Citation analysis for Bankers, Markets & Investors / ESKA Publishing

Bankers, Markets & Investors / ESKA Publishing

0.1

Impact Factor

0.14

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			0				0		0		(%)			0.19
2005		0.52			0				0		0		(%)			0.2
2006		0.51			0				0		0		(%)			0.2
2007		0.45			0				0		0		(%)			0.18
2008		0.48			0				0		0		(%)			0.2
2009		0.49			0				0		0		(%)			0.19
2010		0.46			0				0		0		(%)			0.17
2011		0.49			0				0		0		(%)			0.19
2012		0.52			0				0		0		(%)			0.19
2013		0.58			0	1			0		0		(%)			0.2
2014		0.6		32	32			12	0		0		(%)			0.2
2015	0.03	0.61	0.03	24	56	1	0.02	5	32	1	32	1	(%)			0.19
2016	0.09	0.68	0.09	24	80	5	0.06	2	56	5	56	5	(%)			0.2
2017	0.1	0.73	0.14		80	11	0.14		48	5	80	11	(%)			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	2014	Islamic Equity Indices: Insight and Comparison with Conventional Counterparts. (2014). EL KHAMLICHI, ABDELBARI ; Sarkar, Humaylin Kabir ; Sannajust, Aurelie . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:130:p:69-80. Full description at Econpapers \|\| Download paper	4
2	2014	HFT and Market Quality. (2014). Foucault, Thierry ; Biais, Bruno. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:128:p:5-19. Full description at Econpapers \|\| Download paper	4
3	2014	Do Cooperative Banks Have Greater Market Power?. (2014). Weill, Laurent ; Egarius, Damien . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:133:p:24-33. Full description at Econpapers \|\| Download paper	2
4	2015	On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:136-137:p:80-93. Full description at Econpapers \|\| Download paper	2
5	2015	Can Large Long-Term Investors Capture Illiquidity Premiums?. (2015). de Jong, Frank ; Driessen, Joost. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:134:p:34-60. Full description at Econpapers \|\| Download paper	2
6	2014	Asset Class Liquidity Risk. (2014). Sadka, Ronnie . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:128:p:20-30. Full description at Econpapers \|\| Download paper	1
7	2016	Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market. (2016). miloudi, anthony ; Benkraiem, Ramzi ; Bouattour, Mondher . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:144:p:44-58. Full description at Econpapers \|\| Download paper	1
8	2016	Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data. (2016). JAWADI, Fredj ; ben Ameur, Hachmi ; Chefou, Abdoulkarim Idi ; ben Bouheni, Faten. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:141:p:58-70. Full description at Econpapers \|\| Download paper	1
9	2014	Pricing, Hedging and Assessing Risk in a General LÃ©vy Context. (2014). Kelani, Abdou ; Quittard-Pinon, Franois. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:131:p:30-42. Full description at Econpapers \|\| Download paper	1
10	2015	Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility. (2015). Cisse, Abdoul K ; Fontaine, Patrice. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:136-137:p:42-62. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2014	Islamic Equity Indices: Insight and Comparison with Conventional Counterparts. (2014). EL KHAMLICHI, ABDELBARI ; Sarkar, Humaylin Kabir ; Sannajust, Aurelie . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:130:p:69-80. Full description at Econpapers \|\| Download paper	4
2	2014	HFT and Market Quality. (2014). Foucault, Thierry ; Biais, Bruno. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:128:p:5-19. Full description at Econpapers \|\| Download paper	3
3	2015	Can Large Long-Term Investors Capture Illiquidity Premiums?. (2015). de Jong, Frank ; Driessen, Joost. In: Bankers, Markets & Investors. RePEc:rbq:journl:i:134:p:34-60. Full description at Econpapers \|\| Download paper	2
4	2015	On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:136-137:p:80-93. Full description at Econpapers \|\| Download paper	2
5	2014	Do Cooperative Banks Have Greater Market Power?. (2014). Weill, Laurent ; Egarius, Damien . In: Bankers, Markets & Investors. RePEc:rbq:journl:i:133:p:24-33. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 5:

Year	Title
2017	Modeling volatility of the French stock market. (2017). Mgadmi, Nidhal ; Bougatef, Khemaies . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00154. Full description at Econpapers \|\| Download paper
2017	Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408. Full description at Econpapers \|\| Download paper
2017	Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21. Full description at Econpapers \|\| Download paper
2017	How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413. Full description at Econpapers \|\| Download paper
2017	Pension funds illiquid assets allocation under liquidity and capital constraints. (2017). Broeders, Dirk ; Werker, Bas ; Jansen, Kristy . In: DNB Working Papers. RePEc:dnb:dnbwpp:555. 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

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.