Most cited documents in this series:

Year	Title	Cited
2001	What drives contagion: Trade, neighborhood, or financial links? RePEc:eee:finana:v:10:y:2001:i:3:p:203-218 [Citation Analysis]	14
2004	Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes RePEc:eee:finana:v:13:y:2004:i:5:p:633-647 [Citation Analysis]	14
1992	Prices and hedge ratios of average exchange rate options RePEc:eee:finana:v:1:y:1992:i:3:p:179-193 [Citation Analysis]	10
2004	International equity market integration: Theory, evidence and implications RePEc:eee:finana:v:13:y:2004:i:5:p:571-583 [Citation Analysis]	9
2008	Bank efficiency in the new European Union member states: Is there convergence? RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172 [Citation Analysis]	9
1998	Two puzzles in the analysis of foreign exchange market efficiency RePEc:eee:finana:v:7:y:1998:i:2:p:95-111 [Citation Analysis]	9
2001	Trading rule profits in Latin American currency spot rates RePEc:eee:finana:v:10:y:2001:i:2:p:135-156 [Citation Analysis]	8
2002	The costs of bankruptcy: A review RePEc:eee:finana:v:11:y:2002:i:1:p:39-57 [Citation Analysis]	8
2004	Private benefits, block transaction premiums and ownership structure RePEc:eee:finana:v:13:y:2004:i:2:p:227-244 [Citation Analysis]	8
2001	Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis RePEc:eee:finana:v:10:y:2001:i:1:p:87-96 [Citation Analysis]	7
2002	The aggregate credit spread and the business cycle RePEc:eee:finana:v:11:y:2002:i:2:p:219-227 [Citation Analysis]	7
2002	Stochastic chaos or ARCH effects in stock series?: A comparative study RePEc:eee:finana:v:11:y:2002:i:4:p:407-431 [Citation Analysis]	7
2001	Response asymmetries in the Latin American equity markets RePEc:eee:finana:v:10:y:2001:i:2:p:175-185 [Citation Analysis]	6
2004	Long memory in the U.S. interest rate RePEc:eee:finana:v:13:y:2004:i:3:p:265-276 [Citation Analysis]	5
2009	The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence RePEc:eee:finana:v:18:y:2009:i:5:p:294-302 [Citation Analysis]	5
2002	The explanatory power of political risk in emerging markets RePEc:eee:finana:v:11:y:2002:i:1:p:1-27 [Citation Analysis]	5
2007	Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact? RePEc:eee:finana:v:16:y:2007:i:1:p:41-60 [Citation Analysis]	5
2008	Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets RePEc:eee:finana:v:17:y:2008:i:1:p:47-63 [Citation Analysis]	5
2000	On the conditional relationship between beta and return in international stock returns RePEc:eee:finana:v:9:y:2000:i:3:p:235-245 [Citation Analysis]	5
1996	Common factors in international stock prices: Evidence from a cointegration study RePEc:eee:finana:v:5:y:1996:i:1:p:39-53 [Citation Analysis]	5
2004	Managing extreme risks in tranquil and volatile markets using conditional extreme value theory RePEc:eee:finana:v:13:y:2004:i:2:p:133-152 [Citation Analysis]	5
1999	Scaling laws in variance as a measure of long-term dependence RePEc:eee:finana:v:8:y:1999:i:2:p:123-138 [Citation Analysis]	5
1996	Prospect theory: A literature review RePEc:eee:finana:v:5:y:1996:i:1:p:19-38 [Citation Analysis]	5
2003	Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange RePEc:eee:finana:v:12:y:2003:i:5:p:579-590 [Citation Analysis]	4
1999	Size and book-to-market factors in a multivariate GARCH-in-mean asset pricing application RePEc:eee:finana:v:8:y:1999:i:1:p:35-52 [Citation Analysis]	4
2006	The CAPM and value at risk at different time-scales RePEc:eee:finana:v:15:y:2006:i:3:p:203-219 [Citation Analysis]	4
2002	The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates RePEc:eee:finana:v:11:y:2002:i:1:p:29-38 [Citation Analysis]	4
1997	The Big Mac: More than a junk asset allocator? RePEc:eee:finana:v:6:y:1997:i:3:p:179-192 [Citation Analysis]	4
2005	Cost frontier efficiency and risk-return analysis in an emerging market RePEc:eee:finana:v:14:y:2005:i:3:p:283-303 [Citation Analysis]	4
1993	The event study: An industrial strength method RePEc:eee:finana:v:2:y:1993:i:2:p:121-141 [Citation Analysis]	4
2008	Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets RePEc:eee:finana:v:17:y:2008:i:1:p:27-46 [Citation Analysis]	4
2004	Equity market integration in the Asia-Pacific region: A smooth transition analysis RePEc:eee:finana:v:13:y:2004:i:5:p:621-632 [Citation Analysis]	4
2005	The use and abuse of the hedging effectiveness measure RePEc:eee:finana:v:14:y:2005:i:2:p:277-282 [Citation Analysis]	4
1998	The relationship between international bond markets and international stock markets RePEc:eee:finana:v:7:y:1998:i:2:p:181-190 [Citation Analysis]	4
2001	Multiperiod hedging in the presence of stochastic volatility RePEc:eee:finana:v:10:y:2001:i:4:p:395-406 [Citation Analysis]	4
1999	Forecasting currency prices using a genetically evolved neural network architecture RePEc:eee:finana:v:8:y:1999:i:1:p:67-82 [Citation Analysis]	3
2002	Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence RePEc:eee:finana:v:11:y:2002:i:3:p:375-406 [Citation Analysis]	3
2002	A perspective on credit derivatives RePEc:eee:finana:v:11:y:2002:i:3:p:251-278 [Citation Analysis]	3
2004	International equity market integration in a small open economy: Ireland January 1990-December 2000 RePEc:eee:finana:v:13:y:2004:i:5:p:669-685 [Citation Analysis]	3
2003	IMF bailouts, contagion effects, and bank security returns RePEc:eee:finana:v:12:y:2003:i:1:p:3-23 [Citation Analysis]	3
2003	Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market RePEc:eee:finana:v:12:y:2003:i:2:p:173-188 [Citation Analysis]	3
2004	Equity market integration in Latin America: A time-varying integration score analysis RePEc:eee:finana:v:13:y:2004:i:5:p:649-668 [Citation Analysis]	3
2008	Financial crisis and stock market efficiency: Empirical evidence from Asian countries RePEc:eee:finana:v:17:y:2008:i:3:p:571-591 [Citation Analysis]	3
2000	Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange RePEc:eee:finana:v:9:y:2000:i:4:p:405-420 [Citation Analysis]	3
2001	A nonparametric approach to model the term structure of interest rates: The case of Chile RePEc:eee:finana:v:10:y:2001:i:2:p:99-122 [Citation Analysis]	3
2002	An empirical analysis of credit default swaps RePEc:eee:finana:v:11:y:2002:i:3:p:297-309 [Citation Analysis]	3
2005	Estimation of expected return: CAPM vs. Fama and French RePEc:eee:finana:v:14:y:2005:i:4:p:407-427 [Citation Analysis]	3
2003	Trading volume and stock market volatility: The Polish case RePEc:eee:finana:v:12:y:2003:i:5:p:513-525 [Citation Analysis]	3
2000	Restructuring the Japanese banking system Has Japan gone far enough? RePEc:eee:finana:v:9:y:2000:i:2:p:197-218 [Citation Analysis]	3
2002	Dividend policy theories and their empirical tests RePEc:eee:finana:v:11:y:2002:i:2:p:111-138 [Citation Analysis]	3

Citing documents used to compute impact factor 9:

Year	Title	See
2010	Value at risk models for volatile emerging markets equity portfolios RePEc:eee:quaeco:v:50:y:2010:i:4:p:515-526	[Citation Analysis]
2010	Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis RePEc:trn:utwpde:1009	[Citation Analysis]
2010	Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe. RePEc:hal:wpaper:hal-00507825	[Citation Analysis]
2010	Investigating the dependence structure between credit default swap spreads and the U.S. financial market RePEc:kap:annfin:v:6:y:2010:i:4:p:511-535	[Citation Analysis]
2010	Post-Crisis Bank Behavior: Lessons from Mercosur RePEc:imf:imfwpa:10/1	[Citation Analysis]
2010	Eficiencia Bancaria en Chile: un Enfoque de Frontera de Beneficios RePEc:chb:bcchwp:603	[Citation Analysis]
2010	Cost and profit efficiency of conventional and Islamic banks in GCC countries RePEc:kap:jproda:v:34:y:2010:i:1:p:45-62	[Citation Analysis]
2010	Bank cost efficiency in Kazakhstan and Russia RePEc:hhs:bofitp:2010_001	[Citation Analysis]
2010	Nonparametric estimates of technical efficiency of Russian banks and crisis impact RePEc:ris:apltrx:0096	[Citation Analysis]

Cites in year: CiY