Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

The European Journal of Finance / Taylor & Francis Journals

0.42

Impact Factor

0.59

5-Years IF

25

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.04
19950.19262610.041230010 (8.1%)10.040.07
19960.120.230.12234950.1292632633 (10.3%)0.09
19970.140.260.141968120.18894974972 (2.2%)30.160.09
19980.050.280.09208890.11214226861 (%)0.1
19990.130.320.1422110180.167339588127 (9.6%)30.140.13
20000.050.390.0819129100.0811042211091 (%)0.15
20010.050.390.1519148240.1644412103151 (2.3%)10.050.14
20020.160.40.1623171270.1622138699163 (1.4%)50.220.17
20030.240.430.2429200470.24994210103252 (2%)0.18
20040.250.480.2632232540.23875213112292 (2.3%)10.030.19
20050.050.520.1231263570.22205613122154 (2%)40.130.2
20060.250.510.3146309800.262346316134414 (1.7%)50.110.2
20070.230.450.2841350760.223707718161455 (1.4%)40.10.18
20080.380.480.34453951120.28129873317961 (%)10.020.2
20090.350.490.32444391360.313428630195622 (%)70.160.19
20100.330.460.44394781770.371498929207925 (3.4%)40.10.17
20110.460.490.42475251710.332178338215901 (%)40.090.19
20120.330.520.57475722420.4221986282161242 (%)80.170.19
20130.50.580.58516232920.471939447222129 (%)70.140.2
20140.560.60.76556783540.521159855228173 (%)50.090.2
20150.410.610.58647423520.47134106432391381 (%)90.140.19
20160.50.680.68708124210.524611959264180 (%)40.060.2
20170.420.730.59558673980.462513456287168 (%)60.110.22
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:

#YearTitleCited
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

94
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

69
32009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

59
42002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

Full description at Econpapers || Download paper

58
52009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

50
62011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

50
72009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

50
82005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

39
92005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

39
101995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

36
112010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

35
121998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

Full description at Econpapers || Download paper

35
131995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

Full description at Econpapers || Download paper

34
142012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

Full description at Econpapers || Download paper

34
152002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

Full description at Econpapers || Download paper

34
162011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

33
172007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

32
181997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

Full description at Econpapers || Download paper

32
192006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

32
202000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

Full description at Econpapers || Download paper

31
212012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

29
222003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

Full description at Econpapers || Download paper

28
232007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

28
242009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

26
252013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

Full description at Econpapers || Download paper

25
262006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

25
272003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun. In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

Full description at Econpapers || Download paper

24
282005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Capocci, Daniel ; Corhay, Albert ; Hubner, Georges . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

Full description at Econpapers || Download paper

24
292009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

Full description at Econpapers || Download paper

23
302002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

Full description at Econpapers || Download paper

23
312000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

23
322013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

22
332006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

Full description at Econpapers || Download paper

22
342010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

22
352010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

22
361999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

Full description at Econpapers || Download paper

22
372002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

Full description at Econpapers || Download paper

21
382013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

20
392014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

Full description at Econpapers || Download paper

20
402005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

Full description at Econpapers || Download paper

20
412002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

Full description at Econpapers || Download paper

20
421995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

Full description at Econpapers || Download paper

19
432006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

19
442002Time varying country risk: an assessment of alternative modelling techniques. (2002). faff, robert ; McKenzie, M. ; Brooks, R. D.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:3:p:249-274.

Full description at Econpapers || Download paper

18
452006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

Full description at Econpapers || Download paper

17
461998Transmission of movements in stock markets. (1998). Uriel, Ezequiel ; Quesada, Javier. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:4:p:331-343.

Full description at Econpapers || Download paper

17
472008Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques. (2008). Mergner, Sascha ; Bulla, Jan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:14:y:2008:i:8:p:771-802.

Full description at Econpapers || Download paper

17
482003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

Full description at Econpapers || Download paper

17
492005Uncovering long memory in high frequency UK futures. (2005). cotter, john. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:325-337.

Full description at Econpapers || Download paper

16
501997The numeraire portfolio: a new perspective on financial theory. (1997). I. Bajeux-Besnainou, R. Portait, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:4:p:291-309.

Full description at Econpapers || Download paper

16

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

#YearTitleCited
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

28
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

27
32011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

24
42009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

24
52013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

Full description at Econpapers || Download paper

21
62009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

17
72013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

16
82014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

Full description at Econpapers || Download paper

15
92012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

15
102013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

15
112006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

14
122011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

13
132006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

13
142015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

Full description at Econpapers || Download paper

13
152007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

12
162015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

Full description at Econpapers || Download paper

12
172015The European sovereign debt market: from integration to segmentation. (2015). Coakley, Jerry ; cipollini, andrea ; Lee, Hyunchul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128.

Full description at Econpapers || Download paper

11
182005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

11
192010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

11
202005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

11
212013Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask. (2013). Fantazzini, Dean ; Geraskin, Petr . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:366-391.

Full description at Econpapers || Download paper

10
222009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

9
232015Skewed distributions in finance and actuarial science: a review. (2015). Loperfido, Nicola ; Adcock, Christopher ; Eling, Martin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281.

Full description at Econpapers || Download paper

9
242000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

9
252009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

9
262012Bank mergers and acquisitions in emerging markets: evidence from Asia and Latin America. (2012). Zhou, Tim ; Molyneux, Philip ; Goddard, John. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:5:p:419-438.

Full description at Econpapers || Download paper

9
272015The dynamics of US bank profitability. (2015). Wilson, John ; Chronopoulos, Dimitris K. ; John O. S. Wilson, ; McMillan, Fiona J. ; Liu, Hong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:5:p:426-443.

Full description at Econpapers || Download paper

9
282014Domestic and foreign institutional investors’ behavior in China. (2014). Bredin, Don ; Yi, Zhihong ; Liu, Ningyue ; Wang, Liming. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:728-751.

Full description at Econpapers || Download paper

9
292002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

Full description at Econpapers || Download paper

9
302011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

Full description at Econpapers || Download paper

9
312010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

8
322012Permanent trading impacts and bond yields. (2012). Dufour, Alfonso ; Nguyen, Minh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:9:p:841-864.

Full description at Econpapers || Download paper

8
332014Reputational losses and operational risk in banking. (2014). Fiordelisi, Franco ; Schwizer, Paola ; Soana, Maria-Gaia . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:2:p:105-124.

Full description at Econpapers || Download paper

8
341998Interest rate changes and common stock returns of financial institutions: evidence from the UK. (1998). Staikouras, Sotiris. In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:2:p:113-127.

Full description at Econpapers || Download paper

7
352006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). Sterken, Elmer ; de Haan, Leo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

Full description at Econpapers || Download paper

7
362013Optimal liquidation strategies regularize portfolio selection. (2013). Kondor, Imre ; Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:6:p:554-571.

Full description at Econpapers || Download paper

7
372013A note on institutional hierarchy and volatility in financial markets. (2013). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone ; Milakovic, M.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:6:p:449-465.

Full description at Econpapers || Download paper

7
382013On risk management determinants: what really matters?. (2013). Dionne, Georges ; Triki, Thouraya . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:2:p:145-164.

Full description at Econpapers || Download paper

7
392014Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China. (2014). Hou, Wenxuan ; Lee, Edward. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:703-727.

Full description at Econpapers || Download paper

7
402009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

Full description at Econpapers || Download paper

7
412009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

Full description at Econpapers || Download paper

7
422014The more the better? Foreign ownership and corporate performance in China. (2014). Yu, Zhihong ; Guariglia, Alessandra ; Greenaway, Sir David. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:681-702.

Full description at Econpapers || Download paper

7
432002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

Full description at Econpapers || Download paper

7
442010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

7
451998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

Full description at Econpapers || Download paper

7
462013Asymmetric returns, gradual bubbles and sudden crashes. (2013). Chia, Wai-Mun ; Zheng, Huanhuan ; Huang, Weihong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:5:p:420-437.

Full description at Econpapers || Download paper

7
472012A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. (2012). Nolte, Ingmar. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:885-919.

Full description at Econpapers || Download paper

6
482007Skew Brownian Motion and Pricing European Options. (2007). Satchell, S. E. ; T. R. A. Corns, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:6:p:523-544.

Full description at Econpapers || Download paper

6
492014Risk aversion vs. individualism: what drives risk taking in household finance?. (2014). Salzmann, Astrid Juliane ; Breuer, Wolfgang ; Riesener, Michael . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:5:p:446-462.

Full description at Econpapers || Download paper

6
502014Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50. (2014). Mavrotas, George ; Xidonas, Panos. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:11:p:957-977.

Full description at Econpapers || Download paper

6

Citing documents used to compute impact factor 56:

YearTitle
2017Good Volatility, Bad Volatility and Option Pricing. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-52.

Full description at Econpapers || Download paper

2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures. (2017). Rogers, John ; Jahan-Parvar, Mohammad ; Iacoviello, Matteo ; Beltran, Daniel ; del Giudice, Marius ; Li, Canlin ; Revil, Thiago ; Sun, BO ; Londono, Juan M ; Datta, Deepa Dhume. In: International Finance Discussion Papers. RePEc:fip:fedgif:1216.

Full description at Econpapers || Download paper

2017Cash conversion cycle and value-enhancing operations: Theory and evidence for a free lunch. (2017). Zeidan, Rodrigo ; Shapir, Offer Moshe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:203-219.

Full description at Econpapers || Download paper

2017Macroprudential Policy and Financing Behaviour in Dual Banking System: Bank-Level Evidence from Indonesia. (2017). Zulkhibri, Muhamed ; Prima, Muhammad Rizky. In: Working Papers. RePEc:ris:irtiwp:2017_005.

Full description at Econpapers || Download paper

2017Non-performing loans and Financial Development: New Evidence. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:75964.

Full description at Econpapers || Download paper

2017The effect of the split share structure reform on working capital management of Chinese companies. (2017). He, Wei ; Baker, Kent H ; Mukherjee, Tarun K. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:27-37.

Full description at Econpapers || Download paper

2017Do Economic Incentives of Controlling Shareholders Influence Corporate Social Responsibility Disclosure? A Natural Experiment. (2017). Cai, Weixing ; Zeng, Cheng ; Xu, Alice Liang ; Wu, Zhenyu ; Lee, Edward. In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:3:p:238-250.

Full description at Econpapers || Download paper

2017The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk. (2017). Mahayni, Antje ; Muck, Matthias. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:3:d:10.1007_s11147-017-9131-9.

Full description at Econpapers || Download paper

2017Modeling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps. (2017). Itkin, Andrey. In: Papers. RePEc:arx:papers:1701.02821.

Full description at Econpapers || Download paper

2017A Prediction Methodology for the Change of the Values of Financial Products. (2017). Moon, Kyoung-Sook ; Kim, Hongjoong . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:3:p:197-210.

Full description at Econpapers || Download paper

2017Trading 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

2017Has momentum lost its momentum?. (2017). Bhattacharya, Debarati ; Sonaer, Gokhan ; Li, Wei-Hsien . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0547-8.

Full description at Econpapers || Download paper

2017Time-series and cross-sectional momentum strategies under alternative implementation strategies. (2017). Yeung, Danny ; Bird, Ron ; Gao, Xiaojun . In: Australian Journal of Management. RePEc:sae:ausman:v:42:y:2017:i:2:p:230-251.

Full description at Econpapers || Download paper

2017The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices. (2017). Hsu, Chih-Chen ; Chen, Ting-Fu ; Lin, Shih-Kuei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0569-x.

Full description at Econpapers || Download paper

2017Analytical solution for an investment problem under uncertainties with shocks. (2017). Nunes, Claudia ; Pimentel, Rita . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1054-1063.

Full description at Econpapers || Download paper

2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

Full description at Econpapers || Download paper

2017How 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

2017Do integrated economies grow faster? Evidence from domestic equity holdings. (2017). Azman-Saini, W.N.W ; Lee, Chin ; Law, Siong Hook ; W. N. W. Azman-Saini, ; W. N. W. Azman-Saini, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00557.

Full description at Econpapers || Download paper

2017A stein type lemma for the multivariate generalized hyperbolic distribution. (2017). Vanduffel, Steven ; Yao, Jing. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:606-612.

Full description at Econpapers || Download paper

2017Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

Full description at Econpapers || Download paper

2017Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. (2017). Hanke, Michael ; Weissensteiner, Alex ; Schief, Wolfgang ; Penev, Spiridon. In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:510-523.

Full description at Econpapers || Download paper

2017Data breaches: Goodness of fit, pricing, and risk measurement. (2017). Eling, Martin ; Loperfido, Nicola . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136.

Full description at Econpapers || Download paper

2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

Full description at Econpapers || Download paper

2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (2017). Parolya, Nestor ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_005.

Full description at Econpapers || Download paper

2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

Full description at Econpapers || Download paper

2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

Full description at Econpapers || Download paper

2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

Full description at Econpapers || Download paper

2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

Full description at Econpapers || Download paper

2017I will survive. Pricing strategies of financially distressed firms. (2017). Zizza, Roberta ; Riggi, Marianna ; Montero, Jose M ; Duca, Ioana A. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1106_17.

Full description at Econpapers || Download paper

2017Pricing decisions under financial frictions: evidence from the wdn survey. (2017). Montero, Jose Manuel. In: Working Papers. RePEc:bde:wpaper:1724.

Full description at Econpapers || Download paper

2017The Determinants of Growth in the Information and Communication Technology (ICT) Industry: A Firm-Level Analysis. (2017). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2017-12.

Full description at Econpapers || Download paper

2017Corporate debt and investment: a firm level analysis for stressed euro area countries. (2017). Setzer, Ralph ; Westphal, Andreas ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20172101.

Full description at Econpapers || Download paper

2017Crowdfunding practices in and outside the US. (2017). BIGELLI, MARCO ; Barbi, Massimiliano. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:208-223.

Full description at Econpapers || Download paper

2017Net Working Capital and Firm Growth. (2017). Adden, Alaa. In: International Review of Management and Marketing. RePEc:eco:journ3:2017-04-18.

Full description at Econpapers || Download paper

2017Risk management strategies for finding universal portfolios. (2017). Mohr, Esther ; Dochow, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:256:y:2017:i:1:d:10.1007_s10479-016-2176-6.

Full description at Econpapers || Download paper

2017The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries. (2017). Breuer, Wolfgang ; Steininger, Bertram I ; Felde, Moritz . In: Journal of Business Ethics. RePEc:kap:jbuset:v:144:y:2017:i:3:d:10.1007_s10551-015-2814-y.

Full description at Econpapers || Download paper

2017Financial hedging with derivatives and its impact on the Colombian market value for listed companies. (2017). Giraldo-Prietoa, Cesar Augusto ; Ferreira, Diana Carolina ; Bermejo, Cristhian Vesga ; Gonzalez, Gabriel Jaime. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:5:p:19-20.

Full description at Econpapers || Download paper

2017Bank Loan Loss Provisions Research: A Review. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:76495.

Full description at Econpapers || Download paper

2017Bank Loan Loss Provisions, Investor Protection and the Macroeconomy. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:80147.

Full description at Econpapers || Download paper

2017Do credit commitments compromise credit quality?. (2017). Laidroo, Laivi ; Mannasoo, Kadri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:303-317.

Full description at Econpapers || Download paper

2017The effect of capital ratio on lending: Do loan-loss provisioning practices matter?. (2017). Olszak, Małgorzata ; witaa, Filip ; Kowalska, Iwona ; Chodnicka-Jaworska, Patrycja. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22017.

Full description at Econpapers || Download paper

2017A Review on Accounts Manipulation via Loan Loss Provisions to Manage Earnings and Impact of IFRS. (2017). Shala, Albulena ; Ahmeti, Skender . In: EuroEconomica. RePEc:dug:journl:y:2017:i:1:p:113-121.

Full description at Econpapers || Download paper

2017Pricing shares in equity crowdfunding. (2017). Neuenkirch, Matthias ; Hornuf, Lars. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:4:d:10.1007_s11187-016-9807-9.

Full description at Econpapers || Download paper

2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Kruger, Fabian. In: Papers. RePEc:arx:papers:1705.04537.

Full description at Econpapers || Download paper

2017Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632.

Full description at Econpapers || Download paper

2017Bank Size, Returns to Scale and Cost Efficiency. (2017). Sapci, Ayse ; Miles, Bradley . In: Working Papers. RePEc:cgt:wpaper:2017-02.

Full description at Econpapers || Download paper

2017Banking reforms, performance and risk in China. (2017). He, Liangliang ; Liu, Frank Hong ; Chen, Lei. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:40:p:3995-4012.

Full description at Econpapers || Download paper

2017Exploring the efficiency of Mexican universities: Integrating Data Envelopment Analysis and Multidimensional Scaling. (2017). Agasisti, Tommaso ; Sagarra, Marti ; Mar-Molinero, Cecilio . In: Omega. RePEc:eee:jomega:v:67:y:2017:i:c:p:123-133.

Full description at Econpapers || Download paper

2017The fall of Spanish cajas: Lessons of ownership and governance for banks. (2017). Martin-Oliver, Alfredo ; Salas-Fumas, Vicente ; Ruano, Sonia . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:244-260.

Full description at Econpapers || Download paper

2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test. (2017). Wohar, Mark ; Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:269-279.

Full description at Econpapers || Download paper

2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Chang, Tsangyao ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:201756.

Full description at Econpapers || Download paper

2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

Full description at Econpapers || Download paper

2017Firm network structure and innovation. (2017). Chuluun, Tuugi ; Upadhyay, Arun ; Prevost, Andrew . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:193-214.

Full description at Econpapers || Download paper

2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17012.

Full description at Econpapers || Download paper

2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01489222.

Full description at Econpapers || Download paper

2017Exploring rating shopping for european triple a senior structured finance securities. (2017). Vink, Dennis ; Nawas, Mike E ; Fabozzi, Frank J. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:35-39.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017A two-step hybrid investment strategy for pension funds. (2017). Pagnoncelli, Bernardo K ; Denis, Gabriela ; Cifuentes, Arturo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:574-583.

Full description at Econpapers || Download paper

2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

Full description at Econpapers || Download paper

2017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

Full description at Econpapers || Download paper

2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

Full description at Econpapers || Download paper

2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

Full description at Econpapers || Download paper

2017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

Full description at Econpapers || Download paper

Recent citations received in 2016
YearCiting document
2016Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing. (2016). Szimayer, Alexander ; Maller, Ross ; Buchmann, Boris ; Kaehler, Benjamin . In: Papers. RePEc:arx:papers:1502.03901.

Full description at Econpapers || Download paper

2016Managerial sentiment, consumer confidence and sector returns. (2016). Salhin, Ahmed ; Jones, Edward ; Sherif, Mohamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:24-38.

Full description at Econpapers || Download paper

2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

Full description at Econpapers || Download paper

2016Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201602.

Full description at Econpapers || Download paper

Recent citations received in 2015
YearCiting document
2015Venture capital and the investment curve of young high-tech companies. (2015). Bertoni, Fabio ; Guerini, Massimiliano ; Croce, Annalisa . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:159-176.

Full description at Econpapers || Download paper

2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

Full description at Econpapers || Download paper

2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

Full description at Econpapers || Download paper

2015Multiple market imperfections, firm profitability and investment. (2015). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Ferrando, Annalisa. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:40:y:2015:i:1:p:95-120.

Full description at Econpapers || Download paper

2015Insider Trading Activities and Returns of German Blue Chips. (2015). Linnertova, Dagmar ; Deev, Oleg. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2015063061995.

Full description at Econpapers || Download paper

2015Time-Varying Bond Market Integration in EMU. (2015). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi . In: Journal of Economic Integration. RePEc:ris:integr:0674.

Full description at Econpapers || Download paper

2015A New Perspective on the Size, Value, and Momentum Effects: Broad Sample Evidence from Europe. (2015). Foye, James . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604415.

Full description at Econpapers || Download paper

2015Statistical arbitrage pairs trading strategies: Review and outlook. (2015). Krauss, Christopher. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:092015.

Full description at Econpapers || Download paper

2015Dont Stop Me Now: The Impact of Credit Market Segmentation on Firms Financing Constraints. (2015). Neugebauer, Katja ; Bremus, Franziska. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112857.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document
2014The linkage between insurance activity and banking credit: Some evidence from dynamic analysis. (2014). Liu, Guanchun ; Yue, Yiding ; He, Lei ; Wang, Jiying . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:239-265.

Full description at Econpapers || Download paper

2014To what extent do financing constraints affect Chinese firms innovation activities?. (2014). Guariglia, Alessandra ; Liu, Pei. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:223-240.

Full description at Econpapers || Download paper

2014On the Sources of Heterogeneity in Banking Efficiency Literature. (2014). Bonanno, Graziella ; Aiello, Francesco. In: MPRA Paper. RePEc:pra:mprapa:58591.

Full description at Econpapers || Download paper

2014Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test. (2014). GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W. ; Chu, Hsiao-Ping . In: Working Papers. RePEc:pre:wpaper:201443.

Full description at Econpapers || Download paper

2014Insurance and inclusive growth. (2014). Lester, Rodney . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6943.

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team