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Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
8
Impact Factor
0.14
5 Years IF
0.26
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 0.09 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 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 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 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 5 5 7 0 0 0 0 0 0.21
2006 0 0.46 0 0 7 12 7 0 5 5 0 0 0.2
2007 0 0.42 0 0 9 21 8 0 12 12 0 0 0.18
2008 0 0.44 0 0 9 30 0 0 16 21 0 0 0.2
2009 0.11 0.43 0.08 0.1 7 37 34 3 3 18 2 30 3 0 0 0.21
2010 0 0.43 0.11 0.14 7 44 10 5 8 16 37 5 0 0 0.18
2011 0.29 0.45 0.12 0.13 7 51 19 5 14 14 4 39 5 0 0 0.2
2012 0 0.45 0.07 0.08 6 57 34 4 18 14 39 3 0 1 0.17 0.19
2013 0.08 0.5 0.11 0.08 9 66 29 5 25 13 1 36 3 0 0 0.21
2014 0.27 0.51 0.16 0.25 9 75 27 12 37 15 4 36 9 0 2 0.22 0.2
2015 0.44 0.5 0.2 0.29 9 84 10 17 54 18 8 38 11 0 1 0.11 0.19
2016 0.28 0.5 0.3 0.48 8 92 2 28 82 18 5 40 19 0 0 0.18
2017 0.12 0.5 0.27 0.29 8 100 8 27 109 17 2 41 12 0 0 0.18
2018 0.06 0.54 0.25 0.23 10 110 8 28 137 16 1 43 10 0 0 0.21
2019 0.06 0.58 0.21 0.2 12 122 0 26 163 18 1 44 9 0 0 0.21
2020 0.14 0.75 0.25 0.26 9 131 0 33 196 22 3 47 12 0 0 0.29
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
#YearTitleCited
12009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

15
22013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

14
32012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

14
42012Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061.

Full description at Econpapers || Download paper

13
52014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

13
62013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

11
72009Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051.

Full description at Econpapers || Download paper

11
82011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

8
92014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

7
102015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

6
112017Investor sentiment and stock return predictability: The power of ignorance. (2017). ROGER, Patrick ; D'Hondt, Catherine. In: Finance. RePEc:cai:finpug:fina_382_0007.

Full description at Econpapers || Download paper

6
122007Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029.

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6
132011A survey of ‘culture and finance. (2011). Charles, . In: Finance. RePEc:cai:finpug:fina_321_0075.

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5
142010Employees investment behaviors in a company based savings plan. (2010). Aubert, Nicolas ; Rapp, Thomas. In: Finance. RePEc:cai:finpug:fina_311_0005.

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5
152005On the use of Nearest Neighbors in finance. (2005). Huck, Nicolas ; Guegan, Dominique. In: Finance. RePEc:cai:finpug:fina_262_0067.

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5
162018Testing the new Fama and French factors with illiquidity: A panel data investigation. (2018). Racicot, François-Éric ; Theoret, Raymond ; Rentz, William F. In: Finance. RePEc:cai:finpug:fina_393_0045.

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4
172006Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?. (2006). Kaestner, Michael . In: Finance. RePEc:cai:finpug:fina_272_0005.

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4
182014The 99% Market Sentiment Index. (2014). ROGER, Patrick. In: Finance. RePEc:cai:finpug:fina_353_0053.

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4
192012The Performance of French LBO Firms: New data and new results. (2012). Gaspar, Jose-Miguel . In: Finance. RePEc:cai:finpug:fina_332_0007.

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4
202011Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies. (2011). Nguyen, Bang Dang . In: Finance. RePEc:cai:finpug:fina_322_0053.

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4
212009An Empirical Analysis of the Firms Reorganization Decision. (2009). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_301_0121.

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3
222006New Intensity and Conditional Volatility on the French Stock Market. (2006). Cousin, Jean-Gabriel ; de Launois, Tanguy . In: Finance. RePEc:cai:finpug:fina_271_0007.

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3
232009Optimism and overconfidence investors biases: a methodological note. (2009). Fabre, Bruno ; Franois-Heude, Alain . In: Finance. RePEc:cai:finpug:fina_301_0079.

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3
242018Investment goals and mental accounting in French retail clients. (2018). Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance. RePEc:cai:finpug:fina_391_0107.

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3
252013Portfolio choice and financial advice. (2013). Direr, Alexis ; Visser, Michael. In: Finance. RePEc:cai:finpug:fina_342_0035.

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3
262010Mathematical Methods for Financial Markets. (2010). Jeanblanc, Monique ; Chesney, Marc ; Yor, Marc. In: Finance. RePEc:cai:finpug:fina_311_0081.

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3
272012Sophistication of Individual Investors and Disposition Effect Dynamics. (2012). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, M. In: Finance. RePEc:cai:finpug:fina_331_0009.

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2
282014M&A Outcomes and Willingness to Sell. (2014). de Bodt, Eric ; de Bruyne, Irina ; Cousin, Jean-Gabriel. In: Finance. RePEc:cai:finpug:fina_351_0007.

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2
292012Corporate Risk Management and Information Disclosure. (2012). Gabillon, Emmanuelle. In: Finance. RePEc:cai:finpug:fina_332_0101.

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2
302007Business Risk Targeting and Rescheduling of Distressed Debt. (2007). Moraux, Franck ; Navatte, Patrick. In: Finance. RePEc:cai:finpug:fina_282_0043.

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2
312005La dynamique de la volatilité à très haute fréquence des taux longs euro. (2005). Lespagnol, Charlotte ; Teiletche, Jerome . In: Finance. RePEc:cai:finpug:fina_262_0087.

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2
322013Legality and the Spread of Voluntary Investor Protection. (2013). Cumming, Douglas ; Imadeddine, Gael ; Schwienbacher, Armin. In: Finance. RePEc:cai:finpug:fina_343_0031.

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2
332015Too much of a good thing? The impact of a new bankruptcy law in Canada. (2015). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_362_0037.

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2
342010Dynamic strategies when consumption and wealth risk aversions differ. (2010). Six, Pierre. In: Finance. RePEc:cai:finpug:fina_312_0093.

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2
352014The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087.

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2
362017Employment Protection and Payout Policy. (2017). Bollaert, Helen ; Beuselinck, Christof ; Ahmad, Muhammad Farooq. In: Finance. RePEc:cai:finpug:fina_383_0005.

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2
372005Is Automotive Leasing a Risky Business?. (2005). Schmit, Mathias . In: Finance. RePEc:cai:finpug:fina_262_0035.

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1
382008Multiple Potential Payers and Sovereign Bond Prices. (2008). OOSTERLINCK, Kim ; ureche -Rangau, Loredana ; Ureche-Rangau, Loredana. In: Finance. RePEc:cai:finpug:fina_291_0031.

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1
392010Exchange Options when One Underlying Price Can Jump. (2010). Randrianarivony, Rivo ; Quittard-Pinon, Franois. In: Finance. RePEc:cai:finpug:fina_311_0033.

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1
402017ROE in Banks: Performance or Risk Measure? Evidence from Financial Crises. (2017). Moussu, Christophe ; Petit-Romec, Arthur . In: Finance. RePEc:cai:finpug:fina_382_0095.

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1
412015Impact of the subprime crisis on the reputation of rating agencies. (2015). Jaballah, Jamil. In: Finance. RePEc:cai:finpug:fina_363_0053.

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1
422018Financial decisions of the financially literate. (2018). Aubert, Nicolas ; Bekrar, Yacine ; Kammoun, Niaz. In: Finance. RePEc:cai:finpug:fina_392_0043.

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1
432007Limpact de ladmission à la cote sur les performances économiques des entreprises. (2007). Serve, Stéphanie. In: Finance. RePEc:cai:finpug:fina_282_0079.

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1
442011A Structural Balance Sheet Model of Sovereign Credit Risk. (2011). Hübner, Georges ; Franois, Pascal ; Sibille, Jean-Roch ; Hubner, Georges . In: Finance. RePEc:cai:finpug:fina_322_0137.

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1
452015On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds). (2015). Prigent, Jean-Luc ; BERTRAND, Philippe. In: Finance. RePEc:cai:finpug:fina_362_0067.

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1
462011Capital Structure Decisions of French Very Small Businesses. (2011). Aktas, Nihat ; Cousin, Jean-Gabriel ; Bellettre, Ingrid . In: Finance. RePEc:cai:finpug:fina_321_0043.

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1
472009Dynamics of Implied Distributions: Evidence from the CAC 40 Options Market. (2009). Kermiche, Lamya. In: Finance. RePEc:cai:finpug:fina_302_0063.

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1
482016Smart beta and CPPI performance. (2016). Ardia, David ; Wauters, Marjan ; Boudt, Kris. In: Finance. RePEc:cai:finpug:fina_373_0031.

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1
492011Misunderstanding risk and return?. (2011). Lioui, Abraham ; Poncet, Patrice . In: Finance. RePEc:cai:finpug:fina_322_0091.

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1
502020Does corruption impact the demand for bank credit? A study of discouraged borrowers in Asian developing countries. (2020). Thi-Le-Giang Vu, ; Statnik, Jean-Christophe. In: Finance. RePEc:cai:finpug:fina_413_0007.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067.

Full description at Econpapers || Download paper

8
22017Investor sentiment and stock return predictability: The power of ignorance. (2017). ROGER, Patrick ; D'Hondt, Catherine. In: Finance. RePEc:cai:finpug:fina_382_0007.

Full description at Econpapers || Download paper

5
32018Testing the new Fama and French factors with illiquidity: A panel data investigation. (2018). Racicot, François-Éric ; Theoret, Raymond ; Rentz, William F. In: Finance. RePEc:cai:finpug:fina_393_0045.

Full description at Econpapers || Download paper

4
42014Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005.

Full description at Econpapers || Download paper

4
52014Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007.

Full description at Econpapers || Download paper

4
62012Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061.

Full description at Econpapers || Download paper

4
72009Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007.

Full description at Econpapers || Download paper

3
82011The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009.

Full description at Econpapers || Download paper

3
92013Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007.

Full description at Econpapers || Download paper

3
102015Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039.

Full description at Econpapers || Download paper

3
112018Investment goals and mental accounting in French retail clients. (2018). Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance. RePEc:cai:finpug:fina_391_0107.

Full description at Econpapers || Download paper

3
122011Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies. (2011). Nguyen, Bang Dang . In: Finance. RePEc:cai:finpug:fina_322_0053.

Full description at Econpapers || Download paper

2
132010Dynamic strategies when consumption and wealth risk aversions differ. (2010). Six, Pierre. In: Finance. RePEc:cai:finpug:fina_312_0093.

Full description at Econpapers || Download paper

2
142009Optimism and overconfidence investors biases: a methodological note. (2009). Fabre, Bruno ; Franois-Heude, Alain . In: Finance. RePEc:cai:finpug:fina_301_0079.

Full description at Econpapers || Download paper

2
152009Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051.

Full description at Econpapers || Download paper

2
162012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079.

Full description at Econpapers || Download paper

2
172017Employment Protection and Payout Policy. (2017). Bollaert, Helen ; Beuselinck, Christof ; Ahmad, Muhammad Farooq. In: Finance. RePEc:cai:finpug:fina_383_0005.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2020What the PACTE law changes for employee savings and participation?. (2020). Bernheim, Philippe ; Aubert, Nicolas. In: Post-Print. RePEc:hal:journl:hal-02532708.

Full description at Econpapers || Download paper

2020Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300713.

Full description at Econpapers || Download paper

2020Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. (2020). Alonso-Conde, Ana Belen ; Rojo-Suarez, Javier. In: PLOS ONE. RePEc:plo:pone00:0241318.

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Recent citations
Recent citations received in 2018

YearCiting document

Recent citations received in 2017

YearCiting document