Financial Markets and Portfolio Management / Springer
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
22
Impact Factor (IF)
0.38
5 Years IF
0.64
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 | |
| 2004 | 0 | 0.47 | 0.2 | 0 | 5 | 5 | 17 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2005 | 0.2 | 0.5 | 0.12 | 0.2 | 20 | 25 | 108 | 2 | 4 | 5 | 1 | 5 | 1 | 1 | 50 | 1 | 0.05 | 0.23 |
| 2006 | 0.24 | 0.49 | 0.28 | 0.24 | 33 | 58 | 254 | 16 | 20 | 25 | 6 | 25 | 6 | 12 | 75 | 10 | 0.3 | 0.22 |
| 2007 | 0.28 | 0.44 | 0.37 | 0.26 | 32 | 90 | 264 | 33 | 53 | 53 | 15 | 58 | 15 | 24 | 72.7 | 7 | 0.22 | 0.2 |
| 2008 | 0.38 | 0.47 | 0.34 | 0.32 | 19 | 109 | 144 | 35 | 90 | 65 | 25 | 90 | 29 | 11 | 31.4 | 2 | 0.11 | 0.22 |
| 2009 | 0.43 | 0.46 | 0.37 | 0.38 | 26 | 135 | 182 | 49 | 140 | 51 | 22 | 109 | 41 | 13 | 26.5 | 4 | 0.15 | 0.23 |
| 2010 | 0.56 | 0.46 | 0.47 | 0.55 | 28 | 163 | 147 | 77 | 217 | 45 | 25 | 130 | 72 | 15 | 19.5 | 2 | 0.07 | 0.2 |
| 2011 | 0.54 | 0.51 | 0.57 | 0.59 | 28 | 191 | 240 | 109 | 326 | 54 | 29 | 138 | 81 | 34 | 31.2 | 4 | 0.14 | 0.24 |
| 2012 | 0.38 | 0.5 | 0.53 | 0.56 | 25 | 216 | 124 | 114 | 440 | 56 | 21 | 133 | 75 | 25 | 21.9 | 7 | 0.28 | 0.21 |
| 2013 | 0.45 | 0.54 | 0.54 | 0.6 | 20 | 236 | 119 | 127 | 567 | 53 | 24 | 126 | 76 | 21 | 16.5 | 3 | 0.15 | 0.24 |
| 2014 | 0.53 | 0.53 | 0.48 | 0.5 | 20 | 256 | 69 | 122 | 689 | 45 | 24 | 127 | 63 | 20 | 16.4 | 3 | 0.15 | 0.22 |
| 2015 | 0.55 | 0.53 | 0.4 | 0.52 | 20 | 276 | 38 | 111 | 800 | 40 | 22 | 121 | 63 | 6 | 5.4 | 3 | 0.15 | 0.22 |
| 2016 | 0.15 | 0.5 | 0.41 | 0.49 | 25 | 301 | 84 | 122 | 922 | 40 | 6 | 113 | 55 | 5 | 4.1 | 2 | 0.08 | 0.2 |
| 2017 | 0.24 | 0.52 | 0.41 | 0.35 | 21 | 322 | 27 | 132 | 1054 | 45 | 11 | 110 | 38 | 6 | 4.5 | 0 | 0.21 | |
| 2018 | 0.15 | 0.53 | 0.34 | 0.31 | 20 | 342 | 31 | 116 | 1170 | 46 | 7 | 106 | 33 | 4 | 3.4 | 0 | 0.22 | |
| 2019 | 0.07 | 0.54 | 0.35 | 0.2 | 19 | 361 | 102 | 126 | 1297 | 41 | 3 | 106 | 21 | 2 | 1.6 | 4 | 0.21 | 0.21 |
| 2020 | 0.46 | 0.64 | 0.41 | 0.35 | 21 | 382 | 81 | 157 | 1454 | 39 | 18 | 105 | 37 | 10 | 6.4 | 3 | 0.14 | 0.3 |
| 2021 | 0.65 | 0.74 | 0.42 | 0.42 | 21 | 403 | 29 | 171 | 1625 | 40 | 26 | 106 | 45 | 6 | 3.5 | 5 | 0.24 | 0.27 |
| 2022 | 0.36 | 0.74 | 0.33 | 0.43 | 21 | 424 | 13 | 138 | 1763 | 42 | 15 | 102 | 44 | 3 | 2.2 | 0 | 0.22 | |
| 2023 | 0.24 | 0.7 | 0.31 | 0.55 | 21 | 445 | 21 | 140 | 1903 | 42 | 10 | 102 | 56 | 7 | 5 | 2 | 0.1 | 0.2 |
| 2024 | 0.38 | 0.82 | 0.35 | 0.64 | 21 | 466 | 2 | 161 | 2064 | 42 | 16 | 103 | 66 | 6 | 3.7 | 2 | 0.1 | 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 | 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 | 149 |
| 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 | 60 |
| 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 | 60 |
| 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 | 49 |
| 5 | 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 | 46 |
| 6 | 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 | 40 |
| 7 | 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 | 38 |
| 8 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek. 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 | 37 |
| 9 | 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 | 33 |
| 10 | 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 |
| 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 | 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 | 31 |
| 13 | 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 | 29 |
| 14 | 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 |
| 15 | 2019 | Common risk factors in international stock markets. (2019). Wagner, Alexander ; Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas. 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 | 26 |
| 16 | 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 |
| 17 | 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 | 24 |
| 18 | 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 |
| 19 | 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 | 23 |
| 20 | 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 |
| 21 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 22 |
| 22 | 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 | 22 |
| 23 | 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 |
| 24 | 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 |
| 25 | 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 | 21 |
| 26 | 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 | 20 |
| 27 | 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 | 20 |
| 28 | 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 |
| 29 | 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 |
| 30 | 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 | 19 |
| 31 | 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 | 18 |
| 32 | 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 | 18 |
| 33 | 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 | 18 |
| 34 | 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 | 17 |
| 35 | 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 | 17 |
| 36 | 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 |
| 37 | 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 | 17 |
| 38 | 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 | 17 |
| 39 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Fuss, Roland ; 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 | 17 |
| 40 | 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 | 16 |
| 41 | 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 |
| 42 | 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 | 15 |
| 43 | 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 |
| 44 | 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 |
| 45 | 2019 | Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. 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 | 14 |
| 46 | 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 |
| 47 | 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 | 13 |
| 48 | 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 | 13 |
| 49 | 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 | 13 |
| 50 | 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 |
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 | 24 |
| 2 | 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 | 18 |
| 3 | 2019 | Common risk factors in international stock markets. (2019). Wagner, Alexander ; Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas. 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 | 18 |
| 4 | 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 | 14 |
| 5 | 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 | 8 |
| 6 | 2021 | COVID-19âs impact on real estate markets: review and outlook. (2021). Weigand, Alois ; Füss, Roland ; Fuss, Roland ; Balemi, Nadia. 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 | 8 |
| 7 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek. 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 | 8 |
| 8 | 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 | 7 |
| 9 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 7 |
| 10 | 2019 | Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. 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 |
| 11 | 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 | 7 |
| 12 | 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 | 6 |
| 13 | 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 | 6 |
| 14 | 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 | 5 |
| 15 | 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 | 5 |
| 16 | 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 | 5 |
| 17 | 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 | 5 |
| 18 | 2022 | How online discussion board activity affects stock trading: the case of GameStop. (2022). Harries, Jan Philipp ; Betzer, Andre. 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 | 5 |
| 19 | 2017 | The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7. Full description at Econpapers || Download paper | 5 |
| 20 | 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 | 5 |
| 21 | 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 | 5 |
| 22 | 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 |
| 23 | 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 | 5 |
| 24 | 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 | 4 |
| 25 | 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 | 4 |
| 26 | 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 |
| 27 | 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 |
| 28 | 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 | 4 |
| 29 | 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 |
| 30 | 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 | 4 |
| 31 | 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 |
| 32 | 2023 | Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Bernoussi, Rim ; Rockinger, Michael. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6. Full description at Econpapers || Download paper | 3 |
| 33 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Fuss, Roland ; 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 | 3 |
| 34 | 2018 | Portfolio diversification: the influence of herding, status-quo bias, and the gamblerâs fallacy. (2018). Nahmer, Thomas ; Spiwoks, Markus ; Bizer, Kilian ; 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 | 3 |
| 35 | 2019 | Does the market model provide a good counterfactual for event studies in finance?. (2019). Castro-Iragorri, Carlos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00325-4. Full description at Econpapers || Download paper | 3 |
| 36 | 2014 | Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies. (2014). Drobetz, Wolfgang ; Wambach, Martin ; Dichtl, Hubert. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:3:p:209-231. Full description at Econpapers || Download paper | 3 |
| 37 | 2023 | What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0. Full description at Econpapers || Download paper | 3 |
| 38 | 2021 | Analyst herding and firm-level investor sentiment. (2021). Garcia, John. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00382-8. Full description at Econpapers || Download paper | 3 |
| 39 | 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 | 3 |
| 40 | 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 | 3 |
| 41 | 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 |
| 42 | 2005 | Price Linkages Between the US, Japan and UK Stock Markets. (2005). Floros, Christos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:2:p:169-178. Full description at Econpapers || Download paper | 3 |
| 43 | 2019 | Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Caporale, Guglielmo Maria ; Oliinyk, Viktor. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5. Full description at Econpapers || Download paper | 3 |
| 44 | 2023 | Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. Full description at Econpapers || Download paper | 2 |
| 45 | 2017 | Fueling the buyout machine: fundraising in private equity. (2017). Loos, Robert ; Schwetzler, Bernhard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0298-8. Full description at Econpapers || Download paper | 2 |
| 46 | 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 | 2 |
| 47 | 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 | 2 |
| 48 | 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 | 2 |
| 49 | 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 | 2 |
| 50 | 2019 | Thematic portfolio optimization: challenging the core satellite approach. (2019). Nitzsch, Rudiger ; Methling, Florian. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00329-0. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 16
| Year | Title | |
|---|---|---|
| 2024 | Investment strategies based on forecasts are (almost) useless. (2024). Weba, Michael. In: Papers. RePEc:arx:papers:2408.01772. Full description at Econpapers || Download paper | |
| 2024 | Securitization for common health. (2024). Di Lorenzo, Emilia ; Menzietti, Massimiliano ; Sibillo, Marilena ; Ciardiello, Francesco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000788. Full description at Econpapers || Download paper | |
| 2024 | Insurance business and social sustainability: A proposal. (2024). Di Lorenzo, Emilia ; D'Amato, Valeria ; Sibillo, Marilena ; Piscopo, Gabriella ; Trotta, Annarita. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s003801212400079x. Full description at Econpapers || Download paper | |
| 2024 | Optimizing Cryptocurrency Portfolios: A Comparative Study of Rebalancing Strategies. (2024). Sakolvieng, Nichanan. In: GATR Journals. RePEc:gtr:gatrjs:jfbr220. Full description at Econpapers || Download paper | |
| 2024 | The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets. (2024). , Suzanne ; Khan, Muhammad Niaz ; Power, David M. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:6:d:10.1007_s43546-024-00659-w. Full description at Econpapers || Download paper | |
| 2024 | Do sustainability attributes play a role for individualsâ decisions regarding unit-linked life insurance? A survey research on German private investors. (2024). Kraus, Anna ; Gatzert, Nadine. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:4:d:10.1057_s41288-024-00313-4. Full description at Econpapers || Download paper | |
| 2024 | Mandatory disclosure of open-ended real estate fund shares that are registered for redemption?. (2024). Kaspereit, Thomas. In: International Review of Law and Economics. RePEc:eee:irlaec:v:80:y:2024:i:c:s0144818824000498. Full description at Econpapers || Download paper | |
| 2024 | Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919. Full description at Econpapers || Download paper | |
| 2024 | Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market. (2024). Wu, Yanran ; Jiang, Jie ; Xu, Fujia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002794. Full description at Econpapers || Download paper | |
| 2024 | Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading. (2024). Reichenbach, Felix ; Mnster, Markus ; Walther, Martin. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000478. Full description at Econpapers || Download paper | |
| 2024 | Frog in the Pan and the market-state effect on momentum. (2024). Galvani, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004045. Full description at Econpapers || Download paper | |
| 2024 | Trading with Time Series Causal Discovery: An Empirical Study. (2024). Tang, Ruijie. In: Papers. RePEc:arx:papers:2408.15846. Full description at Econpapers || Download paper | |
| 2024 | Hidden neighbours: extracting industry momentum from stock networks. (2024). Gorduza, Dragos ; James, Joon Chul ; Park, Seonho. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00455-4. Full description at Econpapers || Download paper | |
| 2024 | Measuring costly behavioral bias factors in portfolio management: a review. (2024). Nitzsch, Ruediger ; Bormann, Marc ; Gorzon, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:2:d:10.1007_s11408-024-00444-7. Full description at Econpapers || Download paper | |
| 2024 | Are minimum variance portfolios in multi-factor models long in low-beta assets?. (2024). Steland, Ansgar. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00366-y. Full description at Econpapers || Download paper | |
| 2024 | Herding the crowds: how sentiment affects crowdsourced earnings estimates. (2024). Garcia, John. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:3:d:10.1007_s11408-024-00447-4. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Climate transition risk, environmental news coverage, and stock price crash risk. (2024). Zhou, QI ; Li, Rongnan ; Gan, Kai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005891. Full description at Econpapers || Download paper | |
| 2024 | The Effect of Twitter Messages and Tone on Stock Return: The Case of Saudi Stock Market âTadawulâ. (2024). Albarrak, Mohammed S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:405-:d:1474295. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties. (2023). Agrrawal, Pankaj. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2198-:d:1140984. Full description at Econpapers || Download paper | |
| 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). Gupta, Sanjay ; Lehal, Ritu ; Sachdeva, Muskan ; Garg, Aashish. 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). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. 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 |
10 most frequent citing series