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Impact Factor
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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: 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 |
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50 most cited documents in this series:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2006 | Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers || Download paper | 73 |
| 2005 | A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers || Download paper | 30 |
| 2005 | Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet E. ; Johnson, Eric . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers || Download paper | 26 |
| 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew C. ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 26 |
| The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers || Download paper | 12 | |
| 2005 | Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64. Full description at Econpapers || Download paper | 11 |
| 2005 | An alternative method to test for contagion with an application to the Asian financial crisis. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347. Full description at Econpapers || Download paper | 10 |
| 2005 | REIT markets: periodically collapsing negative bubbles?. (2005). Payne, James E.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69. Full description at Econpapers || Download paper | 8 |
| 2007 | The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, K. G. ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers || Download paper | 7 |
| 2007 | Project valuation and investment decisions: CAPM versus arbitrage. (2007). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140. Full description at Econpapers || Download paper | 6 |
| 2005 | Forecast performance of neural networks and business cycle asymmetries. (2005). Bidarkota, Prasad V. ; Kastens, Terry L.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210. Full description at Econpapers || Download paper | 6 |
| 2006 | Economic value added and systemic value added: symmetry, additive coherence and differences in performance. (2006). Ricci, Roberto Ghiselli . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154. Full description at Econpapers || Download paper | 6 |
| 2008 | Day of the week seasonality in African stock markets. (2008). Alagidede, Paul . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers || Download paper | 6 |
| 2005 | New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Ozkan, Aydin ; Guney, Yilmaz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238. Full description at Econpapers || Download paper | 6 |
| 2005 | The impact of financial deregulation on monetary aggregates and interest rates in Australia. (2005). Valadkhani, Abbas ; Pahlavani, Mosayeb ; Worthington, Andrew C.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163. Full description at Econpapers || Download paper | 6 |
| 2005 | Twenty-two years of Japanese institutional forecasts. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84. Full description at Econpapers || Download paper | 6 |
| 2005 | Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chrisostomos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216. Full description at Econpapers || Download paper | 5 |
| 2006 | Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30. Full description at Econpapers || Download paper | 5 |
| 2006 | Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). S. Raja Sethu Durai, ; Bhaduri, Saumitra N. ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158. Full description at Econpapers || Download paper | 5 |
| 2007 | Spurious results in testing mutual fund performance persistence: evidence from the Greek market. (2007). Kostakis, Alexandros ; Babalos, Vassilios ; Philippas, Nikolaos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108. Full description at Econpapers || Download paper | 5 |
| 2007 | Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363. Full description at Econpapers || Download paper | 5 |
| 2007 | Measuring the US social discount rate. (2007). Azar, Samih Antoine . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66. Full description at Econpapers || Download paper | 5 |
| 2005 | Empirical identification of currency crises: differences and similarities between indicators. (2005). Perez, J.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46. Full description at Econpapers || Download paper | 5 |
| 2005 | Measuring half-lives: using a non-parametric bootstrap approach. (2005). Caporale, Guglielmo Maria ; Spagnolo, Nicola . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4. Full description at Econpapers || Download paper | 4 |
| 2007 | Political orientation of government and stock market returns. (2007). Bialkowski, Jedrzej ; Wisniewski, Tomasz Piotr ; Gottschalk, Katrin . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273. Full description at Econpapers || Download paper | 4 |
| 2005 | The shareholder wealth effects of voluntary foreign delistings: an empirical analysis. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204. Full description at Econpapers || Download paper | 4 |
| 2006 | Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets. (2006). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7. Full description at Econpapers || Download paper | 4 |
| 2005 | On the relationship between central bank independence and inflation: some more bad news. (2005). Bouwman, Kees. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385. Full description at Econpapers || Download paper | 4 |
| 2007 | Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Lim, Kian-Ping . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29. Full description at Econpapers || Download paper | 4 |
| 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 3 |
| 2008 | Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467. Full description at Econpapers || Download paper | 3 |
| 2007 | Time-varying nonlinear exchange rate exposure. (2007). Pierdzioch, Christian ; Kizys, Renatas . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:385-389. Full description at Econpapers || Download paper | 3 |
| 2008 | Econometric analysis of interest rate pass-through. (2008). Cook, Steven . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:249-251. Full description at Econpapers || Download paper | 3 |
| 2005 | What causes the hidden economy in Spain?. (2005). Serrano, Jose Maria. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:143-150. Full description at Econpapers || Download paper | 3 |
| 2005 | Does the credit risk premium lead the stock market?. (2005). de Bondt, Gabe . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268. Full description at Econpapers || Download paper | 3 |
| 2008 | Deregulation and productivity changes in banking: evidence from European unification. (2008). Kondeas, Alexander ; Caudill, Steven ; Raymond, Jennie ; Gropper, Daniel . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers || Download paper | 3 |
| 2007 | Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384. Full description at Econpapers || Download paper | 3 |
| 2007 | Investment information content in Bollinger Bands?. (2007). Lento, C. ; Gradojevic, N. ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 3 |
| 2005 | Do stock prices contain predictive information on business turning points? A wavelet analysis. (2005). Yamada, Hiroshi ; Honda, Yuzo . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:19-23. Full description at Econpapers || Download paper | 3 |
| 2008 | Provincial co-movement in Chinese stock returns. (2008). Wu, Fei ; Choti, Udomsak Wong ; Wongchoti, Udomsak. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:171-176. Full description at Econpapers || Download paper | 3 |
| 2005 | Does volume provide information? Evidence from the Irish Stock Market. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:105-109. Full description at Econpapers || Download paper | 3 |
| 2006 | The response of sub-sector REIT returns to shocks in fundamental state variables. (2006). Payne, James E.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:71-75. Full description at Econpapers || Download paper | 3 |
| 2008 | Mood and UK equity pricing. (2008). Lucey, Brian ; Dowling, Michael . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240. Full description at Econpapers || Download paper | 3 |
| 2008 | The causal relationship between domestic and outward foreign investment: evidence for Italy. (2008). Herzer, Dierk . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:307-310. Full description at Econpapers || Download paper | 3 |
| 2006 | Hedging under price and output uncertainty: revisited. (2006). Alghalith, Moawia . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:243-245. Full description at Econpapers || Download paper | 2 |
| 2007 | Multi-factor SUR in event study analysis: evidence from M&A in Singapores financial industry. (2007). Tanuwidjaja, Enrico . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:55-62. Full description at Econpapers || Download paper | 2 |
| 2005 | Speculation or hedging in the Irish stock exchange. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:9-14. Full description at Econpapers || Download paper | 2 |
| 2007 | Project selection and equivalent CAPM-based investment criteria. (2007). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:3:p:165-168. Full description at Econpapers || Download paper | 2 |
| 2005 | An affine three-factor model of the German term structure of interest rates with macroeconomic content. (2005). Fendel, Ralf . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:151-156. Full description at Econpapers || Download paper | 2 |
| 2006 | The equity premium puzzle and decreasing relative risk aversion. (2006). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:179-182. 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 |
|---|---|---|
| 2006 | Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers || Download paper | 25 |
| 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew C. ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 21 |
| 2005 | A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers || Download paper | 16 |
| 2005 | Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet E. ; Johnson, Eric . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers || Download paper | 10 |
| 2006 | The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers || Download paper | 7 |
| 2005 | An alternative method to test for contagion with an application to the Asian financial crisis. (2005). . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347. Full description at Econpapers || Download paper | 5 |
| 2005 | New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Ozkan, Aydin ; Guney, Yilmaz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238. Full description at Econpapers || Download paper | 4 |
| 2007 | The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, K. G. ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers || Download paper | 4 |
| 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 3 |
| 2005 | REIT markets: periodically collapsing negative bubbles?. (2005). Payne, James E.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69. Full description at Econpapers || Download paper | 3 |
| 2007 | Measuring the US social discount rate. (2007). Azar, Samih Antoine . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66. Full description at Econpapers || Download paper | 3 |
| 2007 | Investment information content in Bollinger Bands?. (2007). Lento, C. ; Gradojevic, N. ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 3 |
| 2007 | Multi-factor SUR in event study analysis: evidence from M&A in Singapores financial industry. (2007). Tanuwidjaja, Enrico . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:55-62. Full description at Econpapers || Download paper | 2 |
| 2007 | Political orientation of government and stock market returns. (2007). Bialkowski, Jedrzej ; Wisniewski, Tomasz Piotr ; Gottschalk, Katrin . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273. Full description at Econpapers || Download paper | 2 |
| 2007 | Time-varying nonlinear exchange rate exposure. (2007). Pierdzioch, Christian ; Kizys, Renatas . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:385-389. Full description at Econpapers || Download paper | 2 |
| 2006 | Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). S. Raja Sethu Durai, ; Bhaduri, Saumitra N. ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158. Full description at Econpapers || Download paper | 2 |
| 2008 | Day of the week seasonality in African stock markets. (2008). Alagidede, Paul . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers || Download paper | 2 |
| 2007 | The analysis of interest rate swap spreads in Japan. (2007). Ito, Takayasu . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:1-4. Full description at Econpapers || Download paper | 2 |
| 2008 | Deregulation and productivity changes in banking: evidence from European unification. (2008). Kondeas, Alexander ; Caudill, Steven ; Raymond, Jennie ; Gropper, Daniel . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers || Download paper | 2 |
| 2008 | Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467. Full description at Econpapers || Download paper | 2 |
| 2005 | An alternative approach in investigating lead--lag relationships between stock and stock index futures markets -- comment. (2005). Hasan, Mohammad. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:125-130. Full description at Econpapers || Download paper | 2 |
| 2007 | Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384. Full description at Econpapers || Download paper | 2 |
| 2005 | Regime switching in the dynamic relationship between stock returns and inflation. (2005). Li, Qi. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277. Full description at Econpapers || Download paper | 2 |
| 2008 | Decomposition of mutual fund underperformance. (2008). Hu, Jin-Li ; Chang, Tzu-Pu . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:363-367. Full description at Econpapers || Download paper | 2 |
| 2008 | Provincial co-movement in Chinese stock returns. (2008). Wu, Fei ; Choti, Udomsak Wong ; Wongchoti, Udomsak. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:171-176. Full description at Econpapers || Download paper | 2 |
| 2008 | Firm size, sector and market valuation of R&D expenditures. (2008). Stark, Andrew ; Syed Zulfiqar Ali Shah, ; Syed Zulfiqar Ali Shah, ; Akbar, Saeed . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:87-91. Full description at Econpapers || Download paper | 2 |
10 most frequent citing series:
[Click on heading to sort table]
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.