[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]
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
%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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers || Download paper | 93 |
2 | 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 72 |
3 | 2005 | A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers || Download paper | 44 |
4 | 2005 | Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers || Download paper | 43 |
5 | 2006 | The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers || Download paper | 29 |
6 | 2006 | Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30. Full description at Econpapers || Download paper | 16 |
7 | 2005 | An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347. Full description at Econpapers || Download paper | 14 |
8 | 2005 | Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64. Full description at Econpapers || Download paper | 14 |
9 | 2007 | The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers || Download paper | 14 |
10 | 2008 | Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers || Download paper | 14 |
11 | 2005 | REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69. Full description at Econpapers || Download paper | 14 |
12 | 2005 | Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277. Full description at Econpapers || Download paper | 12 |
13 | 2006 | A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188. Full description at Econpapers || Download paper | 10 |
14 | 2007 | Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 10 |
15 | 2005 | Twenty-two years of Japanese institutional forecasts. (2005). Ashiya, Masahiro. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84. Full description at Econpapers || Download paper | 10 |
16 | 2005 | New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Guney, Yilmaz ; Ozkan, Aydin. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238. Full description at Econpapers || Download paper | 9 |
17 | 2005 | Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216. Full description at Econpapers || Download paper | 9 |
18 | 2006 | Economic value added and systemic value added: symmetry, additive coherence and differences in performance. (2006). Magni, Carlo Alberto ; Ghiselli Ricci, Roberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154. Full description at Econpapers || Download paper | 8 |
19 | 2005 | The impact of financial deregulation on monetary aggregates and interest rates in Australia. (2005). Worthington, Andrew ; Valadkhani, Abbas ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163. Full description at Econpapers || Download paper | 8 |
20 | 2008 | Deregulation and productivity changes in banking: evidence from European unification. (2008). Gropper, Daniel ; Caudill, Steven B ; Kondeas, Alexander ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers || Download paper | 8 |
21 | 2006 | The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test. (2006). Maghyereh, Aktham. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:265-273. Full description at Econpapers || Download paper | 7 |
22 | 2006 | Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets. (2006). Smyth, Russell ; Narayan, Paresh. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7. Full description at Econpapers || Download paper | 7 |
23 | 2005 | Determinants of bank net interest margins in southeast asia. (2005). Doliente, Jude S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57. Full description at Econpapers || Download paper | 7 |
24 | 2007 | Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363. Full description at Econpapers || Download paper | 7 |
25 | 2008 | Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467. Full description at Econpapers || Download paper | 7 |
26 | 2007 | Political orientation of government and stock market returns. (2007). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273. Full description at Econpapers || Download paper | 6 |
27 | 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 6 |
28 | 2005 | Empirical identification of currency crises: differences and similarities between indicators. (2005). Perez, J.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46. Full description at Econpapers || Download paper | 6 |
29 | 2007 | Measuring the US social discount rate. (2007). Azar, Samih Antoine. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66. Full description at Econpapers || Download paper | 6 |
30 | 2007 | Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Liew, Venus ; Lim, Kian-Ping. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29. Full description at Econpapers || Download paper | 6 |
31 | 2006 | Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). Bhaduri, Saumitra ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158. Full description at Econpapers || Download paper | 6 |
32 | 2007 | Project valuation and investment decisions: CAPM versus arbitrage. (2007). Magni, Carlo Alberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140. Full description at Econpapers || Download paper | 6 |
33 | 2008 | The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24. Full description at Econpapers || Download paper | 6 |
34 | 2005 | Forecast performance of neural networks and business cycle asymmetries. (2005). Kiani, Khurshid ; Bidarkota, Prasad ; Kastens, Terry L.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210. Full description at Econpapers || Download paper | 5 |
35 | 2007 | Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384. Full description at Econpapers || Download paper | 5 |
36 | 2008 | Comovement in the FTSE 100 Index. (2008). Mase, Bryan . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:9-12. Full description at Econpapers || Download paper | 5 |
37 | 2005 | The shareholder wealth effects of voluntary foreign delistings: an empirical analysis. (2005). Stowe, John ; Liu, Shinhua. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204. Full description at Econpapers || Download paper | 5 |
38 | 2008 | Mood and UK equity pricing. (2008). lucey, brian ; Dowling, Michael. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240. Full description at Econpapers || Download paper | 5 |
39 | 2007 | Spurious results in testing mutual fund performance persistence: evidence from the Greek market. (2007). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108. Full description at Econpapers || Download paper | 5 |
40 | 2008 | Value-at-risk in US stock indices with skewed generalized error distribution. (2008). Liu, Hung-Chun ; Lee, Ming-Chih ; Su, Jung-Bin. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:425-431. Full description at Econpapers || Download paper | 5 |
41 | 2005 | On the relationship between central bank independence and inflation: some more bad news. (2005). Jong-A-Pin, Richard ; de Haan, Jakob ; Bouwman, Kees. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385. Full description at Econpapers || Download paper | 5 |
42 | 2005 | Does the credit risk premium lead the stock market?. (2005). de Bondt, Gabe. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268. Full description at Econpapers || Download paper | 5 |
43 | 2008 | Econometric analysis of interest rate pass-through. (2008). Cook, Steven. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:249-251. Full description at Econpapers || Download paper | 5 |
44 | 2005 | Threshold adjustment in spot-futures metals prices. (2005). McMillan, David G.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:5-8. Full description at Econpapers || Download paper | 5 |
45 | 2008 | Efficiency of the South African equity market. (2008). McMillan, David ; Thupayagale, Pako . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:327-330. Full description at Econpapers || Download paper | 5 |
46 | 2006 | Hedging or speculation in derivative markets: the case of energy futures contracts. (2006). Ciner, Cetin . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:189-192. Full description at Econpapers || Download paper | 4 |
47 | 2008 | Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:347-350. Full description at Econpapers || Download paper | 4 |
48 | 2005 | An alternative approach in investigating lead--lag relationships between stock and stock index futures markets -- comment. (2005). Hasan, Mohammad. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:125-130. Full description at Econpapers || Download paper | 4 |
49 | 2005 | Measuring half-lives: using a non-parametric bootstrap approach. (2005). Spagnolo, Nicola ; cerrato, mario ; Caporale, Guglielmo Maria. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4. Full description at Econpapers || Download paper | 4 |
50 | 2007 | A requiem for the use of the geometric mean in evaluating portfolio performance. (2007). Vasiliou, Dimitrios ; Missiakoulis, Spyros ; Eriotis, Nikolaos . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:403-408. Full description at Econpapers || Download paper | 4 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 22 |
2 | 2006 | The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers || Download paper | 14 |
3 | 2006 | Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers || Download paper | 11 |
4 | 2005 | Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers || Download paper | 9 |
5 | 2005 | A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers || Download paper | 6 |
6 | 2006 | Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30. Full description at Econpapers || Download paper | 5 |
7 | 2008 | The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24. Full description at Econpapers || Download paper | 4 |
8 | 2006 | A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188. Full description at Econpapers || Download paper | 4 |
9 | 2008 | Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers || Download paper | 3 |
10 | 2005 | Determinants of bank net interest margins in southeast asia. (2005). Doliente, Jude S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:53-57. Full description at Econpapers || Download paper | 3 |
11 | 2008 | Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:347-350. Full description at Econpapers || Download paper | 3 |
12 | 2005 | Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277. Full description at Econpapers || Download paper | 3 |
13 | 2008 | Value-at-risk in US stock indices with skewed generalized error distribution. (2008). Liu, Hung-Chun ; Lee, Ming-Chih ; Su, Jung-Bin. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:425-431. Full description at Econpapers || Download paper | 3 |
14 | 2007 | Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 3 |
15 | 2008 | Deregulation and productivity changes in banking: evidence from European unification. (2008). Gropper, Daniel ; Caudill, Steven B ; Kondeas, Alexander ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers || Download paper | 2 |
16 | 2005 | An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347. Full description at Econpapers || Download paper | 2 |
17 | 2007 | The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers || Download paper | 2 |
18 | 2008 | Estimating the uncertainty of relative risk aversion. (2008). Todter, Karl-Heinz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:25-27. Full description at Econpapers || Download paper | 2 |
19 | 2006 | Liquidity, volume and volatility in US electricity futures: the case of Palo Verde. (2006). Goss, Barry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:43-46. Full description at Econpapers || Download paper | 2 |
20 | 2008 | Do acquirer company returns improve after a takeover? Empirical evidence for Australia. (2008). Hawtrey, Kim ; Dullard, Stuart . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:65-69. Full description at Econpapers || Download paper | 2 |
21 | 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 2 |
22 | 2005 | Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64. Full description at Econpapers || Download paper | 2 |
23 | 2006 | Chinese equity market and the efficient frontier. (2006). Fabozzi, Frank ; Wu, Tony ; Tunaru, Radu. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:87-94. Full description at Econpapers || Download paper | 2 |
24 | 2005 | Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216. Full description at Econpapers || Download paper | 2 |
25 | 2005 | Threshold adjustment in spot-futures metals prices. (2005). McMillan, David G.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:5-8. Full description at Econpapers || Download paper | 2 |
Year | Title |
---|