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

Multinational Finance Journal / Multinational Finance Journal


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Impact Factor

0.1

5-Years IF

6

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
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27161619001 (5.3%)0.09
19980.27132910.0371616 (%)0.1
19990.31103910.031429291 (7.1%)0.13
20000.3913521823391 (5.6%)0.15
20010.410.06126430.051623523 (%)0.16
20020.080.430.0697360.0825252644 (%)20.220.19
20030.050.450.0598230.045211573 (%)0.19
20040.110.510.21991110.1261825311 (%)0.21
20050.060.540.121010160.061181526 (%)0.22
20060.050.520.06911060.0561914931 (16.7%)0.21
20070.450.041012050.042119462 (%)0.18
20080.160.480.0612132100.0812193473 (%)10.080.2
20090.090.480.061214480.062222503 (%)0.19
20100.040.440.06915360.042241533 (%)0.16
20110.530.08916290.064215241 (25%)0.21
20120.060.580.0610172130.081181523 (%)0.22
20130.710.041118360.03319522 (%)0.25
20140.810.18191240.13121515 (%)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
2007Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252.

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17
2002Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn N. ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166.

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11
2002Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, A. G. ; Corazza, Marco . In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98.

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10
2001Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Huang, Angela ; Margaritis, Dimitri ; Mayes, David . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200.

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8
2008Estimation of VaR Using Copula and Extreme Value Theory. (2008). Lucas, E. C. ; Hotta, L. K. ; H. P Palaro, . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218.

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7
2000Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99.

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7
2000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

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6
2004Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72.

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6
1997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Liu, Angela Y. ; Pan, Ming-Shiun . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

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5
1999Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach. (1999). Fiess, Norbert ; MacDonald, Ronald . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:147-172.

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5
1997Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Gulser . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

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5
2006Closed-End Country Funds and International Diversification. (2006). Charitou, Andreas ; Nishiotis, George P. ; Makris, Andreas . In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:251-276.

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4
1999An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Nittayagasetwat, Aekkachai ; Tirapat, Sunti . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125.

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3
1998Ownership Structure, Managerial Turnover and Takeovers: Further U.K. Evidence on the Market for Corporate Control. (1998). Dahya, Jay ; Powell, Ronan . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:1:p:62-83.

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3
2001Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Trigeorgis, Lenos ; Vafeas, Nikos ; Travlos, Nickolaos . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112.

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3
1997Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Cai, Francis ; Qian, Sun ; Laurence, Martin . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307.

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3
2006Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests. (2006). Xiouros, Costas ; Zenios, Stavros A. ; Nerouppos, Marios ; Saunders, David . In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:179-221.

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2
Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Cathy W. S. Chen, ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:179-210.

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2
2002The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Lin, Hong-Jen ; Chen, Yueh H.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195.

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2
1998Testing Asset Pricing Models: The Case of Athens Stock Exchange. (1998). Demos, Antonis ; Parissi, Sofia . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:189-223.

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2
2008Value-at-Risk for Greek Stocks. (2008). Benos, Alexandros . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:1-2:p:67-104.

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2
2011Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Tsolas, Ioannis ; Alexakis, Panayotis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296.

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2
2003Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Zychowicz, Edward ; Kim, Wi Saeng ; Lyn, Esmeralda . In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130.

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2
1997The Performance of Trading Rules on Four Asian Currency Exchange Rates. (1997). Wong, Clement Yuk-Pang ; Cheung, Yin-Wong . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:1-22.

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2
2001Emerging Markets: Investing with Political Risk. (2001). CLARK, EPHRAIM ; Tunaru, Radu . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:155-173.

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2
2000Diagnosing Shocks in Stock Market Returns of Greater China. (2000). W. C Lo, ; Chan, W. S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288.

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2
2011Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216.

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2
1999International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Young, Allan ; Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40.

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2
2008Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277.

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2
2000High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Cecen, Aydin A. ; Han, Young-Wook ; Baillie, Richard T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267.

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2
2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Nelling, Edward ; Chiang, Thomas ; Tan, Lin . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

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2
1999Gambling Banks and Firm Financing in Transition Economies. (1999). Mallin, Chris ; Briston, Richard ; Jelic, Ranko . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:41-69.

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2
2003A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk. (2003). Gan, Christopher ; McGraw, Patricia A. ; Chan, Kam Fong . In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:25-54.

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1
1998The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Nam, Sang-Koo ; Choi, Seung-Doo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244.

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1
2013Asset Markets Contagion During the Global Financial Crisis. (2013). Christopoulos, Apostolos ; Kenourgios, Dimitris ; Dimitriou, Dimitrios . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76.

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1
2002Dissemination of Stock Recommendations and Small Investors: Who Benefits?. (2002). Yazici, Bilgehan ; Muradoglu, Gulnur . In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:1:p:29-42.

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1
1997Information Flows Between Eurodollar Spot and Futures Markets. (1997). Fung, Hung-Gay ; Cheung, Yin-Wong . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271.

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1
2010Some Important Issues Involving Real Options: An Overview. (2010). Gamba, Andrea ; Sick, Gordon . In: Multinational Finance Journal. RePEc:mfj:journl:v:14:y:2010:i:1-2:p:73-123.

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1
2001Equity Price Dynamics Before and After the Introduction of the Euro: A Note. (2001). Westermann, Frank ; Cheung, Yin-Wong . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:113-128.

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1
1997Single and Multiple Portfolio Cross-Hedging with Currency Futures. (1997). DeMaskey, Andrea L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:23-46.

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1
1997Transaction Costs and the Pricing of Financial Assets. (1997). Constantinides, George M.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:93-99.

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1
2007Are Failure Prediction Models Widely Usable? An Empirical Study Using a Belgian Dataset. (2007). Ooghe, Hubert ; Balcaen, Sofie . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:1-2:p:33-76.

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1
1999Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145.

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1
Modeling Volatility in Foreign Currency Option Pricing. (2009). Hoque, Ariful ; Manzur, Meher ; Chan, Felix . In: Multinational Finance Journal. RePEc:mfj:journl:v:13:y:2009:i:3-4:p:189-208.

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1
2001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Chew, Boon-Kiat ; Wong, Wing-Keung ; Sikorsk, Douglas . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86.

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1
1998Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132.

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1
2008A Liquidity Motivated Algorithm for Discerning Trade Direction. (2008). Michayluk, David ; Prather, Laurie . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:1-2:p:45-66.

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1
2000The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Romcke, Jennifer ; Hartnett, Neil . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132.

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1
2012International Cross-Listing and Shareholders’ Wealth. (2012). Louca, Christodoulos ; Dodd, Olga . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86.

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1
2003An Empirical Study of Portfolio Selection for Optimally Hedged Portfolios. (2003). Adcock, C. J.. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:85-106.

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1

50 most relevant documents in this series:


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

YearTitleCited
2007Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri . In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252.

Full description at Econpapers || Download paper

5
1997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Liu, Angela Y. ; Pan, Ming-Shiun . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

Full description at Econpapers || Download paper

4
2000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

Full description at Econpapers || Download paper

4
2008Estimation of VaR Using Copula and Extreme Value Theory. (2008). Lucas, E. C. ; Hotta, L. K. ; H. P Palaro, . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218.

Full description at Econpapers || Download paper

3
1997Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Gulser . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

Full description at Econpapers || Download paper

3
2001Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Trigeorgis, Lenos ; Vafeas, Nikos ; Travlos, Nickolaos . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112.

Full description at Econpapers || Download paper

3
2011Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216.

Full description at Econpapers || Download paper

2
2006Closed-End Country Funds and International Diversification. (2006). Charitou, Andreas ; Nishiotis, George P. ; Makris, Andreas . In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:251-276.

Full description at Econpapers || Download paper

2
2008Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277.

Full description at Econpapers || Download paper

2
2003Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Zychowicz, Edward ; Kim, Wi Saeng ; Lyn, Esmeralda . In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130.

Full description at Econpapers || Download paper

2
2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Nelling, Edward ; Chiang, Thomas ; Tan, Lin . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

Full description at Econpapers || Download paper

2
1997The Performance of Trading Rules on Four Asian Currency Exchange Rates. (1997). Wong, Clement Yuk-Pang ; Cheung, Yin-Wong . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:1-22.

Full description at Econpapers || Download paper

2
2002Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn N. ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166.

Full description at Econpapers || Download paper

2
2000Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99.

Full description at Econpapers || Download paper

2
2002The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Lin, Hong-Jen ; Chen, Yueh H.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


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YearTitleSee

Cites in year: CiY


Recent citations received in: 2013


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Recent citations received in: 2011


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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.