Citation analysis for Multinational Finance Journal / Multinational Finance Journal

Multinational Finance Journal / Multinational Finance Journal

0.5

Impact Factor

0.44

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		16	16			48	0		0		1 (2.1%)			0.09
1998		0.28		13	29	1	0.03	17	16		16		(%)			0.1
1999		0.32		11	40	1	0.03	25	29		29		1 (4%)			0.13
2000		0.39	0.03	13	53	1	0.02	60	24		40	1	1 (1.7%)			0.15
2001		0.39	0.08	12	65	4	0.06	37	24		53	4	(%)			0.14
2002	0.12	0.4	0.09	9	74	9	0.12	42	25	3	65	6	(%)	2	0.22	0.17
2003	0.05	0.43	0.1	9	83	7	0.08	11	21	1	58	6	(%)			0.18
2004	0.11	0.48	0.26	9	92	17	0.18	18	18	2	54	14	(%)			0.19
2005	0.06	0.52	0.13	10	102	8	0.08	3	18	1	52	7	(%)			0.2
2006	0.05	0.51	0.06	9	111	11	0.1	11	19	1	49	3	1 (9.1%)			0.2
2007		0.45	0.09	10	121	11	0.09	30	19		46	4	(%)			0.18
2008	0.16	0.48	0.06	12	133	18	0.14	25	19	3	47	3	(%)	1	0.08	0.2
2009	0.14	0.49	0.1	12	145	11	0.08	5	22	3	50	5	(%)			0.19
2010	0.04	0.46	0.08	14	159	12	0.08	5	24	1	53	4	(%)			0.17
2011	0.04	0.49	0.11	18	177	21	0.12	14	26	1	57	6	1 (7.1%)			0.19
2012	0.03	0.52	0.09	10	187	23	0.12	13	32	1	66	6	(%)			0.19
2013	0.04	0.58	0.05	11	198	16	0.08	24	28	1	66	3	(%)			0.2
2014	0.1	0.6	0.11	8	206	41	0.2	6	21	2	65	7	(%)			0.2
2015	0.26	0.61	0.15	8	214	49	0.23	20	19	5	61	9	(%)			0.19
2016	0.19	0.68	0.29	8	222	57	0.26	2	16	3	55	16	(%)			0.2
2017	0.5	0.73	0.44		222	60	0.27		16	8	45	20	(%)			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	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	29
2	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	23
3	2002	Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166. Full description at Econpapers \|\| Download paper	17
4	2001	Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Mayes, David ; Huang, Angela ; Margaritis, Dimitri . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200. Full description at Econpapers \|\| Download paper	17
5	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	15
6	1997	Mean and Volatility Spillover Effects in the U.S. and PacificâBasin Stock Markets. (1997). Liu, Angela Y. ; Pan, Ming-Shiun. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	15
7	2000	Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99. Full description at Econpapers \|\| Download paper	13
8	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Nelling, Edward ; Chiang, Thomas ; Tan, Lin. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	12
9	1997	Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Gulser . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152. Full description at Econpapers \|\| Download paper	9
10	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	9
11	2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	9
12	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; Lucas, E. C. ; H. P Palaro, . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	9
13	2004	Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72. Full description at Econpapers \|\| Download paper	8
14	1999	Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach. (1999). MacDonald, Ronald ; Fiess, Norbert. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:147-172. Full description at Econpapers \|\| Download paper	7
15	1997	Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Cai, Francis ; Qian, Sun ; Laurence, Martin . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307. Full description at Econpapers \|\| Download paper	7
16	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Chew, Boon-Kiat ; Sikorsk, Douglas . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	6
17	2012	International Cross-Listing and Shareholdersâ Wealth. (2012). Louca, Christodoulos ; Dodd, Olga . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86. Full description at Econpapers \|\| Download paper	6
18	2003	Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Zychowicz, Edward ; Kim, Wi Saeng ; Lyn, Esmeralda . In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130. Full description at Econpapers \|\| Download paper	6
19	2001	Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Trigeorgis, Lenos ; Vafeas, Nikos ; Travlos, Nickolaos . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112. Full description at Econpapers \|\| Download paper	6
20	1998	The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Nam, Sang-Koo ; Choi, Seung-Doo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244. Full description at Econpapers \|\| Download paper	6
21	2008	Value-at-Risk for Greek Stocks. (2008). Angelidis, Timotheos ; Benos, Alexandros . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:1-2:p:67-104. Full description at Econpapers \|\| Download paper	5
22	1997	Correlation of Returns in Non-Contemporaneous Markets. (1997). Kahya, Emel . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:123-135. Full description at Econpapers \|\| Download paper	5
23	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Cecen, Aydin A. ; Han, Young-Wook ; Baillie, Richard T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	5
24	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	5
25	2008	Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277. Full description at Econpapers \|\| Download paper	5
26	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Ferguson, Nicky J ; Guo, Jie Michael ; Philip, Dennis . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	5
27		Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	5
28	2002	The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Lin, Hong-Jen ; Chen, Yueh H.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195. Full description at Econpapers \|\| Download paper	5
29	2000	Diagnosing Shocks in Stock Market Returns of Greater China. (2000). W. C Lo, ; Chan, W. S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288. Full description at Econpapers \|\| Download paper	4
30	1999	Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145. Full description at Econpapers \|\| Download paper	4
31	2006	Closed-End Country Funds and International Diversification. (2006). Nishiotis, George ; Charitou, Andreas ; Makris, Andreas . In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:251-276. Full description at Econpapers \|\| Download paper	4
32	1997	Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271. Full description at Econpapers \|\| Download paper	4
33	1999	An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Nittayagasetwat, Aekkachai ; Tirapat, Sunti . In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125. Full description at Econpapers \|\| Download paper	4
34	2000	The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Romcke, Jennifer ; Hartnett, Neil . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132. Full description at Econpapers \|\| Download paper	4
35	2004	Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange. (2004). Marshall, Andrew P. ; Capstaff, John ; Klboe, Audun . In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:115-139. Full description at Econpapers \|\| Download paper	4
36	2014	Impact of Financial Crisis on Firmsâ Capital Structure in UK, France, and Germany. (2014). Iqbal, Abdullah ; Kume, Ortenca . In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:249-280. Full description at Econpapers \|\| Download paper	3
37	1998	Testing Asset Pricing Models: The Case of Athens Stock Exchange. (1998). Demos, Antonis ; Parissi, Sofia . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:189-223. Full description at Econpapers \|\| Download paper	3
38	1999	Gambling Banks and Firm Financing in Transition Economies. (1999). Mallin, Chris ; Briston, Richard ; Jelic, Ranko. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:3:p:41-69. Full description at Econpapers \|\| Download paper	3
39	2003	A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test. (2003). Seymour, Anthony J. ; Polakow, Daniel A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:3-23. Full description at Econpapers \|\| Download paper	3
40	2006	Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests. (2006). Xiouros, Costas ; Zenios, Stavros ; Nerouppos, Marios ; Saunders, David. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:3-4:p:179-221. Full description at Econpapers \|\| Download paper	3
41	2004	Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index. (2004). Bechmann, Ken L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:3-34. Full description at Econpapers \|\| Download paper	3
42	1999	International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Young, Allan ; Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40. Full description at Econpapers \|\| Download paper	3
43	1998	Ownership Structure, Managerial Turnover and Takeovers: Further U.K. Evidence on the Market for Corporate Control. (1998). Powell, Ronan ; Dahya, Jay . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:1:p:62-83. Full description at Econpapers \|\| Download paper	3
44	1999	Gambling Banks and Firm Financing in Transition Economies. (1999). Briston, Richard ; Jelic, Ranko ; Mallin, Chris. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:4:p:253-282. Full description at Econpapers \|\| Download paper	3
45	2002	Dissemination of Stock Recommendations and Small Investors: Who Benefits?. (2002). Muradoglu, Yaz ; Yazici, Bilgehan . In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:1:p:29-42. Full description at Econpapers \|\| Download paper	3
46		Factors Determining Mergers of Banks in Malaysiaâs Banking Sector Reform. (2007). Skully, Michael ; Ahmad, Rubi ; Ariff, Mohamed. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:1-2:p:1-31. Full description at Econpapers \|\| Download paper	3
47	2008	The Separation of Banking from Insurance: Evidence from Europe. (2008). Nurullah, Mohamed ; Staikouras, Sotiris K.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184. Full description at Econpapers \|\| Download paper	3
48	2010	Continuous-Time Option Games: Review of Models and Extensions. (2010). Guimaraes, Marco Antonio ; Teixeira, Jose Paulo . In: Multinational Finance Journal. RePEc:mfj:journl:v:14:y:2010:i:3-4:p:219-254. Full description at Econpapers \|\| Download paper	2
49	2004	Performance Consequences of Privatizing Egyptian State-Owned Enterprises: The Effect of Post-Privatization Ownership Structure on Firm Performance. (2004). Omran, Mohammed. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:73-114. Full description at Econpapers \|\| Download paper	2
50	2000	Hot and Cold IPO Markets: Identification Using a Regime Switching Model. (2000). Shi, Jing ; Brailsford, Tim ; Heaney, Richard ; Powell, John . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:35-68. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2013	Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Nelling, Edward ; Chiang, Thomas ; Tan, Lin. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200. Full description at Econpapers \|\| Download paper	10
2	2000	Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179. Full description at Econpapers \|\| Download paper	9
3	2015	Media Content and Stock Returns: The Predictive Power of Press. (2015). Ferguson, Nicky J ; Guo, Jie Michael ; Philip, Dennis . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31. Full description at Econpapers \|\| Download paper	5
4	2013	Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76. Full description at Econpapers \|\| Download paper	5
5	2012	International Cross-Listing and Shareholdersâ Wealth. (2012). Louca, Christodoulos ; Dodd, Olga . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86. Full description at Econpapers \|\| Download paper	5
6	2001	Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Chew, Boon-Kiat ; Sikorsk, Douglas . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86. Full description at Econpapers \|\| Download paper	4
7	2015	Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266. Full description at Econpapers \|\| Download paper	4
8	2000	Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99. Full description at Econpapers \|\| Download paper	4
9	2007	Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252. Full description at Econpapers \|\| Download paper	4
10	2002	Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jorgensen, Bjorn ; Gorman, Larry R.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166. Full description at Econpapers \|\| Download paper	4
11	2003	Is the Source of FDI Important to Emerging Market Economies? Evidence from Japanese and U.S. FDI. (2003). Zychowicz, Edward ; Kim, Wi Saeng ; Lyn, Esmeralda . In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:3-4:p:107-130. Full description at Econpapers \|\| Download paper	4
12	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	3
13	1997	Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Gulser . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152. Full description at Econpapers \|\| Download paper	3
14	1998	The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Nam, Sang-Koo ; Choi, Seung-Doo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244. Full description at Econpapers \|\| Download paper	3
15	2011	Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Theodossiou, Alexandra K. ; Chernykh, Lucy . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216. Full description at Econpapers \|\| Download paper	3
16	2000	The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Romcke, Jennifer ; Hartnett, Neil . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132. Full description at Econpapers \|\| Download paper	3
17	2000	High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Cecen, Aydin A. ; Han, Young-Wook ; Baillie, Richard T.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267. Full description at Econpapers \|\| Download paper	3
18	2001	Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Trigeorgis, Lenos ; Vafeas, Nikos ; Travlos, Nickolaos . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112. Full description at Econpapers \|\| Download paper	3
19	2008	Value-at-Risk for Greek Stocks. (2008). Angelidis, Timotheos ; Benos, Alexandros . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:1-2:p:67-104. Full description at Econpapers \|\| Download paper	2
20	1997	Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271. Full description at Econpapers \|\| Download paper	2
21	2000	The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs. (2000). Rakita, Ian ; Chung, Richard ; Kryzanowski, Lawrence. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:5-34. Full description at Econpapers \|\| Download paper	2
22	2011	Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange. (2011). Gounopoulos, Dimitrios. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:235-272. Full description at Econpapers \|\| Download paper	2
23	2013	International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Rieger, Marc ; Hens, Thorsten ; Wang, Mei. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163. Full description at Econpapers \|\| Download paper	2
24	2012	Booms and Busts as Exchange Options. (2012). Miller, Stephen Matteo. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:189-223. Full description at Econpapers \|\| Download paper	2
25	2008	Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; Lucas, E. C. ; H. P Palaro, . In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218. Full description at Econpapers \|\| Download paper	2
26	2002	The Dynamics and Stochastics of Currency Betas Based on the Unbiasedness Hypothesis in Foreign Exchange Markets. (2002). Lin, Hong-Jen ; Chen, Yueh H.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:167-195. Full description at Econpapers \|\| Download paper	2
27	2002	Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98. Full description at Econpapers \|\| Download paper	2
28	2002	Dissemination of Stock Recommendations and Small Investors: Who Benefits?. (2002). Muradoglu, Yaz ; Yazici, Bilgehan . In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:1:p:29-42. Full description at Econpapers \|\| Download paper	2
29	2011	Associations Between Management Forecast Accuracy and Pricing of IPOs in Athens Stock Exchange. (2011). Gounopoulos, Dimitrios. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:235-272. Full description at Econpapers \|\| Download paper	2
30	2012	What are the Causes and Effects of M&As? The UK Evidence. (2012). Petmezas, Dimitris ; Guo, Jie. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:21-47. Full description at Econpapers \|\| Download paper	2
31	2004	Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index. (2004). Bechmann, Ken L.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:3-34. Full description at Econpapers \|\| Download paper	2
32	2015	Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets. (2015). Switzer, Lorne ; Picard, Alan . In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:169-221. Full description at Econpapers \|\| Download paper	2
33	1997	Mean and Volatility Spillover Effects in the U.S. and PacificâBasin Stock Markets. (1997). Liu, Angela Y. ; Pan, Ming-Shiun. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62. Full description at Econpapers \|\| Download paper	2
34	2014	Impact of Financial Crisis on Firmsâ Capital Structure in UK, France, and Germany. (2014). Iqbal, Abdullah ; Kume, Ortenca . In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:249-280. Full description at Econpapers \|\| Download paper	2
35	1997	Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Cai, Francis ; Qian, Sun ; Laurence, Martin . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307. Full description at Econpapers \|\| Download paper	2
36	2000	Diagnosing Shocks in Stock Market Returns of Greater China. (2000). W. C Lo, ; Chan, W. S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288. Full description at Econpapers \|\| Download paper	2
37	2006	Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Shi, Jing ; Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, . In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116. Full description at Econpapers \|\| Download paper	2
38	2008	Behavioral Biases in Forward Rates as Forecasts of Future Exchange Rates: Evidence of Systematic Pessimism and Under-Reaction. (2008). Aggarwal, Raj ; ZONG, SIJING. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:241-277. Full description at Econpapers \|\| Download paper	2
39	2013	Managerial Optimism, Investment Efficiency, and Firm Valuation. (2013). I-Ju Chen, ; Lin, Shin-Hung . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:295-340. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 8:

Year	Title
2017	Forecasting the VaR of crude oil market: Do alternative distributions help?. (2017). Lyu, Yongjian ; Ke, Rui ; Wei, YU ; Wang, Peng. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:523-534. Full description at Econpapers \|\| Download paper
2017	A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. (2017). Li, Longqing. In: MPRA Paper. RePEc:pra:mprapa:85645. Full description at Econpapers \|\| Download paper
2017	Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175. Full description at Econpapers \|\| Download paper
2017	Profitability of the Momentum Strategies in the Tunisian Stock Market. (2017). Boussaidi, Ramzi ; Hmida, Chaima . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:17-32. Full description at Econpapers \|\| Download paper
2017	Dividend policy: A selective review of results from around the world. (2017). Booth, Laurence ; Zhou, Jun . In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:1-15. Full description at Econpapers \|\| Download paper
2017	News media and investor sentiment over the long run. (2017). Walker, Clive ; Turner, John D ; Hanna, Alan J. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201706. Full description at Econpapers \|\| Download paper
2017	Volatility measures as predictors of extreme returns. (2017). Switzer, Lorne N ; Zhao, Yun ; Tahaoglu, Cagdas . In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:1-10. Full description at Econpapers \|\| Download paper
2017	Bank branch efficiency under environmental change: A bootstrap DEA on monthly profit and loss accounting statements of Greek retail branches. (2017). Aggelopoulos, Eleftherios ; Georgopoulos, Antonios . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:1170-1188. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	5
2	The Quarterly Review of Economics and Finance / Elsevier	4
3	Review of Quantitative Finance and Accounting / Springer	4
4	International Journal of Financial Research / International Journal of Financial Research, Sciedu Press	2
5	Accounting and Finance / Accounting and Finance Association of Australia and New Zealand	2
6	International Review of Financial Analysis / Elsevier	2
7	Journal of Banking & Finance / Elsevier	2
8	Working Paper series / Rimini Centre for Economic Analysis	2
9	Review of Managerial Science / Springer	2
10	Journal of Economic Dynamics and Control / Elsevier	1
11	Advances in Economic and Financial Research - DOFIN Working Paper Series / Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB	1

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.