Citation analysis for Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2024-11-03 20:16:59]

5 Years H Index

Impact Factor (IF)

0.73

5 Years IF

0.78

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
2000	0	0.36	0.14	0	14	14	87	1	2	0		0			0	1	0.07	0.16
2001	0	0.39	0	0	39	53	65		2	14		14			0		0	0.17
2002	0.09	0.41	0.06	0.09	29	82	101	5	7	53	5	53	5		0		0	0.21
2003	0.1	0.44	0.13	0.09	33	115	68	15	22	68	7	82	7		0		0	0.22
2004	0.02	0.5	0.03	0.04	31	146	112	5	27	62	1	115	5		0		0	0.22
2005	0.05	0.51	0.07	0.08	37	183	202	13	40	64	3	146	12		0		0	0.24
2006	0.04	0.51	0.08	0.09	36	219	172	17	57	68	3	169	16		0		0	0.23
2007	0.07	0.46	0.1	0.11	47	266	184	27	84	73	5	166	19	15	55.6	2	0.04	0.2
2008	0.13	0.49	0.16	0.13	38	304	106	49	133	83	11	184	23	10	20.4	3	0.08	0.23
2009	0.14	0.48	0.15	0.13	32	336	104	49	182	85	12	189	25	7	14.3	2	0.06	0.24
2010	0.19	0.49	0.22	0.21	31	367	56	81	263	70	13	190	39	14	17.3	4	0.13	0.21
2011	0.17	0.52	0.19	0.17	42	409	123	76	339	63	11	184	31	34	44.7		0	0.24
2012	0.04	0.52	0.22	0.15	34	443	71	96	435	73	3	190	29	26	27.1	5	0.15	0.22
2013	0.08	0.56	0.21	0.11	33	476	50	99	534	76	6	177	20	15	15.2		0	0.24
2014	0.16	0.55	0.21	0.15	29	505	101	104	638	67	11	172	25	13	12.5	1	0.03	0.23
2016	0.28	0.53	0.21	0.18	38	543	71	112	847	29	8	138	25	17	15.2	8	0.21	0.21
2017	0.08	0.54	0.21	0.16	38	581	53	122	969	38	3	134	21	12	9.8	2	0.05	0.22
2018	0.21	0.55	0.2	0.21	44	625	274	123	1092	76	16	138	29	10	8.1		0	0.24
2019	0.28	0.57	0.21	0.23	43	668	106	142	1234	82	23	149	35	12	8.5	4	0.09	0.23
2020	0.75	0.68	0.32	0.48	45	713	172	225	1459	87	65	163	78	27	12	6	0.13	0.32
2021	0.66	0.81	0.36	0.61	46	759	116	271	1730	88	58	208	127	27	10	9	0.2	0.3
2022	0.9	0.86	0.39	0.78	44	803	41	314	2044	91	82	216	169	14	4.5	2	0.05	0.26
2023	0.73	0.92	0.35	0.78	44	847	23	298	2342	90	66	222	174	21	7	3	0.07	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	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	152
2	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	81
3	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	65
4	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	50
5	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	48
6	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	41
7	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	39
8	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	39
9	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	34
10	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	32
11	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	31
12	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	29
13	2000	Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers \|\| Download paper	28
14	2002	Performance clustering and incentives in the UK pension fund industry. (2002). Lehmann, B N ; Blake, D ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers \|\| Download paper	28
15	2002	Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers \|\| Download paper	28
16	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers \|\| Download paper	25
17	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	25
18	2005	Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers \|\| Download paper	24
19	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	24
20	2007	Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers \|\| Download paper	22
21	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers \|\| Download paper	21
22	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	21
23	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	20
24	2008	Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers \|\| Download paper	20
25	2007	Can mutual funds time investment styles?. (2007). Tjong, Liam ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers \|\| Download paper	20
26	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Chong, James ; Phillips, Michael G. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers \|\| Download paper	20
27	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	19
28	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	19
29	2001	Equity performance of segregated pension funds in the UK. (2001). Tonks, I ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers \|\| Download paper	19
30	2008	Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers \|\| Download paper	18
31	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	18
32	2008	Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers \|\| Download paper	17
33	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	17
34	2007	Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers \|\| Download paper	17
35	2000	Generalised style analysis of hedge funds. (2000). Naik, N Y ; Agarwal, V. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers \|\| Download paper	17
36	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	16
37	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	16
38	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	16
39	2004	Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers \|\| Download paper	16
40	2021	Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	16
41	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃÂ¼ss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers \|\| Download paper	16
42	2006	Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	15
43	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	15
44	2007	Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes. (2007). Switzer, Lorne ; Panju, Karim ; Arshanapalli, Bala G. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:1:d:10.1057_palgrave.jam.2250056. Full description at Econpapers \|\| Download paper	14
45	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	14
46		Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	12
47	2012	Investing in commodities: Popular beliefs and misconceptions. (2012). Skiadopoulos, George. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35. Full description at Econpapers \|\| Download paper	11
48	2012	An anatomy of calendar effects. (2012). van Vliet, Pim ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9. Full description at Econpapers \|\| Download paper	11
49	2014	The real-life performance of market timing with moving average and time-series momentum rules. (2014). Zakamulin, Valeriy. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:4:d:10.1057_jam.2014.25. Full description at Econpapers \|\| Download paper	11
50	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. 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	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	95
2	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	30
3	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	29
4	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	25
5	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	20
6	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	17
7	2021	Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	14
8	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Otto, Tizian ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper	11
9	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	11
10	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	10
11	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	10
12	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	9
13	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	9
14	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	8
15	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	8
16	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	8
17	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	8
18	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	7
19	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	7
20	2021	The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan. (2021). Tunaru, Diana E ; Ng, Peck Wah ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00204-6. Full description at Econpapers \|\| Download paper	7
21	2020	The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers \|\| Download paper	7
22	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	7
23	2020	ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers \|\| Download paper	7
24	2020	Herds on green meadows: the decarbonization of institutional portfolios. (2020). Wilkens, Marco ; Paulus, Stefan ; Jacob, Andrea ; Benz, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00147-z. Full description at Econpapers \|\| Download paper	6
25	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	6
26	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	6
27	2022	The ESG ETFs in the UK. (2022). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00251-z. Full description at Econpapers \|\| Download paper	6
28	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	6
29	2021	Expected and realized returns on stocks with high- and low-ESG exposure. (2021). Stotz, Olaf. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00203-z. Full description at Econpapers \|\| Download paper	5
30	2005	Does good corporate governance really work? More evidence from CalPERS. (2005). Nelson, James. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:4:d:10.1057_palgrave.jam.2240181. Full description at Econpapers \|\| Download paper	5
31	2020	Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Oehler, Andreas ; Horn, Matthias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00183-0. Full description at Econpapers \|\| Download paper	5
32	2021	The Volatility Effect in China. (2021). Hanauer, Matthias X ; Blitz, David ; Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00218-0. Full description at Econpapers \|\| Download paper	5
33	2005	Impact of fund size on hedge fund performance. (2005). Moerth, Patrick ; Ammann, Manuel. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240177. Full description at Econpapers \|\| Download paper	5
34	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	5
35	2021	Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness. (2021). Jarboui, Anis ; Ghorbel, Ahmed ; Hamma, Wajdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00208-2. Full description at Econpapers \|\| Download paper	5
36	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	5
37	2018	The impact of working capital management on firmsÃ¢â¬â¢ performance and value: evidence from Egypt. (2018). Moussa, Amr Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0081-z. Full description at Econpapers \|\| Download paper	5
38	2006	Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	5
39	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	5
40	2017	Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence. (2017). Malladi, Rama ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0033-4. Full description at Econpapers \|\| Download paper	4
41	2023	Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers \|\| Download paper	4
42	2011	Investigating the effectiveness of robust portfolio optimization techniques. (2011). Speranza, Grazia M ; Mitra, Gautam ; Guastaroba, Gianfranco. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:4:d:10.1057_jam.2011.7. Full description at Econpapers \|\| Download paper	4
43	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	4
44	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	4
45	2018	Does the F-score improve the performance of different value investment strategies in Europe?. (2018). Tikkanen, Jarno ; Aijo, Janne. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0098-3. Full description at Econpapers \|\| Download paper	4
46	2024	Do weather patterns effect investment decisions in the stock market? A South Asian perspective. (2024). Chowdhury, Emon Kalyan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00334-z. Full description at Econpapers \|\| Download paper	4
47	2016	Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers \|\| Download paper	4
48	2011	Corporate name change and shareholder wealth effect: Empirical evidence in the French Stock Market. (2011). Karim, Bicha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:3:d:10.1057_jam.2011.9. Full description at Econpapers \|\| Download paper	4
49	2021	Factor investing and asset allocation strategies: a comparison of factor versus sector optimization. (2021). Wolff, Dominik ; Taushanov, Georgi ; Bessler, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00225-1. Full description at Econpapers \|\| Download paper	4
50	2012	Investing in commodities: Popular beliefs and misconceptions. (2012). Skiadopoulos, George. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 66

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2023	FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x. Full description at Econpapers \|\| Download paper
2023	Banks funding costs: Do ESG factors really matter?. (2023). Giacomini, Emanuela ; Agnese, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006146. Full description at Econpapers \|\| Download paper
2023	Analysis of Yields and Their Determinants in the European Corporate Green Bond Market. (2023). Burova, Ekaterina ; Suloeva, Svetlana ; Bukreeva, Alesya ; Grishunin, Sergei. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:14-:d:1027531. Full description at Econpapers \|\| Download paper
2023	Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis. (2023). Lee, Chi-Chuan ; Zhang, Jian ; Yu, Chin-Hsien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:99-109. Full description at Econpapers \|\| Download paper
2023	Energy policy diversity and green bond issuance around the world. (2023). Mertzanis, Charilaos. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300614x. Full description at Econpapers \|\| Download paper
2023	Information content of sustainability index recomposition: A synthetic portfolio approach. (2023). Cai, Charlie X ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001928. Full description at Econpapers \|\| Download paper
2023	âAccelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity taxâ. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186. Full description at Econpapers \|\| Download paper
2023	The impact of ESG risks on corporate value. (2023). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01135-6. Full description at Econpapers \|\| Download paper
2023	The risk-return tradeoff: are sustainable investors compensated adequately?. (2023). Rock, Bjorn ; Bofinger, Yannik ; Bannier, Christina E. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00303-6. Full description at Econpapers \|\| Download paper
2023	Portfolio benefits of taxonomy orientated and renewable European electric utilities. (2023). Klein, Christian ; Cauthorn, Thomas ; Zwergel, Bernhard ; Remme, Leonard. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00325-0. Full description at Econpapers \|\| Download paper
2023	The Value Relevance of ESG Practices in Japan and Malaysia: Moderating Roles of CSR Award, and Former CEO as a Board Chair. (2023). Mohd, Mohd Shazwan ; Wan-Hussin, Wan Nordin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2728-:d:1055724. Full description at Econpapers \|\| Download paper
2023	Signals influencing corporate credit ratingsâa systematic literature review. (2023). Chauhan, Ajay Kumar ; Vij, Madhu ; Kaur, Jaspreet. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:50:y:2023:i:1:d:10.1007_s40622-023-00341-4. Full description at Econpapers \|\| Download paper
2023	The environmental pillar of ESG and financial performance: A portfolio analysis. (2023). Karvelas, Kleanthis ; Alexopoulos, Thomas ; Agliardi, Elettra. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000968. Full description at Econpapers \|\| Download paper
2023	Sensitivity of market performance to social risk index: Evidence from global listed companies in logistics and transportation industry. (2023). Najaf, Khakan ; Frederico, Guilherme F ; Nasrallah, Nohade ; Atayah, Osama F ; Dhiaf, Mohamed M ; Marashdeh, Hazem. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s0038012123000368. Full description at Econpapers \|\| Download paper
2023	Die Kraft von Awards. Umfrage unter Unternehmen und Vergabeinstitutionen in Deutschland 2023. (2023). Hellstern, Laura ; Gebhardt, Beate. In: Working Papers. RePEc:ags:uhgewp:338798. Full description at Econpapers \|\| Download paper
2023	Symptom or Culprit? Social Media, Air Pollution, and Violence. (2023). Du, Xinming. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10296. Full description at Econpapers \|\| Download paper
2023	The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers \|\| Download paper
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2023	On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and RussiaâUkraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w. Full description at Econpapers \|\| Download paper
2023	Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods. (2023). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee ; Karimi, Parinaz. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005986. Full description at Econpapers \|\| Download paper
2023	Prospect theory and bank credit risk decision-making behaviour: a systematic literature review and future research agenda. (2023). Obembe, Demola ; Mafimisebi, Oluwasoye P ; Ogunmokun, Olapeju Comfort. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00464-x. Full description at Econpapers \|\| Download paper
2023	When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x. Full description at Econpapers \|\| Download paper
2023	Asset pricing with dividend surprises. (2023). Wang, Yan ; Li, Shi ; Guo, Pancheng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007250. Full description at Econpapers \|\| Download paper
2023	Construct sparse portfolio with mutual funds favourite stocks in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2305.01642. Full description at Econpapers \|\| Download paper
2023	Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. (2023). Han, KI ; Becker, Ying ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000951. Full description at Econpapers \|\| Download paper
2023	Risk and return of classic car market prices: passion or financial investment?. (2023). Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00288-8. Full description at Econpapers \|\| Download paper
2023	The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices. (2023). Pillot, Julien ; le Fur, Eric ; ben Ameur, Hachmi. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10225-3. Full description at Econpapers \|\| Download paper
2023	Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance. (2023). Sinha, Pankaj ; Malhotra, Priya. In: Metamorphosis: A Journal of Management Research. RePEc:sae:metjou:v:22:y:2023:i:1:p:38-54. Full description at Econpapers \|\| Download paper
2023	Covid-19 vaccines and investment performance: Evidence from equity funds in European Union. (2023). Mangafic, Jasmina ; Umar, Muhammad ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000247. Full description at Econpapers \|\| Download paper
2023	Renewable energy, credit portfolios and intermediation spread: Evidence from the banking sector in BRICS. (2023). Mirza, Nawazish ; Su, Chi-Wei ; Umar, Muhammad ; Chen, Zhonglu. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:561-566. Full description at Econpapers \|\| Download paper
2023	Technological, healthcare and consumer funds efficiency: influence of COVID-19. (2023). Silva, Mara Teresa ; Baptista, Maria Castelo ; Duarte, Maria Elisabete ; Neves, Catarina Alexandra. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:2:d:10.1007_s12351-023-00749-x. Full description at Econpapers \|\| Download paper
2023	The role of fintech in promoting green finance, and profitability: Evidence from the banking sector in the euro zone. (2023). Firdousi, Saba Fazal ; Afzal, Ayesha ; Umar, Muhammad ; Mirza, Nawazish. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:33-40. Full description at Econpapers \|\| Download paper
2023	Sustainable development through digital innovation: A new era for natural resource extraction and trade. (2023). Dorduncu, Hazar ; Hou, Xinmeng ; Yue, Peiwen ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006311. Full description at Econpapers \|\| Download paper
2023	Sustaining environment through natural resource and human development: Revisiting EKC curve in China through BARDL. (2023). Otraki, Caner ; Li, Wen-Wei ; Long, Hai. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006840. Full description at Econpapers \|\| Download paper
2023	Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. (2023). Laurini, Fabrizio ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00821-5. Full description at Econpapers \|\| Download paper
2023	Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds. (2023). Sohn, So Young ; Lee, Tae Kyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709. Full description at Econpapers \|\| Download paper
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2023	Portfolios with return and volatility prediction for the energy stock market. (2023). Zhang, Chong ; Wang, Weizhong ; Ma, Yilin. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223003523. Full description at Econpapers \|\| Download paper
2023	Predicting European stock returns using machine learning. (2023). Marsi, Antonio. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00487-4. Full description at Econpapers \|\| Download paper
2023	Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers \|\| Download paper
2023	Machine learning techniques for cross-sectional equity returnsâ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w. Full description at Econpapers \|\| Download paper
2023	Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z. Full description at Econpapers \|\| Download paper
2023	Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206. Full description at Econpapers \|\| Download paper
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2023	Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318. Full description at Econpapers \|\| Download paper
2023	Predictors of revenue shifting and expense shifting: Evidence from an emerging economy. (2023). Bashir, Hajam Abid ; Bhattacharyya, Asit ; Kumar, Ashish ; Bansal, Manish. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:1:s1815566922000340. Full description at Econpapers \|\| Download paper
2023	Industry momentum in Latin America. (2023). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000693. Full description at Econpapers \|\| Download paper
2023	Understanding the Evolution of Environment, Social and Governance Research: Novel Implications From Bibliometric and Network Analysis. (2023). , Anu ; Zhang, Yifang ; Singh, Amit Kumar. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:350-386. Full description at Econpapers \|\| Download paper
2023
2023	Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549. Full description at Econpapers \|\| Download paper
2023	Relocating investments by Tunisian insurance and pension funds towards alternative assets opportunities. (2023). Ghouli-Oueslati, Jihene ; Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:609-629. Full description at Econpapers \|\| Download paper
2023	Research Trends and Directions on Real Estate Investment Trustsâ Performance Risks. (2023). Ayaba, Marie Mangwi ; Okoro, Chioma. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5436-:d:1101729. Full description at Econpapers \|\| Download paper
2023
2023	The Status of the Saudi Construction Industry during the COVID-19 Pandemic. (2023). Bakri, Mudthir ; Almutairi, Saud ; Aldalbahy, Saud ; Algahtany, Mohammed ; Almunifi, Abdullatif A. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:21:p:15432-:d:1270447. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	On Valuation and Investments of Pension Plans in Discrete Incomplete Markets. (2023). Blontzou, Evmorfia ; Anthropelos, Michail. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:103-:d:1162050. Full description at Econpapers \|\| Download paper
2023	How speculative asset characteristics shape retail investors selling behavior. (2023). Loos, Benjamin ; Weber, Martin ; Bernard, Sabine Esther. In: SAFE Working Paper Series. RePEc:zbw:safewp:378. Full description at Econpapers \|\| Download paper
2023	Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction. (2023). Wang, Wenjun. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00286-w. Full description at Econpapers \|\| Download paper
2023	Adaptive evolutionary algorithms for portfolio selection problems. (2023). Tollo, Giacomo ; Filograsso, Gianni. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00441-7. Full description at Econpapers \|\| Download paper
2023	Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers \|\| Download paper
2023	Socially responsible investments: A retrospective review and future research agenda. (2023). Haldar, Arunima ; Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4841-4860. Full description at Econpapers \|\| Download paper
2023	How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722. Full description at Econpapers \|\| Download paper
2023	Households investments in socially responsible mutual funds. (2023). Noren, Vicke ; Kallestrup-Lamb, Malene ; Jansson, Thomas ; Christiansen, Charlotte. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:46-67. Full description at Econpapers \|\| Download paper
2023	A Comprehensive Review on Financial Explainable AI. (2023). Mengaldo, Gianmarco ; Satapathy, Ranjan ; Cambria, Erik ; Mao, Rui ; van der Heever, Wihan ; Yeo, Wei Jie. In: Papers. RePEc:arx:papers:2309.11960. Full description at Econpapers \|\| Download paper
2023	Do green financial policies offset the climate transition risk penalty imposed on long-term sovereign bond yields?. (2023). Rajan, Ramkishen S ; Gupta, Bhavya ; Cheng, Ruijie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001022. Full description at Econpapers \|\| Download paper
2023	Role of ESG investments in achieving COP-26 targets. (2023). Taghizadeh-Hesary, Farhad ; Guan, Weimin ; Wang, Jiahaoran. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002554. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2023

Year	Citing document
2023	Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Tosidis, Pavlos ; Kirtas, Emmanouil ; Spanos, Dimitris ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Manousis, Theodoros ; Tzelepi, Maria ; Rodinos, Georgios ; Tefas, Anastasios ; Avramelou, Loukia ; Passalis, Nikolaos ; Tsantekidis, Avraam. In: Papers. RePEc:arx:papers:2309.16679. Full description at Econpapers \|\| Download paper
2023	Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers \|\| Download paper
2023	Not So New Kid on the Block: Accounting and Valuation Aspects of Non-Fungible Tokens (NFTs). (2023). Sims, Alexandra ; Jayasuriya, Dulani. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:465-:d:1267328. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers \|\| Download paper
2022	Are Modifications in the ETFs Investment Performance and Risks during the COVID-19 Pandemic Event?. (2022). Lee, Liza ; Liu, Ying-Sing. In: Review of Applied Socio-Economic Research. RePEc:rse:wpaper:v:23:y:2022:i:1:p:05-17. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545. Full description at Econpapers \|\| Download paper
2021	Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962. Full description at Econpapers \|\| Download paper
2021	Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141. Full description at Econpapers \|\| Download paper
2021	Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers \|\| Download paper
2021	Green Bond: A Systematic Literature Review for Future Research Agendas. (2021). Panetta, Ida ; Cortellini, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:589-:d:696689. Full description at Econpapers \|\| Download paper
2021	Climate Transition Risk and the Impact on Green Bonds. (2021). Leirvik, Thomas ; Antoniuk, Yevheniia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:597-:d:699912. Full description at Econpapers \|\| Download paper
2021	Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers \|\| Download paper
2021	Factor investing: alpha concentration versus diversification. (2021). Zurek, Martin ; Shivarova, Antoniya ; Heinrich, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00226-0. Full description at Econpapers \|\| Download paper
2021	Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Modelling Demand for ESG. (2020). Satchell, S ; Gao, Y ; Ahmed, M F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2093. Full description at Econpapers \|\| Download paper
2020	An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries. (2020). Lucian, Gaban ; Mozi, Rathnaswamy Malar ; Ioan, Batrancea ; Mircea-Iosif, Rus ; Horia, Tulai ; Gheorghe, Fatacean. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:146-:d:380959. Full description at Econpapers \|\| Download paper
2020	A Quiet Revolution: Central Banks, Financial Regulators, and Climate Finance. (2020). Gunningham, Neil. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9596-:d:446848. Full description at Econpapers \|\| Download paper
2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper
2020	The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Hasnaoui, Jamila Abaidi. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00066-6. Full description at Econpapers \|\| Download paper
2020	RECENT DEVELOPMENTS IN THE FINTECH INDUSTRY. (2020). Chemmanur, Thomas ; Yu, Qianqian ; Rajaiya, Harshit ; Imerman, Michael B. In: Journal of Financial Management, Markets and Institutions (JFMMI). RePEc:wsi:jfmmix:v:08:y:2020:i:01:n:s2282717x20400022. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Asset Management / Palgrave Macmillan	21	118
2	Papers / arXiv.org	90	78
3	Finance Research Letters / Elsevier	73	67
4	Sustainability / MDPI	66	62
5	JRFM / MDPI	23	46
6	Energy Economics / Elsevier	162	45
7	Resources Policy / Elsevier	76	40
8	International Review of Economics & Finance / Elsevier	58	35
9	International Review of Financial Analysis / Elsevier	69	32
10	Research in International Business and Finance / Elsevier	49	30
11	Technological Forecasting and Social Change / Elsevier	70	29