0.13
Impact Factor
0.09
5-Years IF
3
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 ]
[more data in EconPapers] [
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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 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.43 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2003 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.51 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2005 | 0.54 | 5 | 5 | 1 | 0 | 0 | (%) | 0.22 | ||||||||
| 2006 | 0.52 | 5 | 10 | 1 | 5 | 5 | (%) | 0.21 | ||||||||
| 2007 | 0.45 | 5 | 15 | 10 | 10 | (%) | 0.18 | |||||||||
| 2008 | 0.48 | 4 | 19 | 1 | 0.05 | 1 | 10 | 15 | (%) | 0.2 | ||||||
| 2009 | 0.48 | 5 | 24 | 2 | 9 | 19 | (%) | 0.19 | ||||||||
| 2010 | 0.44 | 24 | 9 | 24 | (%) | 0.16 | ||||||||||
| 2011 | 0.2 | 0.53 | 0.05 | 4 | 28 | 1 | 0.04 | 3 | 5 | 1 | 19 | 1 | (%) | 0.21 | ||
| 2012 | 0.58 | 10 | 38 | 1 | 0.03 | 15 | 4 | 18 | (%) | 1 | 0.1 | 0.22 | ||||
| 2013 | 0.21 | 0.71 | 0.17 | 13 | 51 | 4 | 0.08 | 14 | 3 | 23 | 4 | (%) | 0.25 | |||
| 2014 | 0.13 | 0.81 | 0.09 | 20 | 71 | 6 | 0.08 | 1 | 23 | 3 | 32 | 3 | (%) | 1 | 0.05 | 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 |
|---|---|---|
| 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). Tansuchat, Roengchai . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:p:1250010-1-1250010-27. Full description at Econpapers || Download paper | 5 |
| 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Gasbarro, Dominic ; Wong, Wing-Keung ; Zumwalt, Kenton J.. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:p:1250005-1-1250005-20. Full description at Econpapers || Download paper | 5 |
| 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:p:1250007-1-1250007-11. Full description at Econpapers || Download paper | 4 |
| 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Singh, A. K. ; Powell, R. J.. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:p:1150003-1-1150003-19. Full description at Econpapers || Download paper | 3 |
| 2009 | ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?. (2009). Hinich, Melvin J. ; CHONG, TERENCE TAI-LEUNG ; LAM, TAU-HING . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:p:0950002-1-0950002-20. Full description at Econpapers || Download paper | 2 |
| 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). TIWARI, Aviral Kumar . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:p:1550002-1-1550002-23. Full description at Econpapers || Download paper | 2 |
| MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Judge, Amrit ; CLARK, EPHRAIM . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:p:0550003-1-0550003-20. Full description at Econpapers || Download paper | 1 | |
| 2014 | ACTUARIAL IMPLICATIONS OF STRUCTURAL CHANGES IN EL NIÃO-SOUTHERN OSCILLATION INDEX DYNAMICS. (2014). Chen, Shu-Ling . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:p:1440007-1-1440007-20. Full description at Econpapers || Download paper | 1 |
| 2008 | VOLATILITY DYNAMICS IN FOREIGN EXCHANGE RATES: FURTHER EVIDENCE FROM THE MALAYSIAN RINGGIT AND SINGAPORE DOLLAR. (2008). Tsui, Albert K ; Ho, Kin-Yip . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:04:y:2008:i:01:p:0850004-1-0850004-27. Full description at Econpapers || Download paper | 1 |
| 2014 | USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES. (2014). CHI, CHIH-YI ; Lu, Yu-Lung ; LI, YI TZU . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:p:1440010-1-1440010-13. Full description at Econpapers || Download paper | 1 |
| PREDICTING FINANCIAL FAILURE OF THE TURKISH BANKS. (2006). DOANAY, METE M. ; Akta, Ramazan ; CEYLAN, NILDA BAAK . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:02:y:2006:i:01:p:0650005-1-0650005-19. Full description at Econpapers || Download paper | 1 | |
| 2014 | CREDIT SPREADS AND BANKRUPTCY INFORMATION FROM OPTIONS DATA. (2014). . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:p:1440008-1-1440008-22. Full description at Econpapers || Download paper | 1 |
| 2012 | EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:p:1250003-1-1250003-45. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). Tansuchat, Roengchai . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:p:1250010-1-1250010-27. Full description at Econpapers || Download paper | 4 |
| 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Gasbarro, Dominic ; Wong, Wing-Keung ; Zumwalt, Kenton J.. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:p:1250005-1-1250005-20. Full description at Econpapers || Download paper | 4 |
| 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:p:1250007-1-1250007-11. Full description at Econpapers || Download paper | 4 |
| 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Singh, A. K. ; Powell, R. J.. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:p:1150003-1-1150003-19. Full description at Econpapers || Download paper | 3 |
| 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). TIWARI, Aviral Kumar . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:p:1550002-1-1550002-23. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 3:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:227-247. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Modern Approach to the Efficient-Market Hypothesis. (2014). Frahm, Gabriel . In: Papers. RePEc:arx:papers:1302.3001. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Bian, Guorui . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1209. Full description at Econpapers || Download paper | [Citation Analysis] |
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.