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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Applied Financial Economics Letters / Taylor and Francis Journals

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.290000.11
19990.340000.15
20000.430000.17
20010.450000.17
20020.460000.21
20030.480000.21
20040.550000.23
20050.5767830040.060.24
20060.130.54495867911.130.060.22
20070.130.48713811615020.030.19
20080.080.58520120101010.010.22
20090.060.5101561000.21
20100.020.46085200.17
20110.640000.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2006Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation
RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130 [Citation Analysis]		25
2005Temporal stability of estimates of risk aversion
RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35 [Citation Analysis]		15
2005A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers
RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93 [Citation Analysis]		8
2005Forecast performance of neural networks and business cycle asymmetries
RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210 [Citation Analysis]		6
2006The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note
RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53 [Citation Analysis]		6
2007Project valuation and investment decisions: CAPM versus arbitrage
RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140 [Citation Analysis]		6
2006Economic value added and systemic value added: symmetry, additive coherence and differences in performance
RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154 [Citation Analysis]		6
2005The impact of financial deregulation on monetary aggregates and interest rates in Australia
RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163 [Citation Analysis]		5
2005Measuring half-lives: using a non-parametric bootstrap approach
RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4 [Citation Analysis]		4
2005On the relationship between central bank independence and inflation: some more bad news
RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385 [Citation Analysis]		4
2005Empirical identification of currency crises: differences and similarities between indicators
RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46 [Citation Analysis]		4
2007Measuring the macroeconomic impact of workers remittances in a data-rich environment
RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363 [Citation Analysis]		4
2005An alternative method to test for contagion with an application to the Asian financial crisis
RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347 [Citation Analysis]		4
2006Long memory properties of real interest rates for 16 countries
RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30 [Citation Analysis]		4
2007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks
RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262 [Citation Analysis]		4
2005REIT markets: periodically collapsing negative bubbles?
RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69 [Citation Analysis]		4
2007The monetary approach to exchange rate determination for Malaysia
RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94 [Citation Analysis]		3
2008Mood and UK equity pricing
RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240 [Citation Analysis]		3
2005The shareholder wealth effects of voluntary foreign delistings: an empirical analysis
RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204 [Citation Analysis]		3
2007Nonlinear mean reversion in stock prices: evidence from Asian markets
RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29 [Citation Analysis]		3
2005Twenty-two years of Japanese institutional forecasts
RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84 [Citation Analysis]		3
2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market
RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108 [Citation Analysis]		3
2005What causes the hidden economy in Spain?
RePEc:taf:apfelt:v:1:y:2005:i:3:p:143-150 [Citation Analysis]		2
2005Does volume provide information? Evidence from the Irish Stock Market
RePEc:taf:apfelt:v:1:y:2005:i:2:p:105-109 [Citation Analysis]		2
2007Measuring the US social discount rate
RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66 [Citation Analysis]		2
2005Does the credit risk premium lead the stock market?
RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268 [Citation Analysis]		2
2007Examining the nature of the gains from investment in the emerging stock markets of the Central and Eastern European region
RePEc:taf:apfelt:v:3:y:2007:i:2:p:85-90 [Citation Analysis]		2
2006The equity premium puzzle and decreasing relative risk aversion
RePEc:taf:apfelt:v:2:y:2006:i:3:p:179-182 [Citation Analysis]		2
2008Demonstrating error-correction modelling for intraday statistical arbitrage
RePEc:taf:apfelt:v:4:y:2008:i:4:p:287-292 [Citation Analysis]		2
2007Political orientation of government and stock market returns
RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273 [Citation Analysis]		2
2005Speculation or hedging in the Irish stock exchange
RePEc:taf:apfelt:v:1:y:2005:i:1:p:9-14 [Citation Analysis]		2
2006Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?
RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158 [Citation Analysis]		2
2007Project selection and equivalent CAPM-based investment criteria
RePEc:taf:apfelt:v:3:y:2007:i:3:p:165-168 [Citation Analysis]		2
2005New insights on the importance of agency costs for corporate debt maturity decisions
RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238 [Citation Analysis]		2
2005An affine three-factor model of the German term structure of interest rates with macroeconomic content
RePEc:taf:apfelt:v:1:y:2005:i:3:p:151-156 [Citation Analysis]		2
2005Internal corporate governance mechanisms and corporate performance: evidence for UK firms
RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216 [Citation Analysis]		2
2005Determinants of bank net interest margins in southeast asia
RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57 [Citation Analysis]		2
2008Day of the week seasonality in African stock markets
RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120 [Citation Analysis]		2
2006A micro-econometric model of the UK property-liability insurance industry
RePEc:taf:apfelt:v:2:y:2006:i:4:p:257-260 [Citation Analysis]		1
2008Efficiency of the South African equity market
RePEc:taf:apfelt:v:4:y:2008:i:5:p:327-330 [Citation Analysis]		1
2005Bank sales, spread and profitability: an empirical analysis
RePEc:taf:apfelt:v:1:y:2005:i:5:p:293-296 [Citation Analysis]		1
2006Asymmetric beta in bull and bear market conditions: evidences from India
RePEc:taf:apfelt:v:2:y:2006:i:1:p:55-59 [Citation Analysis]		1
2007Structural breaks in financial ratios: evidence for nine international markets
RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384 [Citation Analysis]		1
2006A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH
RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188 [Citation Analysis]		1
2008Stock market returns and the temperature effect: new evidence from Europe
RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467 [Citation Analysis]		1
2007A global network of stock markets and home bias puzzle
RePEc:taf:apfelt:v:3:y:2007:i:3:p:197-199 [Citation Analysis]		1
2006The response of sub-sector REIT returns to shocks in fundamental state variables
RePEc:taf:apfelt:v:2:y:2006:i:2:p:71-75 [Citation Analysis]		1
2008Comovement in the FTSE 100 Index
RePEc:taf:apfelt:v:4:y:2008:i:1:p:9-12 [Citation Analysis]		1
2006Hedging under price and output uncertainty: revisited
RePEc:taf:apfelt:v:2:y:2006:i:4:p:243-245 [Citation Analysis]		1
2008Estimating the value of victory: English football
RePEc:taf:apfelt:v:4:y:2008:i:4:p:299-302 [Citation Analysis]		1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Recent citations received in: 2008

YearTitleSee
2008The determinants for the survival of firms in the Athens Exchange
RePEc:bog:econbl:y:2008:i:31:p:07-30		[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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