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

Financial Markets and Portfolio Management / Springer

[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
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44000000.17
20020.44000000.19
20030.46000000.2
20040.535510.23000.22
20050.56202510.04325010.050.23
20060.080.53325790.16822525050.160.22
20070.230.463289230.2688521258.340.130.19
20080.330.4919108280.2622642133.320.110.21
20090.290.526134380.282751152030.120.2
20100.180.4628162450.283245837.510.040.16
20110.310.5728190740.396541741.210.040.22
20120.140.6625215510.249568030.120.26
 
 
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:

YearTitleCited
2007Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470.

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49
2006Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

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15
2006Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471.

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15
2007Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43.

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14
2010Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213.

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7
2010Common (stock) sense about risk-shifting and bank bailouts. (2010). Wilson, Linus ; Wu, Yan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29.

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7
2006Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398.

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7
2006A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491.

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7
2010Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170.

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7
2009Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29.

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6
2008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, He ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

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6
2006Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Mendelson, Haim ; Amihud, Yakov . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32.

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6
2008Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258.

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6
2009Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348.

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6
2006Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18.

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6
2007Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292.

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5
2009Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103.

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4
2007Do venture capitalists imitate portfolio size?. (2007). Gygax, André ; Griffiths, Anna. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:69-94.

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4
2005Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311.

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4
2006The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

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4
2005The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380.

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4
2006How do investment patterns of independent and captive private equity funds differ? Evidence from Germany. (2006). Tykvova, Tereza. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:399-418.

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4
2006Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118.

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4
2006Recent Developments in Credit Markets. (2006). Brommundt, Bernd ; Gisdakis, Philip ; Zaiser, Michael ; Felsenheimer, Jochen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:221-234.

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3
2008Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167.

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3
2006Board Members and Company Value. (2006). Yermack, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47.

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3
2007The tactical and strategic value of hedge fund strategies: a cointegration approach. (2007). Füss, Roland ; Kaiser, Dieter ; Fuss, Roland ; ROLAND FÜSS, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:425-444.

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3
2006Portfolio management and retirement: what is the best arrangement for a family?. (2006). Post, Thomas ; Gründl, Helmut ; Schmeiser, Hato ; Helmut Gründl, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:265-285.

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3
2005Determinants of Financial Distress Costs. (2005). Rodrigues, Luis ; Pindado, Julio. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359.

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3
2008The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126.

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3
2005Market Timing And Model Uncertainty: An Exploratory Study For The Swiss Stock Market. (2005). Rey, David . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:239-260.

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3
2007Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398.

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3
2005Markov Chain Monte Carlo Methods in Financial Econometrics. (2005). Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:397-405.

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2
2005The Regulatory Burden in the Swiss Wealth Management Industry. (2005). Buhrer, Christian ; Hubli, Ivo ; Marti, Eliane. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:99-108.

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2
2007The characteristics and development of the Swiss franc repurchase agreement market. (2007). Kraenzlin, Sébastien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261.

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2
2010Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102.

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2
2006C-CAPM Refinements and the Cross-Section of Returns. (2006). Söderlind, Paul. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73.

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2
2007Performance differentiation: cutting losses and maximizing profits of private equity and venture capital investments. (2007). Welpe, Isabell ; Lauterbach, Rainer ; Fertig, Jan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:45-67.

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2
2009The financial crisis in Norway: effects on financial markets and measures taken. (2009). Kloster, Arne ; Bernhardsen, Tom ; Syrstad, Olav ; Smith, Elisabeth . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:361-381.

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2
An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options. (2005). Ammann, Manuel ; Seiz, Ralf . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:381-396.

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2
2010Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets. (2010). Stotz, Olaf ; Wanzenried, Gabrielle ; Dohnert, Karsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:3:p:219-243.

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2
2006Relative importance of hedge fund characteristics. (2006). Moigne, Cecile ; Savaria, Patrick. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:419-441.

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2
2007Three aspects of the Swiss term structure: an empirical survey. (2007). Gerlach-Kristen, Petra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240.

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2
2010Regulation of systemic liquidity risk. (2010). Cao, Jin ; Illing, Gerhard . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:31-48.

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2
2005Price Linkages Between the US, Japan and UK Stock Markets. (2005). Floros, Christos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:2:p:169-178.

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2
2006Dividend Policy in Switzerland. (2006). Stacescu, Bogdan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:153-183.

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2
2005Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46.

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2
2005Mutual Fund Growth in Standard and Specialist Market Segments. (2005). Ruenzi, Stefan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:2:p:153-167.

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2
2007Return decomposition of absolute-performance multi-asset class portfolios. (2007). Illmer, Stefan ; Marty, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:121-134.

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2
2010Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

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2

Citing documents used to compute impact factor 8:

YearTitleSee
2012Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs. (2012). von Wyss, Rico ; Kohler, Alexander . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:10.

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[Citation Analysis]
2012No contagion, only globalization and flight to quality. (2012). Szafarz, Ariane ; Chapelle, Ariane ; Briere, Marie . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1729-1744.

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[Citation Analysis]
2012Deciding to decide: Gender, leadership and risk-taking in groups. (2012). Gurdal, Mehmet ; Ertaç, Seda ; Ertac, Seda. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:1:p:24-30.

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[Citation Analysis]
2012Liquidity risk in banking: is there herding?. (2012). Bonfim, Diana ; Kim, Moshe . In: Working Papers. RePEc:ptu:wpaper:w201218.

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[Citation Analysis]
2012Crisis and risk dependencies. (2012). Grundke, Peter ; Polle, Simone . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528.

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[Citation Analysis]
2012Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios. (2012). Marques, Daniel S. ; Mendes, Beatriz Vaz de Melo, . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:449-464.

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[Citation Analysis]
2012Recapitalization, credit and liquidity. (2012). merrouche, ouarda ; Mariathasan, Mike. In: Economic Policy. RePEc:bla:ecpoli:v:27:y:2012:i:72:p:603-646.

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[Citation Analysis]
2012Escaping TARP. (2012). Wilson, Linus ; Wu, Yan Wendy . In: Journal of Financial Stability. RePEc:eee:finsta:v:8:y:2012:i:1:p:32-42.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM. (2012). Cadogan, Godfrey ; Charles-Cadogan, G.. In: Papers. RePEc:arx:papers:1206.4562.

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[Citation Analysis]
2012Universal Banking and Credit Risk: Evidence from Tunisia. (2012). HAKIMI, ABDELAZIZ ; Hichem, Ahmet DKHILI ; Wafa, KHLAIFIA ; Abdelaziz, Hakimi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-04-12.

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[Citation Analysis]
2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Service quality in the private banking business. (2011). Horn, Carsten ; Rudolf, Markus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:173-195.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Delistings of secondary listings: price and volume effects. (2010). von Wyss, Rico ; Pfister, Matthias . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:4:p:395-418.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009A Black Swan in the Money Market. (2009). Williams, John ; Taylor, John. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:1:y:2009:i:1:p:58-83.

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[Citation Analysis]
2009Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?. (2009). Kirchgässner, Gebhard ; Kirchgassner, Gebhard . In: Perspektiven der Wirtschaftspolitik. RePEc:bla:perwir:v:10:y:2009:i:4:p:436-468.

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[Citation Analysis]
2009Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410.

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[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.