Econometric Research in Finance / SGH Warsaw School of Economics, Collegium of Economic Analysis
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
5
Impact Factor (IF)
0.2
5 Years IF
0.17
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]
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know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2016 | 0 | 0.5 | 0 | 0 | 6 | 6 | 14 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2017 | 0.17 | 0.52 | 0.08 | 0.17 | 6 | 12 | 13 | 1 | 1 | 6 | 1 | 6 | 1 | 0 | 0 | 0.21 | ||
| 2018 | 0.25 | 0.53 | 0.17 | 0.25 | 6 | 18 | 43 | 3 | 4 | 12 | 3 | 12 | 3 | 0 | 0 | 0.22 | ||
| 2019 | 0.75 | 0.54 | 0.4 | 0.56 | 7 | 25 | 11 | 10 | 14 | 12 | 9 | 18 | 10 | 1 | 10 | 0 | 0.21 | |
| 2020 | 0.77 | 0.64 | 0.55 | 0.68 | 8 | 33 | 15 | 18 | 32 | 13 | 10 | 25 | 17 | 3 | 16.7 | 1 | 0.13 | 0.3 |
| 2021 | 0.47 | 0.74 | 0.5 | 0.64 | 9 | 42 | 4 | 21 | 53 | 15 | 7 | 33 | 21 | 0 | 0 | 0.27 | ||
| 2022 | 0.65 | 0.74 | 0.47 | 0.44 | 5 | 47 | 1 | 22 | 75 | 17 | 11 | 36 | 16 | 0 | 0 | 0.22 |
| 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 | Determinants of Environmental Quality in Nigeria: Assessing the Role of Financial Development. (2018). Mesagan, Ekundayo ; Nwachukwu, Mike I. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:1:p:55-78. Full description at Econpapers || Download paper | 34 |
| 2 | 2020 | The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned. (2020). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Ogbuji, Isaac Azubuike. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:59-78. Full description at Econpapers || Download paper | 9 |
| 3 | 2019 | Testing the Validity of the Triple Deficit Hypothesis for Nigeria. (2019). Raji, Rahman Olanrewaju. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:89-109. Full description at Econpapers || Download paper | 7 |
| 4 | 2017 | Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data. (2017). Dybka, Piotr ; Chojnowski, MichaÅ. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:1-21. Full description at Econpapers || Download paper | 5 |
| 5 | 2016 | Forecasting the Yield Curve With Macroeconomic Variables. (2016). Rubaszek, MichaÅ. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:1-21. Full description at Econpapers || Download paper | 5 |
| 6 | 2016 | Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?. (2016). Ferreira, Paulo. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:67-79. Full description at Econpapers || Download paper | 4 |
| 7 | 2016 | Governance and Financial Development: Evidence from the Middle East and North Africa Region. (2016). hechmy, badry (ph.d). In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:115-127. Full description at Econpapers || Download paper | 4 |
| 8 | 2018 | The U.S. Shale Oil Revolution and the Behavior of Commodity Prices. (2018). Salisu, Afees ; Adediran, Idris. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:1:p:27-53. Full description at Econpapers || Download paper | 4 |
| 9 | 2017 | Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42. Full description at Econpapers || Download paper | 3 |
| 10 | 2017 | Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis. (2017). Adi, Agya. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:79-97. Full description at Econpapers || Download paper | 3 |
| 11 | 2019 | The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange. (2019). Bahlouli, Robabeh ; Sarkandiz, Mostafa Raeisi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:67-88. Full description at Econpapers || Download paper | 3 |
| 12 | 2020 | Analysis of Tax Compliance in Sub-Saharan Africa: Evidence from Firm-Level Study. (2020). Abdu, Musa ; Muhammad, Tasiu ; Jibir, Adamu. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:119-142. Full description at Econpapers || Download paper | 3 |
| 13 | 2018 | The Effect of Central Bank Communication on the Capital Buffer of Banks: Evidence from an Emerging Economy. (2018). Tiberto, Bruno ; Nicolay, Rodolfo ; de Moraes, Claudio ; da Fonseca, Rodolfo Tomas. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:1:p:1-26. Full description at Econpapers || Download paper | 2 |
| 14 | 2020 | Forecasting the Yield Curve for Poland. (2020). Rubaszek, MichaÅ ; Kostyra, Tomasz Piotr. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:103-117. Full description at Econpapers || Download paper | 2 |
| 15 | 2018 | Corporate Governance and Efficiency of Rural and Community Banks (RCBs) in Ghana. (2018). OTENG-ABAYIE, ERIC ; Mensah, Henry Kofi ; Affram, Anthony. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:2:p:93-118. Full description at Econpapers || Download paper | 2 |
| 16 | 2018 | Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach. (2018). Å krinjariÄ, Tihana. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:2:p:119-162. Full description at Econpapers || Download paper | 2 |
| 17 | 2020 | Nutrition Intake, Health Status, Education and Economic Growth: A Causality Investigation. (2020). Raji, Rahman Olanrewaju. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:79-102. Full description at Econpapers || Download paper | 2 |
| 18 | 2021 | Predicting the Price of Crude Oil and its Fluctuations Using Computational Econometrics: Deep Learning, LSTM, and Convolutional Neural Networks. (2021). Fayek, Sara ; Assaad, Rayan H. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:2:p:119-137. Full description at Econpapers || Download paper | 2 |
| 19 | 2022 | How Do Stock Indices Respond to Market Shocks? Examining Stock Market Contagion in European Countries with Minimum Spanning Trees. (2022). Kiss, Gábor Dávid ; Mszros, Mercdesz ; Sallai, Dra. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:7:y:2022:i:1:p:95-123. Full description at Econpapers || Download paper | 1 |
| 20 | 2021 | Does Foreign Presence Influence the Level of Firm Technical Efficiency? Evidence from Africa. (2021). Orji, Anthony ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E ; Aza, Gabriel Chiangi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:1:p:1-20. Full description at Econpapers || Download paper | 1 |
| 21 | 2016 | Determinants of Profitability of Polish Banks: The Role of Foreign Banks. (2016). PawÅowska, MaÅgorzata ; Pawowska, Magorzata. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:23-46. Full description at Econpapers || Download paper | 1 |
| 22 | 2017 | Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions. (2017). Gallo, Giampiero ; de Luca, Giovanni ; Carita, Danilo. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:99-111. Full description at Econpapers || Download paper | 1 |
| 23 | 2022 | Do Capital Inflows and Financial Development, Influence Economic Growth in West Africa? Further Evidence from Transmission Mechanisms. (2022). Orji, Anthony ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E ; Okolomike, Chiamaka F. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:7:y:2022:i:1:p:71-94. Full description at Econpapers || Download paper | 1 |
| 24 | 2021 | Effect of Real Estate News Sentiments on the Stock Returns of Swedbank and SEB Bank. (2021). Puzanova, Yuliia ; Eratalay, Mustafa Hakan. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:2:p:77-117. Full description at Econpapers || Download paper | 1 |
| 25 | 2017 | Neural Networks in Credit Risk Classification of Companies in the Construction Sector. (2017). Wojcicka, Aleksandra. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:63-77. Full description at Econpapers || Download paper | 1 |
| 26 | 2019 | On The Accuracy of GARCH Estimation in R Packages. (2019). Hill, Chelsey ; McCullough, B D. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:133-156. Full description at Econpapers || Download paper | 1 |
| 27 | 2017 | Financial Instability and Inequality Dynamics in the WAEMU. (2017). THIOUNE, Thierno. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:43-62. Full description at Econpapers || Download paper | 1 |
| 28 | 2019 | Does Forward Guidance Matter in Small Open Economies? Examples from Europe. (2019). Rybacki, Jakub. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:1-26. Full description at Econpapers || Download paper | 1 |
| 29 | 2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients. (2021). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Pereira, Hernane ; Tavares, Clenidas. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:1:p:57-75. Full description at Econpapers || Download paper | 1 |
| 30 | 2016 | Using Nonperforming Loan Ratios to Compute Loan Default Rates With Evidence From European Banking Sectors. (2016). Serwa, DobromiÅ. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:47-65. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Determinants of Environmental Quality in Nigeria: Assessing the Role of Financial Development. (2018). Mesagan, Ekundayo ; Nwachukwu, Mike I. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:3:y:2018:i:1:p:55-78. Full description at Econpapers || Download paper | 12 |
| 2 | 2019 | The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange. (2019). Bahlouli, Robabeh ; Sarkandiz, Mostafa Raeisi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:67-88. Full description at Econpapers || Download paper | 3 |
| 3 | 2020 | The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned. (2020). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Ogbuji, Isaac Azubuike. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:59-78. Full description at Econpapers || Download paper | 3 |
| 4 | 2017 | Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2024 | Analysing the Disruptive Effect of Economic Downturns on Stock Market Crashes in European Financial Markets. (2024). Antohi, Valentin Marian ; Fortea, Costinela ; Dinca, Marius Sorin ; Ionescu, Romeo Victor ; Zlati, Monica Laura. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:1:p:383-396. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document |
|---|
Recent citations received in 2021
| Year | Citing document |
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10 most frequent citing series