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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of Financial Research / Southern Finance Association


0.32

Impact Factor

0.4

5-Years IF

29

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.010.090.01515110.021647911871 (%)0.03
19910.010.0905410530.0310010112021 (%)10.020.04
19920.020.090.015015550.0311510522202 (%)0.04
19930.010.10.015220740.0220010412342 (%)0.05
19940.020.110.0473280120.0417710222579 (%)0.05
19950.040.190.0750330330.1183125528020 (%)0.07
19960.10.230.1157387560.142531231227930 (%)0.09
19970.050.270.0756443600.14415107528221 (%)10.020.09
19980.170.270.147490730.151871131928830 (%)30.060.1
19990.150.310.18505401050.192691031528351 (%)20.040.13
20000.090.390.17505901130.1912197926043 (%)0.15
20010.120.410.27596491460.223431001226069 (%)40.070.16
20020.140.430.24406891560.232791091526264 (%)20.050.19
20030.220.450.25347231990.282589922246621 (%)60.180.19
20040.380.510.35327552700.36178742823382 (%)30.090.21
20050.330.540.41327872440.31179662221589 (%)20.060.22
20060.310.520.46348212480.32266420197903 (1.3%)10.030.21
20070.350.450.44298502330.271106623172751 (%)20.070.18
20080.320.480.48168662900.33916320161781 (1.1%)10.060.2
20090.440.480.52198853270.3745452014375 (%)0.19
20100.290.440.53209053040.3437351013069 (%)0.16
20110.230.530.49259303280.353139911858 (%)20.080.21
20120.290.580.45239532930.3133451310949 (%)30.130.22
20130.290.710.46249773940.49481410347 (%)0.25
20140.320.810.42310004950.57471511144 (%)10.040.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2001Systematic Liquidity. (2001). Halka, Dominika ; Huberman, Gur . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78.

Full description at Econpapers || Download paper

117
2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!. (2006). Porter, Burt R. ; Ince, Ozgur S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479.

Full description at Econpapers || Download paper

83
1997Cognitive Dissonance and Mutual Fund Investors. (1997). Peles, Nadav ; Goetzmann, William N. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58.

Full description at Econpapers || Download paper

83
1993Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50.

Full description at Econpapers || Download paper

70
1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES. (1996). Mougoue, Mbodja ; Ajayi, Richard A. In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207.

Full description at Econpapers || Download paper

65
1999How Firm Characteristics Affect Capital Structure: An International Comparison. (1999). Wald, John K. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87.

Full description at Econpapers || Download paper

63
1997Banking Relationships and the Effect of Monitoring on Loan Pricing. (1997). Blackwell, David W ; Winters, Drew B. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-89.

Full description at Econpapers || Download paper

62
1996THE COSTS OF RAISING CAPITAL. (1996). Al, ET ; Lee, Inmoo . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:1:p:59-74.

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62
2003Equity Market Liberalization in Emerging Markets. (2003). Harvey, Campbell R.. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299.

Full description at Econpapers || Download paper

59
2005SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION. (2005). Bello, Zakri Y.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57.

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49
1996Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. (1996). Corrado, Charles J ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92.

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47
1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS. (1995). Urrutia, Jorge L. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309.

Full description at Econpapers || Download paper

45
1990Call Option Valuation for Discrete Normal Mixtures. (1990). Ritchey, Robert J. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:4:p:285-96.

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42
2001SYSTEMATIC LIQUIDITY. (2001). Halka, Dominika ; Huberman, Gur . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-178.

Full description at Econpapers || Download paper

42
1995Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37.

Full description at Econpapers || Download paper

41
1997THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS. (1997). Chow, Edward H ; Lee, Wayne Y ; Solt, Michael E. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:191-210.

Full description at Econpapers || Download paper

40
1999A State-Space Approach to Estimate and Test Multifactor Cox-Ingersoll-Ross Models of the Term Structure. (1999). Geyer, Alois L J, ; Pichler, Stefan . In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:1:p:107-30.

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34
2001Foreign Ownership Restrictions and Market Segmentation in Chinas Stock Markets. (2001). Lee, Bong-Soo ; Rui, Oliver ; Chen, G M. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:1:p:133-55.

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33
2003Do Female Mutual Fund Managers Manage Differently?. (2003). Frye, Melissa B. ; Atkinson, Stanley M. ; Baird, Samantha Boyce . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18.

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32
2003Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?. (2003). Booth, Laurence ; Aivazian, Varouj ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:371-387.

Full description at Econpapers || Download paper

31
1999Random Walk Tests for Latin American Equity Indexes and Individual Firms. (1999). Reyes, Mario G ; Grieb, Terrance . In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:371-83.

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31
2002Commonality in Liquidity: Evidence from an Order-Driven Market Structure. (2002). Chung, Dennis Y. ; Brockman, Paul . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:521-539.

Full description at Econpapers || Download paper

31
2005AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS. (2005). Jones, Jonathan D. ; Lang, William W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402.

Full description at Econpapers || Download paper

31
1982GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS. (1982). Rozeff, Michael S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:5:y:1982:i:3:p:249-259.

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31
2001Venture Capital and IPO Lockup Expiration: An Empirical Analysis. (2001). Bradley, Daniel J ; Al, ET. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93.

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30
1997AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES. (1997). Malhotra, D. K. ; McLeod, Robert W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-190.

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30
2002A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility. (2002). Martens, Martin ; Chang, Yuan-Chen ; Taylor, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:2:p:283-299.

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30
1990INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED. (1990). Bae, Sung C. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:1:p:71-79.

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29
1998Cross-Autocorrelation between A Shares and B Shares in the Chinese Stock Market. (1998). Chui, Andy C W, ; Kwok, Chuck C Y, . In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:3:p:333-53.

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29
1997MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE. (1997). Atkins, Allen B ; Dyl, Edward A. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:3:p:291-304.

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28
1997An Empirical Analysis of Mutual Fund Expenses. (1997). Malhotra, D K ; McLeod, Robert W. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-90.

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28
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS. (1997). Peles, Nadav ; Goetzmann, William N.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-158.

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28
1997Corporate Control in Commercial Banks. (1997). Prowse, Stephen . In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:4:p:509-27.

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25
1998RISK-TAKING BEHAVIOR AND MANAGEMENT OWNERSHIP IN DEPOSITORY INSTITUTIONS. (1998). Whyte, Ann Marie ; Steiner, Thomas L ; Chen, Carl R. In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:1:p:1-16.

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24
2002Asian Economic Integration and Stock Market Comovement. (2002). Soenen, Luc ; Johnson, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:1:p:141-157.

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24
1990Risky Debt Maturity Choice in a Sequential Game Equilibrium. (1990). Kale, Jayant R ; Noe, Thomas H. In: Journal of Financial Research. RePEc:bla:jfnres:v:13:y:1990:i:2:p:155-65.

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24
2001STOCK PRICES AND INFLATION. (2001). Anari, Ali ; Kolari, James . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602.

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24
2003Event-Induced Volatility and Tests for Abnormal Performance. (2003). Savickas, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:2:p:165-178.

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24
2004Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Yong, Soo-Keong ; Hon, Mark T.. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114.

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24
2002Momentum Strategies: Evidence from Pacific Basin Stock Markets. (2002). Hameed, Allaudeen ; Kusnadi, Yuanto . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:3:p:383-397.

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23
2008THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES. (2008). Adam, Tim . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:41-63.

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23
1999AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES. (1999). Kawakatsu, Hiroyuki ; Morey, Matthew R. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:385-411.

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22
1995BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE. (1995). Zarruk, Emilio R ; Madura, Jeff . In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:1:p:1-13.

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22
2007CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE. (2007). Gleason, Kimberly C. ; Jiraporn, Pornsit . In: Journal of Financial Research. RePEc:bla:jfnres:v:30:y:2007:i:1:p:21-33.

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21
1993Dual Betas from Bull and Bear Markets: Reversal of the Size Effect. (1993). Brooks, LeRoy D ; Bhardwaj, Ravinder K. In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:269-83.

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21
2002The Effect of Credit Risk on Bank and Bank Holding Company Bond Yields: Evidence from the Post-FDICIA Period. (2002). Lemieux, Catharine ; Kaufman, George . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:559-575.

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21
2001Stock Returns and Volatility on Chinas Stock Markets. (2001). Lee, Cheng F ; Rui, Oliver M ; Chen, Gong-meng . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:523-43.

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21
1998CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE-INFORMATION COMPONENT OF THE BID-ASK SPREAD. (1998). Desai, Anand S. ; Venkataraman, S. ; Nimalendran, M.. In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:2:p:159-183.

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20
2006WINDOW DRESSING IN BOND MUTUAL FUNDS. (2006). O'Neal, Edward S. ; Morey, Matthew R.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:3:p:325-347.

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20
1984AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY. (1984). Pari, Robert A. ; Chen, Son-Nan . In: Journal of Financial Research. RePEc:bla:jfnres:v:7:y:1984:i:2:p:121-130.

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18

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!. (2006). Porter, Burt R. ; Ince, Ozgur S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:463-479.

Full description at Econpapers || Download paper

50
2001Systematic Liquidity. (2001). Halka, Dominika ; Huberman, Gur . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-78.

Full description at Econpapers || Download paper

46
1999How Firm Characteristics Affect Capital Structure: An International Comparison. (1999). Wald, John K. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-87.

Full description at Econpapers || Download paper

27
2001SYSTEMATIC LIQUIDITY. (2001). Halka, Dominika ; Huberman, Gur . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:2:p:161-178.

Full description at Econpapers || Download paper

27
2005SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION. (2005). Bello, Zakri Y.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:1:p:41-57.

Full description at Econpapers || Download paper

23
1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES. (1996). Mougoue, Mbodja ; Ajayi, Richard A. In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:193-207.

Full description at Econpapers || Download paper

22
2003Equity Market Liberalization in Emerging Markets. (2003). Harvey, Campbell R.. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:275-299.

Full description at Econpapers || Download paper

20
2003Do Female Mutual Fund Managers Manage Differently?. (2003). Frye, Melissa B. ; Atkinson, Stanley M. ; Baird, Samantha Boyce . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:1-18.

Full description at Econpapers || Download paper

19
2008THE INVESTMENT OPPORTUNITY SET AND ITS PROXY VARIABLES. (2008). Adam, Tim . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:41-63.

Full description at Econpapers || Download paper

15
1982GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS. (1982). Rozeff, Michael S.. In: Journal of Financial Research. RePEc:bla:jfnres:v:5:y:1982:i:3:p:249-259.

Full description at Econpapers || Download paper

15
1993Mean and Volatility Spillovers across Major National Stock Markets: Further Empirical Evidence. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-50.

Full description at Econpapers || Download paper

15
2002Commonality in Liquidity: Evidence from an Order-Driven Market Structure. (2002). Chung, Dennis Y. ; Brockman, Paul . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:4:p:521-539.

Full description at Econpapers || Download paper

14
1997Cognitive Dissonance and Mutual Fund Investors. (1997). Peles, Nadav ; Goetzmann, William N. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-58.

Full description at Econpapers || Download paper

13
1999HOW FIRM CHARACTERISTICS AFFECT CAPITAL STRUCTURE: AN INTERNATIONAL COMPARISON. (1999). Wald, John K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:2:p:161-187.

Full description at Econpapers || Download paper

13
2006WINDOW DRESSING IN BOND MUTUAL FUNDS. (2006). O'Neal, Edward S. ; Morey, Matthew R.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:3:p:325-347.

Full description at Econpapers || Download paper

12
1995Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-37.

Full description at Econpapers || Download paper

12
2008LIQUIDITY COMMONALITY BEYOND BEST PRICES. (2008). Kempf, Alexander ; Mayston, Daniel . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:1:p:25-40.

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11
2005AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS. (2005). Jones, Jonathan D. ; Lang, William W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:28:y:2005:i:3:p:385-402.

Full description at Econpapers || Download paper

11
2008ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET. (2008). Cao, Charles ; Wang, Xiaoxin ; Hansch, Oliver . In: Journal of Financial Research. RePEc:bla:jfnres:v:31:y:2008:i:2:p:113-140.

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10
2006PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES. (2006). Born, Jeffery A. ; Li, Jinliang . In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:4:p:609-622.

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9
2009DO MULTIPLE LARGE SHAREHOLDERS PLAY A CORPORATE GOVERNANCE ROLE? EVIDENCE FROM EAST ASIA. (2009). Attig, Najah ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Financial Research. RePEc:bla:jfnres:v:32:y:2009:i:4:p:395-422.

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8
2001The Performance of Bank-Managed Mutual Funds. (2001). Frye, Melissa B. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:3:p:419-42.

Full description at Econpapers || Download paper

8
1995TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS. (1995). Urrutia, Jorge L. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:3:p:299-309.

Full description at Econpapers || Download paper

8
2006DIRECT EVIDENCE ON THE MARKET-DRIVEN ACQUISITION THEORY. (2006). Ang, James S. ; Cheng, Yingmei . In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:2:p:199-216.

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8
2003Do Emerging Market Firms Follow Different Dividend Policies From U.S. Firms?. (2003). Booth, Laurence ; Aivazian, Varouj ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:3:p:371-387.

Full description at Econpapers || Download paper

8
2004Contagion in financial markets after September 11: myth or reality?. (2004). Strauss, Jack ; Yong, Soo-Keong ; Hon, Mark T.. In: Journal of Financial Research. RePEc:bla:jfnres:v:27:y:2004:i:1:p:95-114.

Full description at Econpapers || Download paper

8
2001STOCK PRICES AND INFLATION. (2001). Anari, Ali ; Kolari, James . In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:587-602.

Full description at Econpapers || Download paper

7
1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL. (1995). Naka, Atsuyuki ; Mukherjee, Tarun K.. In: Journal of Financial Research. RePEc:bla:jfnres:v:18:y:1995:i:2:p:223-237.

Full description at Econpapers || Download paper

7
1997Banking Relationships and the Effect of Monitoring on Loan Pricing. (1997). Blackwell, David W ; Winters, Drew B. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:275-89.

Full description at Econpapers || Download paper

7
2007CAPITAL STRUCTURE, SHAREHOLDER RIGHTS, AND CORPORATE GOVERNANCE. (2007). Gleason, Kimberly C. ; Jiraporn, Pornsit . In: Journal of Financial Research. RePEc:bla:jfnres:v:30:y:2007:i:1:p:21-33.

Full description at Econpapers || Download paper

7
1997THE ECONOMIC EXPOSURE OF U.S. MULTINATIONAL FIRMS. (1997). Chow, Edward H ; Lee, Wayne Y ; Solt, Michael E. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:191-210.

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7
1999AN EMPIRICAL EXAMINATION OF FINANCIAL LIBERALIZATION AND THE EFFICIENCY OF EMERGING MARKET STOCK PRICES. (1999). Kawakatsu, Hiroyuki ; Morey, Matthew R. In: Journal of Financial Research. RePEc:bla:jfnres:v:22:y:1999:i:4:p:385-411.

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7
2007STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES. (2007). Purda, Lynnette D.. In: Journal of Financial Research. RePEc:bla:jfnres:v:30:y:2007:i:2:p:301-320.

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7
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS. (1997). Peles, Nadav ; Goetzmann, William N.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-158.

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7
2002Asian Economic Integration and Stock Market Comovement. (2002). Soenen, Luc ; Johnson, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:25:y:2002:i:1:p:141-157.

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7
2010CORPORATE HEDGING AND SHAREHOLDER VALUE. (2010). Aretz, Kevin ; Bartram, Sohnke M.. In: Journal of Financial Research. RePEc:bla:jfnres:v:33:y:2010:i:4:p:317-371.

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7
1991PRIVATE INFORMATION ACQUISITION IN EXPERIMENTAL MARKETS PRONE TO BUBBLE AND CRASH. (1991). King, Ronald R. In: Journal of Financial Research. RePEc:bla:jfnres:v:14:y:1991:i:3:p:197-206.

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6
1996Skewness and Kurtosis in S&P 500 Index Returns Implied by Option Prices. (1996). Corrado, Charles J ; Su, Tie . In: Journal of Financial Research. RePEc:bla:jfnres:v:19:y:1996:i:2:p:175-92.

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6
1997THE SURVIVAL OF INITIAL PUBLIC OFFERINGS IN THE AFTERMARKET. (1997). Hensler, Douglas A ; Springer, Thomas M ; Rutherford, Ronald C. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:1:p:93-110.

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6
2001Venture Capital and IPO Lockup Expiration: An Empirical Analysis. (2001). Bradley, Daniel J ; Al, ET. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-93.

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6
2006INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS. (2006). Neuhauser, Karyn L.. In: Journal of Financial Research. RePEc:bla:jfnres:v:29:y:2006:i:2:p:217-234.

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6
1993MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE. (1993). Theodossiou, Panayiotis ; Lee, Unro . In: Journal of Financial Research. RePEc:bla:jfnres:v:16:y:1993:i:4:p:337-350.

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6
2007FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH-LOW PRICE RANGE. (2007). Truong, Cameron . In: Journal of Financial Research. RePEc:bla:jfnres:v:30:y:2007:i:2:p:201-215.

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6
1997AN EMPIRICAL ANALYSIS OF MUTUAL FUND EXPENSES. (1997). Malhotra, D. K. ; McLeod, Robert W.. In: Journal of Financial Research. RePEc:bla:jfnres:v:20:y:1997:i:2:p:175-190.

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5
1998RISK-TAKING BEHAVIOR AND MANAGEMENT OWNERSHIP IN DEPOSITORY INSTITUTIONS. (1998). Whyte, Ann Marie ; Steiner, Thomas L ; Chen, Carl R. In: Journal of Financial Research. RePEc:bla:jfnres:v:21:y:1998:i:1:p:1-16.

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5
1988AN ANALYSIS OF SHAREHOLDER REACTION TO DIVIDEND CUTS AND OMISSIONS. (1988). Ghosh, Chinmoy ; Woolridge, Randall J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:11:y:1988:i:4:p:281-294.

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5
2012THE IMPACT OF POLITICAL CONNECTIONS ON FIRMS’ OPERATING PERFORMANCE AND FINANCING DECISIONS. (2012). Cosset, Jean-Claude ; Saffar, Walid ; Boubakri, Narjess . In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:3:p:397-423.

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5
2012ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS?. (2012). Do, Binh ; Faff, Robert . In: Journal of Financial Research. RePEc:bla:jfnres:v:35:y:2012:i:2:p:261-287.

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5
2003What Drives Stock Price Behavior Following Extreme One-Day Returns. (2003). Madura, Jeff ; Larson, Stephen J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:26:y:2003:i:1:p:113-127.

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5
2001VENTURE CAPITAL AND IPO LOCKUP EXPIRATION: AN EMPIRICAL ANALYSIS. (2001). Jordan, Bradford D. ; Roten, Ivan C. ; Yi, Ha-Chin ; Bradley, Daniel J.. In: Journal of Financial Research. RePEc:bla:jfnres:v:24:y:2001:i:4:p:465-493.

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5

Citing documents used to compute impact factor 15:


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YearTitleSee
2014Bidder country characteristics and informed trading in U.S. targets. (2014). Madura, Jeff ; Marciniak, Marek . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:256-284.

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2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

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2014Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation. (2014). Moura, Marcelo L. ; GAIO, RAFAEL L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:114-144.

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2014Political uncertainty and financial market uncertainty in an Australian context. (2014). Smales, Lee A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:415-435.

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2014Class action lawsuits and executive stock option exercise. (2014). Cline, Brandon N. ; Lian, Qin ; Bradley, Daniel . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:157-172.

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2014Beauty is in the eye of the beholder: The effect of corporate tax avoidance on the cost of bank loans. (2014). Hoi, Chun-Keung ; Wu, Qiang ; Hasan, Iftekhar ; Zhang, Hao . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_003.

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2014Beauty is in the eye of the beholder: The effect of corporate tax avoidance on the cost of bank loans. (2014). Hoi, Chun Keung ; Wu, Qiang ; Hasan, Iftekhar ; Zhang, Hao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:1:p:109-130.

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2014The rise and fall of technical trading rule success. (2014). Taylor, Nick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:286-302.

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2014Politically connected firms in Poland and their access to bank financing. (2014). Hasan, Iftekhar ; Kowalewski, Oskar ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002.

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2014Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135.

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2014Political Connections and Stock Liquidity: Political Network, Hierarchy and Intervention. (2014). Ding, Mingfa . In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2014_007.

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2014Financial flexibility, corporate investment and performance: evidence from financial crises. (2014). Ozkan, Aydin ; Arslan-Ayaydin, ozgur ; Florackis, Chris . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:2:p:211-250.

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2014The behavioral foundations of corporate dividend policy a cross-country analysis. (2014). Soypak, Can K. ; Breuer, Wolfgang ; Rieger, Oliver M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:247-265.

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2014Clustering of intraday order-sizes by uninformed versus informed traders. (2014). Wu, Fei ; Garvey, Ryan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:222-235.

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2014What makes carbon traders cluster their orders?. (2014). Pardo, angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


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2014Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61.

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Recent citations received in: 2013


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Recent citations received in: 2012


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2012When size matters: Clustering in the European Carbon Market. (2012). Tornero, angel Pardo ; Palao, Fernando . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2012-10.

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2012Product Market Predatory Threats and the Use of Performance-sensitive Debt. (2012). Kjenstad, Einar ; Su, Xunhua . In: MPRA Paper. RePEc:pra:mprapa:44114.

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2012Risk taking, diversification behavior and financial literacy of individual investors. (2012). Cavezzali, Elisa ; Gardenal, Gloria . In: Working Papers. RePEc:vnm:wpdman:30.

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Recent citations received in: 2011


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2011Estimating High Dimensional Covariance Matrices and its Applications. (2011). Shi, Shuzhong . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2011:v:12:i:2:p:199-215.

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2011When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models. (2011). Prono, Todd. In: MPRA Paper. RePEc:pra:mprapa:33593.

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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.