Citation analysis for Financial Markets and Portfolio Management / Springer

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.05

5 Years IF

0.18

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.46	0.2	0	5	5	14		1	0		0			0		0	0.21
2005	0.2	0.47	0.08	0.2	20	25	73	2	3	5	1	5	1	1	50	1	0.05	0.22
2006	0.16	0.47	0.21	0.16	33	58	177	12	15	25	4	25	4	8	66.7	8	0.24	0.21
2007	0.23	0.42	0.28	0.21	32	90	162	25	40	53	12	58	12	17	68	8	0.25	0.19
2008	0.34	0.45	0.3	0.28	19	109	87	31	73	65	22	90	25	11	35.5	2	0.11	0.21
2009	0.37	0.44	0.33	0.36	26	135	92	45	118	51	19	109	39	13	28.9	3	0.12	0.21
2010	0.33	0.44	0.37	0.45	28	163	98	61	179	45	15	130	59	12	19.7	1	0.04	0.18
2011	0.39	0.46	0.46	0.48	28	191	100	88	267	54	21	138	66	27	30.7	1	0.04	0.21
2012	0.29	0.47	0.43	0.45	25	216	61	92	359	56	16	133	60	22	23.9	5	0.2	0.19
2013	0.26	0.53	0.4	0.42	20	236	69	94	453	53	14	126	53	16	17	3	0.15	0.22
2014	0.44	0.55	0.37	0.39	20	256	25	95	548	45	20	127	50	16	16.8	1	0.05	0.21
2015	0.43	0.55	0.34	0.43	20	276	17	95	643	40	17	121	52	6	6.3	3	0.15	0.21
2016	0.15	0.56	0.32	0.37	25	301	23	96	739	40	6	113	42	3	3.1	2	0.08	0.2
2017	0.2	0.58	0.34	0.3	21	322	3	111	850	45	9	110	33	4	3.6		0	0.21
2018	0.11	0.7	0.25	0.25	20	342	1	86	936	46	5	106	27	4	4.7		0	0.28
2019	0.05	0.88	0.25	0.18	19	361	3	92	1028	41	2	106	19	2	2.2	3	0.16	0.33

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

50 most cited documents in this series

#	Year	Title	Cited
1	2007	Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470. Full description at Econpapers \|\| Download paper	52
2	2011	Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers \|\| Download paper	50
3	2008	How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers \|\| Download paper	34
4	2006	Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers \|\| Download paper	33
5	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	29
6	2010	Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers \|\| Download paper	23
7	2012	Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers \|\| Download paper	22
8	2006	Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers \|\| Download paper	22
9	2010	Pair-copulas modeling in finance. (2010). Mendes, Beatriz ; Leal, Ricardo ; Semeraro, Mariangela . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers \|\| Download paper	19
10	2009	Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers \|\| Download paper	17
11	2006	Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers \|\| Download paper	15
12	2005	The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Grunbichler, Andreas ; Wohlwend, Hanspeter. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers \|\| Download paper	15
13	2006	Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers \|\| Download paper	15
14	2006	A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers \|\| Download paper	15
15	2006	Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers \|\| Download paper	14
16	2013	The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers \|\| Download paper	14
17	2011	Competition in securities markets: the impact on liquidity. (2011). Lutat, Marco ; Chlistalla, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers \|\| Download paper	13
18	2009	Liquidity risk, credit risk, and the federal reserveâs responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers \|\| Download paper	13
19	2007	Shareholder wealth gains through better corporate governanceâThe case of European LBO-transactions. (2007). Betzer, Andre ; Andres, Christian ; Weir, Charlie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424. Full description at Econpapers \|\| Download paper	13
20	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÂ¸y, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers \|\| Download paper	13
21	2007	Credit default swap prices as risk indicators of listed German banks. (2007). Sosinska, Agnieszka ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers \|\| Download paper	13
22	2006	Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers \|\| Download paper	13
23	2009	Do German security analysts herd?. (2009). Kerl, Alexander ; Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers \|\| Download paper	13
24	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	13
25	2006	The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers \|\| Download paper	11
26	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃÂ¼ss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers \|\| Download paper	11
27	2006	Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers \|\| Download paper	10
28	2008	Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schmeiser, Hato ; Schuckmann, Stefan ; Gatzert, Nadine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers \|\| Download paper	10
29	2013	Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers \|\| Download paper	10
30	2008	Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers \|\| Download paper	10
31	2004	Calibrating the CreditMetricsâ¢ correlation concept â Empirical evidence from Germany. (2004). Hahnenstein, Lutz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:18:y:2004:i:4:p:358-381. Full description at Econpapers \|\| Download paper	10
32	2009	The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers \|\| Download paper	10
33	2007	Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers \|\| Download paper	9
34	2010	Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers \|\| Download paper	9
35	2008	Optimal investments in volatility. (2008). Wallmeier, Martin ; Hafner, Reinhold. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167. Full description at Econpapers \|\| Download paper	9
36	2009	Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers \|\| Download paper	8
37	2005	Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311. Full description at Econpapers \|\| Download paper	8
38	2010	Can small investors exploit the momentum effect?. (2010). Siganos, Antonios . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers \|\| Download paper	8
39	2007	Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers \|\| Download paper	8
40	2012	Financial architecture, systemic risk, and universal banking. (2012). Saunders, Anthony ; Walter, Ingo. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers \|\| Download paper	8
41	2008	Continuous-time delegated portfolio management with homogeneous expectations: can an agency conflict be avoided?. (2008). Kraft, Holger ; Korn, Ralf. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:1:p:67-90. Full description at Econpapers \|\| Download paper	8
42	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers \|\| Download paper	8
43	2012	Public information in fragmented markets. (2012). Storkenmaier, Andreas ; Wagener, Martin ; Weinhardt, Christof. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:2:p:179-215. Full description at Econpapers \|\| Download paper	8
44	2016	Quantifying the components of the banksâ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3. Full description at Econpapers \|\| Download paper	7
45	2013	Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers \|\| Download paper	7
46	2007	An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers \|\| Download paper	7
47	2013	Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers \|\| Download paper	7
48	2005	Time-Varying Betas of German Stock Returns. (2005). Ebner, Markus ; Neumann, Thorsten . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers \|\| Download paper	7
49	2006	Extremes and Robustness: A Contradiction?. (2006). Embrechts, Paul ; DellAquila, Rosario. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118. Full description at Econpapers \|\| Download paper	7
50	2010	Trends in corporate diversification. (2010). Basu, Nilanjan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:87-102. Full description at Econpapers \|\| Download paper	7

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

#	Year	Title	Cited
1	2011	Google search volume and its influence on liquidity and returns of German stocks. (2011). Peter, Georg ; Bank, Matthias ; Larch, Martin . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers \|\| Download paper	24
2	2008	How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, HE ; Hess, Dieter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers \|\| Download paper	8
3	2016	How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers \|\| Download paper	6
4	2012	Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers \|\| Download paper	5
5	2006	Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers \|\| Download paper	4
6	2009	Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers \|\| Download paper	4
7	2006	Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers \|\| Download paper	4
8	2010	Return dispersion and expected returns. (2010). Jiang, Xiaoquan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers \|\| Download paper	4
9	2006	Signaling Power of Open Market Share Repurchases in Germany. (2006). Zdantchouk, Alexandre ; Hackethal, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers \|\| Download paper	4
10	2016	Quantifying the components of the banksâ net interest margin. (2016). Memmel, Christoph ; Busch, Ramona. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0279-3. Full description at Econpapers \|\| Download paper	4
11	2014	An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models. (2014). Lee, Yen-Hsien. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:165-180. Full description at Econpapers \|\| Download paper	3
12	2006	Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers \|\| Download paper	3
13	2013	Portfolio allocation using multivariate variance gamma models. (2013). Mercuri, Lorenzo ; Hitaj, Asmerilda. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:1:p:65-99. Full description at Econpapers \|\| Download paper	3
14	2013	Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Andreu, Laura ; Liam Tjong-A-Tjoe, . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers \|\| Download paper	3
15	2007	Corporate cash holdings: Evidence from Switzerland. (2007). Gruninger, Matthias ; Drobetz, Wolfgang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers \|\| Download paper	3
16	2015	Profitable momentum trading strategies for individual investors. (2015). Foltice, Bryan ; Langer, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:85-113. Full description at Econpapers \|\| Download paper	3
17	2013	The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers \|\| Download paper	3
18	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃÂ©s ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers \|\| Download paper	3
19	2006	Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers \|\| Download paper	3
20	2009	The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers \|\| Download paper	3
21	2007	Philippe Jorion: Value at Risk â The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398. Full description at Econpapers \|\| Download paper	3
22	2009	The ex-dividend day stock price anomaly: evidence from the Greek stock market. (2009). Dasilas, Apostolos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:59-91. Full description at Econpapers \|\| Download paper	2
23	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃÂ¼ss, Roland ; Rehkugler, Heinz ; Fuss, Roland ; ROLAND FÜSS, ; Morawski, Jaroslaw . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers \|\| Download paper	2
24	2015	The impact of ECB crisis measures on euro-area CDS spreads. (2015). Gerlach-Kristen, Petra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:149-168. Full description at Econpapers \|\| Download paper	2
25	2014	Stress testing German banks against a global credit crunch. (2014). Kick, Thomas ; Dullmann, Klaus . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:4:p:337-361. Full description at Econpapers \|\| Download paper	2
26	2011	Underpricing and long-run performance of Chinese IPOs: the role of underwriter reputation. (2011). Su, Chen ; Bangassa, Kenbata . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:53-74. Full description at Econpapers \|\| Download paper	2
27	2005	Determinants of Financial Distress Costs. (2005). Rodrigues, Luis ; Pindado, Julio. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:343-359. Full description at Econpapers \|\| Download paper	2
28	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃÂ¸y, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers \|\| Download paper	2
29	2007	An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers \|\| Download paper	2
30	2007	Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers \|\| Download paper	2
31	2015	Handling risk-on/risk-off dynamics with correlation regimes and correlation networks. (2015). Papenbrock, Jochen ; Schwendner, Peter . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:125-147. Full description at Econpapers \|\| Download paper	2
32	2007	Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers \|\| Download paper	2
33	2013	Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers \|\| Download paper	2
34	2012	Swiss banking secrecy: the stock market evidence. (2012). Ziegler, Alexandre ; Habib, Michel ; Delaloye, Franois-Xavier . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:143-176. Full description at Econpapers \|\| Download paper	2
35	2017	The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7. Full description at Econpapers \|\| Download paper	2
36	2007	The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market. (2007). Meister, Roger ; Fueglistaller, Urs ; Zellweger, Thomas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:203-220. Full description at Econpapers \|\| Download paper	2
37	2013	Corporate diversification and firm value: a survey of recent literature. (2013). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 2

Year	Title
2019	Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs. (2019). Xu, Xiaojie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00237. Full description at Econpapers \|\| Download paper
2019	Time-frequency analysis of behaviourally classified financial asset markets. (2019). Alagidede, Imhotep Paul ; Ababio, Kofi Agyarko ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:54-69. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917. Full description at Econpapers \|\| Download paper
2019	Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs. (2019). Xu, Xiaojie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00237. Full description at Econpapers \|\| Download paper
2019	NaÃ¯ve diversification in thematic investing: heuristics for the core satellite investor. (2019). Nitzsch, Rudiger ; Methling, Florian. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00136-2. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document
2016	Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Research in International Business and Finance / Elsevier	24	20
2	Financial Markets and Portfolio Management / Springer	14	19
3	International Review of Financial Analysis / Elsevier	36	18
4	Journal of Banking & Finance / Elsevier	133	17
5	Discussion Papers / Deutsche Bundesbank	16	13
6	Pacific-Basin Finance Journal / Elsevier	38	12
7	The Quarterly Review of Economics and Finance / Elsevier	38	11
8	MPRA Paper / University Library of Munich, Germany	90	10
9	Working Papers / University of Pretoria, Department of Economics	17	10
10	Economic Modelling / Elsevier	58	9
11	Finance Research Letters / Elsevier	27	8