Financial Markets and Portfolio Management / Springer
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
20
Impact Factor (IF)
0.14
5 Years IF
0.43
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.5 | 0.2 | 0 | 5 | 5 | 16 | 1 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2005 | 0.2 | 0.51 | 0.12 | 0.2 | 20 | 25 | 100 | 2 | 4 | 5 | 1 | 5 | 1 | 1 | 50 | 1 | 0.05 | 0.24 |
| 2006 | 0.24 | 0.51 | 0.28 | 0.24 | 33 | 58 | 239 | 16 | 20 | 25 | 6 | 25 | 6 | 12 | 75 | 10 | 0.3 | 0.23 |
| 2007 | 0.26 | 0.46 | 0.36 | 0.24 | 32 | 90 | 242 | 32 | 52 | 53 | 14 | 58 | 14 | 24 | 75 | 7 | 0.22 | 0.2 |
| 2008 | 0.38 | 0.49 | 0.34 | 0.32 | 19 | 109 | 128 | 35 | 89 | 65 | 25 | 90 | 29 | 11 | 31.4 | 2 | 0.11 | 0.23 |
| 2009 | 0.43 | 0.48 | 0.37 | 0.38 | 26 | 135 | 180 | 49 | 139 | 51 | 22 | 109 | 41 | 13 | 26.5 | 4 | 0.15 | 0.24 |
| 2010 | 0.56 | 0.49 | 0.47 | 0.55 | 28 | 163 | 142 | 76 | 215 | 45 | 25 | 130 | 71 | 15 | 19.7 | 2 | 0.07 | 0.21 |
| 2011 | 0.54 | 0.52 | 0.55 | 0.58 | 28 | 191 | 207 | 105 | 320 | 54 | 29 | 138 | 80 | 33 | 31.4 | 1 | 0.04 | 0.24 |
| 2012 | 0.36 | 0.52 | 0.51 | 0.55 | 25 | 216 | 111 | 111 | 431 | 56 | 20 | 133 | 73 | 25 | 22.5 | 6 | 0.24 | 0.22 |
| 2013 | 0.36 | 0.56 | 0.51 | 0.56 | 20 | 236 | 110 | 121 | 552 | 53 | 19 | 126 | 71 | 21 | 17.4 | 3 | 0.15 | 0.24 |
| 2014 | 0.53 | 0.55 | 0.47 | 0.49 | 20 | 256 | 60 | 120 | 672 | 45 | 24 | 127 | 62 | 20 | 16.7 | 3 | 0.15 | 0.23 |
| 2015 | 0.55 | 0.55 | 0.4 | 0.52 | 20 | 276 | 37 | 111 | 783 | 40 | 22 | 121 | 63 | 6 | 5.4 | 3 | 0.15 | 0.23 |
| 2016 | 0.15 | 0.53 | 0.39 | 0.48 | 25 | 301 | 76 | 117 | 900 | 40 | 6 | 113 | 54 | 5 | 4.3 | 2 | 0.08 | 0.21 |
| 2017 | 0.24 | 0.54 | 0.41 | 0.35 | 21 | 322 | 19 | 131 | 1031 | 45 | 11 | 110 | 38 | 6 | 4.6 | 0 | 0.22 | |
| 2018 | 0.15 | 0.55 | 0.33 | 0.3 | 20 | 342 | 27 | 113 | 1144 | 46 | 7 | 106 | 32 | 4 | 3.5 | 0 | 0.24 | |
| 2019 | 0.07 | 0.57 | 0.34 | 0.2 | 19 | 361 | 72 | 122 | 1267 | 41 | 3 | 106 | 21 | 2 | 1.6 | 4 | 0.21 | 0.23 |
| 2020 | 0.46 | 0.68 | 0.39 | 0.34 | 21 | 382 | 50 | 150 | 1417 | 39 | 18 | 105 | 36 | 10 | 6.7 | 3 | 0.14 | 0.32 |
| 2021 | 0.65 | 0.81 | 0.41 | 0.42 | 21 | 403 | 16 | 165 | 1582 | 40 | 26 | 106 | 44 | 6 | 3.6 | 5 | 0.24 | 0.3 |
| 2022 | 0.31 | 0.86 | 0.28 | 0.36 | 21 | 424 | 6 | 120 | 1702 | 42 | 13 | 102 | 37 | 3 | 2.5 | 0 | 0.26 | |
| 2023 | 0.14 | 0.92 | 0.23 | 0.43 | 21 | 445 | 6 | 104 | 1806 | 42 | 6 | 102 | 44 | 6 | 5.8 | 1 | 0.05 | 0.27 |
| 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 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Bank, Matthias ; Larch, Martin ; Peter, Georg . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 125 |
| 2 | 2007 | Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470. Full description at Econpapers || Download paper | 58 |
| 3 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 55 |
| 4 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 48 |
| 5 | 2006 | Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers || Download paper | 39 |
| 6 | 2007 | Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers || Download paper | 37 |
| 7 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Drobetz, Wolfgang ; Gruninger, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 36 |
| 8 | 2016 | How safe are the safe haven assets?. (2016). Lee, John Byong-Tek ; Kopyl, Kateryna Anatoliyevna . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 32 |
| 9 | 2009 | Liquidity risk, credit risk, and the federal reserveâs responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers || Download paper | 32 |
| 10 | 2006 | Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers || Download paper | 31 |
| 11 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 31 |
| 12 | 2010 | Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers || Download paper | 28 |
| 13 | 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers || Download paper | 26 |
| 14 | 2005 | The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Wohlwend, Hanspeter ; Grunbichler, Andreas . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers || Download paper | 24 |
| 15 | 2010 | Pair-copulas modeling in finance. (2010). Leal, Ricardo ; Semeraro, Mariangela ; Mendes, Beatriz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers || Download paper | 23 |
| 16 | 2010 | Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers || Download paper | 23 |
| 17 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 23 |
| 18 | 2011 | Competition in securities markets: the impact on liquidity. (2011). Chlistalla, Michael ; Lutat, Marco . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers || Download paper | 21 |
| 19 | 2009 | The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers || Download paper | 21 |
| 20 | 2013 | The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers || Download paper | 21 |
| 21 | 2007 | Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers || Download paper | 20 |
| 22 | 2009 | Do German security analysts herd?. (2009). Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas ; Kerl, Alexander. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers || Download paper | 20 |
| 23 | 2008 | Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers || Download paper | 19 |
| 24 | 2006 | Signaling Power of Open Market Share Repurchases in Germany. (2006). Hackethal, Andreas ; Zdantchouk, Alexandre. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers || Download paper | 19 |
| 25 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey ; Zagst, Rudi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 18 |
| 26 | 2013 | Loan growth and bank risk: new evidence. (2013). Murcia, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers || Download paper | 18 |
| 27 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 18 |
| 28 | 2006 | A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers || Download paper | 17 |
| 29 | 2013 | Corporate diversification and firm value: a survey of recent literature. (2013). Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas ; Matz, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers || Download paper | 17 |
| 30 | 2019 | Common risk factors in international stock markets. (2019). Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas ; Wagner, Alexander F. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3. Full description at Econpapers || Download paper | 17 |
| 31 | 2020 | Diversification and portfolio theory: a review. (2020). Koumou, Nettey Boevi Gilles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper | 17 |
| 32 | 2006 | Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers || Download paper | 16 |
| 33 | 2008 | Optimal investments in volatility. (2008). Hafner, Reinhold ; Wallmeier, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167. Full description at Econpapers || Download paper | 16 |
| 34 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Walter, Ingo ; Saunders, Anthony. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 16 |
| 35 | 2013 | Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Liam Tjong-A-Tjoe, ; Andreu, Laura. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers || Download paper | 16 |
| 36 | 2006 | Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers || Download paper | 15 |
| 37 | 2007 | Shareholder wealth gains through better corporate governanceâThe case of European LBO-transactions. (2007). Andres, Christian ; Weir, Charlie ; Betzer, Andre. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424. Full description at Econpapers || Download paper | 15 |
| 38 | 2009 | Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers || Download paper | 15 |
| 39 | 2009 | Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242. Full description at Econpapers || Download paper | 15 |
| 40 | 2007 | Credit default swap prices as risk indicators of listed German banks. (2007). Dullmann, Klaus ; Sosinska, Agnieszka. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers || Download paper | 14 |
| 41 | 2007 | An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers || Download paper | 14 |
| 42 | 2006 | The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers || Download paper | 13 |
| 43 | 2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | 13 |
| 44 | 2008 | Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schuckmann, Stefan ; Gatzert, Nadine ; Schmeiser, Hato. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers || Download paper | 13 |
| 45 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Fuss, Roland ; ROLAND FÃSS, ; Morawski, Jaroslaw ; Rehkugler, Heinz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers || Download paper | 13 |
| 46 | 2005 | Time-Varying Betas of German Stock Returns. (2005). Neumann, Thorsten ; Ebner, Markus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers || Download paper | 12 |
| 47 | 2010 | Can small investors exploit the momentum effect?. (2010). Siganos, Antonios. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers || Download paper | 12 |
| 48 | 2012 | Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108. Full description at Econpapers || Download paper | 12 |
| 49 | 2009 | Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399. Full description at Econpapers || Download paper | 11 |
| 50 | 2006 | Extremes and Robustness: A Contradiction?. (2006). DellAquila, Rosario ; Embrechts, Paul. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118. Full description at Econpapers || Download paper | 11 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Bank, Matthias ; Larch, Martin ; Peter, Georg . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 23 |
| 2 | 2019 | Common risk factors in international stock markets. (2019). Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas ; Wagner, Alexander F. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3. Full description at Econpapers || Download paper | 13 |
| 3 | 2020 | Diversification and portfolio theory: a review. (2020). Koumou, Nettey Boevi Gilles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper | 11 |
| 4 | 2016 | How safe are the safe haven assets?. (2016). Lee, John Byong-Tek ; Kopyl, Kateryna Anatoliyevna . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 10 |
| 5 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 8 |
| 6 | 2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | 7 |
| 7 | 2019 | Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6. Full description at Econpapers || Download paper | 7 |
| 8 | 2018 | A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9. Full description at Econpapers || Download paper | 6 |
| 9 | 2011 | Competition in securities markets: the impact on liquidity. (2011). Chlistalla, Michael ; Lutat, Marco . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers || Download paper | 5 |
| 10 | 2021 | COVID-19âs impact on real estate markets: review and outlook. (2021). Füss, Roland ; Fuss, Roland ; ROLAND FÃSS, ; Balemi, Nadia ; Weigand, Alois. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00384-6. Full description at Econpapers || Download paper | 5 |
| 11 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Drobetz, Wolfgang ; Gruninger, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 4 |
| 12 | 2009 | The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers || Download paper | 4 |
| 13 | 2018 | Portfolio diversification: the influence of herding, status-quo bias, and the gamblerâs fallacy. (2018). Bizer, Kilian ; Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0311-x. Full description at Econpapers || Download paper | 4 |
| 14 | 2015 | Handling risk-on/risk-off dynamics with correlation regimes and correlation networks. (2015). Schwendner, Peter ; Papenbrock, Jochen . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:2:p:125-147. Full description at Econpapers || Download paper | 4 |
| 15 | 2013 | Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Liam Tjong-A-Tjoe, ; Andreu, Laura. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers || Download paper | 4 |
| 16 | 2020 | The effect of ETFs on financial markets: a literature review. (2020). Liebi, Luca J. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00349-1. Full description at Econpapers || Download paper | 4 |
| 17 | 2019 | Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries. (2019). giouvris, evangelos ; Said, Husaini. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00337-0. Full description at Econpapers || Download paper | 4 |
| 18 | 2020 | Factor exposures and diversification: Are sustainably screened portfolios any different?. (2020). Utz, Sebastian ; Gougler, Arnaud. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00354-4. Full description at Econpapers || Download paper | 4 |
| 19 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey ; Zagst, Rudi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 4 |
| 20 | 2016 | Does female management influence firm performance? Evidence from Luxembourg banks. (2016). Winnefeld, Christoph H ; Weigert, Florian ; Reinert, Regina M. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:2:d:10.1007_s11408-016-0266-8. Full description at Econpapers || Download paper | 4 |
| 21 | 2007 | An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers || Download paper | 3 |
| 22 | 2008 | Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers || Download paper | 3 |
| 23 | 2019 | Machine learning in empirical asset pricing. (2019). Weigand, Alois. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00326-3. Full description at Econpapers || Download paper | 3 |
| 24 | 2005 | Time-Varying Betas of German Stock Returns. (2005). Neumann, Thorsten ; Ebner, Markus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46. Full description at Econpapers || Download paper | 3 |
| 25 | 2006 | Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers || Download paper | 3 |
| 26 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 3 |
| 27 | 2010 | Can small investors exploit the momentum effect?. (2010). Siganos, Antonios. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192. Full description at Econpapers || Download paper | 3 |
| 28 | 2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper | 3 |
| 29 | 2023 | Momentum: what do we know 30 years after Jegadeesh and Titmanâs seminal paper?. (2023). Wiest, Tobias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00417-8. Full description at Econpapers || Download paper | 3 |
| 30 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Walter, Ingo ; Saunders, Anthony. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 3 |
| 31 | 2006 | Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers || Download paper | 3 |
| 32 | 2019 | Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7. Full description at Econpapers || Download paper | 3 |
| 33 | 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers || Download paper | 3 |
| 34 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 3 |
| 35 | 2007 | Philippe Jorion: Value at Risk â The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398. Full description at Econpapers || Download paper | 3 |
| 36 | 2012 | On the robustness of risk-based asset allocations. (2012). Poddig, Thorsten ; Unger, Albina . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:3:p:369-401. Full description at Econpapers || Download paper | 2 |
| 37 | 2010 | Pair-copulas modeling in finance. (2010). Leal, Ricardo ; Semeraro, Mariangela ; Mendes, Beatriz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers || Download paper | 2 |
| 38 | 2006 | Extremes and Robustness: A Contradiction?. (2006). DellAquila, Rosario ; Embrechts, Paul. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:103-118. Full description at Econpapers || Download paper | 2 |
| 39 | 2018 | Changes in sentiment on REIT industry excess returns and volatility. (2018). Escobari, Diego ; Huerta-Sanchez, Daniel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0312-9. Full description at Econpapers || Download paper | 2 |
| 40 | 2022 | How online discussion board activity affects stock trading: the case of GameStop. (2022). Betzer, Andre ; Harries, Jan Philipp. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:4:d:10.1007_s11408-022-00407-w. Full description at Econpapers || Download paper | 2 |
| 41 | 2018 | The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas. (2018). Li, Steven ; Hussain, Saiful Izzuan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0308-5. Full description at Econpapers || Download paper | 2 |
| 42 | 2006 | A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers || Download paper | 2 |
| 43 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 2 |
| 44 | 2009 | Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:383-399. Full description at Econpapers || Download paper | 2 |
| 45 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 2 |
| 46 | 2019 | What is the best Lévy model for stock indices? A comparative study with a view to time consistency. (2019). Massing, Till. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00335-2. Full description at Econpapers || Download paper | 2 |
| 47 | 2021 | Seasonalities in the German stock market. (2021). Keiber, Karl Ludwig ; Hofmann, Daniel. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00373-1. Full description at Econpapers || Download paper | 2 |
| 48 | 2018 | Behavioral portfolio selection and optimization: an application to international stocks. (2018). Simo-Kengne, Beatrice Desiree ; Mba, Jules Clement ; simo -Kengne, Beatrice D ; Koumba, UR ; Ababio, Kofi A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8. Full description at Econpapers || Download paper | 2 |
| 49 | 2017 | A good pair: alternative pairs-trading strategies. (2017). Smith, Richard ; Xu, Xun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0280-x. Full description at Econpapers || Download paper | 2 |
| 50 | 2014 | On the distribution of government bond returns: evidence from the EMU. (2014). Lau, Christian ; Gabriel, Christian . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:181-203. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 6
| Year | Title | |
|---|---|---|
| 2023 | Factor seasonalities: International and further evidence. (2023). Zaremba, Adam ; Cupriak, Daniel ; Mercik, Aleksander. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006657. Full description at Econpapers || Download paper | |
| 2023 | On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752. Full description at Econpapers || Download paper | |
| 2023 | Government policies and manufacturing production during the COVID-19 pandemic. (2023). Villarreal, Cuauhtemoc Calderon ; Cuevas, Victor Manuel. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Ãpoca REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:4:p:2. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | What do we know about meme stocks? A bibliometric and systematic review, current streams, developments, and directions for future research. (2023). Nobanee, Haitham ; Daoud, Nejla Ould. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:589-602. Full description at Econpapers || Download paper | |
| 2023 |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
|---|
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | MUTUAL FUND PERFORMANCE: SOME RECENT EVIDENCE FROM EUROPEAN EQUITY FUNDS. (2021). Boovi, Milo. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:230:p:7-34. Full description at Econpapers || Download paper | |
| 2021 | On Estimating Risk Premium With Flexible Fourier Form. (2021). Li, Jing. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00183. Full description at Econpapers || Download paper | |
| 2021 | What make investors herd while investing in the Indian stock market? A hybrid approach. (2021). Garg, Aashish ; Gupta, Sanjay ; Lehal, Ritu ; Sachdeva, Muskan. In: Review of Behavioral Finance. RePEc:eme:rbfpps:rbf-04-2021-0070. Full description at Econpapers || Download paper | |
| 2021 | DEVELOPMENT OF THE REAL ESTATE MARKET IN THE CZECH REPUBLIC IN CONNECTION WITH THE COVID-19 PANDEMIC. (2021). Hromada, Eduard. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:12713389. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. (2021). Campisi, Giovanni ; Tramontana, Fabio ; Muzzioli, Silvia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00346-7. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445. Full description at Econpapers || Download paper | |
| 2020 | Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8783. Full description at Econpapers || Download paper | |
| 2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market. (2020). Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202016. Full description at Econpapers || Download paper |
10 most frequent citing series