Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
19900.09000000.04
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
20040.535510.26000.22
20050.20.56202520.084451010.050.23
20060.080.553257100.18972525060.190.22
20070.250.473289240.27102521353.840.130.19
20080.340.519108290.2735642231.820.110.21
20090.310.5126134390.2942511618.830.120.21
20100.20.4728162470.294645933.310.040.17
20110.310.5528190760.416541741.210.040.22
20120.210.6725215760.3513561233.350.20.26
20130.190.9220235770.33453103020.10.34
20140.160.6810245390.16045700.24
 
 
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
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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50
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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16
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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16
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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16
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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9
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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9
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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9
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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9
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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9
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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9
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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8
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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8
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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8
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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7
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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7
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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7
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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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
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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6
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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5
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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5
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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5
2011Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

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5
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
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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4
2008Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217.

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4
2011Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172.

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4
2012Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59.

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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
2009The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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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
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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4
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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4
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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4
2004Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381.

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3
2007Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Rey, David ; Schmid, Markus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352.

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3
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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3
2008Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90.

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3
2010Financing structure and insolvency risk exposure of Islamic banks. (2010). Rahman, Aisyah . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:4:p:419-440.

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3
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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3
2005Active Portfolio Management, Implied Expected Returns, and Analyst Optimism. (2005). Stotz, Olaf. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:261-275.

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3
2007Shareholder wealth gains through better corporate governance—The case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424.

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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
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
2005Analysts’ Earnings Forecasts for DAX100 Firms During the Stock Market Boom of the 1990s. (2005). Wallmeier, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:2:p:131-151.

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3
2005Towards an Economic Analysis of Financial Markets Regulation?. (2005). Bernet, Beat . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:313-322.

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3
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
2011On the risk situation of financial conglomerates: does diversification matter?. (2011). Schmeiser, Hato ; Gatzert, Nadine . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:3-26.

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3

Citing documents used to compute impact factor 7:

YearTitleSee
2014Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:58-77.

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[Citation Analysis]
2014Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:195-201.

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[Citation Analysis]
2014Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1402.

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[Citation Analysis]
2014Information Asymmetry and Power in a Surveillance Society. (2014). Wisniewski, Tomasz ; Lightfoot, Geoffrey . In: MPRA Paper. RePEc:pra:mprapa:53109.

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[Citation Analysis]
2014Asia Pacific ADRS in the New Millennium: Is There A Difference in Performance for Issues Listed on the NYSE in the Last Two Decades?. (2014). Schaub, Mark . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2014:p:58-67.

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[Citation Analysis]
2014Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:55118.

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[Citation Analysis]
2014Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements. (2014). Mauck, Nathan ; Krieger, Kevin ; Vasquez, Joseph . In: MPRA Paper. RePEc:pra:mprapa:52959.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

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[Citation Analysis]
2013Momentum and macroeconomic state variables. (2013). Kessler, Stephan ; Scherer, Bernd . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:335-363.

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[Citation Analysis]

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]
2012Any regulation of risk increases risk. (2012). Maymin, Philip . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:299-313.

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[Citation Analysis]
2012Financial frictions and real implications of macroprudential policies. (2012). Derviz, Alexis. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:333-368.

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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]

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.