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

The European Journal of Finance / Taylor & 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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1010000.05
19940.11000000.05
19950.22626060000.08
19960.2423490172600.1
19970.060.3196860.096349333.310.050.11
19980.020.29208860.076142100.11
19990.080.3422110130.125639333.330.140.15
20000.050.421912970.0570422500.16
20010.020.4419148180.1233411020.110.17
20020.110.4523171220.13119384020.090.2
20030.140.4720191390.257426010.050.2
20040.210.5332223480.2247439010.030.22
20050.040.5631254520.2103522030.10.23
20060.220.5546300650.221056314050.110.22
20070.180.4741341600.1815877147.130.070.19
20080.360.545386860.22488731010.020.21
20090.240.5144430860.21308621050.110.21
20100.250.47394691330.28468922010.030.17
20110.310.55475161230.24558326010.020.22
20120.260.67475631770.312186224.530.060.26
20130.370.92295922110.36149435060.210.34
20140.160.685921040.180761200.24
 
 
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
2007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

41
2007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

32
2002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

Full description at Econpapers || Download paper

28
2005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

25
2009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

23
2009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

20
2000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

Full description at Econpapers || Download paper

19
2005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

18
1998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

Full description at Econpapers || Download paper

18
2002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

Full description at Econpapers || Download paper

18
2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, A. ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

Full description at Econpapers || Download paper

17
2003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

Full description at Econpapers || Download paper

17
1997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

Full description at Econpapers || Download paper

17
1997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

Full description at Econpapers || Download paper

16
1999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

Full description at Econpapers || Download paper

16
1995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

Full description at Econpapers || Download paper

16
2005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

Full description at Econpapers || Download paper

14
1995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

13
2003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

Full description at Econpapers || Download paper

13
2006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

Full description at Econpapers || Download paper

13
2005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

Full description at Econpapers || Download paper

12
2007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

12
1995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

Full description at Econpapers || Download paper

12
2003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

Full description at Econpapers || Download paper

12
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

11
2006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

11
2002Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

Full description at Econpapers || Download paper

11
2006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

11
2002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

Full description at Econpapers || Download paper

10
2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

10
2009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

10
2007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

10
2006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

10
1998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

Full description at Econpapers || Download paper

10
2000Further insights on the puzzle of technical analysis profitability. (2000). Maillet, Bertrand ; Bertrand Maillet, Thierry Michel, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224.

Full description at Econpapers || Download paper

9
2006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

Full description at Econpapers || Download paper

9
2002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

Full description at Econpapers || Download paper

8
2001Derivatives usage in UK non-financial listed companies. (2001). Chris Mallin, Kean Ow-Yong, Martin Reynolds, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:1:p:63-91.

Full description at Econpapers || Download paper

8
2005Uncovering long memory in high frequency UK futures. (2005). cotter, john. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337.

Full description at Econpapers || Download paper

8
1999Dynamic futures hedging in currency markets. (1999). Chakraborty, Atreya ; Barkoulas, John. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314.

Full description at Econpapers || Download paper

8
2008International nonlinear causality between stock markets. (2008). RAYMOND, Helene ; CAPELLE-BLANCARD, Gunther ; Beine, Michel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:663-686.

Full description at Econpapers || Download paper

8
2001Implied volatility surfaces: uncovering regularities for options on financial futures. (2001). Tompkins, Robert G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230.

Full description at Econpapers || Download paper

8
2009Stochastic volatility and time-varying country risk in emerging markets. (2009). Johansson, Anders. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:337-363.

Full description at Econpapers || Download paper

8
2008Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market. (2008). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Caporale, Guglielmo Maria . In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:735-753.

Full description at Econpapers || Download paper

7
2004Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy. (2004). Westermann, Frank. In: The European Journal of Finance. RePEc:taf:eurjfi:v:10:y:2004:i:2:p:139-148.

Full description at Econpapers || Download paper

7
2009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

Full description at Econpapers || Download paper

7
1997Implied volatility skews and stock return skewness and kurtosis implied by stock option prices. (1997). C. J. Corrado, Tie Su, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:73-85.

Full description at Econpapers || Download paper

7
2001Power ARCH modelling of commodity futures data on the London Metal Exchange. (2001). faff, robert ; Brooks, Robert ; Michael D. McKenzie, Heather Mitchell, Robert D. B, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:1:p:22-38.

Full description at Econpapers || Download paper

7
2000Stock index and price dynamics in the UK and the US: new evidence from a trading rule and statistical analysis. (2000). Taylor, Stephen J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:1:p:39-69.

Full description at Econpapers || Download paper

7
1995Linkages among European and world stock markets. (1995). Sættem, Frode ; Gjerde, Øystein. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:165-179.

Full description at Econpapers || Download paper

7

Citing documents used to compute impact factor 12:

YearTitleSee
2014Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Efthyvoulou, Georgios ; Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Non-interest income, profitability, and risk in banking industry: A cross-country analysis. (2014). Lee, Chien-Chiang ; Yang, Shih-Jui ; Chang, Chi-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:48-67.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling regional linkage of financial markets. (2014). Chen, Zhenxi ; Huang, Weihong . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:99:y:2014:i:c:p:18-31.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Estimation Error of Expected Shortfall. (2014). Kondor, Imre . In: Papers. RePEc:arx:papers:1402.5534.

Full description at Econpapers || Download paper

[Citation Analysis]
2014$L_p$ regularized portfolio optimization. (2014). Still, Susanne ; Marsili, Matteo ; Kondor, Imre ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1404.4040.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2014). Proaño, Christian ; Malikane, Christopher ; Hartmann, Florian ; Flaschel, Peter ; Proao, Christian R.. In: Working Papers. RePEc:iee:wpaper:wp0098.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Option Pricing of Twin Assets. (2014). Villena, Marcelo J. ; Araneda, Axel A.. In: Papers. RePEc:arx:papers:1401.6735.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. (2014). Xiao, Weilin ; Chen, Xiaoyan ; Zhang, Xili . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:320-337.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The causal effect of stop-loss and take-gain orders on the disposition effect. (2014). Schudy, Simeon ; Fischbacher, Urs ; Hoffmann, Gerson . In: TWI Research Paper Series. RePEc:twi:respas:0089.

Full description at Econpapers || Download paper

[Citation Analysis]
2014How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Alsharairi, Malek ; Bozos, Konstantinos ; Ratnaike, Yasanji C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do target CEOs trade premiums for personal benefits?. (2014). Qiu, Buhui ; Yakoub, Fadi ; Trapkov, Svetoslav . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:23-41.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Delegated Portfolio Management under Ambiguity Aversion. (2014). fabretti, annalisa ; Herzel, Stefano ; Pinar, Mustafa C.. In: CEIS Research Paper. RePEc:rtv:ceisrp:304.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms. (2013). Mankaï, Selim ; Belgacem, Aymen ; Mankai, Selim . In: EconomiX Working Papers. RePEc:drm:wpaper:2013-24.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The bull and bear market model of Huang and Day: Some extensions and new results. (2013). Westerhoff, Frank ; Tramontana, Fabio ; Gardini, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:11:p:2351-2370.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry. (2013). Dionne, Georges ; Mnasri, Mohamed ; Gueyie, Jean-Pierre . In: Cahiers de recherche. RePEc:lvl:lacicr:1337.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Rationales for Corporate Risk Management - A Critical Literature Review. (2013). Monda, Barbara ; Modolin, Ileana ; Giorgino, Marco. In: MPRA Paper. RePEc:pra:mprapa:45420.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Cash holdings of German open-end equity funds: Does ownership matter?. (2013). Dotz, Niko ; Weth, Mark . In: Discussion Papers. RePEc:zbw:bubdps:472013.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Incentive contracts in delegated portfolio management under VaR constraint. (2012). Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1679-1685.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011An Examination of Dynamic Trading Stategies in UK and US Stock Returns. (2011). Fletcher, Jonathan . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:38:y:2011:i:9-10:p:1290-1310.

Full description at Econpapers || Download paper

[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.