Citation analysis for Applied Financial Economics / Taylor & Francis Journals

Applied Financial Economics / Taylor & Francis Journals

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Impact Factor

0.48

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		28	28				0		0		(%)			0.04
1992		0.09		28	56				28		28		(%)			0.04
1993		0.11		43	99				56		56		(%)			0.05
1994		0.12		48	147				71		99		(%)			0.04
1995		0.19		53	200	1	0.01		91		147		(%)			0.07
1996		0.23		59	259	1	0		101		200		(%)			0.09
1997		0.26		140	399	2	0.01	683	112		231		60 (8.8%)	2	0.01	0.09
1998	0.05	0.28	0.03	127	526	12	0.02	704	199	9	343	9	52 (7.4%)	2	0.02	0.1
1999	0.1	0.32	0.06	105	631	33	0.05	409	267	27	427	27	47 (11.5%)	1	0.01	0.13
2000	0.13	0.39	0.1	126	757	55	0.07	545	232	30	484	49	60 (11%)	4	0.03	0.15
2001	0.1	0.39	0.12	121	878	80	0.09	603	231	22	557	68	52 (8.6%)	4	0.03	0.14
2002	0.07	0.4	0.14	168	1046	105	0.1	864	247	17	619	87	85 (9.8%)	4	0.02	0.17
2003	0.17	0.43	0.23	92	1138	201	0.18	671	289	49	647	148	74 (11%)	14	0.15	0.18
2004	0.15	0.48	0.17	130	1268	179	0.14	928	260	40	612	102	105 (11.3%)	8	0.06	0.19
2005	0.26	0.52	0.28	119	1387	350	0.25	777	222	58	637	179	61 (7.9%)	10	0.08	0.2
2006	0.42	0.51	0.46	122	1509	531	0.35	839	249	105	630	288	41 (4.9%)	20	0.16	0.2
2007	0.47	0.45	0.48	149	1658	573	0.35	801	241	113	631	306	40 (5%)	14	0.09	0.18
2008	0.36	0.48	0.5	134	1792	680	0.38	404	271	98	612	307	30 (7.4%)	11	0.08	0.2
2009	0.32	0.49	0.5	153	1945	725	0.37	450	283	90	654	328	29 (6.4%)	7	0.05	0.19
2010	0.21	0.46	0.38	155	2100	649	0.31	507	287	61	677	255	17 (3.4%)	6	0.04	0.17
2011	0.25	0.49	0.37	152	2252	723	0.32	382	308	76	713	266	13 (3.4%)	13	0.09	0.19
2012	0.3	0.52	0.36	154	2406	746	0.31	391	307	92	743	270	8 (2%)	12	0.08	0.19
2013	0.3	0.58	0.33	146	2552	899	0.35	282	306	93	748	245	7 (2.5%)	13	0.09	0.2
2014	0.37	0.6	0.4	120	2672	983	0.37	240	300	112	760	307	(%)	40	0.33	0.2
2015	0.33	0.61	0.39		2672	874	0.33		266	88	727	280	(%)			0.19
2016	0.43	0.68	0.41		2672	939	0.35		120	52	572	237	(%)			0.2
2017		0.73	0.48		2672	884	0.33		0		420	201	(%)			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	2006	Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17. Full description at Econpapers \|\| Download paper	111
2	1997	Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191. Full description at Econpapers \|\| Download paper	99
3	1997	Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35. Full description at Econpapers \|\| Download paper	94
4	2006	Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729. Full description at Econpapers \|\| Download paper	84
5	2003	Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486. Full description at Econpapers \|\| Download paper	70
6	2000	Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184. Full description at Econpapers \|\| Download paper	65
7	2007	Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138. Full description at Econpapers \|\| Download paper	63
8	1998	Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696. Full description at Econpapers \|\| Download paper	61
9	1998	Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614. Full description at Econpapers \|\| Download paper	60
10	2002	Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, JO. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170. Full description at Econpapers \|\| Download paper	60
11	2007	International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297. Full description at Econpapers \|\| Download paper	59
12	2005	Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282. Full description at Econpapers \|\| Download paper	57
13	2002	Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798. Full description at Econpapers \|\| Download paper	56
14	2002	Long memory in stock returns: some international evidence. (2002). Henry, ÃÂlan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729. Full description at Econpapers \|\| Download paper	55
15	1998	Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256. Full description at Econpapers \|\| Download paper	55
16	2006	Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302. Full description at Econpapers \|\| Download paper	54
17	2002	African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484. Full description at Econpapers \|\| Download paper	47
18	2004	Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342. Full description at Econpapers \|\| Download paper	47
19	1997	A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74. Full description at Econpapers \|\| Download paper	46
20	2004	International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268. Full description at Econpapers \|\| Download paper	45
21	2002	Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202. Full description at Econpapers \|\| Download paper	43
22	2001	Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571. Full description at Econpapers \|\| Download paper	42
23	2014	Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373. Full description at Econpapers \|\| Download paper	41
24	2003	Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535. Full description at Econpapers \|\| Download paper	41
25	2002	Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, JosÃÂ©. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911. Full description at Econpapers \|\| Download paper	41
26	2006	What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958. Full description at Econpapers \|\| Download paper	40
27	2003	How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551. Full description at Econpapers \|\| Download paper	39
28	1997	Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201. Full description at Econpapers \|\| Download paper	39
29	2005	Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051. Full description at Econpapers \|\| Download paper	39
30	2004	Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66. Full description at Econpapers \|\| Download paper	39
31	1997	Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464. Full description at Econpapers \|\| Download paper	39
32	2001	Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105. Full description at Econpapers \|\| Download paper	38
33	1998	Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243. Full description at Econpapers \|\| Download paper	38
34	2006	Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39. Full description at Econpapers \|\| Download paper	36
35	2001	Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402. Full description at Econpapers \|\| Download paper	34
36	2007	Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377. Full description at Econpapers \|\| Download paper	33
37	2010	Global capital market interdependence and spillover effect of credit risk: evidence from the 2007â2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103. Full description at Econpapers \|\| Download paper	33
38	2006	Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663. Full description at Econpapers \|\| Download paper	33
39	2013	Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782. Full description at Econpapers \|\| Download paper	33
40	2001	The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91. Full description at Econpapers \|\| Download paper	33
41	1999	Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511. Full description at Econpapers \|\| Download paper	33
42	2000	Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242. Full description at Econpapers \|\| Download paper	32
43	1998	A multifactor model of gold industry stock returns: evidence from the Australian equity market. (1998). faff, robert ; Chan, Howard . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:1:p:21-28. Full description at Econpapers \|\| Download paper	31
44	2003	Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502. Full description at Econpapers \|\| Download paper	31
45	2006	Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143. Full description at Econpapers \|\| Download paper	31
46	2005	Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). Weill, Laurent ; MÃÂ©on, Pierre-Guillaume. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326. Full description at Econpapers \|\| Download paper	31
47	2001	Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36. Full description at Econpapers \|\| Download paper	31
48	2004	Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686. Full description at Econpapers \|\| Download paper	30
49	2003	An empirical investigation of asset price bubbles in Latin American emerging financial markets. (2003). Taylor, Mark ; Sarno, Lucio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643. Full description at Econpapers \|\| Download paper	30
50	2004	A simple test of the Fama and French model using daily data: Australian evidence. (2004). faff, robert. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:2:p:83-92. Full description at Econpapers \|\| Download paper	29

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

#	Year	Title	Cited
1	1997	Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35. Full description at Econpapers \|\| Download paper	30
2	2007	International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297. Full description at Econpapers \|\| Download paper	27
3	2005	Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282. Full description at Econpapers \|\| Download paper	24
4	1997	Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191. Full description at Econpapers \|\| Download paper	22
5	2006	Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729. Full description at Econpapers \|\| Download paper	22
6	2007	Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138. Full description at Econpapers \|\| Download paper	20
7	2002	Long memory in stock returns: some international evidence. (2002). Henry, ÃÂlan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729. Full description at Econpapers \|\| Download paper	16
8	2013	Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782. Full description at Econpapers \|\| Download paper	16
9	2010	Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. (2010). Ho, Wai-Yip Alex ; Choi, Daniel ; Yiu, Matthew . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:4:p:345-354. Full description at Econpapers \|\| Download paper	14
10	2003	Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486. Full description at Econpapers \|\| Download paper	14
11	2010	Global capital market interdependence and spillover effect of credit risk: evidence from the 2007â2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103. Full description at Econpapers \|\| Download paper	14
12	2012	Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074. Full description at Econpapers \|\| Download paper	14
13	2012	How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data. (2012). inoue, takeshi ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:5:p:395-408. Full description at Econpapers \|\| Download paper	13
14	2011	Combining forecasts â forty years later. (2011). Wallis, Kenneth. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41. Full description at Econpapers \|\| Download paper	13
15	2009	Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan. (2009). Humpe, Andreas ; Macmillan, Peter. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:2:p:111-119. Full description at Econpapers \|\| Download paper	13
16	2006	What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958. Full description at Econpapers \|\| Download paper	13
17	2000	Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184. Full description at Econpapers \|\| Download paper	13
18	2003	Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502. Full description at Econpapers \|\| Download paper	12
19	2013	Dependence structure among international stock markets: a GARCH--copula analysis. (2013). Yang, Lu ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:23:p:1805-1817. Full description at Econpapers \|\| Download paper	11
20	2007	Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377. Full description at Econpapers \|\| Download paper	11
21	2006	Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302. Full description at Econpapers \|\| Download paper	11
22	2013	Market overreaction and underreaction: tests of the directional and magnitude effects. (2013). Wong, Wing-Keung ; Fabozzi, Frank ; Fung, Chun-Yip ; Lam, Kin . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:18:p:1469-1482. Full description at Econpapers \|\| Download paper	10
23	2001	Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402. Full description at Econpapers \|\| Download paper	10
24	2014	Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks. (2014). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsungpao . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:22:p:1429-1438. Full description at Econpapers \|\| Download paper	10
25	2009	Market power versus efficient-structure in Arab GCC banking. (2009). Matthews, Kent ; Al-Muharrami, Saeed . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:18:p:1487-1496. Full description at Econpapers \|\| Download paper	10
26	2004	The performance of UK firms acquiring large cross-border and domestic takeover targets. (2004). M. S. B. Aw, ; Chatterjee, R. A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:5:p:337-349. Full description at Econpapers \|\| Download paper	10
27	2003	How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551. Full description at Econpapers \|\| Download paper	10
28	1998	Precious metals and inflation. (1998). Taylor, Nick. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210. Full description at Econpapers \|\| Download paper	10
29	2003	An empirical investigation of asset price bubbles in Latin American emerging financial markets. (2003). Taylor, Mark ; Sarno, Lucio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643. Full description at Econpapers \|\| Download paper	10
30	2010	The institutional and macroeconomic determinants of stock market development in emerging economies. (2010). Yartey, Charles Amo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:21:p:1615-1625. Full description at Econpapers \|\| Download paper	10
31	2006	Seasonality, risk and return in daily COMEX gold and silver data 1982-2002. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:319-333. Full description at Econpapers \|\| Download paper	9
32	2014	Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:14:p:993-1004. Full description at Econpapers \|\| Download paper	9
33	2010	Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach. (2010). Hu, Jian . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:7:p:561-583. Full description at Econpapers \|\| Download paper	9
34	2004	Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342. Full description at Econpapers \|\| Download paper	9
35	2001	The determinants of the Tunisian deposit banks performance. (2001). Ben Naceur, Sami ; Goaied, Mohamed ; Bennaceur, Samy . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:317-319. Full description at Econpapers \|\| Download paper	9
36	2008	Estimating stock market volatility using asymmetric GARCH models. (2008). Shalit, Haim ; Alberg, Dima ; Yosef, Rami . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:15:p:1201-1208. Full description at Econpapers \|\| Download paper	9
37	2009	Integration at a cost: evidence from volatility impulse response functions. (2009). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:11:p:917-933. Full description at Econpapers \|\| Download paper	9
38	2006	Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17. Full description at Econpapers \|\| Download paper	9
39	2011	Family ownership, financing constraints and investment decisions. (2011). Andres, Christian . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:22:p:1641-1659. Full description at Econpapers \|\| Download paper	9
40	2004	A re-examination of Wagners law for ten countries based on cointegration and error-correction modelling techniques. (2004). Chang, Tsangyao ; Caudill, Steven B ; Liu, WenRong. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:8:p:577-589. Full description at Econpapers \|\| Download paper	9
41	2002	Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, JO. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170. Full description at Econpapers \|\| Download paper	9
42	2009	Linkages between Shanghai and Hong Kong stock indices. (2009). Zhang, Shenqiu ; Peel, David ; Paya, Ivan. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:23:p:1847-1857. Full description at Econpapers \|\| Download paper	9
43	2006	Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns. (2006). McAleer, Michael ; Manera, Matteo ; Grasso, Margherita . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533. Full description at Econpapers \|\| Download paper	8
44	2012	Dynamics of time-varying volatility in the dry bulk and tanker freight markets. (2012). Wambach, Martin ; Drobetz, Wolfgang ; Richter, Tim . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:16:p:1367-1384. Full description at Econpapers \|\| Download paper	8
45	2014	Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece. (2014). Ferreira, Paulo ; Dionisio, Andreia. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:5:p:319-331. Full description at Econpapers \|\| Download paper	8
46	2013	Financial education and investment attitudes in high schools: evidence from a randomized experiment. (2013). Caiazza, Stefano ; Becchetti, Leonardo ; Coviello, Decio. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:10:p:817-836. Full description at Econpapers \|\| Download paper	8
47	1997	Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201. Full description at Econpapers \|\| Download paper	8
48	2014	Does banking sector development affect economic growth and inflation? A panel cointegration and causality approach. (2014). Arvin, Mak ; Nishigaki, Yasuyuki ; Pradhan, Rudra P. ; Norman, Neville R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:7:p:465-480. Full description at Econpapers \|\| Download paper	8
49	2011	Stylized facts of return series, robust estimates and three popular models of volatility. (2011). TerÃÂ¤svirta, Timo ; Terasvirta, Timo ; Zhao, Zhenfang. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:67-94. Full description at Econpapers \|\| Download paper	8
50	2010	Testing market efficiency in the EU carbon futures market. (2010). Milunovich, George ; Joyeux, Roselyne. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:10:p:803-809. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2014

Year	Citing document
2014	Why does the Euro fail? The DCCA approach. (2014). Ferreira, Paulo ; Dionisio, Andreia ; Zebende, Gilney . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2014_15. Full description at Econpapers \|\| Download paper
2014	Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35. Full description at Econpapers \|\| Download paper
2014	US dollar exchange rate and food price dependence: Implications for portfolio risk management. (2014). Reboredo, Juan ; Ugando, Mikel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:72-89. Full description at Econpapers \|\| Download paper
2014	The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market. (2014). Gregoriou, Andros ; Wilson, Nicholas ; Healy, Jerome ; Gupta, Jairaj. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:397-413. Full description at Econpapers \|\| Download paper
2014	Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Arvin, Mak ; Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173. Full description at Econpapers \|\| Download paper
2014	Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). GIOMBINI, GERMANA ; Bellucci, Andrea. In: IAW Discussion Papers. RePEc:iaw:iawdip:104. Full description at Econpapers \|\| Download paper
2014	A Macro Assessment of China Effects on Malaysian Exports and Trade Balances. (2014). Hooy, Chee-Wooi ; Chan, Tze-Haw ; Lean, Hooi-Hooi . In: Working Papers. RePEc:ipg:wpaper:2014-458. Full description at Econpapers \|\| Download paper
2014	The Effect of Weather-Induced Internal Migration on Local Labor Markets Evidence from Uganda. (2014). Stobl, Eric ; Valfort, Marie-Anne. In: Working Papers. RePEc:ipg:wpaper:2014-460. Full description at Econpapers \|\| Download paper
2014	The Role of Renewable Energy Consumption and Trade: Environmental Kuznets Curve Analysis for Sub-Saharan Africa Countries. (2014). Ozturk, Ilhan ; ben Youssef, Slim ; ben Jebli, Mehdi. In: Working Papers. RePEc:ipg:wpaper:2014-467. Full description at Econpapers \|\| Download paper
2014	ESTIMATING SHADOW PRICES OF POLLUTION IN OECD ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-479. Full description at Econpapers \|\| Download paper
2014	Circular economy: what regulatory framework in France?. (2014). LEVILLAIN, Alexandre ; Fernandez, Dominique Bonet . In: Working Papers. RePEc:ipg:wpaper:2014-482. Full description at Econpapers \|\| Download paper
2014	Key success factors for the integration of Circular economy by energy sector firms in the early 21st century? A research agenda. (2014). Fernandez, Dominique Bonet ; Gael -Miguel JUILLARD, . In: Working Papers. RePEc:ipg:wpaper:2014-483. Full description at Econpapers \|\| Download paper
2014	Regulation of water demand in arid and semi-arid countries. (2014). Bouchrika, Ali ; Arouri, Mohamed ; Charfeddine, Lanouar. In: Working Papers. RePEc:ipg:wpaper:2014-484. Full description at Econpapers \|\| Download paper
2014	ADJUSTING PRODUCTIVITY FOR POLLUTION IN SELECTED ASIAN ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-491. Full description at Econpapers \|\| Download paper
2014	Le capitalisme liberal vu par Friedrich von Hayek. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-493. Full description at Econpapers \|\| Download paper
2014	THE EFFECT OF GREEN TAXATION AND ECONOMIC GROWTH ON ENVIRONMENT HAZARDS: THE CASE OF MALAYSIA. (2014). Loganathan, Nanthakumar ; Taha, Roshaiza . In: Working Papers. RePEc:ipg:wpaper:2014-494. Full description at Econpapers \|\| Download paper
2014	LâintÃ©gration des entreprises des pays en dÃ©veloppement dans les CGV permet-elle lâapprentissage environnemental ? Une application aux entreprises olÃ©icoles tunisiennes. (2014). Akli, ACHABOU ; Mohamed, HAMDOUN ; Sihem, DEKHILI . In: Working Papers. RePEc:ipg:wpaper:2014-496. Full description at Econpapers \|\| Download paper
2014	Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles. In: Working Papers. RePEc:ipg:wpaper:2014-500. Full description at Econpapers \|\| Download paper
2014	The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied. In: Working Papers. RePEc:ipg:wpaper:2014-516. Full description at Econpapers \|\| Download paper
2014	Gary Becker et lâapproche Ã©conomique du comportement humain. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-521. Full description at Econpapers \|\| Download paper
2014	Relire Marx (et les marxistes !). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-526. Full description at Econpapers \|\| Download paper
2014	Milton Friedman (1912-2006) : une synthÃ¨se biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-530. Full description at Econpapers \|\| Download paper
2014	Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-531. Full description at Econpapers \|\| Download paper
2014	Robert Mundell et les relations monÃ©taires internationales. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-534. Full description at Econpapers \|\| Download paper
2014	Charles Kindleberger (1910-2003) et les dysfonctionnements de lâÃ©conomie mondiale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-538. Full description at Econpapers \|\| Download paper
2014	A la recherche de Maurice Allais. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-548. Full description at Econpapers \|\| Download paper
2014	Paul Krugman et la nouvelle Ã©conomie internationale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-550. Full description at Econpapers \|\| Download paper
2014	John Kenneth Galbraith, un Ã©conomiste hÃ©tÃ©rodoxe dans le siÃ¨cle. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-551. Full description at Econpapers \|\| Download paper
2014	Linking FDI inflows to economic growth in North African countries. (2014). Sassi-Tmar, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-558. Full description at Econpapers \|\| Download paper
2014	Joseph Stiglitz : une vision dÃ©senchantÃ©e de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559. Full description at Econpapers \|\| Download paper
2014	DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562. Full description at Econpapers \|\| Download paper
2014	James Tobin, pÃ¨re fondateur de la finance moderne. (2014). , FredericTeulon ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-571. Full description at Econpapers \|\| Download paper
2014	Ce que nous devons Ã James Mead (1907-1995). (2014). , FredericTeulon ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-574. Full description at Econpapers \|\| Download paper
2014	Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). de Bandt, Olivier ; Razafindrabe, Tovonony. In: Working Papers. RePEc:ipg:wpaper:2014-576. Full description at Econpapers \|\| Download paper
2014	Market Timing Skill of Socially Responsible Investing Fund Managers: North America versus Europe. (2014). Gregoriou, Greg N. ; Ang, Wei Rong . In: Working Papers. RePEc:ipg:wpaper:2014-599. Full description at Econpapers \|\| Download paper
2014	Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-604. Full description at Econpapers \|\| Download paper
2014	Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). MORANA, CLAUDIO. In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers \|\| Download paper
2014	The determinants of abandoned M&As in the banking sector. (2014). Pozzolo, Alberto ; Caiazza, Stefano. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp14074. Full description at Econpapers \|\| Download paper
2014	Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efï¬ciency?. (2014). Zotti, Roberto ; Barra, Cristian. In: MPRA Paper. RePEc:pra:mprapa:60065. Full description at Econpapers \|\| Download paper
2014	Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). PÃÂ©rez de Gracia, Fernando ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201450. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	129
2	Applied Financial Economics / Taylor & Francis Journals	97
3	International Review of Financial Analysis / Elsevier	59
4	Economic Modelling / Elsevier	58
5	Applied Economics / Taylor & Francis Journals	53
6	Research in International Business and Finance / Elsevier	51
7	Journal of International Financial Markets, Institutions and Money / Elsevier	49
8	International Review of Economics & Finance / Elsevier	45
9	Journal of Banking & Finance / Elsevier	40
10	The Quarterly Review of Economics and Finance / Elsevier	29
11	The North American Journal of Economics and Finance / Elsevier	28

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.