Citation analysis for Finance Research Letters / Elsevier

Finance Research Letters / Elsevier

0.48

Impact Factor

0.53

5-Years IF

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
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22			0				0		0		(%)			0.09
1997		0.27			0	1			0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0				0		0		(%)			0.13
2000		0.4			0	3			0		0		(%)			0.15
2001		0.4			0	2			0		0		(%)			0.15
2002		0.42			0	1			0		0		(%)			0.18
2003		0.44			0	2			0		0		(%)			0.18
2004		0.49		27	27	5	0.19	325	0		0		11 (3.4%)	5	0.19	0.2
2005	0.85	0.53	0.85	25	52	29	0.56	185	27	23	27	23	11 (5.9%)	3	0.12	0.21
2006	0.58	0.51	0.58	28	80	43	0.54	172	52	30	52	30	14 (8.1%)	7	0.25	0.2
2007	0.4	0.44	0.61	29	109	52	0.48	100	53	21	80	49	10 (10%)	1	0.03	0.18
2008	0.26	0.47	0.52	26	135	66	0.49	102	57	15	109	57	6 (5.9%)	6	0.23	0.2
2009	0.25	0.47	0.67	26	161	94	0.58	105	55	14	135	91	5 (4.8%)	3	0.12	0.19
2010	0.38	0.44	0.37	30	191	77	0.4	73	52	20	134	49	6 (8.2%)	4	0.13	0.16
2011	0.36	0.51	0.42	26	217	111	0.51	84	56	20	139	58	14 (16.7%)	3	0.12	0.2
2012	0.43	0.56	0.45	25	242	132	0.55	69	56	24	137	61	11 (15.9%)	2	0.08	0.21
2013	0.75	0.66	0.59	23	265	171	0.65	41	51	38	133	79	11 (26.8%)	4	0.17	0.23
2014	0.56	0.67	0.55	52	317	185	0.58	67	48	27	130	71	20 (29.9%)	7	0.13	0.22
2015	0.48	0.82	0.53	95	412	221	0.54	82	75	36	156	82	34 (41.5%)	21	0.22	0.27

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:

#	Year	Title	Cited
1	2004	Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers \|\| Download paper	103
2	2004	On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers \|\| Download paper	57
3	2004	Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89. Full description at Econpapers \|\| Download paper	38
4	2006	Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132. Full description at Econpapers \|\| Download paper	33
5	2004	Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34. Full description at Econpapers \|\| Download paper	32
6	2005	tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14. Full description at Econpapers \|\| Download paper	28
7	2009	Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers \|\| Download paper	28
8	2011	Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers \|\| Download paper	28
9	2006	The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233. Full description at Econpapers \|\| Download paper	25
10	2004	Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; Lecourt, Christelle . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225. Full description at Econpapers \|\| Download paper	23
11	2005	The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194. Full description at Econpapers \|\| Download paper	23
12	2006	Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162. Full description at Econpapers \|\| Download paper	22
13	2005	A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers \|\| Download paper	21
14	2005	Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, SÃÂ¶hnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88. Full description at Econpapers \|\| Download paper	18
15	2005	Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164. Full description at Econpapers \|\| Download paper	17
16	2005	Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226. Full description at Econpapers \|\| Download paper	16
17	2009	Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209. Full description at Econpapers \|\| Download paper	15
18	2012	Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers \|\| Download paper	15
19	2008	Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203. Full description at Econpapers \|\| Download paper	15
20	2007	Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18. Full description at Econpapers \|\| Download paper	15
21	2004	Institutional trading and stock returns. (2004). Zheng, Lu ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189. Full description at Econpapers \|\| Download paper	15
22	2007	The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81. Full description at Econpapers \|\| Download paper	14
23	2007	S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers \|\| Download paper	14
24	2009	Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46. Full description at Econpapers \|\| Download paper	14
25	2008	Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). TerÃÂ¤svirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95. Full description at Econpapers \|\| Download paper	14
26	2005	tays as good as cay: Reply. (2005). Ludvigson, Sydney ; Lettau, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22. Full description at Econpapers \|\| Download paper	13
27	2006	On the sequencing of projects, reputation building, and relationship finance. (2006). Ongena, Steven ; Smith, David C. ; Egli, Dominik. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39. Full description at Econpapers \|\| Download paper	12
28	2006	On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266. Full description at Econpapers \|\| Download paper	12
29	2011	Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76. Full description at Econpapers \|\| Download paper	12
30	2008	On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67. Full description at Econpapers \|\| Download paper	11
31	2010	Martingalized historical approach for option pricing. (2010). Ielpo, Florian ; GUEGAN, Dominique ; Chorro, C.. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28. Full description at Econpapers \|\| Download paper	11
32	2008	Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182. Full description at Econpapers \|\| Download paper	10
33	2012	Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers \|\| Download paper	10
34	2015	Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224. Full description at Econpapers \|\| Download paper	10
35	2010	Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223. Full description at Econpapers \|\| Download paper	10
36	2004	The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55. Full description at Econpapers \|\| Download paper	10
37	2006	Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, RenÃÂ© ; Semenov, Andrei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193. Full description at Econpapers \|\| Download paper	10
38	2006	Exchange rates and order flow in the long run. (2006). van Norden, Simon ; Boyer, M. Martin. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243. Full description at Econpapers \|\| Download paper	9
39	2013	Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141. Full description at Econpapers \|\| Download paper	9
40	2008	On the qualitative effect of volatility and duration on prices of Asian options. (2008). Ewald, Christian-Oliver ; Carr, Peter ; XIAO, YAJUN . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:162-171. Full description at Econpapers \|\| Download paper	9
41	2005	Cointegration analysis of the Fed model. (2005). Koivu, Matti ; Ziemba, William T. ; Pennanen, Teemu . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:248-259. Full description at Econpapers \|\| Download paper	9
42	2014	Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348. Full description at Econpapers \|\| Download paper	8
43		News sentiment and the investor fear gauge. (2014). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130. Full description at Econpapers \|\| Download paper	8
44	2004	How do stock prices respond to fundamental shocks?. (2004). Binswanger, Mathias. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99. Full description at Econpapers \|\| Download paper	8
45	2008	Patterns in cross market liquidity. (2008). Spiegel, Matthew . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10. Full description at Econpapers \|\| Download paper	8
46	2005	Hedging the smirk. (2005). Bates, David S.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200. Full description at Econpapers \|\| Download paper	8
47	2007	Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Weber, Martin ; Glaser, Markus . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216. Full description at Econpapers \|\| Download paper	8
48	2009	Revisiting stock market index correlations. (2009). DalkÄ±r, Mehmet ; Dalkir, Mehmet . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:23-33. Full description at Econpapers \|\| Download paper	7
49	2014	The cost of firmsâ debt financing and the global financial crisis. (2014). Zaghini, Andrea ; Pianeselli, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:74-83. Full description at Econpapers \|\| Download paper	7
50	2005	Industry momentum and common factors. (2005). Du, Ding ; Denning, Karen . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124. Full description at Econpapers \|\| Download paper	7

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2011	Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers \|\| Download paper	21
2	2004	Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers \|\| Download paper	16
3	2004	On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers \|\| Download paper	15
4	2004	Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89. Full description at Econpapers \|\| Download paper	13
5	2009	Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers \|\| Download paper	13
6	2009	Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46. Full description at Econpapers \|\| Download paper	11
7	2009	Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209. Full description at Econpapers \|\| Download paper	11
8	2005	Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164. Full description at Econpapers \|\| Download paper	10
9	2015	Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224. Full description at Econpapers \|\| Download paper	10
10	2005	A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers \|\| Download paper	9
11	2006	The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233. Full description at Econpapers \|\| Download paper	9
12	2014	Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348. Full description at Econpapers \|\| Download paper	8
13	2006	Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132. Full description at Econpapers \|\| Download paper	8
14	2007	Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18. Full description at Econpapers \|\| Download paper	8
15	2005	tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14. Full description at Econpapers \|\| Download paper	8
16	2013	Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141. Full description at Econpapers \|\| Download paper	8
17	2006	Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162. Full description at Econpapers \|\| Download paper	8
18	2014	The cost of firmsâ debt financing and the global financial crisis. (2014). Zaghini, Andrea ; Pianeselli, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:74-83. Full description at Econpapers \|\| Download paper	7
19	2012	Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers \|\| Download paper	7
20	2005	Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, SÃÂ¶hnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88. Full description at Econpapers \|\| Download paper	7
21	2013	Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208. Full description at Econpapers \|\| Download paper	6
22	2011	Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76. Full description at Econpapers \|\| Download paper	6
23	2014	News sentiment and the investor fear gauge. (2014). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130. Full description at Econpapers \|\| Download paper	6
24	2012	Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers \|\| Download paper	6
25	2012	Foreign exposure through domestic equities. (2012). Warnock, Francis ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:8-20. Full description at Econpapers \|\| Download paper	6
26	2008	Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). TerÃÂ¤svirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95. Full description at Econpapers \|\| Download paper	6
27	2006	The value, size, and momentum spread during distressed economic periods. (2006). Fabozzi, Frank ; Arshanapalli, Bala ; Nelson, William . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:244-252. Full description at Econpapers \|\| Download paper	6
28	2013	Composition of robust equity portfolios. (2013). Fabozzi, Frank ; Kim, Woo Chang . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:2:p:72-81. Full description at Econpapers \|\| Download paper	5
29	2004	How do stock prices respond to fundamental shocks?. (2004). Binswanger, Mathias. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99. Full description at Econpapers \|\| Download paper	5
30	2006	On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266. Full description at Econpapers \|\| Download paper	5
31	2011	CAPM option pricing. (2011). Todorova, Neda ; Husmann, Sven . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:4:p:213-219. Full description at Econpapers \|\| Download paper	5
32	2007	The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81. Full description at Econpapers \|\| Download paper	5
33	2008	Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182. Full description at Econpapers \|\| Download paper	5
34	2015	What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53. Full description at Econpapers \|\| Download paper	5
35	2013	Time varying stock return predictability: Evidence from US sectors. (2013). Wohar, Mark ; Guidolin, Massimo ; McMillan, David G.. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:1:p:34-40. Full description at Econpapers \|\| Download paper	5
36	2008	On the qualitative effect of volatility and duration on prices of Asian options. (2008). Ewald, Christian-Oliver ; Carr, Peter ; XIAO, YAJUN . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:162-171. Full description at Econpapers \|\| Download paper	4
37	2011	The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps. (2011). Mylonidis, Nikolaos ; Delis, Manthos. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:163-170. Full description at Econpapers \|\| Download paper	4
38	2012	Robust estimation of covariance and its application to portfolio optimization. (2012). Kim, Tae-Hwan ; Huo, Lijuan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134. Full description at Econpapers \|\| Download paper	4
39	2015	Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204. Full description at Econpapers \|\| Download paper	4
40	2008	Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203. Full description at Econpapers \|\| Download paper	4
41	2008	On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67. Full description at Econpapers \|\| Download paper	4
42	2010	Martingalized historical approach for option pricing. (2010). Ielpo, Florian ; GUEGAN, Dominique ; Chorro, C.. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28. Full description at Econpapers \|\| Download paper	4
43	2005	The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194. Full description at Econpapers \|\| Download paper	4
44	2007	Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Weber, Martin ; Glaser, Markus . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216. Full description at Econpapers \|\| Download paper	4
45	2010	Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223. Full description at Econpapers \|\| Download paper	4
46	2012	Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X.. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47. Full description at Econpapers \|\| Download paper	4
47	2010	Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169. Full description at Econpapers \|\| Download paper	4
48	2013	Divergence in credit ratings. (2013). Rablen, Matthew. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:1:p:12-16. Full description at Econpapers \|\| Download paper	4
49	2015	Volatility spillovers in the European bank CDS market. (2015). Alemany, Aida ; Gonzalez-Urteaga, Ana ; Ballester, Laura . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:137-147. Full description at Econpapers \|\| Download paper	4
50	2007	S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 36:

Year	Title
2015	A comparison of the convenience yield and interest-adjusted basis. (2015). Fouquau, Julien ; Six, Pierre . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:142-149. Full description at Econpapers \|\| Download paper
2015	Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P.. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138. Full description at Econpapers \|\| Download paper
2015	Capital market seasonality: The curious case of large foreign stocks. (2015). Guan, Xian ; Saxena, Konark . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:85-92. Full description at Econpapers \|\| Download paper
2015	Does gender diverse board mean less earnings management?. (2015). Kyaw, Khine ; Petracci, Barbara ; Olugbode, Mojisola . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:135-141. Full description at Econpapers \|\| Download paper
2015	Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2015_04. Full description at Econpapers \|\| Download paper
2015	Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211. Full description at Econpapers \|\| Download paper
2015	Market structure or tradersâ behavior? An assessment of flash crash phenomena and their regulation based on a multi-agent simulation. (2015). Oriol, Nathalie ; Veryzhenko, Iryna . In: Working Papers. RePEc:hal:wpaper:halshs-01254435. Full description at Econpapers \|\| Download paper
2015	Market Structure or Traders Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation. (2015). Oriol, Nathalie ; Veryzhenko, Iryna . In: GREDEG Working Papers. RePEc:gre:wpaper:2015-16. Full description at Econpapers \|\| Download paper
2015	The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484. Full description at Econpapers \|\| Download paper
2015	Gold-oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: MPRA Paper. RePEc:pra:mprapa:68110. Full description at Econpapers \|\| Download paper
2015	GoldÃ¢â¬âoil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00444. Full description at Econpapers \|\| Download paper
2015	Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Nguyen, Duc Khuong ; Reboredo, Juan C ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121. Full description at Econpapers \|\| Download paper
2015	The financial economics of gold â A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205. Full description at Econpapers \|\| Download paper
2015	Diversification discount over the long run: New perspectives. (2015). Mazur, Mieszko ; Zhang, Shage . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:93-98. Full description at Econpapers \|\| Download paper
2015	The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China. (2015). Xu, Feng . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:221-231. Full description at Econpapers \|\| Download paper
2015	Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77. Full description at Econpapers \|\| Download paper
2015	Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers \|\| Download paper
2015	What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries. (2015). Diemer, Michael ; Vollmer, Uwe . In: Eurasian Economic Review. RePEc:spr:eurase:v:5:y:2015:i:2:p:251-277. Full description at Econpapers \|\| Download paper
2015	The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers \|\| Download paper
2015	The euros savior? Assessing the ECBs crisis management performance and potential for crisis resolution. (2015). . In: IMK Studies. RePEc:imk:studie:42-2015. Full description at Econpapers \|\| Download paper
2015	The Euros Savior? Assessing the ECBs Crisis Management Performance and Potential for Crisis Resolution. (2015). . In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_845. Full description at Econpapers \|\| Download paper
2015	Asymmetric shocks in a currency union: The role of central bank collateral policy.. (2015). Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:554. Full description at Econpapers \|\| Download paper
2015	Sell in May and Go Away: Still good advice for investors?. (2015). Dichtl, Hubert ; Drobetz, Wolfgang . In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:29-43. Full description at Econpapers \|\| Download paper
2015	The banking firm and risk taking in a two-moment decision model. (2015). Wong, Wing-Keung ; Welzel, Peter ; Guo, XU ; Broll, Udo . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:275-280. Full description at Econpapers \|\| Download paper
2015	The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562. Full description at Econpapers \|\| Download paper
2015	Estimation of correlations in portfolio credit risk models based on noisy security prices. (2015). Gauthier, Genevieve ; Thomassin, Tommy ; Boudreault, Mathieu . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:61:y:2015:i:c:p:334-349. Full description at Econpapers \|\| Download paper
2015	The effects of business cycle and debt maturity on a firms investment and default decisions. (2015). Jeon, Haejun ; Nishihara, Michi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:326-351. Full description at Econpapers \|\| Download paper
2015	How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis. (2015). Keffala, Mohamed Rochdi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:75-87. Full description at Econpapers \|\| Download paper
2015	Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47. Full description at Econpapers \|\| Download paper
2015	Sentiment in oil markets. (2015). Deeney, Peter ; Bermingham, Adam ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:179-185. Full description at Econpapers \|\| Download paper
2015	An inverted U-shaped crude oil price return-implied volatility relationship. (2015). Agbeyegbe, Terence D. In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:28-45. Full description at Econpapers \|\| Download paper
2015	Credit Rating Agency, Preliminary Ratings and Contact Disclosure. (2015). Ronchetti, Marta Allegra . In: Discussion Papers. RePEc:not:notcfc:15/04. Full description at Econpapers \|\| Download paper
2015	Does the choice of performance measure influence the evaluation of commodity investments?. (2015). Auer, Benjamin R.. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:142-150. Full description at Econpapers \|\| Download paper
2015	Focusing on the worst state for robust investing. (2015). Kim, Woo Chang ; Fabozzi, Frank J. ; Mulvey, John M.. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:19-31. Full description at Econpapers \|\| Download paper
2015	Investment policy with time-to-build. (2015). Zhang, Chuanqian ; Sarkar, Sudipto . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:142-156. Full description at Econpapers \|\| Download paper
2015	Does individual-stock skewness/coskewness reflect portfolio risk?. (2015). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:167-174. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Minimizing Lifetime Poverty with a Penalty for Bankruptcy. (2015). Young, Virginia R. In: Papers. RePEc:arx:papers:1509.01694. Full description at Econpapers \|\| Download paper
2015	Sensitivity Analysis of Long-Term Cash Flows. (2015). Park, Hyungbin . In: Papers. RePEc:arx:papers:1511.03744. Full description at Econpapers \|\| Download paper
2015	Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements. (2015). Åensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1529. Full description at Econpapers \|\| Download paper
2015	Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211. Full description at Econpapers \|\| Download paper
2015	Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671. Full description at Econpapers \|\| Download paper
2015	A comparison of the convenience yield and interest-adjusted basis. (2015). Fouquau, Julien ; Six, Pierre . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:142-149. Full description at Econpapers \|\| Download paper
2015	How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30. Full description at Econpapers \|\| Download paper
2015	Credit contagion and competitive effects of bond rating downgrades along the supply chain. (2015). Chang, Jung-Hsien ; Tsai, Feng-Tse ; Hung, Mao-Wei . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:232-238. Full description at Econpapers \|\| Download paper
2015	Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58. Full description at Econpapers \|\| Download paper
2015	Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77. Full description at Econpapers \|\| Download paper
2015	Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers \|\| Download paper
2015	On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54. Full description at Econpapers \|\| Download paper
2015	The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199. Full description at Econpapers \|\| Download paper
2015	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers \|\| Download paper
2015	Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505. Full description at Econpapers \|\| Download paper
2015	Bank Risk Proxies and the Crisis of 2007/09: A Comparison. (2015). Tonzer, Lena ; Noth, Felix . In: IWH Discussion Papers. RePEc:iwh:dispap:13-15. Full description at Econpapers \|\| Download paper
2015	Analysis of Factors Affecting the Stability of Cooperative Banks in the Post-Crisis Period (Analiza czynnikow wplywajacych na stabilnosc bankow spoldzielczych w okresie pokryzysowym). (2015). Kil, Krzysztof ; Miklaszewska, Ewa . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:97-119. Full description at Econpapers \|\| Download paper
2015	Bank Risk Proxies and the Crisis of 2007/09: A Comparison. (2015). Noth, Felix ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-13-15. Full description at Econpapers \|\| Download paper
2015	Global Imbalances and Bank Risk-Taking. (2015). Dinger, Valeriya ; Te, Daniel Marcel . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112866. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14. Full description at Econpapers \|\| Download paper
2014	Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184. Full description at Econpapers \|\| Download paper
2014	Calendar 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. Full description at Econpapers \|\| Download paper
2014	Bankruptcy risk induced by career concerns of regulators. (2014). Charles-Cadogan, G. ; Cole, John A.. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:259-271. Full description at Econpapers \|\| Download paper
2014	The Halloween Effect Evidence from Romania. (2014). Oprea, Dragos Stefan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:4:y:2014:i:7:p:463-471. Full description at Econpapers \|\| Download paper
2014	Der Beitrag der Arbeitnehmervertreter zur fachlichen und geschlechtlichen Diversitaet von Aufsichtsraeten: Erkenntnisse einer qualitativ-explorativen Analyse (Worker directors and supervisory board di. (2014). Pull, Kerstin ; Duran, Mihael. In: Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations. RePEc:rai:indbez:doi:10.1688/indb-2014-04-duran. Full description at Econpapers \|\| Download paper
2014	Bank bonds: Size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:454. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146. Full description at Econpapers \|\| Download paper
2013	Overconfident individual day traders: Evidence from the Taiwan futures market. (2013). Lin, Tse-Chun ; Kuo, Wei-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3548-3561. Full description at Econpapers \|\| Download paper
2013	Efficient Jacobian evaluations for estimating zero lower bound term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-77. Full description at Econpapers \|\| Download paper
2013	A Fear Index to Predict Oil Futures Returns. (2013). SÃÂ©vi, BenoÃÂ®t ; Chevallier, Julien ; Sevi, Benoit . In: Working Papers. RePEc:fem:femwpa:2013.62. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Heterogeneous gain learning and the dynamics of asset prices. (2012). Lebaron, Blake. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:424-445. Full description at Econpapers \|\| Download paper
2012	On the Investment-Uncertainty Relationship: A Game Theoretic Real Option Approach. (2012). Welling, Andreas ; Lukas, Elmar . In: FEMM Working Papers. RePEc:mag:wpaper:120030. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Finance Research Letters / Elsevier	41
2	MPRA Paper / University Library of Munich, Germany	29
3	Papers / arXiv.org	23
4	Journal of Banking & Finance / Elsevier	19
5	International Review of Financial Analysis / Elsevier	14
6	Economic Modelling / Elsevier	11
7	Post-Print / HAL	11
8	Journal of Empirical Finance / Elsevier	9
9	NBER Working Papers / National Bureau of Economic Research, Inc	9
10	Finance and Stochastics / Springer	7
11	Physica A: Statistical Mechanics and its Applications / Elsevier	6

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.