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

Applied Financial Economics Letters / Taylor and Francis Journals

[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
20010.44010000.17
20020.44000000.19
20030.46010000.2
20040.53020000.22
20050.56676770.11080040.060.23
20060.150.5349116130.117267101030.060.22
20070.110.4671187180.15911613030.040.19
20080.10.4985272310.1138120128.320.020.21
20090.080.5272360.1301561200.2
20100.050.46272340.13085400.16
20110.57272380.140000.22
20120.66272470.170000.26
 
 
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
2006Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130.

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31
2005Temporal stability of estimates of risk aversion. (2005). McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn ; Rutstrom, Elisabet E.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35.

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22
2005A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93.

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13
2007Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363.

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8
2007Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262.

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8
2007Project valuation and investment decisions: CAPM versus arbitrage. (2007). Magni, Carlo Alberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140.

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6
The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53.

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6
2005An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347.

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6
2006Economic value added and systemic value added: symmetry, additive coherence and differences in performance. (2006). Magni, Carlo Alberto ; Ghiselli Ricci, Roberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154.

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6
2005Forecast performance of neural networks and business cycle asymmetries. (2005). Kiani, Khurshid ; Bidarkota, Prasad ; Kastens, Terry L.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210.

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6
2005The impact of financial deregulation on monetary aggregates and interest rates in Australia. (2005). Worthington, Andrew ; Valadkhani, Abbas ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163.

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5
2005Twenty-two years of Japanese institutional forecasts. (2005). Ashiya, Masahiro. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84.

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5
2005REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69.

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5
2007The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94.

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5
2005Measuring half-lives: using a non-parametric bootstrap approach. (2005). cerrato, mario ; Caporale, Guglielmo Maria ; Spagnolo, Nicola . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4.

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4
2005The shareholder wealth effects of voluntary foreign delistings: an empirical analysis. (2005). Stowe, John ; Liu, Shinhua. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204.

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4
2005Empirical identification of currency crises: differences and similarities between indicators. (2005). Perez, J.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46.

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4
2005On the relationship between central bank independence and inflation: some more bad news. (2005). Jong-A-Pin, Richard ; de Haan, Jakob ; Bouwman, Kees. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385.

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4
2008Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120.

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4
2007Spurious results in testing mutual fund performance persistence: evidence from the Greek market. (2007). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108.

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4
2006Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). Bhaduri, Saumitra ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158.

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4
2007Measuring the US social discount rate. (2007). Azar, Samih Antoine . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66.

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4
2006Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30.

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4
2006Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets. (2006). Smyth, Russell ; Narayan, Paresh. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7.

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3
2005New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Ozkan, Aydin ; Guney, Yilmaz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238.

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3
2007Political orientation of government and stock market returns. (2007). Gottschalk, Katrin ; Bialkowski, Jedrzej ; Wisniewski, Tomasz Piotr . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273.

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3
2005Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216.

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3
2007Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Liew, Venus ; Lim, Kian-Ping. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29.

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3
2008Mood and UK equity pricing. (2008). lucey, brian ; Dowling, Michael. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240.

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3
2005Does volume provide information? Evidence from the Irish Stock Market. (2005). lucey, brian. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:105-109.

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2
2007Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384.

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2
2008Decomposition of mutual fund underperformance. (2008). Hu, Jin-Li ; Chang, Tzu-Pu . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:363-367.

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2
2008Deregulation and productivity changes in banking: evidence from European unification. (2008). Caudill, Steven B ; Kondeas, Alexander ; Gropper, Daniel ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197.

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2
2007Project selection and equivalent CAPM-based investment criteria. (2007). Magni, Carlo Alberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:3:p:165-168.

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2
2006The response of sub-sector REIT returns to shocks in fundamental state variables. (2006). Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:71-75.

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2
2006Hedging under price and output uncertainty: revisited. (2006). Alghalith, Moawia . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:243-245.

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2
2008Econometric analysis of interest rate pass-through. (2008). Cook, Steven . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:249-251.

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2
2006Asymmetric beta in bull and bear market conditions: evidences from India. (2006). Bhaduri, Saumitra ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:55-59.

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2
2006The equity premium puzzle and decreasing relative risk aversion. (2006). Roche, Maurice. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:179-182.

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2
2005Speculation or hedging in the Irish stock exchange. (2005). lucey, brian. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:9-14.

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2
2008Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467.

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2
2005An affine three-factor model of the German term structure of interest rates with macroeconomic content. (2005). Fendel, Ralf . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:151-156.

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2
2008Demonstrating error-correction modelling for intraday statistical arbitrage. (2008). Jacobsen, Brian . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:287-292.

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2
2005Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64.

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2
2005What causes the hidden economy in Spain?. (2005). Serrano Sanz, José ; Gadea, María. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:143-150.

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2
2005Do stock prices contain predictive information on business turning points? A wavelet analysis. (2005). Yamada, Hiroshi ; Honda, Yuzo . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:19-23.

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2
2008The oil price exposure of global oil companies. (2008). Sadorsky, Perry . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96.

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2
2007Examining the nature of the gains from investment in the emerging stock markets of the Central and Eastern European region. (2007). Middleton, Calum ; Fifield, Suzanne ; Power, David . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:85-90.

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2
2005Determinants of bank net interest margins in southeast asia. (2005). Doliente, Jude S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57.

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2
2005Does the credit risk premium lead the stock market?. (2005). de Bondt, Gabe . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268.

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2

Citing documents used to compute impact factor 0:

YearTitleSee

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.