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International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
3
Impact Factor
0.08
5 Years IF
0.1
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 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2009 0 0.43 0 0 7 7 4 0 0 0 0 0 0.21
2010 0 0.43 0 0 17 24 6 0 7 7 0 0 0.18
2011 0.04 0.45 0.05 0.04 20 44 10 2 2 24 1 24 1 0 1 0.05 0.2
2012 0.03 0.45 0.04 0.05 7 51 0 2 4 37 1 44 2 0 0 0.19
2013 0.04 0.5 0.04 0.04 4 55 0 2 6 27 1 51 2 0 0 0.21
2014 0 0.51 0.03 0.04 8 63 5 2 8 11 55 2 0 0 0.2
2015 0 0.5 0.03 0.04 16 79 5 2 10 12 56 2 1 50 0 0.19
2016 0.04 0.5 0.04 0.04 5 84 0 3 13 24 1 55 2 0 0 0.18
2017 0.14 0.5 0.08 0.08 8 92 7 7 20 21 3 40 3 0 1 0.13 0.18
2018 0.08 0.54 0.07 0.07 4 96 0 7 27 13 1 41 3 0 0 0.21
2019 0 0.58 0.02 0.05 9 105 1 2 29 12 41 2 0 0 0.21
2020 0.08 0.75 0.1 0.1 10 115 0 11 40 13 1 42 4 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
12015Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95.

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4
22010Regime switching stochastic volatility option pricing. (2010). Mitra, Sovan. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:213-242.

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4
32011Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87.

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3
42014The VIX, VXO and realised volatility: a test of lagged and contemporaneous relationships. (2014). Adhikari, Binay K. ; Hilliard, Jimmy E.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:3:p:222-240.

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3
52017CDS spreads in the aftermath of central clearing. (2017). Kaya, Orun. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:2:p:75-101.

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2
62010Hedging effectiveness in shipping industry during financial crises. (2010). Samitas, Aristeidis ; Tsakalos, Ioannis . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:196-212.

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2
72011Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model. (2011). Liu, David ; Zhang, Lei. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:314-330.

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2
82017A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics. (2017). Singh, Arti ; Dharmaraja, Selvamuthu . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:2:p:102-119.

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2
92009Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:64-74.

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2
102011Pricing two dimensional derivatives under stochastic correlation. (2011). Escobar Anel, Marcos ; Alvarez, Alexander ; Olivares, Pablo. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:265-287.

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2
112017Intraday price discovery in Indian stock index futures market: new evidence from neural network approach. (2017). Kumar, Saurabh ; Inani, Sarveshwar Kumar. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:1:p:12-29.

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2
122017The impact of monetary policy expectations on interbank interest rates in Malaysia. (2017). Ito, Takayasu. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:1:p:1-11.

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1
132009Hedging under production and price uncertainty: a decision analysis. (2009). Alghalith, Moawia. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:1-4.

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1
142014On the implied volatility layers under the future risk-free rate uncertainty. (2014). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:4:p:392-408.

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1
152016Option pricing in stochastic volatility models driven by fractional Lévy processes. (2016). Tong, Zhigang. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:56-75.

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1
162021Liquidity in high resolution in limit order markets. (2021). Pani, Sudhanshu. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:8:y:2021:i:1:p:23-49.

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1
172011Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos P.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:50-67.

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1
182014Copulas and dependence structures: evidences from Indias and Asian rubber futures markets. (2014). Maitra, Debasish ; Dey, Kushankur. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:4:p:322-357.

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1
192017The impact of market participants interaction on futures prices: comparing three US wheat futures markets. (2017). Bosch, David . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:2:p:120-148.

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1
202009The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration. (2009). Lafuente, Juan Angel ; Ordonez, Javier . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:75-95.

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1
212011Can we use the Black-Scholes-Merton model to value temperature options?. (2011). Meissner, Gunter ; Burke, James . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:298-313.

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1
222015A regime switching quadratic model for VIX futures valuation. (2015). Tong, Zhigang. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:3/4:p:246-272.

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1
232020The role of investor sentiment in the valuation of bitcoin and bitcoin derivatives. (2020). Abraham, Rebecca . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:7:y:2020:i:3:p:203-223.

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1
242011Selecting pair-copulas with downside risk minimisation. (2011). Maringer, Dietmar ; Zhang, Jin. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:121-148.

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1
252014Barrier options in three dimensions. (2014). Escobar Anel, Marcos ; Wen, Xianzhang ; Ferrando, Sebastian. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:3:p:260-292.

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1
262015An equilibrium model for the OTC derivative with the counterparty risk via the credit charge. (2015). Takino, Kazuhiro . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:2:p:97-121.

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1
272019A performance evaluation of smart beta exchange traded funds. (2019). Rompotis, Gerasimos G. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:7:y:2019:i:2:p:124-162.

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1
282010A binomial model for pricing US-style average options with reset features. (2010). Costabile, Massimo ; Russo, Emilio ; Massabo, Ivar. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:3:p:258-273.

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1
292009Design and use of weather derivatives for farmers: the case of hedging rain risk by soyabean growers in Jhalawar district in India. (2009). Datta, Manipadma ; Ansari, Valeed A. ; Seth, Rajiv . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:49-63.

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1
302011On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques. (2011). Poufinas, Thomas. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:3:p:180-194.

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1
312019Predictable risks and returns: further evidence from the UK stock market. (2019). Archontakis, Fragiskos ; Grose, Chris ; Georgiou, Catherine. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:7:y:2019:i:1:p:68-100.

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1
322012The investor sentiment endurance index and its forecasting ability. (2012). He, Ling T.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2012:i:1:p:61-70.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014The VIX, VXO and realised volatility: a test of lagged and contemporaneous relationships. (2014). Adhikari, Binay K. ; Hilliard, Jimmy E.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:3:p:222-240.

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3
22015Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95.

Full description at Econpapers || Download paper

2
32017Intraday price discovery in Indian stock index futures market: new evidence from neural network approach. (2017). Kumar, Saurabh ; Inani, Sarveshwar Kumar. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:1:p:12-29.

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2
42017A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics. (2017). Singh, Arti ; Dharmaraja, Selvamuthu . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:2:p:102-119.

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2
52011Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model. (2011). Liu, David ; Zhang, Lei. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:314-330.

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2
Citing documents used to compute impact factor: 1
YearTitle
2020The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content. (2020). Georgiou, Catherine. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:13:y:2020:i:3:p:56-69.

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Recent citations
Recent citations received in 2019
YearCiting document

Recent citations received in 2017
YearCiting document
2017Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?. (2017). Ito, Takayasu. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:3:p:223-234.

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