Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬ / Emerald Group Publishing Limited
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
2
Impact Factor (IF)
0.43
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
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 | |
| 2023 | 0 | 0.7 | 0.14 | 0 | 14 | 14 | 10 | 2 | 2 | 0 | 0 | 0 | 2 | 0.14 | 0.2 | |||
| 2024 | 0.43 | 0.82 | 0.21 | 0.43 | 15 | 29 | 0 | 6 | 8 | 14 | 6 | 14 | 6 | 0 | 0 | 0.24 |
| 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 | 2023 | The impact of ESG rating disagreement on corporate value. (2023). Kim, Ryumi ; Koo, Bonha. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-01-2023-0001. Full description at Econpapers || Download paper | 5 |
| 2 | 2023 | Time-varying preferences for ESG investments: evidence from an emerging market. (2023). Cho, Eunyoung. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-11-2022-0025. Full description at Econpapers || Download paper | 4 |
| 3 | 2023 | Retail investors and overpricing of left-tail risk: evidence from the Korean stock market. (2023). Park, Yuen Jung ; Thu, Thuy Thi ; Kim, Jungmu. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-04-2023-0008. Full description at Econpapers || Download paper | 2 |
| 4 | 2024 | Renegotiable debt, liquidity injections and financial instability. (2024). Feng, Guanhao ; Doh, Hyun Soo. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-01-2024-0003. Full description at Econpapers || Download paper | 1 |
| 5 | 2023 | Investment strategy via analyst report text mining. (2023). Yang, Cheol-Won. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-09-2022-0022. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2023 | The impact of ESG rating disagreement on corporate value. (2023). Kim, Ryumi ; Koo, Bonha. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-01-2023-0001. Full description at Econpapers || Download paper | 5 |
| 2 | 2023 | Time-varying preferences for ESG investments: evidence from an emerging market. (2023). Cho, Eunyoung. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-11-2022-0025. Full description at Econpapers || Download paper | 4 |
| 3 | 2023 | Retail investors and overpricing of left-tail risk: evidence from the Korean stock market. (2023). Park, Yuen Jung ; Thu, Thuy Thi ; Kim, Jungmu. In: Journal of Derivatives and Quantitative Studies: ì 물ì°êµ¬. RePEc:eme:jdqspp:jdqs-04-2023-0008. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 6
| Year | Title | |
|---|---|---|
| 2024 | Stress index strategy enhanced with financial news sentiment analysis for the equity markets. (2024). Jacquot, Thomas ; Ohana, Jean-Jacques ; Benhamou, Eric ; Saltiel, David ; Guez, Beatrice ; Lefort, Baptiste. In: Papers. RePEc:arx:papers:2404.00012. Full description at Econpapers || Download paper | |
| 2024 | ESG and Financial Performance of China Firms: The Mediating Role of Export Share and Moderating Role of Carbon Intensity. (2024). Lee, Won Hee ; Ding, Haoming. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:12:p:5042-:d:1414107. Full description at Econpapers || Download paper | |
| 2024 | ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis. (2024). Meng, Tiantian ; Ma, Rongyi ; Zheng, Minyu ; Yu, Danni. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03621-1. Full description at Econpapers || Download paper | |
| 2024 | Impact of environmental, social, and governance rating disagreement on real earnings management in Chinese listed companies. (2024). Cheng, Yuxiang ; Li, GE. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000875. Full description at Econpapers || Download paper | |
| 2024 | Does ESG rating disagreement affect audit opinions?. (2024). Zha, Qianyao ; Zhang, Cheng ; Chen, Liping ; Sun, Xun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006518. Full description at Econpapers || Download paper | |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | The Role of Catering Incentives in ESG Disclosure. (2023). Lee, King Fuei. In: MPRA Paper. RePEc:pra:mprapa:120930. Full description at Econpapers || Download paper | |
| 2023 | Is sustainability important for returns?. (2023). Ifi, Gnl ; Snmez, Adem Ruhan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:12:d:10.1007_s10668-023-03781-1. Full description at Econpapers || Download paper |
10 most frequent citing series