Citations ranking for series: Journal of Empirical Finance / Elsevier

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Empirical Finance / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.08		0	1		0	0		0			0.04
1991		0.08		0	0		0	0		0			0.04
1992		0.08		0	0		0	0		0			0.04
1993		0.09	6	6	1	0.17	770	0		0			0.05
1994	0.17	0.1	10	16	6	0.38	177	6	1	0	2	0.2	0.04
1995	0.44	0.19	14	30	12	0.4	172	16	7	14.3	3	0.21	0.07
1996	0.67	0.23	18	48	51	1.06	675	24	16	18.8	6	0.33	0.09
1997	0.47	0.29	13	61	40	0.66	582	32	15	0	3	0.23	0.1
1998	0.97	0.29	17	78	58	0.74	363	31	30	3.3	1	0.06	0.11
1999	1.07	0.33	23	101	122	1.21	345	30	32	9.4	6	0.26	0.14
2000	0.68	0.42	19	120	151	1.26	375	40	27	7.4	2	0.11	0.16
2001	0.95	0.44	25	145	218	1.5	308	42	40	0	8	0.32	0.17
2002	0.64	0.44	26	171	206	1.2	301	44	28	7.1	4	0.15	0.19
2003	0.71	0.46	26	197	363	1.84	738	51	36	0	25	0.96	0.2
2004	1.44	0.53	32	229	417	1.82	365	52	75	2.7	12	0.38	0.22
2005	1.47	0.56	30	259	433	1.67	322	58	85	3.5	8	0.27	0.23
2006	1.23	0.53	24	283	584	2.06	313	62	76	3.9	21	0.88	0.22
2007	1.07	0.46	35	318	514	1.62	328	54	58	5.2	17	0.49	0.19
2008	1.46	0.49	49	367	587	1.6	285	59	86	2.3	11	0.22	0.21
2009	1.1	0.5	60	427	591	1.38	262	84	92	5.4	13	0.22	0.2
2010	0.92	0.46	62	489	626	1.28	142	109	100	10	7	0.11	0.16
2011	0.64	0.57	62	551	670	1.22	98	122	78	6.4	13	0.21	0.22
2012	0.7	0.66	27	578	807	1.4	19	124	87	8	6	0.22	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

Most cited documents in this series:

Year	Title	Cited
1993	A long memory property of stock market returns and a new model. (1993). Granger, Clive ; Engle, Robert ; DING, Zhuanxin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106. Full description at Econpapers \|\| Download paper	586
1996	The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192. Full description at Econpapers \|\| Download paper	359
1997	Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158. Full description at Econpapers \|\| Download paper	258
1996	The econometrics of financial markets. (1996). pagan, adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102. Full description at Econpapers \|\| Download paper	178
2003	Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56. Full description at Econpapers \|\| Download paper	141
1998	Volatility and cross correlation across major stock markets. (1998). Ramchand, Latha ; Susmel, Raul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:4:p:397-416. Full description at Econpapers \|\| Download paper	127
2000	Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). McNeil, Alexander J. ; Frey, Rudiger . In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300. Full description at Econpapers \|\| Download paper	125
1993	Common stock offerings across the business cycle : Theory and evidence. (1993). masulis, ronald ; Choe, Hyuk ; Nanda, Vikram . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:3-31. Full description at Econpapers \|\| Download paper	105
2003	A simple measure of the intensity of capital controls. (2003). Edison, Hali ; Warnock, Francis E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:81-103. Full description at Econpapers \|\| Download paper	102
2003	Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621. Full description at Econpapers \|\| Download paper	87
2003	Univariate and multivariate stochastic volatility models: estimation and diagnostics. (2003). Richard, Jean-Francois ; Liesenfeld, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:505-531. Full description at Econpapers \|\| Download paper	81
2007	Measuring financial contagion: A Copula approach. (2007). RodrÃguez, Juan ; Rodriguez, Juan Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423. Full description at Econpapers \|\| Download paper	79
1997	High frequency data in financial markets: Issues and applications. (1997). Goodhart, Charles A. E., ; O'Hara, Maureen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114. Full description at Econpapers \|\| Download paper	73
2004	Modelling daily Value-at-Risk using realized volatility and ARCH type models. (2004). Laurent, SÃ©bastien ; Giot, Pierre. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:379-398. Full description at Econpapers \|\| Download paper	72
1997	Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von WeizsÃ¤cker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; von Weizsacker, Jacob E. ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239. Full description at Econpapers \|\| Download paper	70
1997	The incremental volatility information in one million foreign exchange quotations. (1997). xu, xinzhong ; Taylor, Stephen J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:4:p:317-340. Full description at Econpapers \|\| Download paper	66
2001	The specification of conditional expectations. (2001). Harvey, Campbell. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:5:p:573-637. Full description at Econpapers \|\| Download paper	61
2005	Testing for contagion: a conditional correlation analysis. (2005). cipollini, andrea ; Caporale, Guglielmo Maria ; Spagnolo, Nicola . In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489. Full description at Econpapers \|\| Download paper	60
1997	Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model. (1997). Engle, Robert ; Russell, Jeffrey R.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:187-212. Full description at Econpapers \|\| Download paper	57
1997	Public information releases, private information arrival and volatility in the foreign exchange market. (1997). Degennaro, Ramon ; Shrieves, Ronald E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:4:p:295-315. Full description at Econpapers \|\| Download paper	55
2002	Market timing and return prediction under model instability. (2002). Timmermann, Allan ; Pesaran, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510. Full description at Econpapers \|\| Download paper	55
2000	Sensitivity analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:225-245. Full description at Econpapers \|\| Download paper	52
2003	Predicting emerging market currency crashes. (2003). Perraudin, William ; Kumar, Mohan ; Moorthy, Uma. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:427-454. Full description at Econpapers \|\| Download paper	52
2004	Investor sentiment and the near-term stock market. (2004). Brown, Gregory W. ; CLIFF, MICHAEL T.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27. Full description at Econpapers \|\| Download paper	49
1994	Alternative constructions of Tobins q: An empirical comparison. (1994). Wiles, Kenneth W. ; Perfect, Steven B.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1994:i:3-4:p:313-341. Full description at Econpapers \|\| Download paper	49
1998	International evidence on the stock market and aggregate economic activity. (1998). Cheung, Yin-Wong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:3:p:281-296. Full description at Econpapers \|\| Download paper	46
1999	A primer on hedge funds. (1999). Hsieh, David A. ; Fung, William . In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:3:p:309-331. Full description at Econpapers \|\| Download paper	46
2006	Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315. Full description at Econpapers \|\| Download paper	46
1999	Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon. (1999). Bollerslev, Tim ; Andersen, Torben ; Lange, Steve. In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:5:p:457-477. Full description at Econpapers \|\| Download paper	42
1999	Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27. Full description at Econpapers \|\| Download paper	42
2007	Firm-level implications of early stage venture capital investment -- An empirical investigation. (2007). Keilbach, Max ; Engel, Dirk. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:2:p:150-167. Full description at Econpapers \|\| Download paper	41
2002	Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?. (2002). Melvin, Michael ; Covrig, Vicentiu . In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:3:p:271-285. Full description at Econpapers \|\| Download paper	40
2001	Testing for mean-variance spanning: a survey. (2001). Nijman, Theo ; de Roon, Frans A.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:2:p:111-155. Full description at Econpapers \|\| Download paper	40
1998	Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1. (1998). Startz, Richard ; Nelson, Charles ; Kim, Chang-Jin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:2:p:131-154. Full description at Econpapers \|\| Download paper	39
1993	International asset pricing with alternative distributional specifications. (1993). Zhou, Guofu ; Harvey, Campbell. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:107-131. Full description at Econpapers \|\| Download paper	39
1994	Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets. (1994). Phillips, Peter ; Loretan, Mico . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1994:i:2:p:211-248. Full description at Econpapers \|\| Download paper	39
1995	The structure of international stock returns and the integration of capital markets. (1995). Rouwenhorst, K. ; Wessels, Roberto E. ; Heston, Steven L.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:2:y:1995:i:3:p:173-197. Full description at Econpapers \|\| Download paper	39
2005	Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Melvin, Michael ; Grammig, Joachim ; Schlag, Christian . In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164. Full description at Econpapers \|\| Download paper	37
1993	The performance of international asset allocation strategies using conditioning information. (1993). Solnik, Bruno . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:33-55. Full description at Econpapers \|\| Download paper	35
1997	The analysis of foreign exchange data using waveform dictionaries. (1997). Ramsey, James B. ; Zhang, Zhifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:4:p:341-372. Full description at Econpapers \|\| Download paper	34
2001	Testing and comparing Value-at-Risk measures. (2001). Inoue, Atsushi ; Christoffersen, Peter ; Hahn, Jinyong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:3:p:325-342. Full description at Econpapers \|\| Download paper	34
2001	Why long horizons? A study of power against persistent alternatives. (2001). Campbell, John. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:5:p:459-491. Full description at Econpapers \|\| Download paper	33
1995	Speculative bubbles with stochastic explosive roots: The failure of unit root testing. (1995). Charemza, Wojciech ; Deadman, Derek F.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:2:y:1995:i:2:p:153-163. Full description at Econpapers \|\| Download paper	33
1995	Testing for continuous-time models of the short-term interest rate. (1995). Zakoian, Jean-Michel ; Scaillet, Olivier ; BROZE, Laurence . In: Journal of Empirical Finance. RePEc:eee:empfin:v:2:y:1995:i:3:p:199-223. Full description at Econpapers \|\| Download paper	32
1994	Neglected common factors in exchange rate volatility. (1994). Mahieu, Ronald ; Schotman, Peter . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1994:i:3-4:p:279-311. Full description at Econpapers \|\| Download paper	32
2007	Order dynamics: Recent evidence from the NYSE. (2007). Jain, Pankaj ; Ellul, Andrew ; Jennings, Robert ; Holden, Craig W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:5:p:636-661. Full description at Econpapers \|\| Download paper	31
2004	The rise in comovement across national stock markets: market integration or IT bubble?. (2004). Del Negro, Marco ; Brooks, Robin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:5:p:659-680. Full description at Econpapers \|\| Download paper	31
2003	Realized volatility in the futures markets. (2003). Thomakos, Dimitrios ; Wang, Tao . In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:3:p:321-353. Full description at Econpapers \|\| Download paper	31
2003	Diversification benefits of emerging markets subject to portfolio constraints. (2003). Wang, Zhenyu ; Sarkar, Asani ; Li, Kai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:57-80. Full description at Econpapers \|\| Download paper	31
2000	Coincident and leading indicators of the stock market. (2000). Potter, Simon ; Chauvet, Marcelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:1:p:87-111. Full description at Econpapers \|\| Download paper	31

Citing documents used to compute impact factor 87:

Year	Title	See
2012	Robust Portfolio Allocation with Systematic Risk Contribution Restrictions. (2012). gourieroux, christian ; Jay, Emmanuelle ; Darolles, Serge . In: Working Papers. RePEc:crs:wpaper:2012-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do VCs use inside rounds to dilute founders? Some evidence from Silicon Valley. (2012). Broughman, Brian J. ; Fried, Jesse M.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1104-1120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonlinearity and smoothing in venture capital performance data. (2012). McKenzie, Michael ; Wongwachara, Warapong ; Satchell, Stephen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:782-795. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk . In: Research Memoranda. RePEc:dgr:umamet:2012036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do jumps mislead the FX market?. (2012). Laurent, SÃ©bastien ; LECOURT, Christelle ; Gnabo, Jean-Yves . In: Quantitative Finance. RePEc:taf:quantf:v:12:y:2012:i:10:p:1521-1532. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Jump robust daily covariance estimation by disentangling variance and correlation components. (2012). Croux, Christophe ; Boudt, Kris ; Cornelissen, Jonathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:2993-3005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the online estimation of local constant volatilities. (2012). Fried, Roland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3080-3090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On detection of volatility spillovers in simultaneously open stock markets. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:37504. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	And Now, The Rest of the News: Volatility and Firm Specific News Arrival. (2012). Lunde, Asger ; Engle, Robert ; Hansen, Martin Klint . In: CREATES Research Papers. RePEc:aah:create:2012-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Verhofen, Michael ; Frey, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Political rights, taxation, and firm valuation: Evidence from Saxony around 1900. (2012). Lehmann, Sibylle. In: FZID Discussion Papers. RePEc:zbw:fziddp:592012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How unconventional are large-scale asset purchases? The impact of monetary policy on asset prices. (2012). Rosa, Carlo. In: Staff Reports. RePEc:fip:fednsr:560. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling and explaining the dynamics of European Union Allowance prices at high-frequency. (2012). RotfuÃ, Waldemar ; Conrad, Christian ; Rittler, Daniel . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:316-326. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk dynamics surrounding the issuance of convertible bonds. (2012). Schiereck, Dirk ; Mietzner, Mark ; Zeidler, Felix . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:273-290. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inter-Dealer OTC E-markets. (2012). ZIMAN, Iosif . In: Informatica Economica. RePEc:aes:infoec:v:16:y:2012:i:3:p:105-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market. (2012). Fang, Fang ; Luo, Yongli ; Esqueda, Omar A.. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:5:p:193-211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Warrant pricing under GARCH diffusion model. (2012). Ma, Chao-Qun ; Wu, Xin-Yu ; Wang, Shou-Yang . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2237-2244. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Value relevance of financial reporting on the Warsaw Stock Exchange. (2012). Kubik-Kwiatkowska, Monika . In: Working Papers. RePEc:wse:wpaper:60. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Did Good Corporate Governance Improve Bank Performance during the Financial Crisis?. (2012). VÃ¤hÃ¤maa, Sami ; Peni, Emilia ; Vahamaa, Sami . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:41:y:2012:i:1:p:19-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between liquidity, corporate governance, and firm valuation: Evidence from Russia. (2012). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; French, Joseph J.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:465-477. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effects of ownership and stock liquidity on the timing of repurchase transactions. (2012). Simkovic, Michael ; De Cesari, Amedeo ; Espenlaub, Susanne ; Khurshed, Arif . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:5:p:1023-1050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob . In: Discussion Papers. RePEc:zbw:bubdps:162012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A nonparametric GARCH model of crude oil price return volatility. (2012). Suardi, Sandy ; Hou, Aijun . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:2:p:618-626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A comparative analysis of the informational efficiency of the fixed income market in seven European countries. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Martinez, Lisana B.. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:426-428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing conditional factor models. (2012). Kristensen, Dennis ; Ang, Andrew. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:132-156. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The cross-section of stock returns in frontier emerging markets. (2012). Swinkels, Laurens ; Pang, Juan ; de Groot, Wilma . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:796-818. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of passive investing on corporate valuations. (2012). Nanigian, David ; Finke, Michael ; Belasco, Eric . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:11:p:1067-1084. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate. (2012). Muto, Ichiro. In: MPRA Paper. RePEc:pra:mprapa:43220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Predicting and Capitalizing on Stock Market Bears in the U.S.. (2012). Candelon, Bertrand ; Ahmed, Jameel ; Jameel, Ahmed ; Stefan, Straetmans . In: Research Memoranda. RePEc:dgr:umamet:2012019. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are hedge funds guilty of manipulative short-selling?. (2012). Hao, Qing ; Zhang, Ying Jenny ; Haggard, Stephen K.. In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:11:p:1048-1066. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Chou, Pin-Huang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term predictability of equity returns along two style dimensions. (2012). Shynkevich, Andrei . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:675-685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals. (2012). Yeoman, John C. ; Jones, Steven L.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:1-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Drug approval decisions: A note on stock liquidity effects. (2012). Himmelmann, Achim ; Schiereck, Dirk . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:640-652. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Household Finance. An Emerging Field. (2012). Guiso, Luigi ; Sodini, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do investorsâ sentiment dynamics affect stock returns? Evidence from the US economy. (2012). Dergiades, Theologos. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:404-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Cross-border venture capital investments in Asia: Selection and exit performance. (2012). Dai, Na ; Jo, Hoje ; Kassicieh, Sul . In: Journal of Business Venturing. RePEc:eee:jbvent:v:27:y:2012:i:6:p:666-684. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonlinearity and smoothing in venture capital performance data. (2012). McKenzie, Michael ; Wongwachara, Warapong ; Satchell, Stephen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:782-795. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:2:p:241-253. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investability, Corporate Governance and Firm Value. (2012). Suurlaht, Anita ; Connor, Gregory . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n223-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Legal bonding, investor recognition, and cross-listing premia in emerging markets. (2012). O'Connor, Thomas. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n226-12.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price jumps in Visegrad-country stock markets: An empirical analysis. (2012). Novotny, Jan ; Hanousek, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:184-201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A reassessment of the risk-return tradeoff at the daily horizon. (2012). SÃ©vi, BenoÃ®t ; Svi, Benot ; Baena, Csar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00845. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock exchange consolidation and return volatility. (2012). Ben Slimane, Faten . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:6:p:606-627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). SÃ©vi, BenoÃ®t ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression. (2012). Van den Poel, Dirk ; BENOIT, D. F. ; MIGUeIS, V. L.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/803. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Diversification and risk-adjusted performance: A quantile regression approach. (2012). Lee, BongSoo ; Li, Ming-Yuan Leon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2157-2173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A quantile regression approach to bank efficiency measurement. (2012). Pasiouras, Fotios ; mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia . In: MPRA Paper. RePEc:pra:mprapa:51879. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural Breaks and Predictive Regressions Models of South African Equity Premium. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Country effects in CEE3 stock market networks: a preliminary study. (2012). VÃ½rost, TomÃ¡Å¡ ; Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A study of the interplay between the structure variation and fluctuations of the Shanghai stock market. (2012). Sen, Hu ; Chunxia, Yang ; Bingying, Xia ; Rui, Wang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3198-3205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Sun, Bo ; Han, Feng ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock market networks: The dynamic conditional correlation approach. (2012). VÃ½rost, TomÃ¡Å¡ ; LyÃ³csa, Å tefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Product market relationships and cost of bank loans: Evidence from strategic alliances. (2012). HASAN, IFTEKHAR ; Francis, Bill ; Fang, Yiwei ; Wang, Haizhi . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:653-674. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The simple econometrics of tail dependence. (2012). Zhou, Chen ; Oordt, Maarten ; van Oordt, Maarten R. C., . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:371-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Performance of technical analysis in growth and small cap segments of the US equity market. (2012). Shynkevich, Andrei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:1:p:193-208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Technical trading revisited: False discoveries, persistence tests, and transaction costs. (2012). Scaillet, Olivier ; Bajgrowicz, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:473-491. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods. (2012). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:41566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Value relevance and the dot-com bubble of the 1990s. (2012). Alam, Pervaiz ; Morris, John J.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:243-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Predicting the U.S. bear stock market using the consumption-wealth ratio. (2012). . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Bley, Jorg ; Saad, Mohsen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P.. In: Working Papers. RePEc:pre:wpaper:201224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Jooste, Charl ; Aye, Goodness C.. In: Working papers. RePEc:uct:uconnp:2012-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation. (2012). Sousa, Ricardo ; JAWADI, Fredj. In: NIPE Working Papers. RePEc:nip:nipewp:24/2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2012). Ozdemir, Zeynel ; Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Jooste, Charl ; Aye, Goodness C.. In: Working Papers. RePEc:nlv:wpaper:1211. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How do central banks react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:641-653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A refined consumptionâwealth ratio and its role on time-varying consumption risk. (2012). Quijano, Margot . In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:1:p:88-90. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How does fiscal policy react to wealth composition and asset prices?. (2012). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries. (2012). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2012-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pitfalls in VAR based return decompositions: A clarification. (2012). Pedersen, Thomas ; Engsted, Tom ; Tanggaard, Carsten . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1255-1265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exploring the role of the realized return distribution in the formation of the implied volatility smile. (2012). Rompolis, Leonidas ; Chalamandaris, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1028-1044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiâregime models for nonlinear nonstationary time series. (2012). Battaglia, Francesco ; Protopapas, Mattheos . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:319-341. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock return predictability and stationarity of dividend yield. (2012). Chang, Kuang-Liang . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A partisan effect in the efficiency of the US stock market. (2012). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4923-4932. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data. (2012). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose ; Espinosa-Paredes, Gilberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5643-5647. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric inference in a GARCH-in-mean model. (2012). Iglesias, Emma ; Dahl, Christian ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:458-472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Risk Aversion in the Euro area. (2012). Benchimol, Jonathan. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-00713669. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	End-of-the-year economic growth and time-varying expected returns. (2012). MÃ¸ller, Stig ; Rangvid, Jesper ; Moller, Stig V.. In: CREATES Research Papers. RePEc:aah:create:2012-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo-Kengne, Beatrice D. ; Aye, Goodness C. ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:pre:wpaper:201222. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno. (2012). AcuÃ±a, AndrÃ©s ; Acua, Andres A. ; Pinto, Cristian F.. In: MPRA Paper. RePEc:pra:mprapa:41091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo-Kengne, Beatrice D. ; Aye, Goodness C. ; Simo -Kengne, Beatrice D.. In: Working Papers. RePEc:sza:wpaper:wpapers166. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Does it take volume to move fx rates? Evidence from quantile regressions. (2012). BieÅ-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:35-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantiles autocorrelation in stock markets returns. (2012). Da costa, Alexandre Silva ; Ceretta, Paulo Sergio ; Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis. (2012). Karolyi, Andrew G.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:516-547. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand. (2012). Gyntelberg, Jacob ; Tientip, Subhanij ; Loretan, Mico . In: IMF Working Papers. RePEc:imf:imfwpa:12/214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On detection of volatility spillovers in simultaneously open stock markets. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:37504. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	State-dependent Momentum in International Stock Markets. (2012). Baur, Dirk ; Dimpfl, Thomas . In: Working Paper Series. RePEc:uts:wpaper:169. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Study on the Support Systems for Corporate Governance. (2011). BRANDAS, Claudiu . In: Informatica Economica. RePEc:aes:infoec:v:15:y:2011:i:4:p:55-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Impact of Macro News on Volatility of Stock Exchanges. (2011). Bedowska-Sojka, Barbara. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:99-110. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Diversification in Private Equity Funds: On Knowledge-sharing, Risk-aversion and Limited-attention. (2011). Humphery-Jenner, Mark ; Humphèry, Mark ; Humphery von Jenner, Mark. In: Discussion Paper. RePEc:dgr:kubcen:2011046. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Long Memory Dynamics for Multivariate Dependence under Heavy Tails. (2011). Lucas, AndrÃ© ; Koopman, Siem Jan ; Janus, Pawel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Long Memory Dynamics for Multivariate Dependence under Heavy Tails. (2011). André Lucas, ; Koopman, Siem Jan ; Janus, Pawel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach. (2011). YEN, JEROME ; Lai, Kin Keung ; He, Kaijian . In: Energy Economics. RePEc:eee:eneeco:v:33:y:2011:i:5:p:903-911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Value creation and pricing in buyouts: Empirical evidence from Europe and North America. (2011). Achleitner, Ann-Kristin ; Braun, Reiner ; Engel, Nico . In: Review of Financial Economics. RePEc:eee:revfin:v:20:y:2011:i:4:p:146-161. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A review of the seasonal affective disorder hypothesis. (2011). Khaled, Mohammed S. ; Keef, Stephen P.. In: The Journal of Socio-Economics. RePEc:eee:soceco:v:40:y:2011:i:6:p:959-967. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Time-Varying Beta Estimators in the Mexican Emerging Market. (2011). Zarraga, Ainhoa ; Orbe, Susan ; Alonso, Ainhoa Zarraga ; Mandaluniz, Susan Orbe ; Domenech, Belen Nieto . In: BILTOKI. RePEc:ehu:biltok:5283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multiple agency perspective, family control, and private information abuse in an emerging economy. (2011). Filatotchev, Igor ; Zhang, Xiaoxiang ; Piesse, Jenifer . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:28:y:2011:i:1:p:69-93. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The financial crisis and hedge fund returns. (2011). Bollen, Nicolas . In: Review of Derivatives Research. RePEc:kap:revdev:v:14:y:2011:i:2:p:117-135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing Conditional Factor Models. (2011). Kristensen, Dennis ; Ang, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:17561. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Agglomeration Economies and Local Comovement of Stock Returns. (2011). Fu, Shihe ; Shan, Liwei . In: MPRA Paper. RePEc:pra:mprapa:31887. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2010). Perron, Pierre ; McCloskey, Adam. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Price Jumps in Visegrad Country Stock Markets: An Empirical Analysis. (2010). Novotny, Jan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Were Stocks during the Financial Crisis More Jumpy: A Comparative Study. (2010). Novotny, Jan. In: CERGE-EI Working Papers. RePEc:cer:papers:wp416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility. (2010). Cakmakli, Cem ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2010115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The properties of realized correlation: Evidence from the French, German and Greek equity markets. (2010). VORTELINOS, DIMITRIOS. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:50:y:2010:i:3:p:273-290. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Location, Location, Location: Entrepreneurial Finance Meets Economic Geography. (2010). Shachmurove, Yochanan. In: PIER Working Paper Archive. RePEc:pen:papers:10-030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Geographic location of a new venture and the likelihood of a venture capital investment. (2010). Kaserer, Christoph ; Achleitner, Ann-Kristin ; Bender, Marko ; Lutz, Eva . In: CEFS Working Paper Series. RePEc:zbw:cefswp:201002. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	The dividend-price ratio does predict dividend growth: International evidence. (2009). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2009-36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression. (2009). Mattos, Fabio ; Garcia, Philip . In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri. RePEc:ags:nccc09:53035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices. (2009). McSweeney, Brendan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:34:y:2009:i:6-7:p:835-848. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach. (2009). Chateau, John-Peter D.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:260-270. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, Li ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Financial crisis, exchange rate and stock market integration. (2009). Yoshida, Yushi. In: Discussion Papers. RePEc:kyu:dpaper:38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Peters, Helen ; Chen, Yong . In: NBER Working Papers. RePEc:nbr:nberwo:15318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices. (2009). KrÃ¤ussl, Roman ; Pollet, Joshua ; Krussl, Roman ; Jegadeesh, Narasimhan . In: NBER Working Papers. RePEc:nbr:nberwo:15335. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets. (2009). Kim, Hyeongwoo ; Chen, Shu-Ling . In: MPRA Paper. RePEc:pra:mprapa:18680. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Family firms and investments. (2009). Golinelli, Roberto ; Parigi, Giuseppe ; Bianco, Madga . In: MPRA Paper. RePEc:pra:mprapa:19247. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Does lowering dividend tax rates increase dividends repatriated?: evidence of intra-firm cross-border dividend repatriation policies by German Multinational Enterprises. (2009). Leibrecht, Markus ; Bellak, Christian ; Wild, Michael . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:200919. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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