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

 

  
 

Journal of Financial and Quantitative Analysis / Cambridge University Press

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
19900.030.093525372200.04
19910.040.093819171300.05
19920.070.0838261735010.030.04
19930.070.093431276500.05
19940.010.133251721020.060.05
19950.160.12332396711010.030.06
19960.230.16294156615010.030.08
19970.10.2126246626020.080.08
19980.490.22242655527010.040.09
19990.40.28233155020070.30.13
20000.380.37292934718030.10.16
20010.770.38252315240050.20.16
20020.570.41281995431080.290.2
20030.490.433740853260180.490.2
20040.890.493819165580140.370.22
20050.850.523618675640150.420.24
20060.730.537717454070.190.23
20070.40.42419773290100.240.19
20080.470.43371017837090.240.21
20090.540.4354957842090.170.19
20100.340.3657539131040.070.15
 
 
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
1987The Relation between Price Changes and Trading Volume: A Survey
RePEc:cup:jfinqa:v:22:y:1987:i:01:p:109-126_01 [Citation Analysis]		165
1996Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders
RePEc:cup:jfinqa:v:31:y:1996:i:03:p:377-397_00 [Citation Analysis]		121
1989International Transmission of Stock Market Movements
RePEc:cup:jfinqa:v:24:y:1989:i:02:p:241-256_01 [Citation Analysis]		103
1985The Determinants of Firms Hedging Policies
RePEc:cup:jfinqa:v:20:y:1985:i:04:p:391-405_01 [Citation Analysis]		96
1999Autoregressive Conditional Skewness
RePEc:cup:jfinqa:v:34:y:1999:i:04:p:465-487_00 [Citation Analysis]		74
2003International Corporate Governance
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:1-36_00 [Citation Analysis]		72
1977Abstract: An Equilibrium Characterization of the Term Structure
RePEc:cup:jfinqa:v:12:y:1977:i:04:p:627-627_02 [Citation Analysis]		69
1998The Determinants of Corporate Liquidity: Theory and Evidence
RePEc:cup:jfinqa:v:33:y:1998:i:03:p:335-359_00 [Citation Analysis]		64
1984Optimal Hedging Policies
RePEc:cup:jfinqa:v:19:y:1984:i:02:p:127-140_01 [Citation Analysis]		61
2003Corporate Governance and the Home Bias
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:87-110_00 [Citation Analysis]		61
2001The Debt-Equity Choice
RePEc:cup:jfinqa:v:36:y:2001:i:01:p:1-24_00 [Citation Analysis]		60
1996Another Look at Models of the Short-Term Interest Rate
RePEc:cup:jfinqa:v:31:y:1996:i:01:p:85-107_00 [Citation Analysis]		59
1977The Valuation of Corporate Liabilities as Compound Options
RePEc:cup:jfinqa:v:12:y:1977:i:04:p:541-552_02 [Citation Analysis]		58
1967Portfolio Analysis
RePEc:cup:jfinqa:v:2:y:1967:i:02:p:76-84_01 [Citation Analysis]		58
1990Stock Returns and Volatility
RePEc:cup:jfinqa:v:25:y:1990:i:02:p:203-214_00 [Citation Analysis]		57
1999Volatility in Emerging Stock Markets
RePEc:cup:jfinqa:v:34:y:1999:i:01:p:33-55_00 [Citation Analysis]		55
2003International Corporate Governance and Corporate Cash Holdings
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:111-133_00 [Citation Analysis]		53
2002Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets
RePEc:cup:jfinqa:v:37:y:2002:i:01:p:63-91_00 [Citation Analysis]		52
2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market
RePEc:cup:jfinqa:v:36:y:2001:i:04:p:523-543_00 [Citation Analysis]		50
1988The Dependence between Hourly Prices and Trading Volume
RePEc:cup:jfinqa:v:23:y:1988:i:03:p:269-283_01 [Citation Analysis]		46
1981The Determinants of Bank Interest Margins: Theory and Empirical Evidence
RePEc:cup:jfinqa:v:16:y:1981:i:04:p:581-600_00 [Citation Analysis]		45
2000Market Segmentation and the Cost of the Capital in International Equity Markets
RePEc:cup:jfinqa:v:35:y:2000:i:04:p:577-600_00 [Citation Analysis]		44
1998The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
RePEc:cup:jfinqa:v:33:y:1998:i:03:p:383-408_00 [Citation Analysis]		43
1996Evidence on Corporate Hedging Policy
RePEc:cup:jfinqa:v:31:y:1996:i:03:p:419-439_00 [Citation Analysis]		43
1991The Pricing of Exchange Rate Risk in the Stock Market
RePEc:cup:jfinqa:v:26:y:1991:i:03:p:363-376_00 [Citation Analysis]		43
1999Of Smiles and Smirks: A Term Structure Perspective
RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00 [Citation Analysis]		41
2003Equity Ownership and Firm Value in Emerging Markets
RePEc:cup:jfinqa:v:38:y:2003:i:01:p:159-184_00 [Citation Analysis]		40
1986Bayes-Stein Estimation for Portfolio Analysis
RePEc:cup:jfinqa:v:21:y:1986:i:03:p:279-292_01 [Citation Analysis]		39
1980Analyzing Convertible Bonds
RePEc:cup:jfinqa:v:15:y:1980:i:04:p:907-929_01 [Citation Analysis]		38
1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
RePEc:cup:jfinqa:v:28:y:1993:i:02:p:235-254_00 [Citation Analysis]		38
1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
RePEc:cup:jfinqa:v:28:y:1993:i:04:p:535-551_00 [Citation Analysis]		37
1997Recovering an Assets Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
RePEc:cup:jfinqa:v:32:y:1997:i:01:p:91-115_00 [Citation Analysis]		36
1995The Short-Run Dynamics of the Price Adjustment to New Information
RePEc:cup:jfinqa:v:30:y:1995:i:01:p:117-134_00 [Citation Analysis]		35
1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
RePEc:cup:jfinqa:v:32:y:1997:i:04:p:405-426_00 [Citation Analysis]		35
1982An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
RePEc:cup:jfinqa:v:17:y:1982:i:03:p:301-329_01 [Citation Analysis]		34
1986Financial Innovation: The Last Twenty Years and the Next
RePEc:cup:jfinqa:v:21:y:1986:i:04:p:459-471_01 [Citation Analysis]		34
1983A Simplified Jump Process for Common Stock Returns
RePEc:cup:jfinqa:v:18:y:1983:i:01:p:53-65_01 [Citation Analysis]		34
1997Reciprocally Interlocking Boards of Directors and Executive Compensation
RePEc:cup:jfinqa:v:32:y:1997:i:03:p:331-344_00 [Citation Analysis]		34
1999Kalman Filtering of Generalized Vasicek Term Structure Models
RePEc:cup:jfinqa:v:34:y:1999:i:01:p:115-130_00 [Citation Analysis]		34
1987Transaction Data Tests of the Mixture of Distributions Hypothesis
RePEc:cup:jfinqa:v:22:y:1987:i:02:p:127-141_01 [Citation Analysis]		33
2000The Accuracy of Trade Classification Rules: Evidence from Nasdaq
RePEc:cup:jfinqa:v:35:y:2000:i:04:p:529-551_00 [Citation Analysis]		33
1988International Listings and Stock Returns: Some Empirical Evidence
RePEc:cup:jfinqa:v:23:y:1988:i:02:p:135-151_01 [Citation Analysis]		33
2005Volatility Spillover Effects in European Equity Markets
RePEc:cup:jfinqa:v:40:y:2005:i:02:p:373-401_00 [Citation Analysis]		33
1985Differential Information and Security Market Equilibrium
RePEc:cup:jfinqa:v:20:y:1985:i:04:p:407-422_01 [Citation Analysis]		32
1990The Dynamics of Stock Index and Stock Index Futures Returns
RePEc:cup:jfinqa:v:25:y:1990:i:04:p:441-468_00 [Citation Analysis]		31
1997An Empirical Analysis of the Determinants of Corporate Debt Ownership Structure
RePEc:cup:jfinqa:v:32:y:1997:i:01:p:47-69_00 [Citation Analysis]		31
2000Hedge Funds: The Living and the Dead
RePEc:cup:jfinqa:v:35:y:2000:i:03:p:309-326_00 [Citation Analysis]		31
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
RePEc:cup:jfinqa:v:29:y:1994:i:03:p:419-444_00 [Citation Analysis]		31
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00 [Citation Analysis]		30
2005Determinants of Board Size and Composition: A Theory of Corporate Boards
RePEc:cup:jfinqa:v:40:y:2005:i:02:p:283-306_00 [Citation Analysis]		30

Citing documents used to compute impact factor 31:
YearTitleSee
2010The feasibility of through-the-cycle ratings
RePEc:hhs:bofrdp:2010_014		[Citation Analysis]
2010The impact of investor sentiment on the German stock market
RePEc:zbw:cfrwps:1003		[Citation Analysis]
2010Too Small or too Low? New Evidence on the 4-Factor Model
RePEc:rim:rimwps:31_10		[Citation Analysis]
2010Dynamic Sources of Sovereign Bond Market Liquidity
RePEc:pra:mprapa:19677		[Citation Analysis]
2010Flight to Liquidity and Global Equity Returns
RePEc:pra:mprapa:27546		[Citation Analysis]
2010Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
RePEc:hkm:wpaper:022010		[Citation Analysis]
2010Regulatory Sanctions and Reputational Damage in Financial Markets
RePEc:cpr:ceprdp:8058		[Citation Analysis]
2010On the Size of the Active Management Industry
RePEc:cpr:ceprdp:7637		[Citation Analysis]
2010On the Size of the Active Management Industry
RePEc:nbr:nberwo:15646		[Citation Analysis]
2010On the Size of the Active Management Industry
RePEc:bfi:wpaper:2010-001		[Citation Analysis]
2010Bubbles and Crashes with Partially Sophisticated Investors
RePEc:cla:levarc:122247000000002180		[Citation Analysis]
2010Corporate Lobbying and Financial Performance
RePEc:pra:mprapa:21114		[Citation Analysis]
2010Bank capital : lessons from the financial crisis
RePEc:wbk:wbrwps:5473		[Citation Analysis]
2010Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market
RePEc:dkn:econwp:eco_2010_10		[Citation Analysis]
2010Volatility regimes and liquidity co-movements in cap-based portfolios.
RePEc:ner:louvai:info:hdl:2078/69139		[Citation Analysis]
2010Debt Financing and Financial Flexibility Evidence from Pro-active Leverage Increases
RePEc:pur:prukra:1243		[Citation Analysis]
2010Price and trading response to public information
RePEc:ecb:ecbwps:20101177		[Citation Analysis]
2010Controlling shareholders and payout policy: do founding families have a special taste for dividends?
RePEc:zbw:cefswp:201001		[Citation Analysis]
2010Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
RePEc:nbr:nberwo:16629		[Citation Analysis]
2010Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30
RePEc:kap:fmktpm:v:24:y:2010:i:2:p:137-158		[Citation Analysis]
2010Volatilities and Momentum Returns in Real Estate Investment Trusts
RePEc:kap:jrefec:v:41:y:2010:i:2:p:126-149		[Citation Analysis]
2010Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
RePEc:pra:mprapa:34185		[Citation Analysis]
2010How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach
RePEc:nbr:nberwo:16329		[Citation Analysis]
2010Essays on Investment Flows of Hedge Fund and Mutual Fund Investors.
RePEc:ner:tilbur:urn:nbn:nl:ui:12-4378358		[Citation Analysis]
2010Measuring Financial Contagion by Local Gaussian Correlation
RePEc:hhs:nhhfms:2010_012		[Citation Analysis]
2010Househould portfolios and implicit risk preferences
RePEc:ubs:wpaper:1006		[Citation Analysis]
2010Overconfidence and Early-life Experiences: The Impact of Managerial Traits on Corporate Financial Policies
RePEc:nbr:nberwo:15659		[Citation Analysis]
2010Managerial Miscalibration
RePEc:nbr:nberwo:16215		[Citation Analysis]
2010Excess Leverage and Productivity Growth in Emerging Economies: Is There A Threshold Effect?
RePEc:iza:izadps:dp4834		[Citation Analysis]
2010Insider Ownership, Risk, and Leverage in REITs
RePEc:kap:jrefec:v:41:y:2010:i:4:p:412-432		[Citation Analysis]
2010Regulatory Sanctions and Reputational Damage in Financial Markets
RePEc:cpr:ceprdp:8058		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Domestic Institutions and the Bypass Effect of Financial Globalization
RePEc:hkm:wpaper:222010		[Citation Analysis]
2010Player and Referee Roles Held Jointly: The Effect of State Ownership on China’s Regulatory Enforcement Against Fraud
RePEc:kap:jbuset:v:95:y:2010:i:2:p:317-335		[Citation Analysis]
2010Financial Policies and the Financial Crisis: How Important Was the Systemic Credit Contraction for Industrial Corporations?
RePEc:nbr:nberwo:16310		[Citation Analysis]
2010Investor protection and foreign stakeholders
RePEc:pra:mprapa:20238		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Auctioned IPOs: The U.S. Evidence
RePEc:dgr:kubcen:200937s		[Citation Analysis]
2009The on-the-run liquidity phenomenon
RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24		[Citation Analysis]
2009The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange
RePEc:hhs:stavef:2009_035		[Citation Analysis]
2009Do Regulations Based on Credit Ratings Affect a Firms Cost of Capital?
RePEc:nbr:nberwo:14890		[Citation Analysis]
2009Risk Shifting and Mutual Fund Performance
RePEc:nbr:nberwo:14903		[Citation Analysis]
2009Art and Money
RePEc:nbr:nberwo:15502		[Citation Analysis]
2009Trust and Delegation
RePEc:nbr:nberwo:15529		[Citation Analysis]
2009Capital Structure Decisions: Which Factors are Reliably Important?
RePEc:pra:mprapa:22525		[Citation Analysis]
2009Momentum in stock market returns, risk premia on foreign currencies and international financial integration
RePEc:zur:iewwpx:405		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008EARNINGS VALUATION AND SOURCES OF GROWTH
RePEc:acb:camaaa:2008-32		[Citation Analysis]
2008Estimating the Effects of Large Shareholders Using a Geographic Instrument
RePEc:ecl:ohidic:2008-9		[Citation Analysis]
2008Do behavioral biases adversely affect the macro-economy?
RePEc:fip:fedgfe:2008-49		[Citation Analysis]
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula
RePEc:hhs:nhhfms:2008_003		[Citation Analysis]
2008Nonlinear Modeling of Target Leverage with Latent Determinant Variables – New Evidence on the Trade-off Theory
RePEc:hum:wpaper:sfb649dp2008-062		[Citation Analysis]
2008The cross-section of average delta-hedge option returns under stochastic volatility
RePEc:kap:revdev:v:11:y:2008:i:3:p:205-244		[Citation Analysis]
2008Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach
RePEc:pra:mprapa:11401		[Citation Analysis]
2008Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach
RePEc:smu:ecowpa:0808		[Citation Analysis]
2008Information Acquisition and Under-Diversification
RePEc:ste:nystbu:08-21		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES
RePEc:anp:en2007:108		[Citation Analysis]
2007UK Corporate Governance and Takeover Performance
RePEc:cbr:cbrwps:wp357		[Citation Analysis]
2007Robust Portfolio Optimisation with Multiple Experts
RePEc:cpr:ceprdp:6161		[Citation Analysis]
2007The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
RePEc:cpr:ceprdp:6445		[Citation Analysis]
2007Investment behavior, observable expectations, and internal funds: a comment on Cummins et al. (AER, 2006)
RePEc:ebl:ecbull:v:5:y:2007:i:12:p:1-12		[Citation Analysis]
2007The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model
RePEc:fgv:epgewp:657		[Citation Analysis]
2007The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value
RePEc:fip:fedlwp:2006-061		[Citation Analysis]
2007Whose trades convey information? Evidence from a cross-section of traders
RePEc:han:dpaper:dp-357		[Citation Analysis]
2007Media Coverage and Macroeconomic Information Processing
RePEc:hum:wpaper:sfb649dp2007-011		[Citation Analysis]
2007Comparison of different estimation techniques for portfolio selection
RePEc:spr:alstar:v:91:y:2007:i:2:p:109-127		[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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