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

The European Journal of Finance / Taylor & Francis Journals

0.39

Impact Factor

0.5

5-Years IF

17

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
19930.10100 (%)0.05
19940.11000 (%)0.05
19950.19262678005 (6.4%)0.07
19960.23234920.042226263 (13.6%)0.09
19970.060.270.06196860.09754934932 (2.7%)20.110.09
19980.050.270.06208870.08724226841 (1.4%)0.1
19990.080.310.122110150.14613938896 (9.8%)30.140.13
20000.050.390.051912970.057942211062 (2.5%)0.15
20010.020.410.1119148180.1236411103111 (2.8%)10.050.16
20020.110.430.1423171250.151393849914 (%)40.170.19
20030.140.450.220191390.267426103211 (1.5%)0.19
20040.230.510.2432223510.23544310103251 (1.9%)10.030.21
20050.040.540.1231254530.21119522113142 (1.7%)30.10.22
20060.220.520.2646300680.231416314125323 (2.1%)50.110.21
20070.190.450.2241341630.181917715152344 (2.1%)30.070.18
20080.340.480.2945386880.2364873017049 (%)0.2
20090.230.480.2444430940.221778620195472 (1.1%)50.110.19
20100.270.440.38394691510.32768924207783 (3.9%)30.080.16
20110.370.530.33475161340.2694833121570 (%)30.060.21
20120.280.580.46475631890.34798624216100 (%)70.150.22
20130.390.710.46516142320.38449437222103 (%)50.10.25
20140.390.810.5556692380.3689838228114 (%)10.020.28
 
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
2007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

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44
2007Stochastic Dominance Analysis of iShares. (2007). Gasbarro, Dominic ; Wong, Wing-Keung ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

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36
2009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

33
2002Modelling the demand for M3 in the Euro area. (2002). Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

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30
2009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

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30
1997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

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28
2005Market risk models for intraday data. (2005). Giot, Pierre . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

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26
2012On the hidden side of liquidity. (2012). Pardo, angel ; Pascual, Roberto . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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24
2000The effects of trading activity on market volatility. (2000). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

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22
2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, A. ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

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21
2002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

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21
2005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

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21
1998Board size and corporate performance: evidence from European countries. (1998). Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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20
1995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

19
1995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Dacorogna, M. M. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

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19
2003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

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19
2007Conducting Event Studies on a Small Stock Exchange. (2007). Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

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18
1997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

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17
2010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

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17
1995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

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17
1999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

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17
2011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

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16
2006Ownership structure and open market stock repurchases in France. (2006). Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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16
2005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

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15
2006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

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15
2005Hedge fund performance and persistence in bull and bear markets. (2005). Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

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15
2009The impact of board size on firm performance: evidence from the UK. (2009). Guest, Paul . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

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15
2003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

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15
2002New evidence on the implied-realized volatility relation. (2002). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

Full description at Econpapers || Download paper

14
2007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

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14
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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14
2003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

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14
1998Transmission of movements in stock markets. (1998). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

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14
2002Time varying country risk: an assessment of alternative modelling techniques. (2002). McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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13
2006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

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12
2009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

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12
2006Small sample properties of GARCH estimates and persistence. (2006). Pereira, Pedro Valls ; Hwang, Soosung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

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12
2006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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12
2011Do heterogeneous beliefs diversify market risk?. (2011). Chiarella, Carl ; He, Xue-Zhong ; Dieci, Roberto . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

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12
2011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

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12
2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

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11
2010Large debt financing: syndicated loans versus corporate bonds. (2010). Kara, Alper ; Altunbas, Yener ; Marques-Ibanez, David . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

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11
1999Dynamic futures hedging in currency markets. (1999). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314.

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11
2002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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10
2001Implied volatility surfaces: uncovering regularities for options on financial futures. (2001). Tompkins, Robert G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230.

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10
1995Linkages among European and world stock markets. (1995). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:165-179.

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9
2000Further insights on the puzzle of technical analysis profitability. (2000). Bertrand Maillet, Thierry Michel, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:196-224.

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9
2007Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience. (2007). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:8:p:769-793.

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9
2005An analysis of trading strategies in eleven European stock markets. (2005). Power, David ; Fifield, Suzanne ; Sinclair, Donald C.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:6:p:531-548.

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9
2004Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy. (2004). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:10:y:2004:i:2:p:139-148.

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8

50 most relevant documents in this series:

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

YearTitleCited
2009Models for construction of multivariate dependence - a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

25
2007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

23
2009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

21
2010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

16
2011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

15
2007Stochastic Dominance Analysis of iShares. (2007). Gasbarro, Dominic ; Wong, Wing-Keung ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

14
2011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

11
2007Conducting Event Studies on a Small Stock Exchange. (2007). Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

11
2006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

10
2005Hedge fund performance and persistence in bull and bear markets. (2005). Corhay, Albert ; Hubner, Georges ; Capocci, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

Full description at Econpapers || Download paper

9
2012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

8
2006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

8
2009The impact of board size on firm performance: evidence from the UK. (2009). Guest, Paul . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

7
1999Dynamic futures hedging in currency markets. (1999). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:4:p:299-314.

Full description at Econpapers || Download paper

7
2005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

7
2010Efficient market hypothesis in European stock markets. (2010). Borges, Maria Rosa . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

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6
2003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

Full description at Econpapers || Download paper

6
2007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

6
1995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

6
2002Modelling the demand for M3 in the Euro area. (2002). Pastorello, Sergio . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

Full description at Econpapers || Download paper

6
2005Market risk models for intraday data. (2005). Giot, Pierre . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

6
2005An analysis of trading strategies in eleven European stock markets. (2005). Power, David ; Fifield, Suzanne ; Sinclair, Donald C.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:6:p:531-548.

Full description at Econpapers || Download paper

5
2006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

Full description at Econpapers || Download paper

5
2009Asymmetric dependence patterns in financial time series. (2009). Suss, Stephan . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:703-719.

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5
2006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

Full description at Econpapers || Download paper

5
2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, A. ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

Full description at Econpapers || Download paper

5
2010Large debt financing: syndicated loans versus corporate bonds. (2010). Kara, Alper ; Altunbas, Yener ; Marques-Ibanez, David . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

5
2011Banking competition and economic growth: cross-country evidence. (2011). Maudos, Joaquin ; de Guevara, Juan Fernandez . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:8:p:739-764.

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5
1998Transmission of movements in stock markets. (1998). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

Full description at Econpapers || Download paper

5
2002New evidence on the implied-realized volatility relation. (2002). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

Full description at Econpapers || Download paper

5
2011Do heterogeneous beliefs diversify market risk?. (2011). Chiarella, Carl ; He, Xue-Zhong ; Dieci, Roberto . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

Full description at Econpapers || Download paper

5
2002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

Full description at Econpapers || Download paper

5
2009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

Full description at Econpapers || Download paper

5
2008Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques. (2008). Mergner, Sascha. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:771-802.

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5
2003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

Full description at Econpapers || Download paper

5
2010Does the CFO matter in family firms? Evidence from Italy. (2010). Di Giuli, Alberta ; Caselli, Stefano . In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:381-411.

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4
1996A comprehensive look at the efficacy of technical trading rules applied to cross-rates. (1996). Lee, C. I. ; Mathur, I.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:2:y:1996:i:4:p:389-411.

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4
2002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

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4
2002Time varying country risk: an assessment of alternative modelling techniques. (2002). McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

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4
2011The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress. (2011). Romo, Juan . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:851-881.

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4
2012How have M&As changed? Evidence from the sixth merger wave. (2012). Mavrovitis, Christos F. ; Travlos, Nickolaos G. ; Alexandridis, George . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:663-688.

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4
2009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

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4
2006Ownership structure and open market stock repurchases in France. (2006). Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

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2013On risk management determinants: what really matters?. (2013). Triki, Thouraya . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:2:p:145-164.

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2007Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks. (2007). Ashraf, Dawood ; Altunbas, Yener ; Goddard, John . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:483-500.

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2001Implied volatility surfaces: uncovering regularities for options on financial futures. (2001). Tompkins, Robert G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:7:y:2001:i:3:p:198-230.

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4
1998Board size and corporate performance: evidence from European countries. (1998). Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

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2007Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience. (2007). . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:8:p:769-793.

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2013Competition and risk in Japanese banking. (2013). Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

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2011Financial deepening and bank productivity in Latin America. (2011). Jesús G. Garza-Garcia, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:811-827.

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Citing documents used to compute impact factor 38:

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YearTitleSee
2014The determinants of global bank credit-default-swap spreads. (2014). Zhang, Gaiyan ; Liu, Liuling . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_033.

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2014Characteristics and development of corporate and sovereign CDS. (2014). Vogel, Heinz-Dieter ; Heidorn, Thomas . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:15:y:2014:i:5:p:482-509.

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2014.

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2014Entry, imperfect competition, and futures market for the input. (2014). Santugini, Marc . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:35:y:2014:i:c:p:70-83.

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2014Switching outputs in a bioenergy cogeneration project: A real options approach. (2014). de Oliveira, Denis Luis ; Igrejas, Rafael ; Brandao, Luiz E. ; Gomes, Leonardo Lima . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:36:y:2014:i:c:p:74-82.

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2014A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2014). Proao, Christian R. ; Flaschel, Peter . In: Working Papers. RePEc:iee:wpaper:wp0098.

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2014Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression. (2014). Yen, Cheng-Hsin ; Chen, Sen-Sung ; Wang, Nan-Yu ; Huang, Chih-Jen . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-03-03.

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2014Purchase and Redemption Decisions of Mutual Fund Investors of Variable Life Insurance-Using Quantile Regression. (2014). Yen, Cheng-Hsin ; Chen, Sen-Sung ; Wang, Nan-Yu ; Huang, Chih-Jen . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-04-03.

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2014Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27.

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2014Non-interest income, profitability, and risk in banking industry: A cross-country analysis. (2014). Chang, Chi-Hung ; Yang, Shih-Jui . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:48-67.

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2014Альтернативный подход к определению условий отсутствия арбитража. (2014). Ivanov, Sergei . In: MPRA Paper. RePEc:pra:mprapa:58572.

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2014Modeling regional linkage of financial markets. (2014). Huang, Weihong . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:99:y:2014:i:c:p:18-31.

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2014Rational Expectation Bubbles: Evidence from Hong Kong’s Sub-Indices. (2014). Shimada, Junji ; Miyakoshi, Tatsuyoshi ; Li, Kui-Wai . In: MPRA Paper. RePEc:pra:mprapa:56118.

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2014Estimation Error of Expected Shortfall. (2014). Kondor, Imre . In: Papers. RePEc:arx:papers:1402.5534.

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2014$L_p$ regularized portfolio optimization. (2014). Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre . In: Papers. RePEc:arx:papers:1404.4040.

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2014Control of the socio-economic systems using herding interactions. (2014). Kononovicius, A. ; Gontis, V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:80-84.

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2014Option Pricing of Twin Assets. (2014). Araneda, Axel A. ; Villena, Marcelo J.. In: Papers. RePEc:arx:papers:1401.6735.

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2014Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Wolff, Dominik ; Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399.

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2014Does diversity of bank board members affect performance and risk? Evidence from an emerging market. (2014). Setiyono, Bowo . In: Working Papers. RePEc:hal:wpaper:hal-01070988.

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2014Cost recovery from congestion tolls with long-run uncertainty. (2014). de Palma, Andre ; Lindsey, Robin . In: Economics of Transportation. RePEc:eee:ecotra:v:3:y:2014:i:2:p:119-132.

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2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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2014The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. (2014). Zhang, Weiguo ; Chen, Xiaoyan ; Xiao, Weilin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:320-337.

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2014Differential Effects of Law, Culture and Political Risk on Performance and Risk-taking Behavior of Fund Managers. (2014). Mehri, Meryem . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13772.

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2014Informational Efficiency Tests on the Romanian Stock Market: A Review of the Literature. (2014). . In: The Review of Finance and Banking. RePEc:rfb:journl:v:06:y:2014:i:1:p:015-028.

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2014The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion. (2014). Martins, Luis ; Lagoa, Sergio ; Horta, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:140-153.

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2014The importance of using a test of weak-form market efficiency that does not require investigating the data first. (2014). Dryver, Arthur L. ; Aumeboonsuke, Vesarach . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:350-357.

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2014Market efficiency of the Post Communist East European stock markets. (2014). Ilic, Elena . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:22:y:2014:i:2:p:307-337.

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2014The Equity-like Behaviour of Sovereign Bonds. (2014). Stancu, Andrei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-16.

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2014The causal effect of stop-loss and take-gain orders on the disposition effect. (2014). Hoffmann, Gerson . In: TWI Research Paper Series. RePEc:twi:respas:0089.

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2014How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Bozos, Konstantinos ; Ratnaike, Yasanji C. ; Alsharairi, Malek . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60.

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2014Do target CEOs trade premiums for personal benefits?. (2014). Qiu, Buhui ; Trapkov, Svetoslav ; Yakoub, Fadi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:23-41.

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2014Foreign exchange customers and dealers: Who’s driving whom?. (2014). Gradojevic, Nikola . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:213-218.

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2014Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios. (2014). Chuang, Chung-Chu ; Wang, Yi-Hsien ; Yeh, Tsai-Jung . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:15-19.

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2014Quantifying Informational Linkages in a Global Model of Currency Spot Markets. (2014). Greenwood-Nimmo, Matthew ; Shin, Yongcheol ; Nguyen, Viet Hoang . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2014n17.

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2014Delegated Portfolio Management under Ambiguity Aversion. (2014). Fabretti, Annalisa ; Herzel, Stefano ; Pinar, Mustafa C.. In: CEIS Research Paper. RePEc:rtv:ceisrp:304.

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2014Item response models to measure corporate social responsibility. (2014). Stanghellini, Elena ; Grassi, Stefano ; Nicolosi, Marco . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:22:p:1449-1464.

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2014The E ect of Hidden Liquidity on the Welfare of Market Order Traders. (2014). Delaney, L. ; Kovaleva, P.. In: Working Papers. RePEc:cty:dpaper:8121.

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2014The effectiveness of competing regulatory regimes and the switching effects: Evidence from an emerging market. (2014). Farag, Hisham . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:2:p:136-147.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
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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Recent citations received in: 2013

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2013Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms. (2013). Belgacem, Aymen ; Mankai, Selim . In: EconomiX Working Papers. RePEc:drm:wpaper:2013-24.

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2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428.

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2013The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry. (2013). Gueyie, Jean-Pierre ; Mnasri, Mohamed . In: Cahiers de recherche. RePEc:lvl:lacicr:1337.

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2013Rationales for Corporate Risk Management - A Critical Literature Review. (2013). Modolin, Ileana ; Giorgino, Marco . In: MPRA Paper. RePEc:pra:mprapa:45420.

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[Citation Analysis]
2013Cash holdings of German open-end equity funds: Does ownership matter?. (2013). Weth, Mark ; Dotz, Niko . In: Discussion Papers. RePEc:zbw:bubdps:472013.

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Recent citations received in: 2012

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YearTitleSee
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Osler, Carol ; King, Michael ; Rime, Dagfinn . In: Working Papers. RePEc:brd:wpaper:54.

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2012Incentive contracts in delegated portfolio management under VaR constraint. (2012). Sheng, Jiliang ; Wang, Xiaoting ; Yang, Jun . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1679-1685.

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2012On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-014.

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2012Hidden Liquidity: Determinants and Impact. (2012). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-023.

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2012Realized Copula. (2012). . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05.

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2012On the dark side of the market: Identifying and analyzing hidden order placements. (2012). Hautsch, Nikolaus ; Huang, Ruihong . In: CFS Working Paper Series. RePEc:zbw:cfswop:201204.

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[Citation Analysis]

Recent citations received in: 2011

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YearTitleSee
2011An Examination of Dynamic Trading Stategies in UK and US Stock Returns. (2011). Fletcher, Jonathan . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:38:y:2011:i:9-10:p:1290-1310.

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2011Value at Risk and Return from the Use of Bayesian Methods for Stress Testing in a World Asset Allocation and the 2008-2009 Crisis. (2011). Herrera, Humberto Valencia . In: Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics). RePEc:ega:rafega:201103.

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2011Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). Nguyen, Viet Hoang ; Shin, Yongcheol . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2011n14.

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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.