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Working Papers / Deakin University, Department of Economics

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
12
Impact Factor
0
5 Years IF
3.67
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 1 1 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 1 0 0 1 1 0 0 0.23
2003 0 0.42 0 0 0 1 0 0 1 1 0 0 0.24
2004 0 0.47 0 0 0 1 0 0 0 1 0 0 0.27
2005 0 0.49 0 0 0 1 0 0 0 1 0 0 0.29
2006 0 0.47 0 0 0 1 0 0 0 1 0 0 0.27
2007 0 0.39 0 0 0 1 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 1 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 1 0 0 0 0 0 0 0.22
2010 0 0.37 0 0 0 1 0 0 0 0 0 0 0.19
2011 0 0.46 0 0 10 11 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 11 22 87 0 10 10 0 0 0.25
2013 0.05 0.5 0.07 0.05 5 27 47 1 2 21 1 21 1 0 0 0.24
2014 0 0.53 0.02 0 16 43 105 1 3 16 26 0 1 0.06 0.27
2015 0.29 0.53 0.19 0.14 15 58 316 11 14 21 6 42 6 0 5 0.33 0.27
2016 0.42 0.54 0.47 0.3 0 58 0 27 41 31 13 57 17 0 0 0.27
2017 2.87 0.54 1.6 1.32 0 58 0 93 134 15 43 47 62 0 0 0.27
2018 0 0.53 2.33 2.08 0 58 0 135 269 0 36 75 0 0 0.26
2019 0 0.55 2.95 3.13 0 58 0 171 440 0 31 97 0 0 0.32
2020 0 0.63 1.97 3.67 0 58 0 114 554 0 15 55 0 0 0.58
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
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

141
22012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

87
32015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

85
42015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

76
52015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

63
62013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

37
72014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

37
82014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

37
92015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

26
102015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

21
112015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

13
122015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

12
132014How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, K P. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14.

Full description at Econpapers || Download paper

10
142014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

9
152013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

8
162015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

6
172014A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10.

Full description at Econpapers || Download paper

6
182015Intraday volatility interaction between the crude oil and equity markets. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_14.

Full description at Econpapers || Download paper

5
192014Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01.

Full description at Econpapers || Download paper

5
202014The local power of the CADF and CIPS panel unit root tests. (2014). Westerlund, Joakim ; Solberger, Martin ; Hosseinkouchack, Mehdi. In: Working Papers. RePEc:dkn:ecomet:fe_2014_05.

Full description at Econpapers || Download paper

3
212013Does tourism predict macroeconomic performance in Pacific Island countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa. In: Working Papers. RePEc:dkn:ecomet:fe_2013_03.

Full description at Econpapers || Download paper

3
222014Heteroskedasticity robust panel unit root tests. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_02.

Full description at Econpapers || Download paper

2
232015New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_06.

Full description at Econpapers || Download paper

2
242011Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market. (2011). Zhang, Zhichao ; Narayan, Paresh ; Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2011_11.

Full description at Econpapers || Download paper

1
252014Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). , Joakimwesterlund ; Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_04.

Full description at Econpapers || Download paper

1
262015A GARCH model for testing market efficiency. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_01.

Full description at Econpapers || Download paper

1
272012The relationship between Asian equity and commodity futures markets. (2012). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2012_07.

Full description at Econpapers || Download paper

1
282014On the importance of the first observation in GLS detrending in unit root testing. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_07.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08.

Full description at Econpapers || Download paper

95
22012Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01.

Full description at Econpapers || Download paper

54
32015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12.

Full description at Econpapers || Download paper

53
42015Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13.

Full description at Econpapers || Download paper

49
52015A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05.

Full description at Econpapers || Download paper

42
62014Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09.

Full description at Econpapers || Download paper

23
72013An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02.

Full description at Econpapers || Download paper

22
82014An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08.

Full description at Econpapers || Download paper

14
92015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02.

Full description at Econpapers || Download paper

9
102015Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11.

Full description at Econpapers || Download paper

9
112015Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04.

Full description at Econpapers || Download paper

6
122014How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, K P. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14.

Full description at Econpapers || Download paper

5
132013Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06.

Full description at Econpapers || Download paper

5
142014Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11.

Full description at Econpapers || Download paper

5
152015Intraday volatility interaction between the crude oil and equity markets. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_14.

Full description at Econpapers || Download paper

3
162015Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09.

Full description at Econpapers || Download paper

3
172014A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10.

Full description at Econpapers || Download paper

3
182014Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01.

Full description at Econpapers || Download paper

3
192014Heteroskedasticity robust panel unit root tests. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_02.

Full description at Econpapers || Download paper

2
202015Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations