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Updated February, 5 2013 465.484 documents processed, 11.198.332
references and 4.512.497 citations
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Journal of Futures Markets / John Wiley & Sons, Inc.
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. Create citation feed for this series Missing citations? Add them with our user input service Incorrect content? Let us know
Raw data: |
|
IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
1990 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
1991 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
1992 | | 0.08 | | 0 | 0 | | 0 | | | 0.04 |
1993 | | 0.09 | | 0 | 0 | | 0 | | | 0.05 |
1994 | | 0.1 | | 0 | 0 | | 0 | | | 0.05 |
1995 | | 0.19 | | 0 | 0 | | 0 | | | 0.07 |
1996 | | 0.23 | | 0 | 0 | | 0 | | | 0.1 |
1997 | | 0.29 | | 0 | 0 | | 0 | | | 0.1 |
1998 | | 0.29 | | 0 | 0 | | 0 | | | 0.11 |
1999 | | 0.34 | | 0 | 0 | | 0 | | | 0.15 |
2000 | | 0.43 | | 0 | 0 | | 0 | | | 0.17 |
2001 | | 0.45 | | 0 | 0 | | 0 | | | 0.17 |
2002 | | 0.46 | | 0 | 0 | | 0 | | | 0.21 |
2003 | | 0.48 | | 0 | 0 | | 0 | | | 0.21 |
2004 | | 0.55 | | 0 | 0 | | 0 | | | 0.23 |
2005 | | 0.57 | | 0 | 0 | | 0 | | | 0.24 |
2006 | | 0.54 | | 0 | 0 | | 0 | | | 0.22 |
2007 | | 0.48 | | 0 | 0 | | 0 | | | 0.19 |
2008 | | 0.5 | | 0 | 0 | | 0 | | | 0.22 |
2009 | | 0.51 | | 0 | 0 | | 0 | | | 0.21 |
2010 | | 0.46 | | 0 | 0 | | 0 | | | 0.17 |
2011 | | 0.64 | | 0 | 0 | | 0 | | | 0.26 |
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  Main indicatorsMost cited documents in this series: |
2013 | A NoâArbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges RePEc:wly:jfutmk:v:33:y:2013:i:1:p:77-102 [Citation Analysis] | 3 | 2012 | Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China RePEc:wly:jfutmk:v:32:y:2012:i:2:p:99-121 [Citation Analysis] | 1 | 2012 | Variance risk premiums and predictive power of alternative forward variances in the corn market RePEc:wly:jfutmk:v:32:y:2012:i:6:p:587-608 [Citation Analysis] | 1 | 2012 | A note on the performance of regime switching hedge strategy RePEc:wly:jfutmk:v:32:y:2012:i:4:p:389-396 [Citation Analysis] | 1 | 2012 | An empirical analysis of dynamic multiscale hedging using wavelet decomposition RePEc:wly:jfutmk:v:32:y:2012:i:3:p:272-299 [Citation Analysis] | 1 | Citing documents used to compute impact factor 0: Cites in year: CiY 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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