Citation analysis for Financial Markets and Portfolio Management / Springer

Financial Markets and Portfolio Management / Springer

0.22

Impact Factor

0.32

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		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0				0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.39			0				0		0		(%)			0.14
2002		0.4			0				0		0		(%)			0.17
2003		0.43			0				0		0		(%)			0.18
2004		0.48		5	5	1	0.2	15	0		0		4 (26.7%)			0.19
2005	0.2	0.52	0.2	20	25	2	0.08	72	5	1	5	1	19 (26.4%)	1	0.05	0.2
2006	0.16	0.51	0.16	33	58	12	0.21	159	25	4	25	4	37 (23.3%)	6	0.18	0.2
2007	0.25	0.45	0.22	32	90	25	0.28	149	53	13	58	13	22 (14.8%)	5	0.16	0.18
2008	0.35	0.48	0.3	19	109	32	0.29	75	65	23	90	27	10 (13.3%)	3	0.16	0.2
2009	0.37	0.49	0.39	26	135	45	0.33	80	51	19	109	42	10 (12.5%)	3	0.12	0.19
2010	0.33	0.46	0.45	28	163	60	0.37	94	45	15	130	58	12 (12.8%)	1	0.04	0.17
2011	0.39	0.49	0.51	28	191	87	0.46	78	54	21	138	70	10 (12.8%)	1	0.04	0.19
2012	0.29	0.52	0.5	25	216	91	0.42	55	56	16	133	66	5 (9.1%)	5	0.2	0.19
2013	0.28	0.58	0.44	20	236	94	0.4	58	53	15	126	56	4 (6.9%)	3	0.15	0.2
2014	0.44	0.6	0.39	20	256	93	0.36	21	45	20	127	50	1 (4.8%)	1	0.05	0.2
2015	0.43	0.61	0.42	20	276	92	0.33	13	40	17	121	51	4 (30.8%)	3	0.15	0.19
2016	0.15	0.68	0.35	25	301	94	0.31	12	40	6	113	40	1 (8.3%)	1	0.04	0.2
2017	0.22	0.73	0.32	21	322	109	0.34	2	45	10	110	35	(%)			0.22

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	2007	Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470. Full description at Econpapers \|\| Download paper	51
2	2011	Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers \|\| Download paper	34
3	2006	Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers \|\| Download paper	30
4	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	28
5	2008	How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers \|\| Download paper	25
6	2010	Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers \|\| Download paper	22
7	2006	Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers \|\| Download paper	21
8	2010	Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers \|\| Download paper	19
9	2012	Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers \|\| Download paper	18
10	2005	The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers \|\| Download paper	16
11	2006	A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers \|\| Download paper	14
12	2006	Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers \|\| Download paper	14
13	2006	Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers \|\| Download paper	13
14	2007	Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers \|\| Download paper	13
15	2009	Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers \|\| Download paper	13
16	2009	Liquidity risk, credit risk, and the federal reserveâs responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers \|\| Download paper	13
17	2009	Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers \|\| Download paper	13
18	2011	Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers \|\| Download paper	13
19	2006	Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers \|\| Download paper	12
20	2006	The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers \|\| Download paper	11
21	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÂ¸y, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers \|\| Download paper	11
22	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	11
23	2004	Calibrating the CreditMetricsâ¢ correlation concept â Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381. Full description at Econpapers \|\| Download paper	10
24	2008	Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers \|\| Download paper	10
25	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃÂ¼ss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers \|\| Download paper	10
26	2013	The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers \|\| Download paper	10
27	2006	Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers \|\| Download paper	9
28	2007	Shareholder wealth gains through better corporate governanceâThe case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424. Full description at Econpapers \|\| Download paper	9
29	2008	Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers \|\| Download paper	9
30	2008	Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167. Full description at Econpapers \|\| Download paper	8
31	2012	Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers \|\| Download paper	8
32	2006	Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers \|\| Download paper	8
33	2013	Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers \|\| Download paper	8
34	2009	Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers \|\| Download paper	8
35	2005	Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311. Full description at Econpapers \|\| Download paper	8
36	2010	Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers \|\| Download paper	8
37	2012	Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215. Full description at Econpapers \|\| Download paper	8
38	2010	Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers \|\| Download paper	7
39	2005	Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers \|\| Download paper	7
40	2006	Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118. Full description at Econpapers \|\| Download paper	7
41	2010	Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102. Full description at Econpapers \|\| Download paper	7
42	2009	The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers \|\| Download paper	7
43	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers \|\| Download paper	7
44	2007	Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers \|\| Download paper	7
45	2008	Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90. Full description at Econpapers \|\| Download paper	7
46	2007	Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers \|\| Download paper	7
47	2007	An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers \|\| Download paper	7
48	2007	The characteristics and development of the Swiss franc repurchase agreement market. (2007). Kraenzlin, SÃÂ©bastien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:241-261. Full description at Econpapers \|\| Download paper	6
49	2014	Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers \|\| Download paper	6
50	2010	Regulation of systemic liquidity risk. (2010). Cao, Jin ; Illing, Gerhard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:31-48. Full description at Econpapers \|\| Download paper	6

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

#	Year	Title	Cited
1	2011	Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers \|\| Download paper	18
2	2008	How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers \|\| Download paper	11
3	2012	Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers \|\| Download paper	10
4	2005	The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers \|\| Download paper	9
5	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	8
6	2006	Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers \|\| Download paper	7
7	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	7
8	2011	Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers \|\| Download paper	7
9	2010	Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers \|\| Download paper	6
10	2007	Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers \|\| Download paper	6
11	2006	The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers \|\| Download paper	6
12	2006	Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers \|\| Download paper	5
13	2013	Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers \|\| Download paper	5
14	2013	The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers \|\| Download paper	5
15	2007	An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers \|\| Download paper	5
16	2010	Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers \|\| Download paper	5
17	2006	Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers \|\| Download paper	5
18	2011	Beyond payoff diagrams: how to present risk and return characteristics of structured products. (2011). Wallmeier, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:313-338. Full description at Econpapers \|\| Download paper	4
19	2012	Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers \|\| Download paper	4
20	2010	Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102. Full description at Econpapers \|\| Download paper	4
21	2014	Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers \|\| Download paper	4
22	2010	Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers \|\| Download paper	4
23	2016	Quantifying the components of the banksâ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3. Full description at Econpapers \|\| Download paper	4
24	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃÂ¼ss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers \|\| Download paper	3
25	2012	Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215. Full description at Econpapers \|\| Download paper	3
26	2014	(Un)skilled leveraged trading of retail investors. (2014). Weinhardt, Christof ; Meyer, Stephan ; Schroff, Sebastian . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:111-138. Full description at Econpapers \|\| Download paper	3
27	2013	Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers \|\| Download paper	3
28	2005	Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311. Full description at Econpapers \|\| Download paper	3
29	2010	Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers \|\| Download paper	3
30	2014	Forecasting market turbulence using regime-switching models. (2014). Min, Aleksey ; Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers \|\| Download paper	3
31	2004	Calibrating the CreditMetricsâ¢ correlation concept â Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381. Full description at Econpapers \|\| Download paper	3
32	2011	Are directorsâ dealings informative? Evidence from European stock markets. (2011). Guttler, Andre ; Dardas, Kaspar . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:111-148. Full description at Econpapers \|\| Download paper	3
33	2013	The BlackâLitterman model: a consistent estimation of the parameter tau. (2013). ALLAJ, ERINDI. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:217-251. Full description at Econpapers \|\| Download paper	3
34	2006	Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers \|\| Download paper	3
35	2007	Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers \|\| Download paper	3
36	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers \|\| Download paper	3
37	2009	The implementation of SNB monetary policy. (2009). SÃÂ¶derlind, Paul ; Ranaldo, Angelo ; Jordan, Thomas ; Soderlind, Paul . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359. Full description at Econpapers \|\| Download paper	2
38	2015	The impact of ECB crisis measures on euro-area CDS spreads. (2015). Gerlach-Kristen, Petra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:149-168. Full description at Econpapers \|\| Download paper	2
39	2008	Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers \|\| Download paper	2
40	2013	Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers \|\| Download paper	2
41	2015	Handling risk-on/risk-off dynamics with correlation regimes and correlation networks. (2015). Papenbrock, Jochen ; Schwendner, Peter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:125-147. Full description at Econpapers \|\| Download paper	2
42	2016	(Unusual) weather and stock returnsâI am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:p:63-94. Full description at Econpapers \|\| Download paper	2
43	2012	Swiss banking secrecy: the stock market evidence. (2012). Ziegler, Alexandre ; Habib, Michel ; Delaloye, Franois-Xavier . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:143-176. Full description at Econpapers \|\| Download paper	2
44	2010	Regulation of systemic liquidity risk. (2010). Cao, Jin ; Illing, Gerhard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:31-48. Full description at Econpapers \|\| Download paper	2
45	2005	Price and Volume Effects Associated with 2003âs Major Reorganization of German Stock Indices. (2005). Wimschulte, Jens ; Wilkens, Sascha. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:61-98. Full description at Econpapers \|\| Download paper	2
46	2009	Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers \|\| Download paper	2
47	2009	Liquidity risk, credit risk, and the federal reserveâs responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers \|\| Download paper	2
48	2014	An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models. (2014). Lee, Yen-Hsien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:165-180. Full description at Econpapers \|\| Download paper	2
49	2016	(Unusual) weather and stock returnsâI am not in the mood for mood: further evidence from international markets. (2016). Smales, Lee ; Gabrielsen, Alexandros ; Apergis, Nicholas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:1:d:10.1007_s11408-016-0262-z. Full description at Econpapers \|\| Download paper	2
50	2009	Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 10:

Year	Title
2017	Culture and Financial Literacy. (2017). Brown, Martin ; Henchoz, Caroline ; Spycher, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:03. Full description at Econpapers \|\| Download paper
2017	The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183. Full description at Econpapers \|\| Download paper
2017	Zarzadzanie ryzykiem reputacyjnym â problemy definicji i pomiaru. (2017). Miklaszewska, Ewa ; Kil, Krzysztof . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:15:i:66:y:2017:p:79-91. Full description at Econpapers \|\| Download paper
2017	Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x. Full description at Econpapers \|\| Download paper
2017	Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386. Full description at Econpapers \|\| Download paper
2017	Will German banks earn their cost of capital?. (2017). GÃÂ¼ndÃÂ¼z, Yalin ; Gunduz, Yalin ; Dombret, Andreas ; Rocholl, Jorg . In: Discussion Papers. RePEc:zbw:bubdps:012017. Full description at Econpapers \|\| Download paper
2017	Bank stress testing under different balance sheet assumptions. (2017). Memmel, Christoph ; Drescher, Christian ; Busch, Ramona. In: Discussion Papers. RePEc:zbw:bubdps:072017. Full description at Econpapers \|\| Download paper
2017	Why do banks bear interest rate risk?. (2017). Memmel, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:352017. Full description at Econpapers \|\| Download paper
2017	Determining the effectiveness of the Eurosystemâs Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327. Full description at Econpapers \|\| Download paper
2017	Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document
2016	Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures. (2015). Karoui, Aymen ; Meier, Iwan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:1-20. Full description at Econpapers \|\| Download paper
2015	A note on sorting bias correction in regression-based mutual fund tournament tests. (2015). Karoui, Aymen ; Meier, Iwan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:1:p:21-29. Full description at Econpapers \|\| Download paper
2015	European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Corporate sustainability in asset pricing models and mutual funds performance measurement. (2014). Lopatta, Kerstin ; Walker, Thomas ; Kaspereit, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:363-407. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Financial Markets and Portfolio Management / Springer	47
2	Journal of Banking & Finance / Elsevier	17
3	International Review of Financial Analysis / Elsevier	14
4	Journal of International Financial Markets, Institutions and Money / Elsevier	9
5	Journal of Financial Stability / Elsevier	9
6	Journal of Empirical Finance / Elsevier	9
7	Energy Economics / Elsevier	8
8	The Quarterly Review of Economics and Finance / Elsevier	8
9	Economic Modelling / Elsevier	7
10	MPRA Paper / University Library of Munich, Germany	7
11	Research in International Business and Finance / Elsevier	7

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.