International Journal of Bonds and Derivatives / Inderscience Enterprises Ltd
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
2
Impact Factor (IF)
0.4
5 Years IF
0.21
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 | |
| 2016 | 0 | 0.53 | 0 | 0 | 12 | 12 | 6 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2017 | 0 | 0.54 | 0.08 | 0 | 14 | 26 | 5 | 2 | 2 | 12 | 12 | 0 | 2 | 0.14 | 0.22 | |||
| 2020 | 0 | 0.7 | 0.06 | 0.08 | 5 | 31 | 3 | 2 | 8 | 0 | 26 | 2 | 0 | 0 | 0.33 | |||
| 2021 | 0 | 0.87 | 0 | 0 | 5 | 36 | 0 | 8 | 5 | 31 | 0 | 0 | 0.32 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2017 | The weekend effect: a fractional integration and trading robot analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:114-131. Full description at Econpapers || Download paper | 3 |
| 2 | 2020 | Googling investors sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis. (2020). Boujelbene-Abbes, Mouna ; Trichilli, Yousra ; Souissi, Fayrouz. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:152-178. Full description at Econpapers || Download paper | 2 |
| 3 | 2017 | Spillover effects of foreign institutional investments in India. (2017). Behera, Harendra. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:132-152. Full description at Econpapers || Download paper | 2 |
| 4 | 2016 | Acquisitions of bankrupt and distressed firms. (2016). Precourt, Elena ; Oppenheimer, Henry. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:1:p:1-39. Full description at Econpapers || Download paper | 2 |
| 5 | 2020 | Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market. (2020). Eriotis, Nikolaos ; Papathanasiou, Spyros ; Koutsokostas, Drosos. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:89-103. Full description at Econpapers || Download paper | 2 |
| 6 | 2016 | Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications. (2016). Venegas-MartÃÆÃÂnez, Francisco ; Garca-Ruiz, Reyna Susana ; Cruz-Ak, Salvador ; Venegas-Martnez, Francisco . In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:3:p:211-232. Full description at Econpapers || Download paper | 2 |
| 7 | 2016 | Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts. (2016). Santilln-Salgado, Roberto J ; Lpez-Herrera, Francisco ; Ulin-Lastra, Melissa G. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:3:p:186-210. Full description at Econpapers || Download paper | 1 |
| 8 | 2017 | Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175. Full description at Econpapers || Download paper | 1 |
| 9 | 2016 | The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective. (2016). Jacobs, Michael. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:2:p:152-182. Full description at Econpapers || Download paper | 1 |
| 10 | 2016 | Long memory and fractional cointegration relationship between physical and financial oil markets. (2016). Ghorbel, Achraf ; Souissi, Nessim . In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:2:p:133-151. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications. (2016). Venegas-MartÃÆÃÂnez, Francisco ; Garca-Ruiz, Reyna Susana ; Cruz-Ak, Salvador ; Venegas-Martnez, Francisco . In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:3:p:211-232. Full description at Econpapers || Download paper | 2 |
| 2 | 2020 | Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market. (2020). Eriotis, Nikolaos ; Papathanasiou, Spyros ; Koutsokostas, Drosos. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:89-103. Full description at Econpapers || Download paper | 2 |
| 3 | 2020 | Googling investors sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis. (2020). Boujelbene-Abbes, Mouna ; Trichilli, Yousra ; Souissi, Fayrouz. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:152-178. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 4
| Year | Title | |
|---|---|---|
| 2022 | Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investorâs behavioral biases and the stock market reaction of US Fintech companies. (2022). Abbes, Mouna Boujelbene ; Trichili, Yousra ; Gharbi, Oumayma. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:441. Full description at Econpapers || Download paper | |
| 2022 | The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063. Full description at Econpapers || Download paper | |
| 2022 | Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642. Full description at Econpapers || Download paper | |
| 2022 | Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
| Year | Citing document |
|---|
10 most frequent citing series