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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Journal of Financial Research / Blackwell Publishers

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.0931643000.04
19910.09313261010.030.05
19920.030.08302162200.04
19930.020.09315461100.05
19940.142456100.05
19950.010.12304473100.06
19960.060.16349972400.08
19970.060.2133158644010.030.08
19980.10.222854677020.070.09
19990.210.2829846113010.030.13
20000.090.37253457500.16
20010.130.383290547020.060.16
20020.070.41406157400.2
20030.210.4334517215030.090.2
20040.180.4932427413020.060.22
20050.140.523240669020.060.24
20060.130.5344064800.23
20070.140.422912669010.030.19
20080.130.431611638010.060.21
20090.130.4319445600.19
20100.060.3620035200.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
1997Cognitive Dissonance and Mutual Fund Investors
RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58 [Citation Analysis]		40
2001Systematic Liquidity
RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78 [Citation Analysis]		39
1997Banking Relationships and the Effect of Monitoring on Loan Pricing
RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-89 [Citation Analysis]		32
1996The Costs of Raising Capital
RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74 [Citation Analysis]		25
1996Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices
RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92 [Citation Analysis]		25
1999A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure
RePEc:bla:jfnres:v:22:y:1999:i:1:p:107-30 [Citation Analysis]		21
1996On the Dynamic Relation between Stock Prices and Exchange Rates
RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207 [Citation Analysis]		20
1990Call Option Valuation for Discrete Normal Mixtures
RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96 [Citation Analysis]		18
1999How Firm Characteristics Affect Capital Structure: An International Comparison
RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87 [Citation Analysis]		16
1997An Empirical Analysis of Mutual Fund Expenses
RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-90 [Citation Analysis]		15
2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!
RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479 [Citation Analysis]		15
1998Cross-Autocorrelation between A Shares and B Shares in the Chinese Stock Market
RePEc:bla:jfnres:v:21:y:1998:i:3:p:333-53 [Citation Analysis]		15
1993Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence
RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50 [Citation Analysis]		15
1990Interest Rate Changes and Common Stock Returns of Financial Institutions: Revisited
RePEc:bla:jfnres:v:13:y:1990:i:1:p:71-79 [Citation Analysis]		14
1999Random Walk Tests for Latin American Equity Indexes and Individual Firms
RePEc:bla:jfnres:v:22:y:1999:i:4:p:371-83 [Citation Analysis]		13
2003Equity Market Liberalization in Emerging Markets
RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299 [Citation Analysis]		13
2005SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION
RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57 [Citation Analysis]		12
1990Risky Debt Maturity Choice in a Sequential Game Equilibrium
RePEc:bla:jfnres:v:13:y:1990:i:2:p:155-65 [Citation Analysis]		12
2002The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post-FDICIA Period
RePEc:bla:jfnres:v:25:y:2002:i:4:p:559-575 [Citation Analysis]		10
2002A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
RePEc:bla:jfnres:v:25:y:2002:i:2:p:283-299 [Citation Analysis]		10
1997Market Structure and Reported Trading Volume: NASDAQ versus the NYSE
RePEc:bla:jfnres:v:20:y:1997:i:3:p:291-304 [Citation Analysis]		10
2003Do Female Mutual Fund Managers Manage Differently?
RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18 [Citation Analysis]		9
1995Tests of Random Walk and Market Efficiency for Latin American Emerging Equity Markets
RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309 [Citation Analysis]		9
2001Venture Capital and IPO Lockup Expiration: An Empirical Analysis
RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93 [Citation Analysis]		9
1997Co-movements in International Equity Markets
RePEc:bla:jfnres:v:20:y:1997:i:3:p:305-22 [Citation Analysis]		9
1995Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model
RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37 [Citation Analysis]		9
1997Price Pressure and the Role of Institutional Investors in Closed-End Funds
RePEc:bla:jfnres:v:20:y:1997:i:2:p:211-29 [Citation Analysis]		9
1997The Survival of Initial Public Offerings in the Aftermarket
RePEc:bla:jfnres:v:20:y:1997:i:1:p:93-110 [Citation Analysis]		9
2000Alternative Tests of the Zero-Beta CAPM
RePEc:bla:jfnres:v:23:y:2000:i:4:p:469-93 [Citation Analysis]		8
2005AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS
RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402 [Citation Analysis]		8
1993Dual Betas from Bull and Bear Markets: Reversal of the Size Effect
RePEc:bla:jfnres:v:16:y:1993:i:4:p:269-83 [Citation Analysis]		8
2001Executive Compensation Structure and Corporate Governance Choices
RePEc:bla:jfnres:v:24:y:2001:i:4:p:495-512 [Citation Analysis]		8
1997Corporate Control in Commercial Banks
RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27 [Citation Analysis]		7
1996Mutual Fund Brokerage Commissions
RePEc:bla:jfnres:v:19:y:1996:i:2:p:273-92 [Citation Analysis]		6
1995Bank Exposure to Interest Rate Risk: A Global Perspective
RePEc:bla:jfnres:v:18:y:1995:i:1:p:1-13 [Citation Analysis]		6
2000Temporal Changes in the Determinants of Mutual Fund Flows
RePEc:bla:jfnres:v:23:y:2000:i:3:p:353-71 [Citation Analysis]		6
1994A Re-examination of the Effect of 12B-1 Plans on Mutual Fund Expense Ratios
RePEc:bla:jfnres:v:17:y:1994:i:2:p:231-40 [Citation Analysis]		6
2001Stock Prices and Inflation
RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602 [Citation Analysis]		6
1994Nonlinear Dynamics and the Distribution of Daily Stock Index Returns
RePEc:bla:jfnres:v:17:y:1994:i:2:p:187-203 [Citation Analysis]		6
1991Bank Failure and Contagion Effects: Evidence from Hong Kong
RePEc:bla:jfnres:v:14:y:1991:i:2:p:155-65 [Citation Analysis]		6
2004The Evolution Of Bank Resolution Policies In Japan: Evidence From Market Equity Values
RePEc:bla:jfnres:v:27:y:2004:i:1:p:115-132 [Citation Analysis]		6
1997Changes in Market Perception of Riskiness: The Case of Too-Big-to-Fail
RePEc:bla:jfnres:v:20:y:1997:i:3:p:389-406 [Citation Analysis]		5
1991New Evidence Concerning the Expectations Theory for the Short End of the Maturity Spectrum
RePEc:bla:jfnres:v:14:y:1991:i:1:p:83-92 [Citation Analysis]		5
2003Event-Induced Volatility and Tests for Abnormal Performance
RePEc:bla:jfnres:v:26:y:2003:i:2:p:165-178 [Citation Analysis]		5
1995Determinants of Persistence in Relative Performance of Mutual Funds
RePEc:bla:jfnres:v:18:y:1995:i:4:p:415-30 [Citation Analysis]		5
1997Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
RePEc:bla:jfnres:v:20:y:1997:i:3:p:355-72 [Citation Analysis]		5
1998A Test of the Two-Tier Corporate Governance Structure: The Case of Japanese Keiretsu
RePEc:bla:jfnres:v:21:y:1998:i:1:p:37-51 [Citation Analysis]		5
2004Decimals And Liquidity: A Study Of The Nyse
RePEc:bla:jfnres:v:27:y:2004:i:1:p:75-94 [Citation Analysis]		5
1993The Debt Maturity Choice: An Empirical Investigation
RePEc:bla:jfnres:v:16:y:1993:i:4:p:309-20 [Citation Analysis]		5
1989Skewness and Kurtosis in Japanese Equity Returns: Empirical Evidence
RePEc:bla:jfnres:v:12:y:1989:i:3:p:253-60 [Citation Analysis]		5

Citing documents used to compute impact factor 2:
YearTitleSee
2010Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
RePEc:mcd:mcddps:2010_06		[Citation Analysis]
2010What drives leverage in leveraged buyouts? An analysis of European LBOS capital structure
RePEc:vlg:vlgwps:2009-31		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2009

YearTitleSee

Recent citations received in: 2008

YearTitleSee
2008Order Dynamics in the Italian Treasury Security Wholesale Secondary Market
RePEc:mol:ecsdps:esdp08050		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007An empirical study of corporate bond pricing with unobserved capital structure dynamics.
RePEc:pra:mprapa:28416		[Citation Analysis]

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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