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 4 27 0 0.08 1997 0.21 21 13 28 0 1 0.05 0.08 1998 0.22 17 14 37 0 0.1 1999 0.28 17 17 38 0 0.13 2000 0.37 8 15 34 0 0.16 2001 0.04 0.37 8 19 25 1 0 0.16 2002 0.41 14 15 16 0 0.19 2003 0.09 0.42 15 12 22 2 0 0.2 2004 0.07 0.47 12 14 29 2 0 0.21 2005 0.19 0.5 23 34 27 5 0 2 0.09 0.23 2006 0.23 0.51 27 32 35 8 0 0.22 2007 0.1 0.4 21 21 50 5 0 2 0.1 0.18 2008 0.13 0.42 23 1 48 6 0 0.21 2009 0.14 0.43 30 7 44 6 0 1 0.03 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:eee:glofin:v:17:y:2006:i:2:p:224-251 Oil price risk and emerging stock markets (2006).
Cited: 20 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: 11 times.

(3) 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.

(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: 10 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:3:y:1992:i:1:p:23-50 Intervention and the foreign exchange risk premium: An empirical investigation of daily effects (1992).
Cited: 7 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:8:y:1997:i:2:p:257-277 Co-movements of major European community stock markets: A vector autoregression analysis (1997).
Cited: 6 times.

(9) RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204 Cointegration, forecasting and international stock prices (1998).
Cited: 6 times.

(10) 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: 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: 5 times.

(12) 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.

(13) 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: 5 times.

(14) RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250 The determinants of international financial integration (2007).
Cited: 4 times.

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

(16) 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.

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

(18) 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: 4 times.

(19) 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: 4 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:20:y:2009:i:2:p:128-136 Forecasting Value-at-Risk using high frequency data: The realized range model (2009).
Cited: 3 times.

(22) RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52 The determination and international transmission of stock market volatility (2000).
Cited: 3 times.

(23) 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: 3 times.

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

(25) RePEc:eee:glofin:v:18:y:2007:i:1:p:16-33 Optimal currency hedging (2007).
Cited: 3 times.

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

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

(28) RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23 Nonlinear dynamics in foreign exchange rates (1999).
Cited: 2 times.

(29) 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.

(30) RePEc:eee:glofin:v:15:y:2005:i:3:p:303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances (2005).
Cited: 2 times.

(31) RePEc:eee:glofin:v:12:y:2001:i:1:p:35-53 Chaotic behavior in national stock market indices: New evidence from the close returns test (2001).
Cited: 2 times.

(32) RePEc:eee:glofin:v:9:y:1998:i:2:p:173-180 The Latin American foreign debt revisited (1998).
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:15:y:2004:i:1:p:29-56 Filtering the BEER: A permanent and transitory decomposition (2004).
Cited: 2 times.

(35) RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302 Technical trading, monetary policy, and exchange rate regimes (2005).
Cited: 2 times.

(36) 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.

(37) RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82 State equity ownership and firm market performance: evidence from Chinas newly privatized firms (2003).
Cited: 2 times.

(38) RePEc:eee:glofin:v:9:y:1998:i:1:p:71-80 Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan (1998).
Cited: 2 times.

(39) RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149 The interaction and volatility asymmetry of unexpected returns in the greater China stock markets (2000).
Cited: 2 times.

(40) 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.

(41) 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: 2 times.

(42) 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.

(43) 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.

(44) 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.

(45) RePEc:eee:glofin:v:7:y:1996:i:2:p:209-222 Foreign direct investment: The factors affecting the location of foreign branch plants in the United States (1996).
Cited: 2 times.

(46) 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.

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

(48) repec:eee:glofin:v:15:y:2004:i:1:p:81-102 ().
Cited: 2 times.

(49) 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: 2 times.

(50) 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.

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

Recent citations received in: 2009

(1) RePEc:zbw:ifwedp:200942 Yes, we should discount the far-distant future at its lowest possible rate: a resolution of the Weitzman-Gollier puzzle (2009). Economics Discussion Papers

Recent citations received in: 2008

Recent citations received in: 2007

(1) RePEc:pra:mprapa:19656 What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea (2007). MPRA Paper

(2) RePEc:rif:dpaper:1067 Non-financial Value-added of Venture Capital: A Comparative Study of Different Venture Capital Investors (2007). Discussion Papers

Recent citations received in: 2006

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