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International Journal of Bonds and Derivatives / Inderscience Enterprises Ltd

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
3
Impact Factor (IF)
0
5 Years IF
0.2
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2016 0 0.5 0 0 12 12 6 0 0 0 0 0 0.2
2017 0 0.52 0.08 0 14 26 7 2 2 12 12 0 2 0.14 0.21
2020 0 0.64 0.06 0.08 5 31 5 2 8 0 26 2 0 0 0.3
2021 0 0.74 0 0 5 36 1 8 5 31 0 0 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
#YearTitleCited
12020Googling investors sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis. (2020). Trichilli, Yousra ; Boujelbene-Abbes, Mouna ; Souissi, Fayrouz. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:152-178.

Full description at Econpapers || Download paper

4
22017Spillover effects of foreign institutional investments in India. (2017). Behera, Harendra. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:132-152.

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3
32017The weekend effect: a fractional integration and trading robot analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:114-131.

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3
42016Acquisitions of bankrupt and distressed firms. (2016). Oppenheimer, Henry ; Precourt, Elena. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:1:p:1-39.

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2
52020Short-term versus longer-term persistence in performance of equity mutual funds: evidence from the Greek market. (2020). Papathanasiou, Spyros ; Eriotis, Nikolaos ; Koutsokostas, Drosos. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:89-103.

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2
62016Mexican REITs (FIBRAS) in retirement funds (AFORES): different pricing approaches and market risk measurement implications. (2016). Venegas-Martínez, Francisco ; Cruz-Ak, Salvador ; Garca-Ruiz, Reyna Susana ; Venegas-Martnez, Francisco. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:3:p:211-232.

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2
72017Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175.

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2
82021Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets. (2021). Shaik, Muneer ; Singh, Gurmeet ; Lanka, Abhiram Kartik. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2021:i:3:p:258-279.

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1
92016Long memory and fractional cointegration relationship between physical and financial oil markets. (2016). Souissi, Nessim ; Ghorbel, Achraf. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:2:p:133-151.

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1
102021Do Africa stock markets exhibit any evidence of risk-return trade-off?. (2021). Kalu O., Emenike ; Emenike, Kalu O. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2021:i:3:p:221-235.

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1
112016Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts. (2016). López-Herrera, Francisco ; Santilln-Salgado, Roberto J ; Ulin-Lastra, Melissa G ; Lpez-Herrera, Francisco. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:3:p:186-210.

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1
122016The impact of asset price bubbles on liquidity risk measures from a financial institutions perspective. (2016). Jacobs, Michael. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:2:y:2016:i:2:p:152-182.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Googling investors sentiment, financial stress and dynamics of European market indexes: a Markov chain analysis. (2020). Trichilli, Yousra ; Boujelbene-Abbes, Mouna ; Souissi, Fayrouz. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2020:i:2:p:152-178.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2021
YearCiting document