Citation analysis for Asia-Pacific Financial Markets / Springer

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.4

5 Years IF

0.36

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
1997	0	0.24	0	0	5	5	37		0	0		0			0		0	0.11
1998	0	0.28	0	0	9	14	58		0	5		5			0		0	0.13
1999	0.14	0.3	0.1	0.14	6	20	14	2	2	14	2	14	2		0		0	0.15
2003	0	0.44	0.21	0.47	18	38	83	8	23	0		15	7		0		0	0.22
2004	0.06	0.49	0.28	0.08	19	57	78	16	39	18	1	24	2	2	12.5	8	0.42	0.22
2005	0.16	0.5	0.16	0.16	18	75	20	12	51	37	6	37	6		0		0	0.23
2006	0.05	0.5	0.13	0.15	19	94	55	12	63	37	2	55	8	1	8.3		0	0.22
2007	0.14	0.46	0.22	0.2	13	107	76	24	87	37	5	74	15	1	4.2		0	0.2
2008	0.09	0.49	0.2	0.17	16	123	28	24	111	32	3	87	15		0		0	0.23
2009	0.14	0.47	0.17	0.18	15	138	33	24	135	29	4	85	15	2	8.3		0	0.24
2010	0.23	0.48	0.3	0.21	19	157	87	47	182	31	7	81	17	4	8.5		0	0.21
2011	0.18	0.52	0.19	0.17	21	178	27	34	216	34	6	82	14	4	11.8	1	0.05	0.24
2012	0.18	0.52	0.18	0.21	17	195	38	35	251	40	7	84	18	3	8.6	2	0.12	0.22
2013	0.21	0.56	0.23	0.23	16	211	47	48	299	38	8	88	20	3	6.3	1	0.06	0.24
2014	0.3	0.55	0.25	0.38	16	227	30	57	356	33	10	88	33	3	5.3		0	0.23
2015	0.25	0.55	0.25	0.36	13	240	27	59	415	32	8	89	32	1	1.7	5	0.38	0.23
2016	0.34	0.53	0.31	0.27	12	252	44	79	494	29	10	83	22	10	12.7	2	0.17	0.21
2017	0.36	0.54	0.22	0.32	14	266	13	59	553	25	9	74	24	1	1.7	1	0.07	0.22
2018	0.42	0.56	0.22	0.28	15	281	16	62	615	26	11	71	20		0	2	0.13	0.24
2019	0.17	0.58	0.24	0.36	26	307	61	73	688	29	5	70	25	4	5.5	9	0.35	0.23
2020	0.39	0.7	0.19	0.31	28	335	26	62	750	41	16	80	25		0	2	0.07	0.33
2021	0.61	0.87	0.25	0.47	29	364	18	90	840	54	33	95	45	2	2.2	3	0.1	0.32
2022	0.4	1	0.2	0.36	28	392	22	77	917	57	23	112	40	8	10.4	7	0.25	0.31

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	2010	Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers \|\| Download paper	51
2	2007	Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers \|\| Download paper	34
3	2004	Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers \|\| Download paper	29
4	1997	Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers \|\| Download paper	29
5	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	27
6	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	25
7	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	24
8	1998	Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers \|\| Download paper	24
9	2004	A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers \|\| Download paper	24
10	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	23
11	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers \|\| Download paper	20
12	2016	Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers \|\| Download paper	20
13	2003	Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers \|\| Download paper	18
14	2012	Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232. Full description at Econpapers \|\| Download paper	18
15	2008	The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers \|\| Download paper	17
16	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	15
17	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	15
18	2003	A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers \|\| Download paper	14
19	2010	Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers \|\| Download paper	14
20	2003	Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers \|\| Download paper	13
21	2003	The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers \|\| Download paper	13
22	2022	Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers \|\| Download paper	10
23	2010	Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers \|\| Download paper	9
24	1998	Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers \|\| Download paper	9
25	1999	Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers \|\| Download paper	9
26	2003	Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers \|\| Download paper	9
27	2006	Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers \|\| Download paper	8
28	2019	Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers \|\| Download paper	8
29	2009	Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers \|\| Download paper	8
30	1998	The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers \|\| Download paper	8
31	1997	Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers \|\| Download paper	8
32	2004	Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers \|\| Download paper	8
33	2009	Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers \|\| Download paper	8
34	2003	Investor Familiarity and Home Bias: Japanese Evidence. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers \|\| Download paper	7
35	1998	Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers \|\| Download paper	7
36	2004	A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133. Full description at Econpapers \|\| Download paper	7
37	2020	Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers \|\| Download paper	7
38	2013	Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430. Full description at Econpapers \|\| Download paper	7
39	1998	Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers \|\| Download paper	7
40	2004	A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers \|\| Download paper	6
41	2014	Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). Yu, Jun ; JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330. Full description at Econpapers \|\| Download paper	6
42	2011	A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers \|\| Download paper	6
43	2012	Samuelson Hypothesis & Indian Commodity Derivatives Market. (2012). Gupta, Saurabh ; Rajib, Prabina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:4:p:331-352. Full description at Econpapers \|\| Download paper	5
44	2006	Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers \|\| Download paper	5
45	2021	Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers \|\| Download paper	5
46	2007	A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers \|\| Download paper	5
47	2018	On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Tokioka, Takami ; Takahashi, Soichiro ; Nakano, Masafumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5. Full description at Econpapers \|\| Download paper	5
48	2005	Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers \|\| Download paper	5
49	2013	Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Yang, Yun ; Wu, Wei-Shao. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242. Full description at Econpapers \|\| Download paper	5
50	2010	On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149. Full description at Econpapers \|\| Download paper	4

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

#	Year	Title	Cited
1	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	19
2	2022	Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers \|\| Download paper	10
3	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	10
4	2007	Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers \|\| Download paper	8
5	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	6
6	2019	Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers \|\| Download paper	5
7	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	5
8	2020	Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers \|\| Download paper	5
9	2010	Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers \|\| Download paper	5
10	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	5
11	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	5
12	2021	Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers \|\| Download paper	5
13	2004	A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers \|\| Download paper	4
14	1997	Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers \|\| Download paper	4
15	2020	Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers \|\| Download paper	4
16	2014	Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). Yu, Jun ; JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330. Full description at Econpapers \|\| Download paper	3
17	2018	Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market. (2018). Yoshino, Naoyuki ; Nakatsuma, Teruo ; Adachi, Takanori ; Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9245-6. Full description at Econpapers \|\| Download paper	3
18	2016	Explaining Size Effect for Indian Stock Market. (2016). Sehgal, Sanjay ; Pandey, Asheesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0. Full description at Econpapers \|\| Download paper	3
19	2009	Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers \|\| Download paper	3
20	2022	Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue. (2022). Walther, Thomas ; Utz, Sebastian ; Duc, Toan Luu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y. Full description at Econpapers \|\| Download paper	3
21	2021	Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4. Full description at Econpapers \|\| Download paper	3
22	2010	Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers \|\| Download paper	2
23	1997	Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers \|\| Download paper	2
24	2017	Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps. (2017). Sekine, Jun ; Hata, Hiroaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9231-4. Full description at Econpapers \|\| Download paper	2
25	2021	The Relationship Between Chinaâs Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8. Full description at Econpapers \|\| Download paper	2
26	2022	Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09346-4. Full description at Econpapers \|\| Download paper	2
27	2014	Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Prasanna, P. ; Saranya, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149. Full description at Econpapers \|\| Download paper	2
28	2020	Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. (2020). Miyahara, Yoshio ; Misawa, Tetsuya ; Hodoshima, Jiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09287-z. Full description at Econpapers \|\| Download paper	2
29	2022	COVID-19 Vaccination Effect on Stock Market and Death Rate in India. (2022). Behera, Jyotirmayee ; Pasayat, Ajit Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09364-w. Full description at Econpapers \|\| Download paper	2
30	2009	Volatility Forecasting in the Hang Seng Index using the GARCH Approach. (2009). Morley, Bruce ; Liu, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:1:p:51-63. Full description at Econpapers \|\| Download paper	2
31	2022	Correction to: Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5. Full description at Econpapers \|\| Download paper	2
32	2004	A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers \|\| Download paper	2
33	2013	Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data. (2013). Xu, Rui ; So, Mike . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:83-111. Full description at Econpapers \|\| Download paper	2
34	2020	Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach. (2020). Bhar, Ramaprasad ; Roy, Debasish. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09301-9. Full description at Econpapers \|\| Download paper	2
35	2021	Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09316-2. Full description at Econpapers \|\| Download paper	2
36	2007	A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers \|\| Download paper	2
37	2022	Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region. (2022). Karnik, Ajit ; Antao, Sherika. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09357-1. Full description at Econpapers \|\| Download paper	2
38	2022	Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers \|\| Download paper	2
39	2020	A Text Mining Model to Evaluate Firmsâ ESG Activities: An Application for Japanese Firms. (2020). Nozaki, Masatoshi ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09309-1. Full description at Econpapers \|\| Download paper	2
40	2003	The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers \|\| Download paper	2
41	2003	Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers \|\| Download paper	2
42	2017	Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Mahmood, Shahid ; Ali, Syed Zulfiqar ; Sheikh, Muhammad Fayyaz. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2. Full description at Econpapers \|\| Download paper	2
43	2014	Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 23

Year	Title
2022	Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield. (2022). Nakajima, Katsushi. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:1:d:10.1007_s10436-021-00402-7. Full description at Econpapers \|\| Download paper
2022	Algorithmic Trading Efficiency and its Impact on Market-Quality. (2022). Varma, Urvashi ; Jha, Rajneesh Ranjan ; Babu, Sarath A ; Dubey, Ritesh Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09353-5. Full description at Econpapers \|\| Download paper
2022	Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). ÃÂzdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers \|\| Download paper
2022	Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model. (2022). Wei, Dan ; Zhuang, Xiaoyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s037843712200601x. Full description at Econpapers \|\| Download paper
2022	Both Sensitive Value Measure and its Applications. (2022). Miyahara, Yoshio. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09352-6. Full description at Econpapers \|\| Download paper
2022	Examining the Relationship Between National Economic Policy Uncertainty and Stock Market Indices: An Empirical Analysis for Selected European Countries. (2022). Ilgin, Kubra Saka. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:9:y:2022:i:2:p:455-474. Full description at Econpapers \|\| Download paper
2022	Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies. (2022). Tari, Elif Nur ; Erdoan, Fatma ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200037x. Full description at Econpapers \|\| Download paper
2022	Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Agan, Busra ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005696. Full description at Econpapers \|\| Download paper
2022	ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach. (2022). Demi, Irene Rini ; Wahyudi, Sugeng ; Muharam, Harjum ; Widarto, Andreas Renard. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221094612. Full description at Econpapers \|\| Download paper
2022	Stringent environmental regulation and capital structure: The effect of NEPL on deleveraging the high polluting firms. (2022). Yang, Wenbo ; Shi, Daqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:643-656. Full description at Econpapers \|\| Download paper
2022	The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review. (2022). Lagasio, Valentina ; Santulli, Rosalia ; Gallucci, Carmen. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:84:y:2022:i:c:s003801212200177x. Full description at Econpapers \|\| Download paper
2022	An Investigation of the Beta Anomaly in Emerging Markets: A South African Case. (2022). Ndlovu, Godfrey ; Segojane, Mabekebeke. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:214-:d:810895. Full description at Econpapers \|\| Download paper
2022	Statistical Analysis Dow Jones Stock IndexâCumulative Return Gap and Finite Difference Method. (2022). Haddad, Sama ; Gupta, Rakesh ; Yan, Kejia. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:89-:d:753542. Full description at Econpapers \|\| Download paper
2022	Expressions of forward starting option price in HullâWhite stochastic volatility model. (2022). Hata, Hiroaki ; Yasuda, Kazuhiro ; Liu, Nien-Lin. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00343-w. Full description at Econpapers \|\| Download paper
2022	Corporate policies and outcomes during the COVID-19 crisis: Does managerial ability matter?. (2022). Chen, Shihua ; Jebran, Khalil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000385. Full description at Econpapers \|\| Download paper
2022	Empirical study and model simulation of global stock market dynamics during COVID-19. (2022). Li, Jiangcheng ; Jiang, Xiongfei ; Xiong, Long ; Zhang, Jiu ; Ma, Jiahao ; Zheng, BO ; Jin, Lifu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003484. Full description at Econpapers \|\| Download paper
2022	How does Chinas stock market react to supply chain disruptions from COVID-19?. (2022). Wang, Zhixuan ; Dong, Yanli ; Lidong, Yan ; Liu, Ailan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001326. Full description at Econpapers \|\| Download paper
2022	Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068. Full description at Econpapers \|\| Download paper
2022	The Internal and External Factors That Determined Private Investment in Ecuador 2007â2020. (2022). MacAs-Acosta, Guido ; MacAs-Lituma, Genesis ; Vergara-Romero, Arnaldo. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:248-:d:936916. Full description at Econpapers \|\| Download paper
2022	FDI and Institutions in BRIC and CIVETS Countries: An Empirical Investigation. (2022). METAXAS, THEODORE ; Kechagia, Polyxeny. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:77-:d:778753. Full description at Econpapers \|\| Download paper
2022	Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models. (2022). GÃÂ¼ngÃÂ¶r, Hasan ; Bekun, Festus ; Alhassan, Abdulkareem ; Gungor, Hasan ; Ringim, Salim Hamza. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3712-:d:818770. Full description at Econpapers \|\| Download paper
2022	Efecto de la incertidumbre de la polÃtica econÃ³mica internacional sobre los mercados financieros latinoamericanos. (2022). Galvez-Gamboa, Francisco ; Henriquez, Erik Munoz. In: Estudios Gerenciales. RePEc:col:000129:020575. Full description at Econpapers \|\| Download paper
2022	Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2022

Year	Citing document
2022	Green BankingâCan Financial Institutions support green recovery?. (2022). Umar, Muhammad ; Huang, Lei ; Mirza, Nawazish ; Chen, Zhonglu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:389-395. Full description at Econpapers \|\| Download paper
2022	Renewable energy output, energy efficiency and cleaner energy: Evidence from non-parametric approach for emerging seven economies. (2022). Xu, Junjie ; Wang, Piao ; Xia, Mengli. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:91-99. Full description at Econpapers \|\| Download paper
2022	Green Finance and Green Energy Nexus in ASEAN Countries: A Bootstrap Panel Causality Test. (2022). Sheikh, Adnan Ahmed ; Areche, Franklin Ore ; Ahmed, Nihal ; Lahiani, Amine. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5068-:d:860505. Full description at Econpapers \|\| Download paper
2022	Global Structural Shocks and FDI Dynamic Impact on Productive Capacities: An Application of CS-ARDL Estimation. (2022). Khan, Mohammed Arshad ; Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Sohail, Hafiz M ; Ullah, Mirzat. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:283-:d:1013641. Full description at Econpapers \|\| Download paper
2022	Complexities for the Indian Economy of Chinas Growing Technological Competence. (2022). Gordon, Anna ; Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:fk3r7. Full description at Econpapers \|\| Download paper
2022	Indiaâs Rising Technology Economy: Sources and Consequences. (2022). Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:x6yzm. Full description at Econpapers \|\| Download paper
2022	Assessing the Impact of Green Finance on Environmental Sustainability. (2022). Riaz, Madiha ; Shahzad, Muhammad Akram. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:3:p:196-220. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	The Response of Housing Construction to a Copper Price Shock in Chile (2009â2020). (2021). Idrovo, Byron ; Contreras-Reyes, Javier E ; Idrovo-Aguirre, Byron J. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:98-:d:584346. Full description at Econpapers \|\| Download paper
2021	The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange. (2021). Friday, Swint H ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:43-:d:610883. Full description at Econpapers \|\| Download paper
2021	RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	A Decade of Evidence of Trend Following Investing in Cryptocurrencies. (2020). Ng, Shaun ; West, James ; Holt, Samuel ; Rozario, Evans. In: Papers. RePEc:arx:papers:2009.12155. Full description at Econpapers \|\| Download paper
2020	The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	Bank income smoothing, institutions and corruption. (2019). Ozili, Peterson K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:82-99. Full description at Econpapers \|\| Download paper
2019	A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary. (2019). Okumura, Toshiki ; Ishigaki, Yuta ; Hishida, Yuji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09278-0. Full description at Econpapers \|\| Download paper
2019	Bank Income Smoothing, Institutions and Corruption. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:92339. Full description at Econpapers \|\| Download paper
2019	Interest rate model with fundamental uncertaintiesTaiga Saito, Akihiko Takahashi. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1131. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper
2019	Monte Carlo analysis of methods for extracting riskÃ¢â¬Âneutral densities with affine jump diffusions. (2019). Lu, Shan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1587-1612. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	85	34
2	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	24	19
3	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	27	19
4	Asia-Pacific Financial Markets / Springer	15	16
5	JRFM / MDPI	22	14
6	MPRA Paper / University Library of Munich, Germany	123	10
7	Sustainability / MDPI	62	9
8	Research in International Business and Finance / Elsevier	47	8
9	Annals of Operations Research / Springer	46	8
10	International Review of Financial Analysis / Elsevier	63	7
11	The North American Journal of Economics and Finance / Elsevier	44	7