0.21
Impact Factor
0.27
5-Years IF
8
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 5 | 5 | 18 | 0 | 0 | (%) | 0.09 | ||||||||
| 1998 | 0.27 | 9 | 14 | 47 | 5 | 5 | (%) | 0.1 | ||||||||
| 1999 | 0.07 | 0.31 | 0.07 | 6 | 20 | 1 | 0.05 | 8 | 14 | 1 | 14 | 1 | 1 (12.5%) | 0.13 | ||
| 2000 | 0.13 | 0.39 | 0.15 | 20 | 3 | 0.15 | 15 | 2 | 20 | 3 | (%) | 0.15 | ||||
| 2001 | 0.17 | 0.41 | 0.1 | 20 | 2 | 0.1 | 6 | 1 | 20 | 2 | (%) | 0.16 | ||||
| 2002 | 0.43 | 0.25 | 20 | 6 | 0.3 | 0 | 20 | 5 | (%) | 0.19 | ||||||
| 2003 | 0.45 | 0.47 | 18 | 38 | 8 | 0.21 | 49 | 0 | 15 | 7 | 3 (6.1%) | 0.19 | ||||
| 2004 | 0.06 | 0.51 | 0.08 | 19 | 57 | 15 | 0.26 | 40 | 18 | 1 | 24 | 2 | 6 (15%) | 7 | 0.37 | 0.21 |
| 2005 | 0.14 | 0.54 | 0.14 | 17 | 74 | 8 | 0.11 | 14 | 37 | 5 | 37 | 5 | (%) | 0.22 | ||
| 2006 | 0.06 | 0.52 | 0.13 | 19 | 93 | 11 | 0.12 | 25 | 36 | 2 | 54 | 7 | 2 (8%) | 0.21 | ||
| 2007 | 0.08 | 0.45 | 0.15 | 13 | 106 | 14 | 0.13 | 21 | 36 | 3 | 73 | 11 | 3 (14.3%) | 0.18 | ||
| 2008 | 0.09 | 0.48 | 0.15 | 16 | 122 | 22 | 0.18 | 11 | 32 | 3 | 86 | 13 | 3 (27.3%) | 0.2 | ||
| 2009 | 0.14 | 0.48 | 0.12 | 15 | 137 | 15 | 0.11 | 15 | 29 | 4 | 84 | 10 | 1 (6.7%) | 0.19 | ||
| 2010 | 0.16 | 0.44 | 0.18 | 19 | 156 | 39 | 0.25 | 24 | 31 | 5 | 80 | 14 | 2 (8.3%) | 0.16 | ||
| 2011 | 0.12 | 0.53 | 0.12 | 21 | 177 | 25 | 0.14 | 16 | 34 | 4 | 82 | 10 | (%) | 1 | 0.05 | 0.21 |
| 2012 | 0.15 | 0.58 | 0.17 | 17 | 194 | 27 | 0.14 | 5 | 40 | 6 | 84 | 14 | 1 (20%) | 0.22 | ||
| 2013 | 0.11 | 0.71 | 0.13 | 16 | 210 | 33 | 0.16 | 5 | 38 | 4 | 88 | 11 | (%) | 0.25 | ||
| 2014 | 0.21 | 0.81 | 0.27 | 16 | 226 | 42 | 0.19 | 2 | 33 | 7 | 88 | 24 | (%) | 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]
| Year | Title | Cited |
|---|---|---|
| 1998 | Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Paolella, Marc ; Rachev, Svetlozar ; Mittnik, Stefan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers || Download paper | 18 |
| 2004 | Diversified Portfolios with Jumps in a Benchmark Framework. (2004). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers || Download paper | 17 |
| 1997 | Subordinated Market Index Models: A Comparison. (1997). HURST, SIMON ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers || Download paper | 15 |
| 2003 | A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers || Download paper | 11 |
| 2010 | Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Haq, Mamiza ; Pathan, Shams ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers || Download paper | 10 |
| 2003 | Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew C. ; Katsuura, Masaki ; Higgs, Helen . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers || Download paper | 10 |
| 2006 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). Poirot, Jeremy ; Tankov, Peter . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers || Download paper | 9 |
| 2003 | Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Kondo, Kazumine ; Harimaya, Kozo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers || Download paper | 8 |
| 2004 | A Fair Pricing Approach to Weather Derivatives. (2004). West, Jason . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers || Download paper | 8 |
| 2009 | Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). Leung, Kwai ; Kwok, Yue . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers || Download paper | 7 |
| 1998 | The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). Cha, Baekin ; Cheung, Yan-Leung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers || Download paper | 7 |
| 1998 | Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). Hsueh, L. ; Pan, Ming-Shiun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers || Download paper | 6 |
| 2011 | A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers || Download paper | 6 |
| 2003 | The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers || Download paper | 6 |
| 1998 | Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). Tang, Gordon . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers || Download paper | 6 |
| 1998 | Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). Nowman, K. ; Babbs, Simon. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers || Download paper | 6 |
| 1999 | Pricing Options under Stochastic Interest Rates: A New Approach. (1999). Kunitomo, Naoto ; Kim, Yong-Jin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers || Download paper | 5 |
| 2007 | Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, J. ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers || Download paper | 5 |
| 2010 | Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard ; Ignatieva, Katja . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers || Download paper | 5 |
| 2007 | Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna ; Pisedtasalasai, Anirut. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers || Download paper | 5 |
| 2005 | Testing for Volatility Jumps in the Stochastic Volatility Process. (2005). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:2:p:143-157. Full description at Econpapers || Download paper | 4 |
| 2003 | Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich ; Dogan, Ergun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers || Download paper | 4 |
| 2006 | Portfolio Optimization in Discontinuous Markets under Incomplete Information. (2006). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Masi, Giovanni. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:373-394. Full description at Econpapers || Download paper | 4 |
| 2004 | Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Heath, David . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers || Download paper | 4 |
| 2006 | Portfolio optimization with a defaultable security. (2006). Jang, Inwon ; Bielecki, Tomasz . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers || Download paper | 4 |
| 2005 | Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). Cai, Bill ; Keasey, Kevin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers || Download paper | 4 |
| 2006 | Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). Quittard-Pinon, Franois ; Le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers || Download paper | 4 |
| 2003 | Investor Familiarity and Home Bias: Japanese Evidence. (2003). Ito, Akitoshi ; Hiraki, Takato ; Kuroki, Fumiaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers || Download paper | 4 |
| 1998 | The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk. (1998). Yamauchi, Hiroaki ; Miura, Ryozo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:129-158. Full description at Econpapers || Download paper | 3 |
| 2010 | On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). Aono, Kohei ; Iwaisako, Tokuo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149. Full description at Econpapers || Download paper | 3 |
| 2007 | A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Runggaldier, Wolfgang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers || Download paper | 3 |
| 2008 | Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry. (2008). Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:2:p:135-154. Full description at Econpapers || Download paper | 3 |
| 2009 | Dynamic Linkages Between the China and International Stock Markets. (2009). Fan, Kui ; Lu, Zudi ; Wang, Shouyang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:211-230. Full description at Econpapers || Download paper | 3 |
| 2004 | A Two-Factor Model for Low Interest Rate Regimes. (2004). Miller, Shane. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133. Full description at Econpapers || Download paper | 3 |
| 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers || Download paper | 3 |
| 2004 | On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Yang, Hailiang ; Tong, Howell . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184. Full description at Econpapers || Download paper | 3 |
| 2009 | Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets. (2009). Tse, Alex ; So, Mike . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:183-210. Full description at Econpapers || Download paper | 2 |
| 2003 | Financial Sector Risk and the Stock Returns: Evidence from Tokyo Stock Exchange Firms. (2003). Takehara, Hitoshi ; Kubota, Keiichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:1-28. Full description at Econpapers || Download paper | 2 |
| 2008 | The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Ariff, M. ; Ahmad, Rubi ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers || Download paper | 2 |
| 2003 | A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan. (2003). Nowman, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:275-279. Full description at Econpapers || Download paper | 2 |
| 2008 | A Stochastic Receding Horizon Control Approach to Constrained Index Tracking. (2008). Sung, Chang ; Primbs, James . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:1:p:3-24. Full description at Econpapers || Download paper | 2 |
| 2010 | Environmental Economics and Modeling Marketable Permits. (2010). Taschini, Luca . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:4:p:325-343. Full description at Econpapers || Download paper | 2 |
| 2007 | Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds. (2007). Wong, Hoi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:229-253. Full description at Econpapers || Download paper | 2 |
| 1997 | Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers || Download paper | 2 |
| 2010 | The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies. (2010). Li, LI ; Yu, Zhang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:303-322. Full description at Econpapers || Download paper | 2 |
| 1999 | Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment. (1999). Papanicolaou, George ; Sircar, K. ; Fouque, Jean-Pierre . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:37-48. Full description at Econpapers || Download paper | 2 |
| 2011 | Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis. (2011). Allali, Abdelwahab ; Oueslati, Amor ; Trabelsi, Abdelwahed . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:3:p:319-344. Full description at Econpapers || Download paper | 2 |
| 2013 | Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Wu, Wei-Shao ; Yang, Yun ; Lee, Yi-Tsung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242. Full description at Econpapers || Download paper | 2 |
| 2003 | On the Pricing of Defaultable Bonds Using the Framework of Barrier Options. (2003). Takaoka, Koichiro ; Ishizaka, Motokazu . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:151-162. Full description at Econpapers || Download paper | 2 |
| 2011 | Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model. (2011). Mitsui, Hidetoshi ; Satoyoshi, Kiyotaka . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:55-68. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2010 | Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Haq, Mamiza ; Pathan, Shams ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers || Download paper | 8 |
| 2010 | Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard ; Ignatieva, Katja . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers || Download paper | 5 |
| 2011 | A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers || Download paper | 4 |
| 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers || Download paper | 3 |
| 2003 | The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers || Download paper | 3 |
| 2003 | Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Kondo, Kazumine ; Harimaya, Kozo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers || Download paper | 3 |
| 2006 | Portfolio optimization with a defaultable security. (2006). Jang, Inwon ; Bielecki, Tomasz . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers || Download paper | 3 |
| 1997 | Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers || Download paper | 2 |
| 1998 | Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). Tang, Gordon . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers || Download paper | 2 |
| 2013 | Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Wu, Wei-Shao ; Yang, Yun ; Lee, Yi-Tsung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242. Full description at Econpapers || Download paper | 2 |
| 2005 | Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). Cai, Bill ; Keasey, Kevin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers || Download paper | 2 |
| 2012 | Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232. Full description at Econpapers || Download paper | 2 |
| 2006 | Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). Quittard-Pinon, Franois ; Le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers || Download paper | 2 |
| 2007 | Foreign Ownership and Volatility Dynamics of Indonesian Stocks. (2007). Wang, Jianxin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:201-210. Full description at Econpapers || Download paper | 2 |
| 2009 | Dynamic Linkages Between the China and International Stock Markets. (2009). Fan, Kui ; Lu, Zudi ; Wang, Shouyang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:211-230. Full description at Econpapers || Download paper | 2 |
| 2013 | Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Li, Steven ; Hou, Yang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers || Download paper | 2 |
| 2010 | Environmental Economics and Modeling Marketable Permits. (2010). Taschini, Luca . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:4:p:325-343. Full description at Econpapers || Download paper | 2 |
| 2008 | A Stochastic Receding Horizon Control Approach to Constrained Index Tracking. (2008). Sung, Chang ; Primbs, James . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:1:p:3-24. Full description at Econpapers || Download paper | 2 |
| 2004 | Diversified Portfolios with Jumps in a Benchmark Framework. (2004). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers || Download paper | 2 |
| 1997 | Subordinated Market Index Models: A Comparison. (1997). HURST, SIMON ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers || Download paper | 2 |
| 2010 | The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies. (2010). Li, LI ; Yu, Zhang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:303-322. Full description at Econpapers || Download paper | 2 |
| 2007 | Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, J. ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers || Download paper | 2 |
| 2011 | Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model. (2011). Mitsui, Hidetoshi ; Satoyoshi, Kiyotaka . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:55-68. Full description at Econpapers || Download paper | 2 |
| 2006 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). Poirot, Jeremy ; Tankov, Peter . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers || Download paper | 2 |
| 2007 | A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Runggaldier, Wolfgang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers || Download paper | 2 |
| 2008 | Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry. (2008). Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:2:p:135-154. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 7:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns. (2014). Li, Steven ; Hou, Yang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:319-337. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Finding informed traders in futures and their inderlying assets in
intraday trading. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1402.6583. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Detecting informed activities in European-style option tradings. (2014). Glik, Lyudmila A. ; Kritski, Oleg L.. In: Papers. RePEc:arx:papers:1403.3294. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Semi-group Expansion for Pricing Barrier Options. (2014). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi . In: CARF F-Series. RePEc:cfi:fseres:cf349. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | This paper proposes a unified method for precise estimates of the error bounds in asymptotic expansions of an option price and its Greeks (sensitivities) under a stochastic
volatility model. More gene. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf347. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Influence of Japanâs Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns. (2014). Shibata, Mai . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:331-349. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | CREDIT-EQUITY MODELING UNDER A LATENT LÃVY FIRM PROCESS. (2014). SIU, CHI CHUNG ; Kijima, Masaaki . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:17:y:2014:i:03:p:1450021-1-1450021-41. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
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| Year | Title | See |
|---|---|---|
| 2011 | ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Forthcoming in Mathematics and Financial Economics). (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf257. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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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.