Most cited documents in this series:

Year	Title	Cited
1997	The numeraire portfolio: a new perspective on financial theory RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309 [Citation Analysis]	17
2002	Modelling the demand for M3 in the Euro area RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401 [Citation Analysis]	12
2002	An analysis of the causes of recent banking crises RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175 [Citation Analysis]	11
2000	The effects of trading activity on market volatility RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175 [Citation Analysis]	10
2007	Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000 RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143 [Citation Analysis]	9
2005	Market risk models for intraday data RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324 [Citation Analysis]	9
1995	Heterogeneous real-time trading strategies in the foreign exchange market RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403 [Citation Analysis]	9
2005	Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74 [Citation Analysis]	9
2005	Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181 [Citation Analysis]	8
1998	Board size and corporate performance: evidence from European countries RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304 [Citation Analysis]	8
2002	Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421 [Citation Analysis]	7
2002	New evidence on the implied-realized volatility relation RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205 [Citation Analysis]	7
1995	Estimating the time Varying Components of international stock markets risk RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164 [Citation Analysis]	7
1995	Calendar effects in the London Stock Exchange FT-SE indices RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93 [Citation Analysis]	6
2006	Small sample properties of GARCH estimates and persistence RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494 [Citation Analysis]	6
2007	Conducting Event Studies on a Small Stock Exchange RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252 [Citation Analysis]	5
2003	Evaluating capital mobility in the EU: a new approach using swaps data RePEc:taf:eurjfi:v:9:y:2003:i:5:p:514-532 [Citation Analysis]	5
1999	Is beta still alive? Conclusive evidence from the Swiss stock market RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212 [Citation Analysis]	4
2003	Asset pricing implications of benchmarking: a two-factor CAPM RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357 [Citation Analysis]	4
2006	Forecasting stock market volatility: Further international evidence RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188 [Citation Analysis]	4
2004	Employee stock option plans and stock market reaction: evidence from Finland RePEc:taf:eurjfi:v:10:y:2004:i:2:p:105-122 [Citation Analysis]	4
2000	Further insights on the puzzle of technical analysis profitability RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224 [Citation Analysis]	4
1998	A survey of corporate perceptions of short-termism among analysts and fund managers RePEc:taf:eurjfi:v:4:y:1998:i:3:p:233-256 [Citation Analysis]	4
2001	Bank failure: a multidimensional scaling approach RePEc:taf:eurjfi:v:7:y:2001:i:2:p:165-183 [Citation Analysis]	4
2002	Time varying country risk: an assessment of alternative modelling techniques RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274 [Citation Analysis]	4
2003	Variance ratio tests of the random walk hypothesis for European emerging stock markets RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300 [Citation Analysis]	4
1997	Implied volatility skews and stock return skewness and kurtosis implied by stock option prices RePEc:taf:eurjfi:v:3:y:1997:i:1:p:73-85 [Citation Analysis]	4
2009	Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750 [Citation Analysis]	4
1999	Modelling normal returns in event studies: a model-selection approach and pilot study RePEc:taf:eurjfi:v:5:y:1999:i:4:p:331-341 [Citation Analysis]	4
2007	Volatility as an Asset Class: European Evidence RePEc:taf:eurjfi:v:13:y:2007:i:7:p:621-644 [Citation Analysis]	4
1999	Beta lives - some statistical perspectives on the capital asset pricing model RePEc:taf:eurjfi:v:5:y:1999:i:3:p:213-224 [Citation Analysis]	4
1999	Dynamic futures hedging in currency markets RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314 [Citation Analysis]	3
1997	Dividend yield strategies in the British stock market RePEc:taf:eurjfi:v:3:y:1997:i:4:p:277-289 [Citation Analysis]	3
2001	Implied volatility surfaces: uncovering regularities for options on financial futures RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230 [Citation Analysis]	3
2002	Forecasting stock market volatility and the informational efficiency of the DAX-index options market RePEc:taf:eurjfi:v:8:y:2002:i:3:p:302-321 [Citation Analysis]	3
2006	Which factors determine sovereign credit ratings? RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377 [Citation Analysis]	3
2009	Copula goodness-of-fit testing: an overview and power comparison RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701 [Citation Analysis]	3
1998	Seasoned equity offers and rights issues: a review of the evidence RePEc:taf:eurjfi:v:4:y:1998:i:1:p:29-59 [Citation Analysis]	3
2005	Uncovering long memory in high frequency UK futures RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337 [Citation Analysis]	3
2000	Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis RePEc:taf:eurjfi:v:6:y:2000:i:1:p:39-69 [Citation Analysis]	3
2007	Assessing the Time-Varying Interest Rate Sensitivity of Real Estate Securities RePEc:taf:eurjfi:v:13:y:2007:i:8:p:705-715 [Citation Analysis]	3
1998	Transmission of movements in stock markets RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343 [Citation Analysis]	3
2002	The information in the term structure of German interest rates RePEc:taf:eurjfi:v:8:y:2002:i:1:p:21-45 [Citation Analysis]	3
2007	Stochastic Dominance Analysis of iShares RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101 [Citation Analysis]	3
2009	Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:777-795 [Citation Analysis]	3
2001	Derivatives usage in UK non-financial listed companies RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91 [Citation Analysis]	3
2005	Determinants of corporate debt securities in the Euro area RePEc:taf:eurjfi:v:11:y:2005:i:6:p:493-509 [Citation Analysis]	3
1995	Short-term performance pressures: is there a consensus view? RePEc:taf:eurjfi:v:1:y:1995:i:1:p:41-56 [Citation Analysis]	3
2004	Predictability of stock markets with disequilibrium trading RePEc:taf:eurjfi:v:10:y:2004:i:5:p:329-344 [Citation Analysis]	3
2006	Ownership structure and open market stock repurchases in France RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94 [Citation Analysis]	3

Citing documents used to compute impact factor 11:

Year	Title	See
2010	Stock and Bond Relationships in Asia RePEc:hhs:hacerc:2010-014	[Citation Analysis]
2010	Asian sovereign debt and country risk RePEc:eee:pacfin:v:18:y:2010:i:4:p:335-350	[Citation Analysis]
2010	Asset Pair-Copula Selection with Downside Risk Minimization RePEc:com:wpaper:037	[Citation Analysis]
2010	Sovereign Bonds and Socially Responsible Investment RePEc:kap:jbuset:v:92:y:2010:i:1:p:131-145	[Citation Analysis]
2010	Association between environmental factors and equity market performance: evidence from a nonparametric frontier method RePEc:kap:fmktpm:v:24:y:2010:i:3:p:245-269	[Citation Analysis]
2010	Archimedean Copulas and Temporal Dependence RePEc:cdl:ucsdec:1549539	[Citation Analysis]
2010	Archimedean Copulas and Temporal Dependence RePEc:cdl:ucsdec:qt0xh8q1g3	[Citation Analysis]
2010	Change analysis of a dynamic copula for measuring dependence in multivariate financial data RePEc:hal:cesptp:halshs-00368334	[Citation Analysis]
2010	A Goodness-of-fit Test for Copulas RePEc:crd:wpaper:10002	[Citation Analysis]
2010	Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes RePEc:pra:mprapa:34185	[Citation Analysis]
2010	Savings Mobilization, Financial Development and Liberalization: The Case of Malaysia RePEc:pra:mprapa:21718	[Citation Analysis]

Cites in year: CiY