Citation analysis for Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

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

5 Years H

Impact Factor

1.75

5 Years IF

0.43

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	0.13	6	0	1	1	6	6	6	2		2			0		0	0.07
1991	0.5	0.11	1.75	0.33	3	4	9	7	13	2	1	3	1		0		0	0.06
1992	0	0.1	0.33	0	2	6	20	2	15	4		6			0		0	0.07
1993	0	0.13	0.33	0.13	0	6	0	2	17	5		8	1		0		0	0.07
1994	0	0.13	0.75	0	2	8	9	6	23	2		7			0		0	0.06
1995	0.5	0.19	1.22	0.5	1	9	0	10	34	2	1	8	4		0		0	0.09
1996	0	0.22	0.23	0	4	13	38	3	37	3		8			0		0	0.12
1997	0.2	0.23	0.6	0.11	2	15	11	9	46	5	1	9	1		0		0	0.12
1998	0.17	0.24	0.25	0.11	1	16	26	4	50	6	1	9	1		0		0	0.15
1999	0.33	0.32	0.58	0.3	3	19	37	10	61	3	1	10	3		0	1	0.33	0.21
2000	0.25	0.47	0.24	0.27	2	21	0	5	66	4	1	11	3		0		0	0.2
2001	0.2	0.4	0.25	0.17	3	24	17	6	72	5	1	12	2		0		0	0.22
2002	0.2	0.41	0.39	0.27	4	28	3	11	83	5	1	11	3		0		0	0.23
2003	0.14	0.42	0.29	0.15	3	31	24	9	92	7	1	13	2		0		0	0.24
2004	0	0.47	0.64	0.27	8	39	21	25	117	7		15	4		0		0	0.27
2005	0.18	0.49	0.49	0.2	8	47	29	23	140	11	2	20	4		0	2	0.25	0.29
2006	0.06	0.48	0.51	0.19	6	53	14	27	167	16	1	26	5		0		0	0.27
2007	0.14	0.41	0.3	0.14	11	64	26	18	186	14	2	29	4		0	1	0.09	0.22
2008	0.29	0.46	0.59	0.22	5	69	2	40	227	17	5	36	8		0		0	0.23
2009	0.13	0.43	0.42	0.18	10	79	8	32	260	16	2	38	7		0		0	0.23
2010	0	0.37	0.31	0.05	8	87	34	26	287	15		40	2		0		0	0.2
2011	0.17	0.47	0.41	0.18	8	95	21	38	326	18	3	40	7		0	2	0.25	0.25
2012	0	0.5	0.45	0.14	4	99	15	45	371	16		42	6		0		0	0.26
2013	0.58	0.52	0.41	0.29	10	109	56	45	416	12	7	35	10		0	1	0.1	0.24
2014	0.07	0.54	0.27	0.2	9	118	2	31	448	14	1	40	8		0		0	0.28
2015	0.58	0.54	0.36	0.46	11	129	17	44	494	19	11	39	18		0	1	0.09	0.28
2016	0.25	0.57	0.47	0.62	6	135	3	62	557	20	5	42	26		0		0	0.29
2017	0.41	0.58	0.45	0.45	3	138	13	62	619	17	7	40	18		0	2	0.67	0.28
2018	0.22	0.6	0.43	0.28	1	139	0	57	679	9	2	39	11		0		0	0.31
2019	1.75	0.65	0.46	0.43	3	142	2	66	745	4	7	30	13		0		0	0.38

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	1983	Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1. Full description at Econpapers \|\| Download paper	203
2	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2. Full description at Econpapers \|\| Download paper	40
3	1998	Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1. Full description at Econpapers \|\| Download paper	27
4	2010	Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6. Full description at Econpapers \|\| Download paper	22
5	1999	Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2. Full description at Econpapers \|\| Download paper	21
6	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1. Full description at Econpapers \|\| Download paper	19
7	1996	On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Platen, Eckhard ; Sorensen, M ; Schurz, H ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1996-2. Full description at Econpapers \|\| Download paper	18
8	1996	Principles for modelling financial markets. (1996). Platen, Eckhard ; Rebolledo, Rolando . In: Published Paper Series. RePEc:uts:ppaper:1996-3. Full description at Econpapers \|\| Download paper	17
9	1999	The value of dividends: Evidence from cum-dividend trading in the ex-dividend period. (1999). Walker, Scott ; Partington, Graham. In: Published Paper Series. RePEc:uts:ppaper:1999-1. Full description at Econpapers \|\| Download paper	16
10	1992	Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1. Full description at Econpapers \|\| Download paper	16
11	1988	Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1988-1. Full description at Econpapers \|\| Download paper	13
12	2007	Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-1. Full description at Econpapers \|\| Download paper	13
13	1997	The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1. Full description at Econpapers \|\| Download paper	12
14	2001	Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3. Full description at Econpapers \|\| Download paper	12
15	2005	The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3. Full description at Econpapers \|\| Download paper	11
16	2017	Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1. Full description at Econpapers \|\| Download paper	11
17	2005	A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2005-1. Full description at Econpapers \|\| Download paper	11
18	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2. Full description at Econpapers \|\| Download paper	11
19	2004	Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1. Full description at Econpapers \|\| Download paper	10
20	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144. Full description at Econpapers \|\| Download paper	9
21	2005	The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105. Full description at Econpapers \|\| Download paper	9
22	1994	Stability of weak numerical schemes for stochastic differential equations. (1994). Platen, Eckhard ; Hofmann, N. In: Published Paper Series. RePEc:uts:ppaper:1994-1. Full description at Econpapers \|\| Download paper	9
23	2013	Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1. Full description at Econpapers \|\| Download paper	9
24	2012	The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Fu, Richard ; Pantos, Themis D ; Pagani, Marco. In: Published Paper Series. RePEc:uts:ppaper:2012-1. Full description at Econpapers \|\| Download paper	8
25	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1. Full description at Econpapers \|\| Download paper	8
26	2012	Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4. Full description at Econpapers \|\| Download paper	7
27	2007	Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7. Full description at Econpapers \|\| Download paper	7
28	1990	A stop loss approach to portfolio insurance. (1990). Bird, Ron ; Tippett, Mark ; Dennis, Davis. In: Published Paper Series. RePEc:uts:ppaper:1990-1. Full description at Econpapers \|\| Download paper	7
29	1997	The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:y:1997:1. Full description at Econpapers \|\| Download paper	7
30	1991	Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3. Full description at Econpapers \|\| Download paper	6
31	2007	Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:1:y:2007:i:1:p:55-75. Full description at Econpapers \|\| Download paper	6
32	2003	Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2. Full description at Econpapers \|\| Download paper	6
33	2001	The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Hall, Anthony ; Bird, Ron ; Gerlach, Richard. In: Published Paper Series. RePEc:uts:ppaper:2001-2. Full description at Econpapers \|\| Download paper	6
34	1992	The approximation of multiple stochastic integrals. (1992). Platen, Eckhard ; Wright, I W ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-2. Full description at Econpapers \|\| Download paper	6
35	1989	A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1. Full description at Econpapers \|\| Download paper	5
36	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2009-2. Full description at Econpapers \|\| Download paper	5
37	2010	Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA. (2010). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2010-2. Full description at Econpapers \|\| Download paper	5
38	2005	Rating Properties and their Implication on Basel II-Capital. (2005). Scheule, Harald ; Rauhmeier, Robert. In: Published Paper Series. RePEc:uts:ppaper:2005-2. Full description at Econpapers \|\| Download paper	5
39	2007	Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-2. Full description at Econpapers \|\| Download paper	5
40	2013	The impact of foreign ownership on stock volatility in Indonesia. (2013). Wang, Jianxin. In: Published Paper Series. RePEc:uts:ppaper:2013-4. Full description at Econpapers \|\| Download paper	5
41	2004	Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1. Full description at Econpapers \|\| Download paper	4
42	2011	A Brief Critical Review of Australias Retirement Savings System. (2011). Bird, Ron ; Gray, Jack. In: Published Paper Series. RePEc:uts:ppaper:2011-4. Full description at Econpapers \|\| Download paper	4
43	2004	Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6. Full description at Econpapers \|\| Download paper	4
44	2005	A multi-factor approach for systematic default and recovery risk. (2005). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:15:y:2005:i:3:p:63-75. Full description at Econpapers \|\| Download paper	4
45	2006	Biases and information in analystsrecommendations: The European experience. (2006). Bird, Ron ; Rossi, Emanuele ; Ghiringhelli, Paolo ; Azzi, Sarah. In: Published Paper Series. RePEc:uts:ppaper:2006-2. Full description at Econpapers \|\| Download paper	4
46	2015	Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3. Full description at Econpapers \|\| Download paper	4
47	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:18:y:2009:i:1:p:1-26. Full description at Econpapers \|\| Download paper	4
48	2006	Forecasting credit event frequency â empirical evidence for West German firms. (2006). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred. In: Published Paper Series. RePEc:uts:ppaper:2006-1. Full description at Econpapers \|\| Download paper	4
49	2015	Pricing and hedging of long dated variance swaps under a 3/2 volatility model. (2015). Platen, Eckhard ; Chan, Leunglung. In: Published Paper Series. RePEc:uts:ppaper:2015-6. Full description at Econpapers \|\| Download paper	4
50	2002	The evaluation of active manager returns in a non-symmetrical environment. (2002). Bird, Ron ; Gallagher, David . In: Published Paper Series. RePEc:uts:ppaper:2002-2. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2. Full description at Econpapers \|\| Download paper	13
2	2010	Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6. Full description at Econpapers \|\| Download paper	9
3	2013	Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1. Full description at Econpapers \|\| Download paper	8
4	2017	Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1. Full description at Econpapers \|\| Download paper	8
5	1998	Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1. Full description at Econpapers \|\| Download paper	6
6	1983	Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1. Full description at Econpapers \|\| Download paper	5
7	1992	Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1. Full description at Econpapers \|\| Download paper	5
8	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144. Full description at Econpapers \|\| Download paper	5
9	2005	The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105. Full description at Econpapers \|\| Download paper	4
10	2005	The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3. Full description at Econpapers \|\| Download paper	4
11	2019	Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1. Full description at Econpapers \|\| Download paper	3
12	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2. Full description at Econpapers \|\| Download paper	3
13	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1. Full description at Econpapers \|\| Download paper	3
14	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1. Full description at Econpapers \|\| Download paper	3
15	2016	Asset Pricing with Downside Liquidity Risks. (2016). Anthonisz, Sean A ; Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:y:2016:1. Full description at Econpapers \|\| Download paper	3
16	2015	Determining value in a complex service setting. (2015). Plewa, Carolin ; Michayluk, David ; Sweeney, Jillian C. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1. Full description at Econpapers \|\| Download paper	2
17	2006	Biases and information in analystsrecommendations: The European experience. (2006). Bird, Ron ; Rossi, Emanuele ; Ghiringhelli, Paolo ; Azzi, Sarah. In: Published Paper Series. RePEc:uts:ppaper:2006-2. Full description at Econpapers \|\| Download paper	2
18	1997	The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1. Full description at Econpapers \|\| Download paper	2
19	1999	Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2. Full description at Econpapers \|\| Download paper	2
20	1997	The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:y:1997:1. Full description at Econpapers \|\| Download paper	2
21	2010	The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Forte, Gianfranco ; Iannotta, Giuliano. In: Published Paper Series. RePEc:uts:ppaper:2010-4. Full description at Econpapers \|\| Download paper	2
22	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2009-2. Full description at Econpapers \|\| Download paper	2
23	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:18:y:2009:i:1:p:1-26. Full description at Econpapers \|\| Download paper	2
24	2001	Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3. Full description at Econpapers \|\| Download paper	2
25	2012	Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4. Full description at Econpapers \|\| Download paper	2
26	2015	Determining value in a complex service setting. (2015). Michayluk, David ; Sweeney, Jillian C ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:2015-1. Full description at Econpapers \|\| Download paper	2
27	1991	Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 7

Year	Title
2019	Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298. Full description at Econpapers \|\| Download paper
2019	Liquidity and earnings in event studies: Does data granularity matter?. (2019). Michayluk, David ; Walsh, Kathleen ; Patel, Vinay ; Bohmann, Marc. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:118-131. Full description at Econpapers \|\| Download paper
2019	Economics with Market Liquidity Risk. (2019). Pedersen, Lasse Heje ; Acharya, Viral V. In: Critical Finance Review. RePEc:now:jnlcfr:104.00000083. Full description at Econpapers \|\| Download paper
2019	Geographic Proximity and Competition for Scarce Capital: Evidence from U.S. REITs. (2019). Cohen, Jeffrey P ; Glascock, John L ; Wang, Chongyu. In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:535-570. Full description at Econpapers \|\| Download paper
2019	Asset pricing with extreme liquidity risk. (2019). Wu, Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:143-165. Full description at Econpapers \|\| Download paper
2019	Dynkin games with incomplete and asymmetric information. (2019). Glover, Kristoffer ; Ekstrom, Erik ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:1810.07674. Full description at Econpapers \|\| Download paper
2019	Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document

Recent citations received in 2017

Year	Citing document
2017	Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131. Full description at Econpapers \|\| Download paper
2017	Zero-sum stopping games with asymmetric information. (2017). Gensbittel, Fabien ; Grun, Christine. In: TSE Working Papers. RePEc:tse:wpaper:32183. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	13
2	Applied Mathematics and Computation / Elsevier	15	12
3	PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney	4	9
4	MPRA Paper / University Library of Munich, Germany	90	9
5	European Journal of Operational Research / Elsevier	91	8
6	Journal of Futures Markets / John Wiley & Sons, Ltd.	32	8
7	Pacific-Basin Finance Journal / Elsevier	38	7
8	International Review of Financial Analysis / Elsevier	36	7
9	Journal of Empirical Finance / Elsevier	62	7
10	Accounting and Finance / Accounting and Finance Association of Australia and New Zealand	23	7
11	Applied Economics / Taylor & Francis Journals	59	6