Pacific-Basin 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 0.05 0.18 22 32 66 3 0 0.08 1997 0.21 28 41 64 0 0.08 1998 0.14 0.22 24 63 50 7 0 1 0.04 0.1 1999 0.04 0.28 21 74 52 2 0 1 0.05 0.13 2000 0.09 0.37 29 67 45 4 0 3 0.1 0.16 2001 0.14 0.37 23 31 50 7 0 1 0.04 0.16 2002 0.1 0.41 27 33 52 5 0 1 0.04 0.19 2003 0.14 0.42 32 67 50 7 0 3 0.09 0.2 2004 0.2 0.47 27 12 59 12 0 2 0.07 0.21 2005 0.24 0.5 28 21 59 14 0 1 0.04 0.23 2006 0.05 0.51 29 16 55 3 0 1 0.03 0.22 2007 0.11 0.4 25 12 57 6 0 2 0.08 0.18 2008 0.06 0.42 31 13 54 3 0 2 0.06 0.21 2009 0.13 0.43 37 14 56 7 14.3 2 0.05 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:pacfin:v:2:y:1994:i:2-3:p:165-199 Initial public offerings: International insights (1994).
Cited: 72 times.

(2) RePEc:eee:pacfin:v:7:y:1999:i:2:p:173-202 An empirical investigation of underpricing in Chinese IPOs (1999).
Cited: 23 times.

(3) RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:257-284 The profitability of technical trading rules in the Asian stock markets (1995).
Cited: 17 times.

(4) RePEc:eee:pacfin:v:8:y:2000:i:5:p:587-610 Shareholding structure and corporate performance of partially privatized firms: Evidence from listed Chinese companies (2000).
Cited: 14 times.

(5) RePEc:eee:pacfin:v:6:y:1998:i:5:p:453-474 Underpricing and aftermarket performance of IPOs in Shanghai, China (1998).
Cited: 13 times.

(6) RePEc:eee:pacfin:v:8:y:2000:i:1:p:85-113 International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US (2000).
Cited: 12 times.

(7) RePEc:eee:pacfin:v:2:y:1994:i:4:p:405-438 Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. (1994).
Cited: 12 times.

(8) RePEc:eee:pacfin:v:10:y:2002:i:4:p:411-442 Did the Asian financial crisis scare foreign investors out of Japan? (2002).
Cited: 10 times.

(9) RePEc:eee:pacfin:v:11:y:2003:i:1:p:45-59 How should liquidity be measured? (2003).
Cited: 10 times.

(10) RePEc:eee:pacfin:v:9:y:2001:i:4:p:323-362 Controlling shareholders and corporate value: Evidence from Thailand (2001).
Cited: 10 times.

(11) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:243-260 Risk and return on Chinas new stock markets: Some preliminary evidence (1994).
Cited: 9 times.

(12) RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43 International equity market comovements: Economic fundamentals or contagion? (2003).
Cited: 9 times.

(13) RePEc:eee:pacfin:v:6:y:1998:i:5:p:427-451 Privatisation initial public offerings in Malaysia: Initial premium and long-term performance (1998).
Cited: 9 times.

(14) RePEc:eee:pacfin:v:5:y:1997:i:4:p:389-417 The investment and operating performance of Japanese initial public offerings (1997).
Cited: 9 times.

(15) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:229-249 Bank monitoring and the maturity structure of Japanese corporate debt issues (1999).
Cited: 9 times.

(16) RePEc:eee:pacfin:v:3:y:1995:i:4:p:485-496 Reducing tick size on the Stock Exchange of Singapore (1995).
Cited: 8 times.

(17) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:251-282 Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets (1999).
Cited: 8 times.

(18) RePEc:eee:pacfin:v:11:y:2003:i:2:p:219-237 The interdependence of share markets in the developed economies of East Asia (2003).
Cited: 7 times.

(19) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:297-314 Price clustering on the Australian Stock Exchange (1996).
Cited: 7 times.

(20) RePEc:eee:pacfin:v:8:y:2000:i:2:p:177-216 Banks, the IMF, and the Asian crisis (2000).
Cited: 7 times.

(21) RePEc:eee:pacfin:v:2:y:1994:i:2-3:p:349-373 Pacific-Basin stock markets and real activity (1994).
Cited: 7 times.

(22) RePEc:eee:pacfin:v:7:y:1999:i:1:p:1-22 Alternative mechanisms for corporate governance in Japan: An analysis of independent and bank-affiliated firms (1999).
Cited: 6 times.

(23) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:1-26 The deterioration of bank balance sheets in Japan: Risk-taking and recapitalization (1998).
Cited: 6 times.

(24) RePEc:eee:pacfin:v:5:y:1997:i:2:p:195-213 Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997).
Cited: 6 times.

(25) RePEc:eee:pacfin:v:7:y:1999:i:5:p:539-556 The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong (1999).
Cited: 6 times.

(26) RePEc:eee:pacfin:v:17:y:2009:i:1:p:125-144 Islamic banking: Interest-free or interest-based? (2009).
Cited: 6 times.

(27) RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:309-331 The accuracy of management dividend forecasts in Australia (2000).
Cited: 6 times.

(28) RePEc:eee:pacfin:v:10:y:2002:i:1:p:29-54 Private placements and rights issues in Singapore (2002).
Cited: 5 times.

(29) RePEc:eee:pacfin:v:7:y:1999:i:3-4:p:371-403 An empirical study on the determinants of the capital structure of Thai firms (1999).
Cited: 5 times.

(30) RePEc:eee:pacfin:v:3:y:1995:i:1:p:113-136 Volatility and price change spillover effects across the developed and emerging markets (1995).
Cited: 5 times.

(31) RePEc:eee:pacfin:v:5:y:1997:i:3:p:345-356 Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar (1997).
Cited: 5 times.

(32) RePEc:eee:pacfin:v:9:y:2001:i:3:p:195-217 The impact of salient political and economic news on the trading activity (2001).
Cited: 5 times.

(33) RePEc:eee:pacfin:v:7:y:1999:i:5:p:557-586 Why does return volatility differ in Chinese stock markets? (1999).
Cited: 5 times.

(34) RePEc:eee:pacfin:v:13:y:2005:i:3:p:301-318 Size really matters: Further evidence on the negative relationship between board size and firm value (2005).
Cited: 5 times.

(35) RePEc:eee:pacfin:v:4:y:1996:i:1:p:15-30 The winners curse and international methods of allocating initial public offerings (1996).
Cited: 5 times.

(36) RePEc:eee:pacfin:v:8:y:2000:i:5:p:529-558 Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan (2000).
Cited: 5 times.

(37) RePEc:eee:pacfin:v:5:y:1997:i:4:p:481-509 Investigating productive efficiency and productivity changes of Japanese life insurance companies (1997).
Cited: 5 times.

(38) RePEc:eee:pacfin:v:11:y:2003:i:2:p:175-195 The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange (2003).
Cited: 5 times.

(39) RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:259-275 Political risk and stock price volatility: The case of Hong Kong (1996).
Cited: 5 times.

(40) RePEc:eee:pacfin:v:11:y:2003:i:2:p:153-173 An empirical analysis of the Australian dollar swap spreads (2003).
Cited: 5 times.

(41) RePEc:eee:pacfin:v:9:y:2001:i:4:p:401-426 Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001).
Cited: 5 times.

(42) RePEc:eee:pacfin:v:14:y:2006:i:1:p:33-48 Ethical investing in Australia: Is there a financial penalty? (2006).
Cited: 5 times.

(43) RePEc:eee:pacfin:v:6:y:1998:i:3-4:p:347-364 The effects of the stock transaction tax on the stock market - Experiences from Asian markets (1998).
Cited: 5 times.

(44) RePEc:eee:pacfin:v:6:y:1998:i:1-2:p:103-114 Risk factors in the Malaysian stock market (1998).
Cited: 5 times.

(45) RePEc:eee:pacfin:v:8:y:2000:i:2:p:135-152 Understanding the financial crisis in Asia (2000).
Cited: 4 times.

(46) RePEc:eee:pacfin:v:6:y:1998:i:3-4:p:321-346 Fundamental and nonfundamental components in stock prices of Pacific-Rim countries (1998).
Cited: 4 times.

(47) RePEc:eee:pacfin:v:14:y:2006:i:2:p:155-174 The ex-dividend day stock price behavior in the Chinese stock market (2006).
Cited: 4 times.

(48) RePEc:eee:pacfin:v:2:y:1994:i:4:p:463-479 Beta stability and portfolio formation (1994).
Cited: 4 times.

(49) RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:193-216 Difficulties of transferring risk-based capital requirements to developing countries (1995).
Cited: 4 times.

(50) RePEc:eee:pacfin:v:13:y:2005:i:5:p:489-503 Economic growth and equity returns (2005).
Cited: 4 times.

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

Recent citations received in: 2009

(1) RePEc:kap:rqfnac:v:33:y:2009:i:2:p:141-158 Are the Fama–French factors proxying news related to GDP growth? The Australian evidence (2009). Review of Quantitative Finance and Accounting

(2) RePEc:nbr:nberwo:15327 Mutual Fund Tax Clienteles (2009). NBER Working Papers

Recent citations received in: 2008

(1) RePEc:ebl:ecbull:v:7:y:2008:i:17:p:1-13 Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange (2008). Economics Bulletin

(2) RePEc:phu:wpaper:010 Behind Broad Corporate Governance Aggregates: A First Look at Single Provisions of the German Corporate Governance Code (2008). Working Papers

Recent citations received in: 2007

(1) RePEc:bde:opaper:0703 Corporate governance and corporate ownership: The investment behaviour of Japanese institutional investors (2007). Banco de España Occasional Papers

(2) RePEc:kap:rqfnac:v:29:y:2007:i:4:p:395-413 Not all call auctions are created equal: evidence from Hong Kong (2007). Review of Quantitative Finance and Accounting

Recent citations received in: 2006

(1) RePEc:fip:fedfwp:2006-19 Quantitative easing and Japanese bank equity values (2006). Working Paper Series

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.