

(8) RePEc:zur:iewwpx:405 Momentum in stock market returns, risk premia on foreign currencies and international financial integration (2009). IEW - Working Papers

Recent citations received in: 2008

(1) RePEc:acb:camaaa:2008-32 EARNINGS VALUATION AND SOURCES OF GROWTH (2008). CAMA Working Papers

(2) RePEc:ecl:ohidic:2008-9 Estimating the Effects of Large Shareholders Using a Geographic Instrument (2008). Working Paper Series

(3) RePEc:fip:fedgfe:2008-49 Do behavioral biases adversely affect the macro-economy? (2008). Finance and Economics Discussion Series

(4) RePEc:hhs:nhhfms:2008_003 Modeling International Financial Returns with a Multivariate Regime Switching Copula (2008). Discussion Papers

(5) RePEc:hum:wpaper:sfb649dp2008-062 Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory (2008). SFB 649 Discussion Papers

(6) 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

(7) RePEc:pra:mprapa:11401 Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach (2008). MPRA Paper

(8) RePEc:smu:ecowpa:0808 Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach (2008). Departmental Working Papers

(9) RePEc:ste:nystbu:08-21 Information Acquisition and Under-Diversification (2008).

Recent citations received in: 2007

(1) RePEc:anp:en2007:108 CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES (2007). Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting]

(2) RePEc:cbr:cbrwps:wp357 UK Corporate Governance and Takeover Performance (2007). 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). 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). 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). Working Papers

(7) RePEc:han:dpaper:dp-357 Whose trades convey information? Evidence from a cross-section of traders (2007). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover

(8) RePEc:hum:wpaper:sfb649dp2007-011 Media Coverage and Macroeconomic Information Processing (2007). SFB 649 Discussion Papers

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). Discussion Paper

(2) RePEc:dgr:kubcen:20066 Mergers and Acquisitions in Europe (2006). 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). Working Papers

(4) RePEc:nbr:nberwo:12626 The Performance of Reverse Leveraged Buyouts (2006). 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). Discussion Papers

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Source data used to compute the impact factor of RePEc series.