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

Journal of Risk Finance / Emerald Group Publishing

[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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29000000.11
19990.34000000.15
20000.42000000.16
20010.44000000.17
20020.45000000.2
20030.47000000.2
20040.53000000.22
20050.563030031000.23
20060.030.55346410.024230100.22
20070.130.473610080.084664800.19
20080.070.539139100.0720705010.030.21
20090.160.5133172200.1215751233.320.060.21
20100.040.4767239200.081172366.710.010.17
20110.050.5566305310.110100500.22
20120.050.6723328370.113133616.70.26
20130.090.9241369450.121898010.020.34
20140.6811380220.0606400.24
 
 
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
2007Securitization and risk: empirical evidence on US banks. (2007). Webb, Elizabeth ; Uzun, Hatice . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:1:p:11-23.

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14
2006Approximating the growth optimal portfolio with a diversified world stock index. (2006). Platen, Eckhard ; Le, Truc . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:5:p:558-574.

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9
2006Credit-default swap rates and equity volatility: a nonlinear relationship. (2006). Abid, Fathi ; Naifar, Nader . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:4:p:348-371.

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9
2005The effect of capital structure on profitability: an empirical analysis of listed firms in Ghana. (2005). Abor, Joshua. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:5:p:438-445.

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7
2006Determinants of dividend payout ratios in Ghana. (2006). Abor, Joshua ; Amidu, Mohammed . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:136-145.

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7
2007Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital. (2007). Bandyopadhyay, Arindam ; Chherawala, Tasneem ; Saha, Asish . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:4:p:330-348.

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6
2005Examining risk reporting in UK public companies. (2005). Linsley, Philip ; Shrives, Philip J.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:4:p:292-305.

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6
2007Systemic risk in modern financial systems: analytics and policy design. (2007). Jenkinson, Nigel ; Kapadia, Sujit ; Gai, Prasanna . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:2:p:156-165.

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5
2006Predicting probability of default of Indian corporate bonds: logistic and Z-score model approaches. (2006). Bandyopadhyay, Arindam. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:3:p:255-272.

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5
2010Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey. (2010). Ozun, Alper ; Yilmazer, Sait ; Cifter, Atilla . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:11:y:2010:i:2:p:164-179.

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5
2005Value-at-risk with info-gap uncertainty. (2005). Ben-Haim, Yakov . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:5:p:388-403.

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5
2006Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland. (2006). Outreville, J. François ; Meier, Ursina B.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:160-176.

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4
2005Modeling risk for long and short trading positions. (2005). Degiannakis, Stavros ; Angelidis, Timotheos. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:3:p:226-238.

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4
2006Analysis of multinational underwriting cycles in property-liability insurance. (2006). Leng, Chao-Chun ; Meier, Ursina B.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:146-159.

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4
2007Managing credit risk with info-gap uncertainty. (2007). Beresford-Smith, Bryan ; Thompson, Colin J.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:1:p:24-34.

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3
2007Prediction of bank failures in emerging financial markets: an ANN approach. (2007). Gunay, Emine ; Ozkan, Mehmed ; Ozkan-Gunay, Nur E.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:5:p:465-480.

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3
2008Impact of macroeconomic indicators on stock market performance: The case of the Ghana Stock Exchange. (2008). Kyereboah-Coleman, Anthony ; Agyire-Tettey, Kwame F.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:4:p:365-378.

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3
2005Asset and liability management in financial crisis. (2005). Gunay, Emine ; Tektas, Arzu ; Ozkan-Gunay, Nur E.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:2:p:135-149.

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3
2007Why hedge? Rationales for corporate hedging and value implications. (2007). Bartram, Söhnke ; Dufey, Gunter ; Aretz, Kevin . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:5:p:434-449.

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3
2008A practical approach to blend insurance in the banking network. (2008). ARTIKIS, PANAGIOTIS ; Mutenga, Stanley ; Staikouras, Sotiris K.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:2:p:106-124.

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3
2008Jump liquidity risk and its impact on CVaR. (2008). Zheng, Harry ; Shen, Yukun . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:5:p:477-492.

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3
2006Empirical study of value-at-risk and expected shortfall models with heavy tails. (2006). Harmantzis, Fotios C. ; Chien, Yifan ; Miao, Linyan . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:117-135.

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3
2011Dividend policy and share price volatility: UK evidence. (2011). Chijoke-Mgbame, Aruoriwo M. ; Hussainey, Khaled . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:12:y:2011:i:1:p:57-68.

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3
2006Multi-national underwriting cycles in property-liability insurance: Part I – some theory and empirical results. (2006). Meier, Ursina B.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:1:p:64-82.

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3
2009Risk management practices of Islamic banks of Brunei Darussalam. (2009). Hassan, Abul . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:10:y:2009:i:1:p:23-37.

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2
2007Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting. (2007). Hu, Chenyi ; He, Ling T.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507.

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2
2008Rational or irrational expectations? Evidence from Chinas stock market. (2008). Gao, Feng ; WANG, Jun ; Song, Fengming . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:5:p:432-448.

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2
2009Are bank stocks sensitive to risk management?. (2009). Sensarma, Rudra ; Jayadev, M.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:10:y:2009:i:1:p:7-22.

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2
2008On loss-avoiding payoff distribution in a dynamic portfolio management problem. (2008). Thampi, K. K. ; Jacob, M. J.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:2:p:151-172.

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2
2009Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets. (2009). kouki, imen ; Haque, Mahfuzul . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:10:y:2009:i:3:p:261-276.

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2
2005An autoregressive conditional duration model of credit-risk contagion. (2005). Fabozzi, Frank ; FOCARDI, SERGIO M.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:3:p:208-225.

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2
2006Application of spectral and ARIMA analysis to combined-ratio patterns. (2006). Leng, Chao-Chun ; Venezian, Emilio C.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:189-214.

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2
2012Risk management practices of conventional and Islamic banks in Bahrain. (2012). Hussain, Hameeda Abu ; Al-Ajmi, Jasim . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:13:y:2012:i:3:p:215-239.

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2
2007The impact of capital structure on the performance of microfinance institutions. (2007). Kyereboah-Coleman, Anthony . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:1:p:56-71.

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2
2008Walds maximin model: a treasure in disguise!. (2008). Sniedovich, Moshe . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:3:p:287-291.

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2
2008Development in Islamic banking: a financial risk-allocation approach. (2008). Bhatti, Muhammad ; Khan, Mansoor M.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:9:y:2008:i:1:p:40-51.

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2
2006The use of spectral analysis in insurance cycle research. (2006). Venezian, Emilio C.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:2:p:177-188.

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2
2011Financial development index and economic growth: empirical evidence from India. (2011). Qazi Muhammad Adnan Hye, . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:12:y:2011:i:2:p:98-111.

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2
2005Enhancing reinsurance efficiency using index-based instruments. (2005). Zeng, Lixin . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:1:p:6-16.

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1
2007On the surplus prior to ruin in the perturbed classical risk process. (2007). Ren, Jiandong . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:8:y:2007:i:2:p:186-195.

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1
2009An info-gap approach to managing portfolios of assets with uncertain returns. (2009). Beresford-Smith, Bryan ; Thompson, Colin J.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:10:y:2009:i:3:p:277-287.

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1
2005Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part III. (2005). Nwogugu, Michael. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:3:p:267-274.

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1
2010Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions. (2010). Lechner, Lindsay A. ; Ovaert, Timothy C.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:11:y:2010:i:5:p:464-480.

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1
2012Determinants of narrative risk disclosures in UK interim reports. (2012). Hussainey, Khaled ; Elzahar, Hany . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:13:y:2012:i:2:p:133-147.

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1
2005Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part I. (2005). Nwogugu, Michael. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:2:p:150-162.

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1
2010Gearing investments with uncertainty. (2010). Burgman, Mark A. ; Thompson, Colin J.. In: Journal of Risk Finance. RePEc:eme:jrfpps:v:11:y:2010:i:1:p:107-110.

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1
2006Stationarity and stability of underwriting profits in property-liability insurance: Part I. (2006). Leng, Chao-Chun . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:1:p:38-48.

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1
2011Impact of macroeconomic indicators on Indian capital markets. (2011). Mittal, Ruhee ; Pal, Karam . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:12:y:2011:i:2:p:84-97.

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1
2006Foreign-exchange trading risk management with value at risk: Case analysis of the Moroccan market. (2006). Mazin A. M. Al Janabi, . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:7:y:2006:i:3:p:273-291.

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1
2005Theory of portfolio and risk based on incremental entropy. (2005). Ou, Jianshe . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:6:y:2005:i:1:p:31-39.

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1

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.