Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Global Finance Journal / 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
19900.09141401000.04
19910.0914001400.04
19920.0911250331400.04
19930.193410.03161100.05
19940.1115490122000.05
19950.2126120.0362400.08
19960.070.24167740.0523272500.1
19970.3219850.053328010.050.11
19980.291711550.04453700.11
19990.080.341713240.036738366.70.15
20000.42814040.03643400.16
20010.120.448148140.0958253010.130.17
20020.060.4514162160.14716100.2
20030.230.4715177260.155122500.2
20040.170.5312189360.19542952020.170.22
20050.370.5623212380.18982710020.090.23
20060.40.5527239580.24165351414.310.040.22
20070.240.4721260460.18615012020.10.19
20080.310.523283780.284248156.70.21
20090.270.5130313980.31444412020.070.21
20100.190.4721334960.2921531000.17
20110.10.5519353970.273451500.22
20120.40.67113641160.32240166.30.26
20130.530.92183821490.390301600.34
20140.685387810.2102900.24
 
 
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
2006Oil price risk and emerging stock markets. (2006). Basher, Syed ; Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

Full description at Econpapers || Download paper

85
2001Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Young, Martin ; Sen, Kunal ; Dekker, Arie. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33.

Full description at Econpapers || Download paper

30
2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). Chan, Tze-Haw ; Fountas, Stilianos ; Baharumshah, Ahmad Zubaidi ; Haw, Chan Tze. In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85.

Full description at Econpapers || Download paper

24
2000Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries. (2000). Christev, Atanas ; Noorbakhsh, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108.

Full description at Econpapers || Download paper

22
2000The determination and international transmission of stock market volatility. (2000). Kearney, Colm. In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52.

Full description at Econpapers || Download paper

21
1999Cointegration and causality between macroeconomic variables and stock market returns. (1999). Kwon, Chung S. ; Shin, Tai S.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81.

Full description at Econpapers || Download paper

19
1999Common stochastic trends and volatility in Asian-Pacific equity markets. (1999). Liu, Angela Y. ; Pan, Ming-Shiun ; Roth, Herbert J.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172.

Full description at Econpapers || Download paper

19
1998On the relationship between stock returns and exchange rates: Tests of granger causality. (1998). Friedman, Joseph ; Mehdian, Seyed M. ; AJAYI, Richard A.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251.

Full description at Econpapers || Download paper

17
2006Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammed ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104.

Full description at Econpapers || Download paper

16
2000The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Lee, Tsun-Siou ; Yeh, Yin-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149.

Full description at Econpapers || Download paper

16
2005An analysis of the determinants of sovereign ratings. (2005). Bissoondoyal-Bheenick, Emawtee . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280.

Full description at Econpapers || Download paper

15
2003Determinants of emerging-market bond spreads: Cross-country evidence. (2003). Min, Hong-Ghi ; Nam, Changi ; Park, Myeong-Cheol ; Lee, Duk-Hee. In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286.

Full description at Econpapers || Download paper

15
2011Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries. (2011). Turkistani, Abdullah Q. ; Mohanty, Sunil K. ; Alaitani, Muhammed Y. ; Nandha, Mohan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:42-55.

Full description at Econpapers || Download paper

14
1998Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204.

Full description at Econpapers || Download paper

14
2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91.

Full description at Econpapers || Download paper

13
2004International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Lafuente, Juan Angel ; Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137.

Full description at Econpapers || Download paper

13
1992Intervention and the foreign exchange risk premium: An empirical investigation of daily effects. (1992). Humpage, Owen ; Osterberg, William P.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50.

Full description at Econpapers || Download paper

12
2007How important is participation of different venture capitalists in German IPOs?. (2007). Tykvova, Tereza ; Walz, Uwe . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378.

Full description at Econpapers || Download paper

12
2003State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Varela, Oscar ; Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82.

Full description at Econpapers || Download paper

12
2006Valuing volatility spillovers. (2006). Thorp, Susan ; Milunovich, George. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22.

Full description at Econpapers || Download paper

11
2003Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange. (2003). Young, Allan ; Tse, Yiuman ; Wu, Chunchi . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332.

Full description at Econpapers || Download paper

11
1997Co-movements of major European community stock markets: A vector autoregression analysis. (1997). Shachmurove, Yochanan ; Friedman, Joseph . In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277.

Full description at Econpapers || Download paper

10
2009International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F.. In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

Full description at Econpapers || Download paper

10
1992Portfolio diversification and the inter-temporal stability of international stock indices. (1992). Ratner, Mitchell. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77.

Full description at Econpapers || Download paper

10
2006Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. (2006). Bley, Jorg ; Chen, Kim Heng. In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91.

Full description at Econpapers || Download paper

10
1997Political instability and country risk. (1997). Rivoli, Pietra ; Brewer, Thomas L.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321.

Full description at Econpapers || Download paper

9
2004Filtering the BEER: A permanent and transitory decomposition. (2004). MacDonald, Ronald ; CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56.

Full description at Econpapers || Download paper

8
2002The impact of financial crises on international diversification. (2002). Olienyk, John P. ; Schwebach, Robert G. ; Zumwalt, Kenton J.. In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:147-161.

Full description at Econpapers || Download paper

7
2004Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). Laopodis, Nikiforos. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123.

Full description at Econpapers || Download paper

7
2002International linkage of interest rates: Evidence from the emerging economies of Asia. (2002). Anoruo, Emmanuel ; Thiewes, Harold F. ; Ramchander, Sanjay . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235.

Full description at Econpapers || Download paper

7
2009Forecasting Value-at-Risk using high frequency data: The realized range model. (2009). Lian, Yu-Jun ; Yin, Lian-Qian ; Shao, Xi-Dong . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:128-136.

Full description at Econpapers || Download paper

7
1992Valuation effects of international listings. (1992). Torabzadeh, Khalil M. ; Zivney Maxon, Terry L., ; Berlin, William J.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:2:p:159-170.

Full description at Econpapers || Download paper

7
2005Technical trading, monetary policy, and exchange rate regimes. (2005). Herz, Bernhard ; Bauer, Christian. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302.

Full description at Econpapers || Download paper

7
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Cifarelli, Giulio ; Paladino, Giovanna . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263.

Full description at Econpapers || Download paper

7
2007A future global economy to be built by BRICs. (2007). Shahrokhi, Manuchehr ; Shachmurove, Yochanan ; Mahajan, Arvind ; Gutierrez, Margarida ; Cheng, Hui Fang. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156.

Full description at Econpapers || Download paper

7
2004Financial markets and the financing choice of firms: Evidence from developing countries. (2004). Mohtadi, Hamid ; Agarwal, Sumit. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70.

Full description at Econpapers || Download paper

7
2007Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15.

Full description at Econpapers || Download paper

7
2005Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hutson, Elaine ; Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387.

Full description at Econpapers || Download paper

7
2008Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

Full description at Econpapers || Download paper

7
1999The market-adjusted investment performance of ADR IPOs and SEOs. (1999). Sahu, Anandi P. ; Kleiman, Robert T. ; Callaghan, Joseph H.. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:2:p:123-145.

Full description at Econpapers || Download paper

7
2007Equity and debt market responses to sovereign credit ratings announcement. (2007). Rose, Lawrence ; Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83.

Full description at Econpapers || Download paper

6
2005New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances. (2005). Nickel, Christiane ; Frenkel, Michael . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:303-320.

Full description at Econpapers || Download paper

6
2006Modeling country risk in Latin America: A country beta approach. (2006). Verma, Rahul ; Soydemir, Gokce . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213.

Full description at Econpapers || Download paper

6
2001US exports and time-varying volatility of real exchange rate. (2001). Sukar, Abdul-Hamid ; Hassan, Seid. In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:109-119.

Full description at Econpapers || Download paper

6
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Chiang, Thomas ; Li, Jiandong ; Tan, Lin. In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124.

Full description at Econpapers || Download paper

6
2002Corporate risk management: Costs and benefits. (2002). Fatemi, Ali ; Luft, Carl . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38.

Full description at Econpapers || Download paper

6
2007A modified finite-lived American exchange option methodology applied to real options valuation. (2007). Pereira, Paulo ; Kryzanowski, Lawrence ; Armada, Manuel Rocha . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2007:i:3:p:419-438.

Full description at Econpapers || Download paper

6
2008An empirical investigation of operating performance in the new European banking landscape. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:32-45.

Full description at Econpapers || Download paper

6
1999Nonlinear dynamics in foreign exchange rates. (1999). Wagner, Andrew J. ; Mahajan, Arvind. In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23.

Full description at Econpapers || Download paper

5
1994Atlantic and Pacific stock markets--correlation and volatility transmission. (1994). Rahman, Hamid ; Yung, Kenneth . In: Global Finance Journal. RePEc:eee:glofin:v:5:y:1994:i:1:p:103-119.

Full description at Econpapers || Download paper

5

Citing documents used to compute impact factor 0:


YearTitleSee

Cites in year: CiY


Recent citations received in: 2012


YearTitleSee

Recent citations received in: 2011


YearTitleSee

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.