Citation analysis for Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.68

5 Years IF

0.82

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	0.34	0.14	0	14	14	92	1	2	0		0			0	1	0.07	0.16
2001	0	0.38	0	0	39	53	66		2	14		14			0		0	0.17
2002	0.09	0.39	0.06	0.09	29	82	104	5	7	53	5	53	5		0		0	0.2
2003	0.1	0.43	0.13	0.09	33	115	69	15	22	68	7	82	7		0		0	0.21
2004	0.02	0.47	0.03	0.04	31	146	115	5	27	62	1	115	5		0		0	0.21
2005	0.05	0.5	0.07	0.08	37	183	217	13	40	64	3	146	12		0		0	0.23
2006	0.04	0.49	0.08	0.1	36	219	180	18	58	68	3	169	17		0		0	0.22
2007	0.08	0.44	0.11	0.12	47	266	198	28	86	73	6	166	20	15	53.6	2	0.04	0.2
2008	0.13	0.47	0.16	0.13	38	304	112	49	135	83	11	184	23	10	20.4	3	0.08	0.22
2009	0.14	0.46	0.15	0.13	32	336	112	49	184	85	12	189	25	7	14.3	2	0.06	0.23
2010	0.19	0.46	0.22	0.21	31	367	67	82	266	70	13	190	39	14	17.1	4	0.13	0.2
2011	0.17	0.51	0.19	0.17	42	409	131	78	344	63	11	184	31	34	43.6		0	0.24
2012	0.05	0.5	0.22	0.16	34	443	76	97	441	73	4	190	30	26	26.8	5	0.15	0.21
2013	0.08	0.54	0.21	0.11	33	476	57	100	541	76	6	177	20	15	15		0	0.24
2014	0.16	0.53	0.21	0.15	29	505	115	106	647	67	11	172	25	13	12.3	1	0.03	0.22
2015	0.15	0.53	0.19	0.2	1	506	0	95	743	62	9	169	34		0		0	0.22
2016	0.27	0.5	0.21	0.19	38	544	83	114	858	30	8	139	26	17	14.9	8	0.21	0.2
2017	0.08	0.52	0.21	0.16	38	582	60	121	979	39	3	135	21	12	9.9	2	0.05	0.21
2018	0.21	0.53	0.21	0.21	44	626	333	130	1109	76	16	139	29	12	9.2		0	0.22
2019	0.28	0.54	0.22	0.23	43	669	139	145	1254	82	23	150	35	12	8.3	4	0.09	0.21
2020	0.75	0.64	0.32	0.48	45	714	263	231	1485	87	65	164	78	27	11.7	6	0.13	0.3
2021	0.68	0.74	0.36	0.62	46	760	158	275	1760	88	60	208	129	27	9.8	9	0.2	0.27
2022	0.93	0.74	0.41	0.81	44	804	74	327	2087	91	85	216	175	14	4.3	2	0.05	0.22
2023	0.8	0.7	0.39	0.88	44	848	57	330	2417	90	72	222	195	21	6.4	3	0.07	0.2
2024	0.68	0.82	0.43	0.82	45	893	27	384	2801	88	60	222	183	28	7.3	8	0.18	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	2018	Are green bonds priced differently from conventional bonds?. (2018). Schiereck, Dirk ; Hachenberg, Britta. 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	193
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	84
3	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Ceria, Sebastian ; Stubbs, Robert A. 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	66
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	57
5	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	55
6	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. 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	50
7	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Otten, Roger ; Bauer, Rob ; Guenster, Nadja. 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	49
8	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. 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	46
9	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Satchell, S ; Scowcroft, A. 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	43
10	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	41
11	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. 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	39
12	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. 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	35
13	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	31
14	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
15	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
16	2002	Performance clustering and incentives in the UK pension fund industry. (2002). Blake, David ; Lehmann, B N ; 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
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	27
18	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	26
19	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	26
20	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Leidl, Michaela ; Reeder, Johannes ; 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	25
21	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	25
22	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	24
23	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. 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	23
24	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Abbas, Syed Kumail ; Reddy, Krishna ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra. 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	22
25	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
26	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Mergner, Sascha ; Bulla, Jan ; Chesneau, Christophe ; Sesboue, Andre. 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	22
27	2020	The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. 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	22
28	2007	Can mutual funds time investment styles?. (2007). Swinkels, Laurens ; Tjong, Liam. 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	21
29	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	21
30	2014	Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; 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	21
31	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Phillips, Michael G ; Chong, James. 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	21
32	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. 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	21
33	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, 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	20
34	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
35	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	19
36	2000	Generalised style analysis of hedge funds. (2000). Agarwal, V ; Naik, N Y. 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	19
37	2001	Equity performance of segregated pension funds in the UK. (2001). Tonks, Ian ; 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
38	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. 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	19
39	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	18
40	2006	Measuring investor sentiment in equity markets. (2006). Bandopadhyaya, Arindam ; Jones, Anne Leah. 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	18
41	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Dulaney, Tim ; Wang, Olivia ; Deng, Geng ; McCann, Craig. 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	18
42	2021	Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. 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	17
43	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
44	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	17
45	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃ¼ss, Roland ; Adams, Zeno ; Fuss, Roland ; Kaiser, Dieter G. 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
46	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; 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
47	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
48	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
49	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	15
50	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

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). Schiereck, Dirk ; Hachenberg, Britta. 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	100
2	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. 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	38
3	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	32
4	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	27
5	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. 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	21
6	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. 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	19
7	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	18
8	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	14
9	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	13
10	2022	Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers \|\| Download paper	13
11	2020	The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. 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	13
12	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Mergner, Sascha ; Bulla, Jan ; Chesneau, Christophe ; Sesboue, Andre. 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	12
13	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. 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	11
14	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. 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	11
15	2014	Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; 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	10
16	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	10
17	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. 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	10
18	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Abbas, Syed Kumail ; Reddy, Krishna ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra. 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	10
19	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	9
20	2021	Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. 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	9
21	2023	Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos. 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	8
22	2020	Herds on green meadows: the decarbonization of institutional portfolios. (2020). Paulus, Stefan ; Wilkens, Marco ; Benz, Lukas ; Jacob, Andrea. 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	8
23	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	8
24	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	8
25	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. 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	8
26	2023	Greenium, credit rating, and the COVID-19 pandemic. (2023). Kiesel, Florian ; Arat, Emre ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00320-5. Full description at Econpapers \|\| Download paper	8
27	2021	The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan. (2021). Ng, Peck Wah ; Fabozzi, Frank J ; Tunaru, Diana E. 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	8
28	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	7
29	2021	The Volatility Effect in China. (2021). Vliet, Pim ; Hanauer, Matthias X ; Blitz, David. 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	7
30	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	7
31	2020	Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Horn, Matthias ; Oehler, Andreas. 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	7
32	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, 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	7
33	2017	Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence. (2017). Malladi, Rama ; Fabozzi, Frank. 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	6
34	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	6
35	2022	ESG and impact investing. (2022). Rocco, Steve ; Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00297-7. Full description at Econpapers \|\| Download paper	6
36	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
37	2022	Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis. (2022). Gupta, Surbhi ; Sharma, Anil Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00255-3. Full description at Econpapers \|\| Download paper	6
38	2018	The impact of working capital management on firmsâ 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	6
39	2022	European sin stocks. (2022). Sagbakken, Siri Tronslien ; Zhang, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00247-9. Full description at Econpapers \|\| Download paper	5
40	2023	Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Youssef, Mouna ; Mokni, Khaled. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers \|\| Download paper	5
41	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
42	2023	Greenlabelling: How valuable is the SFDR Art 9 label?. (2023). Hasaj, Milot ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00319-y. Full description at Econpapers \|\| Download paper	5
43	2020	Improving CAT bond pricing models via machine learning. (2020). Gotze, Tobias ; Gurtler, Marc ; Witowski, Eileen. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00167-0. Full description at Econpapers \|\| Download paper	5
44	2022	Creating shareholder value through ESG engagement. (2022). Lugo, Maria Margarita ; Melin, Lionel ; Mercereau, Benoit. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00270-4. Full description at Econpapers \|\| Download paper	5
45	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Leidl, Michaela ; Reeder, Johannes ; 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	5
46	2022	Gambling with lottery stocks?. (2022). Schneider, Julian ; Oehler, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00268-y. Full description at Econpapers \|\| Download paper	5
47	2021	Correction to: Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00216-2. Full description at Econpapers \|\| Download paper	5
48	2022	Smart beta ESG disclosure. (2022). Kooli, Maher ; Yasmine, Besbes. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00257-1. Full description at Econpapers \|\| Download paper	5
49	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Satchell, S ; Scowcroft, A. 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	5
50	2021	Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00202-0. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 60

Year	Title
2024	Predicting systemic financial risk with interpretable machine learning. (2024). Tang, Tiantian ; Lu, Chennuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123. Full description at Econpapers \|\| Download paper
2024	Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140. Full description at Econpapers \|\| Download paper
2024	The performance of asset allocation mutual funds. (2024). Yin, Zhengnan ; Sherman, Meadhbh ; Osullivan, Niall. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00457-2. Full description at Econpapers \|\| Download paper
2024	Do fund managersâ performance rely on gender and team size? Evidence from India. (2024). Majumdar, Sudipta ; Mishra, Ajay Kumar ; Chandra, Abhijeet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. Full description at Econpapers \|\| Download paper
2024	Dutch auction dynamics in non-fungible token (NFT) markets. (2024). Zhaf, Marjan ; Dowling, Michael ; Shannon, Darren ; Sheehan, Barry. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002396. Full description at Econpapers \|\| Download paper
2024	The risk of SIN or socially irresponsible stocks. (2024). Racine, Marie ; Rezaeian, Alireza. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01220-w. Full description at Econpapers \|\| Download paper
2024	Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital. (2024). Magnani, Monia ; Guidolin, Massimo ; Berk, Ian. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00377-w. Full description at Econpapers \|\| Download paper
2024	Fund Characteristics, Managerial Skills and Performance Persistence: Evidence from India. (2024). Majumdar, Sudipta ; Mishra, Rohan Kumar ; Chandra, Abhijeet. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09417-8. Full description at Econpapers \|\| Download paper
2024	Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers \|\| Download paper
2024	The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Patel, Pratish ; Raquel, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0. Full description at Econpapers \|\| Download paper
2024	Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds. (2024). Cheng, William I-Wei ; Zhang, Jianing ; Baklaci, Hasan F. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09416-9. Full description at Econpapers \|\| Download paper
2024	Do ESG fund managers pump and dump the stocks in their portfolios? European evidence. (2024). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Koutsokostas, Drosos. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:3:d:10.1057_s41260-024-00351-6. Full description at Econpapers \|\| Download paper
2024	What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82. Full description at Econpapers \|\| Download paper
2024	The performance of anti-ESG ETFs in the United States. (2024). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00381-0. Full description at Econpapers \|\| Download paper
2024	Economic and Political Determinants of Sovereign Default and IMF Credit Use: A Robustness Assessment Post 2010. (2024). Maddah, Lina ; Zeaiter, Hussein ; Sherry, Hassan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:181-:d:1431948. Full description at Econpapers \|\| Download paper
2024	Spatial Effects of Electricity Consumption on Air Pollution in TÃ¼rkiye at Provincial Level. (2024). Ãnder, A. Ãzlem ; Onder, Ozlem A ; Guler, Ahmet. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:2:p:107-126. Full description at Econpapers \|\| Download paper
2024	Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Ul, Wasim ; Degirmen, Suleyman ; Saltik, Omur ; Jalil, Faryal. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers \|\| Download paper
2024	COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and BayerâHanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0. Full description at Econpapers \|\| Download paper
2024	Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers \|\| Download paper
2024	Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508. Full description at Econpapers \|\| Download paper
2024	The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers \|\| Download paper
2024	Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Wang, YE ; Zhao, Xiaojuan ; Liu, Weiyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234. Full description at Econpapers \|\| Download paper
2024	Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?. (2024). Horn, Matthias ; Schneider, Julian ; Oehler, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006986. Full description at Econpapers \|\| Download paper
2024	Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603. Full description at Econpapers \|\| Download paper
2024	You scratch my back and i scratch yours: evidence from relationship-based bidding in IPO auctions. (2024). Wang, Wenjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01245-9. Full description at Econpapers \|\| Download paper
2024	Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds. (2024). Zink, Jonas. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00345-w. Full description at Econpapers \|\| Download paper
2024	An Empirical Study on the Influence of ESG Ratings on Earnings Management among Listed Companies in China. (2024). Richmond, Mensah ; Nii, Mensah Cornelius ; Ofeibea, Nunoo Linda ; Gifty, Boakye Boateng ; Ankobea, Boadi Joana ; Peter, Mang'Ati Frank ; Bright, Antwi Agyei ; Raphael, Ampedu. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:3678-3693. Full description at Econpapers \|\| Download paper
2024	Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments. (2024). Valero, Alfonso. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00660-3. Full description at Econpapers \|\| Download paper
2024	Transforming Megacities: Value and Impacts of Mixed-Use Developments with Multi-Criteria Decision-Making. (2024). Alfonso, Valero. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:32:y:2024:i:2:p:112-125:n:1010. Full description at Econpapers \|\| Download paper
2024	Theoretical Foundation for Pricing Climate-Related Loss and Damage in Infrastructure Financing. (2024). Assab, Abderrahim. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:133-:d:1362214. Full description at Econpapers \|\| Download paper
2024	Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China. (2024). Zhou, Yanli ; Li, Xing ; Ge, Xiangyu ; Zhu, Dixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001207. Full description at Econpapers \|\| Download paper
2024	The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533. Full description at Econpapers \|\| Download paper
2024	Bless or curse, how does extreme temperature shape heavy pollution companies ESG performance?-Evidence from China. (2024). Liang, Yuchao ; Tan, QI ; Pang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000860. Full description at Econpapers \|\| Download paper
2024	From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers \|\| Download paper
2024	Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Blasco, Natividad ; Casas, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957. Full description at Econpapers \|\| Download paper
2024	From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, R ; Abid, I ; Mzoughi, H ; Urom, C. In: Post-Print. RePEc:hal:journl:hal-04681726. Full description at Econpapers \|\| Download paper
2024	Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers \|\| Download paper
2024	Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272. Full description at Econpapers \|\| Download paper
2024	Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers \|\| Download paper
2024	Downside risk reduction using regime-switching signals: a statistical jump model approach. (2024). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00376-x. Full description at Econpapers \|\| Download paper
2024	Implementing artificial intelligence empowered financial advisory services: A literature review and critical research agenda. (2024). Vigren, Olli ; Soderberg, Inga-Lill ; Zhu, Hui. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296323008536. Full description at Econpapers \|\| Download paper
2024	Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers \|\| Download paper
2024	From the pandemic to the RussiaâUkraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers \|\| Download paper
2024	Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers \|\| Download paper
2024	Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903. Full description at Econpapers \|\| Download paper
2024	Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619. Full description at Econpapers \|\| Download paper
2024	Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy. (2024). Li, Xia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01503-6. Full description at Econpapers \|\| Download paper
2024	COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775. Full description at Econpapers \|\| Download paper
2024	The effects of large-scale equity purchases during the coronavirus pandemic. (2024). Fukuda, Shin-Ichi ; Tanaka, Mariko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000588. Full description at Econpapers \|\| Download paper
2024	Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method. (2024). Simlai, Prodosh Eugene. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:211-:d:1397625. Full description at Econpapers \|\| Download paper
2024	Wealth and familiarity bias: sin stocks investment in Europe. (2024). Aminu, Nasir ; Calavia, Pedro Fernandez ; Hamdan, Mohammed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00360-5. Full description at Econpapers \|\| Download paper
2024	Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; BÄdowska-SÃ³jka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers \|\| Download paper
2024	What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers \|\| Download paper
2024	Mastery of âMonthly Effectsâ: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period. (2024). Chen, Yuhsin ; Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh ; Chiu, Chien-Liang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:356-:d:1324159. Full description at Econpapers \|\| Download paper
2024	Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing. (2024). Gartner, Florian ; Bannier, Christina E ; Auzepy, Alix. In: CFS Working Paper Series. RePEc:zbw:cfswop:289626. Full description at Econpapers \|\| Download paper
2024	SFDR Article 9: Is it all about impact?. (2024). Busch, Timo ; Scheitza, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002095. Full description at Econpapers \|\| Download paper
2024	Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG. (2024). Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007220. Full description at Econpapers \|\| Download paper
2024	Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Marinelli, Giuseppe ; Liberati, Danilo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24. Full description at Econpapers \|\| Download paper
2024	Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559. Full description at Econpapers \|\| Download paper
2024	Geopolitical turmoil and investor green preference: Evidence from the corporate bond market. (2024). Verdoliva, Vincenzo ; Salerno, Dario ; Meles, Antonio ; Fiorillo, Paolo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002055. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528. Full description at Econpapers \|\| Download paper
2024	Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Asl, Mahdi Ghaemi ; ben Jabeur, Sami ; Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942. Full description at Econpapers \|\| Download paper
2024	Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers \|\| Download paper
2024	Cryptocurrency Scams: A Multi-Pronged Approach to Mitigating Risks Through Regulation, Enforcement, and Consumer Education. (2024). Akhter, Suraiya ; Nahar, Kamrun ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121215. Full description at Econpapers \|\| Download paper
2024	Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh. (2024). Khanam, Rifat Binte ; Rabeya, Jannatul Ferdous ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121449. Full description at Econpapers \|\| Download paper
2024	Capital Market Governance in Bangladesh: A Cornerstone for Growth. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:121664. Full description at Econpapers \|\| Download paper
2024	The Financial Implications of Mandating Non-Financial Assurance. (2024). Pierro, Roberto ; Shaturaev, Jakhongir ; Stasi, Federer. In: MPRA Paper. RePEc:pra:mprapa:121883. Full description at Econpapers \|\| Download paper
2024	Role of Stock Exchanges in Regional Economic Progress: A South Asia Perspective. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:123002. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Avramelou, Loukia ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Rodinos, Georgios ; Kirtas, Emmanouil ; Spanos, Dimitris ; Manousis, Theodoros ; Tsantekidis, Avraam ; Tosidis, Pavlos ; Tefas, Anastasios ; Passalis, Nikolaos ; Tzelepi, Maria. 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). Magnani, Monia ; Guidolin, Massimo ; 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). Jayasuriya, Dulani ; Sims, Alexandra. 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). Liu, Ying-Sing ; Lee, Liza. 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). Mirza, Nawazish ; Abbas, Syed Kumail ; Itani, Rania ; Porada-Rocho, Magorzata ; Naqvi, Bushra. 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). Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng ; Umar, Muhammad. 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). Jena, Sangram Keshari ; Lahiani, Amine ; 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). Antoniuk, Yevheniia ; Leirvik, Thomas. 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). Bakry, Walid ; Al-Mohamad, Somar ; El-Kanj, Nasser ; Rashid, Audil. 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 ; Heinrich, Lars ; Shivarova, Antoniya. 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

10 most frequent citing series

#	Series	H	Cites
1	Journal of Asset Management / Palgrave Macmillan	23	136
2	Papers / arXiv.org	95	90
3	Finance Research Letters / Elsevier	87	83
4	Sustainability / MDPI	75	66
5	Energy Economics / Elsevier	175	59
6	International Review of Financial Analysis / Elsevier	86	52
7	International Review of Economics & Finance / Elsevier	65	52
8	JRFM / MDPI	28	49
9	Research in International Business and Finance / Elsevier	58	43
10	Annals of Operations Research / Springer	53	39
11	Resources Policy / Elsevier	87	38