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

Global Finance Journal / Elsevier

0.48

Impact Factor

0.52

5-Years IF

16

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
19900.091414300 (%)0.03
19910.09141414 (%)0.04
19920.0911254014142 (5%)0.04
19930.193410.031711253 (17.6%)0.05
19940.1115491420342 (14.3%)0.05
19950.190.04126120.03724492 (%)0.07
19960.070.230.11167750.06282724751 (3.6%)0.09
19970.270.05219840.0440286333 (7.5%)10.050.09
19980.270.011711550.0449377313 (6.1%)0.1
19990.080.310.041713240.03833838135 (6%)0.13
20000.39814040.037234833 (4.2%)0.15
20010.120.410.068148140.09682537956 (8.8%)10.130.16
20020.130.430.1414162210.136716271101 (1.5%)10.070.19
20030.270.450.3615177300.17652266423 (%)0.19
20040.170.510.3412189350.197229562216 (8.3%)20.170.21
20050.370.540.3723212400.19128271057217 (5.5%)20.090.22
20060.40.520.427239590.25219351472294 (1.8%)10.040.21
20070.240.450.2321260460.1882501291212 (2.4%)20.10.18
20080.310.480.4423283800.2853481598432 (3.8%)0.2
20090.270.480.56303131070.34734412106593 (4.1%)20.070.19
20100.210.440.44213341030.3135531112454 (%)10.050.16
20110.160.530.48193531120.3262518122583 (4.8%)0.21
20120.430.580.43153681220.3335401711449 (%)0.22
20130.850.710.62183861770.4612342910867 (%)0.25
20140.480.810.52174032070.515331610354 (%)0.28
 
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
2006Oil price risk and emerging stock markets. (2006). Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

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120
2001Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Dekker, Arie ; Sen, Kunal . In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33.

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36
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.

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29
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.

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29
2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). 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

27
2000The determination and international transmission of stock market volatility. (2000). . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52.

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26
2002Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, A. Mansur M., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91.

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

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22
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.

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21
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.

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21
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.

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20
2012Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47.

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20
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.

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20
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.

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19
2004International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). Fernandez-Izquierdo, Angeles. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137.

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17
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.

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17
1998Cointegration, forecasting and international stock prices. (1998). Crowder, William J.. In: Global Finance Journal. RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204.

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

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15
2006Valuing volatility spillovers. (2006). . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22.

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

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14
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.

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14
2004Filtering the BEER: A permanent and transitory decomposition. (2004). CLARK, PETER B.. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56.

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14
2005Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387.

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13
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.

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12
2007A future global economy to be built by BRICs. (2007). Mahajan, Arvind ; Gutierrez, Margarida ; Shahrokhi, Manuchehr ; Cheng, Hui Fang. In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156.

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12
1992Intervention and the foreign exchange risk premium: An empirical investigation of daily effects. (1992). Humpage, Owen F. ; Osterberg, William P.. In: Global Finance Journal. RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50.

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12
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.

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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.

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12
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.

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11
2009Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218.

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11
Equity and debt market responses to sovereign credit ratings announcement. (2007). Elayan, Fayez A. ; Pukthuanthong-Le, Kuntara . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:47-83.

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11
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.

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11
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Li, Jiandong ; Chiang, Thomas C. ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124.

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

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11
2004International transmission of uncertainty implicit in stock index option prices. (2004). Nikkinen, Jussi ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15.

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10
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?. (2006). Paladino, Giovanna . In: Global Finance Journal. RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263.

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9
2002Pricing of American Depositary Receipts under Market Segmentation. (2002). Fang, Hsing ; Loo, Jean C. H., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:237-252.

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9
2011A historical overview of financial crises in the United States. (2011). Shachmurove, Yochanan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:217-231.

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9
2008Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Qiao, Zhuo . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

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9
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.

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8
2011The financial crisis: What is there to learn?. (2011). Kowalski, Tadeusz ; Shachmurove, Yochanan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:238-247.

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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.

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8
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.

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8
2007The determinants of international financial integration. (2007). Daly, Kevin James . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250.

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8
2006How Norwegian managers view dividend policy. (2006). Baker, Kent H. ; Mukherjee, Tarun K. ; Paskelian, Ohannes George . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:155-176.

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8
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55.

Full description at Econpapers || Download paper

8
1999Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70.

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8
2009Forecasting Value-at-Risk using high frequency data: The realized range model. (2009). Yin, Lian-Qian ; Lian, Yu-Jun ; Shao, Xi-Dong . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:2:p:128-136.

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8
2004Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange. (2004). . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123.

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

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7

50 most relevant documents in this series:

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

YearTitleCited
2006Oil price risk and emerging stock markets. (2006). Sadorsky, Perry . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251.

Full description at Econpapers || Download paper

58
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

26
2012Integration of 22 emerging stock markets: A three-dimensional analysis. (2012). Kiviaho, Jarno ; Graham, Michael ; Nikkinen, Jussi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:34-47.

Full description at Econpapers || Download paper

20
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

13
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

11
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

11
2009Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework. (2009). Nikolova, Biljana ; Bhar, Ramaprasad . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:203-218.

Full description at Econpapers || Download paper

9
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis. (2010). Li, Jiandong ; Chiang, Thomas C. ; Tan, Lin . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:1:p:111-124.

Full description at Econpapers || Download paper

8
2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era. (2005). 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

8
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

8
2004Filtering the BEER: A permanent and transitory decomposition. (2004). 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
2007A future global economy to be built by BRICs. (2007). Mahajan, Arvind ; Gutierrez, Margarida ; Shahrokhi, Manuchehr ; 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

8
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

7
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

7
2011The financial crisis: What is there to learn?. (2011). Kowalski, Tadeusz ; Shachmurove, Yochanan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:238-247.

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
2004International transmission of uncertainty implicit in stock index option prices. (2004). Nikkinen, Jussi ; Sahlstrom, Petri . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2004:i:1:p:1-15.

Full description at Econpapers || Download paper

7
2000The determination and international transmission of stock market volatility. (2000). . In: Global Finance Journal. RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52.

Full description at Econpapers || Download paper

6
2003State equity ownership and firm market performance: evidence from Chinas newly privatized firms. (2003). Wei, Zuobao . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82.

Full description at Econpapers || Download paper

6
2001Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches. (2001). Dekker, Arie ; Sen, Kunal . In: Global Finance Journal. RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33.

Full description at Econpapers || Download paper

6
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

6
2008The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries. (2008). Li, Huimin ; Cho, Seong-Yeon. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:1:p:46-55.

Full description at Econpapers || Download paper

5
2012The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility. (2012). Chuang, Wen-I, ; Susmel, Rauli ; Liu, Hsiang-Hsi . In: Global Finance Journal. RePEc:eee:glofin:v:23:y:2012:i:1:p:1-15.

Full description at Econpapers || Download paper

5
2008The dynamics of volatility transmission and information flow between ADRs and their underlying stocks. (2008). Aquino, Katty Perez ; Poshakwale, Sunil S.. In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:187-201.

Full description at Econpapers || Download paper

5
2007Equity and debt market responses to sovereign credit ratings announcement. (2007). 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

5
2004International transmission of stock exchange volatility: Empirical evidence from the Asian crisis. (2004). 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

5
2011A historical overview of financial crises in the United States. (2011). Shachmurove, Yochanan . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:217-231.

Full description at Econpapers || Download paper

5
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.

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5
2010Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan. (2010). Wang, Peijie . In: Global Finance Journal. RePEc:eee:glofin:v:21:y:2010:i:3:p:304-317.

Full description at Econpapers || Download paper

5
2005Capital structure in new technology-based firms: Evidence from the Irish software sector. (2005). Hogan, Teresa . In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387.

Full description at Econpapers || Download paper

4
1999Cross-border transmission of stock price volatility: evidence from the overlapping trading hours. (1999). Jeong, Jin-Gil . In: Global Finance Journal. RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70.

Full description at Econpapers || Download paper

4
1997Performance, capital structure and home country: An analysis of Asian corporations. (1997). Moyer, Charles R. ; Krishnan, Sivarama V.. In: Global Finance Journal. RePEc:eee:glofin:v:8:y:1997:i:1:p:129-143.

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4
2003Financial versus operative hedging of currency risk. (2003). Hommel, Ulrich . In: Global Finance Journal. RePEc:eee:glofin:v:14:y:2003:i:1:p:1-18.

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4
2011Emerging market crises and US equity market returns. (2011). Berger, Dave ; Turtle, H. J.. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:32-41.

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4
2011Investors reactions to sharp price changes: Evidence from equity markets of the Peoples Republic of China. (2011). Rezvanian, Rasoul ; Mehdian, Seyed M. ; Turk, Rima A.. In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:1:p:1-18.

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4
2009Psychological barriers in European stock markets: Where are they?. (2009). Klein, Christian ; Dorfleitner, Gregor . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:268-285.

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4
2015Specified purpose acquisition companies in shipping. (2015). Shachmurove, Yochanan . In: Global Finance Journal. RePEc:eee:glofin:v:26:y:2015:i:c:p:64-79.

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

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4
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.

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4
2009The impact of country risk ratings on U.S. firms in large cross-border acquisitions. (2009). Kiymaz, Halil . In: Global Finance Journal. RePEc:eee:glofin:v:20:y:2009:i:3:p:235-247.

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4
2011The Global Financial Crises of 2007–2010 and the future of capitalism. (2011). Shahrokhi, Manuchehr . In: Global Finance Journal. RePEc:eee:glofin:v:22:y:2011:i:3:p:193-210.

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4
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.

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4
2002Pricing of American Depositary Receipts under Market Segmentation. (2002). Fang, Hsing ; Loo, Jean C. H., . In: Global Finance Journal. RePEc:eee:glofin:v:13:y:2002:i:2:p:237-252.

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4
2008Causality between banking and currency fragilities: A dynamic panel model. (2008). Chen, Chien-Fu ; Shen, Chung-Hua . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2008:i:2:p:85-101.

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3
2009Institutional characteristics and capital structure: A cross-national comparison. (2009). Vasiliou, Dimitrios . In: Global Finance Journal. RePEc:eee:glofin:v:19:y:2009:i:3:p:286-306.

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3
2006Valuing volatility spillovers. (2006). . In: Global Finance Journal. RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22.

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3
2007Modeling money demand under the profit-sharing banking scheme: Some evidence on policy invariance and long-run stability. (2007). Darrat, Ali F. ; Kia, Amir . In: Global Finance Journal. RePEc:eee:glofin:v:18:y:2007:i:1:p:104-123.

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3
2005The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares. (2005). Wei, Peihwang ; Chung, Shifei. In: Global Finance Journal. RePEc:eee:glofin:v:15:y:2005:i:3:p:239-249.

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

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3
2013An empirical study of bank efficiency in China after WTO accession. (2013). Yin, Haiyan ; Yang, Jiawen ; Mehran, Jamshid . In: Global Finance Journal. RePEc:eee:glofin:v:24:y:2013:i:2:p:153-170.

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3

Citing documents used to compute impact factor 16:

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2014Capital Freedom, Financial Development and Provincial Economic Growth in China. (2014). Soderlund, Bengt ; Tingvall, Patrik Gustavsson . In: Ratio Working Papers. RePEc:hhs:ratioi:0234.

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2014Sovereign ratings and their asymmetric response to fundamentals. (2014). . In: Banco de España Working Papers. RePEc:bde:wpaper:1428.

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2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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2014On the Sources of Heterogeneity in Banking Efficiency Literature. (2014). Aiello, Francesco ; Bonanno, Graziella . In: MPRA Paper. RePEc:pra:mprapa:58591.

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2014Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk. (2014). Wang, LI ; Hardle, Wolfgang K. ; Chen, Shiyi . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-068.

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2014Cross-Border Mergers & Acquisitions Performance Measurement. (2014). Pham, Hoang Long . In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2014:y:2014:i:3:id:413:p:122-131.

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2014Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Hkiri, Besma ; Aloui, Chaker . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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2014How smooth is the stock market integration of CEE-3?. (2014). Baumohl, Eduard ; Lyocsa, tefan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2014-1079.

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2014Time-scale comovement between the Indian and world stock markets. (2014). Deora, Rahul . In: Working Papers. RePEc:ipg:wpaper:2014-242.

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2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel ; Ftiti, Zied ; Guesmi, Khaled ; Tiwari, Aviral . In: Working Papers. RePEc:ipg:wpaper:2014-577.

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2014Cointegration analysis and influence rank—A network approach to global stock markets. (2014). Yang, Chunxia ; Chen, Yanhua ; Li, Qian ; Niu, Lei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185.

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2014Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-062.

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2014Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH. (2014). Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:58303.

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2014Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization. (2014). Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:56307.

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2014New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming. (2014). Linsley, Philip ; Manahov, Viktor ; Hudson, Robert . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:299-316.

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2014Impact of Macroeconomic Factors on Non-financial firms Stock Returns: Evidence from Sectorial Study of KSE-100 Index. (2014). Zaighum, Isma . In: Journal of Management Sciences. RePEc:gei:journl:v:1:y:2014:i:1:p:35-48.

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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.