Applied Financial Economics Letters / Taylor & Francis Journals
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
4
Impact Factor (IF)
0
5 Years IF
0
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 | |
| 2006 | 0 | 0.49 | 0 | 0 | 49 | 49 | 15 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2007 | 0 | 0.44 | 0 | 0 | 73 | 122 | 13 | 0 | 49 | 49 | 0 | 0 | 0.2 | |||||
| 2008 | 0 | 0.47 | 0 | 0 | 85 | 207 | 20 | 0 | 122 | 122 | 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 | 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 10 |
| 2 | 2006 | Measuring relative risk aversion. (2006). Azar, Samih Antoine. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:5:p:341-345. Full description at Econpapers || Download paper | 6 |
| 3 | 2008 | Econometric analysis of interest rate pass-through. (2008). Cook, Steven. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:4:p:249-251. Full description at Econpapers || Download paper | 5 |
| 4 | 2006 | Evidence on the relationship between Takaful insurance and fundamental perception of Islamic principles. (2006). Maysami, Ramin Cooper ; Williams, John Joseph. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:4:p:229-232. Full description at Econpapers || Download paper | 4 |
| 5 | 2008 | The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Chiang, Shu-Mei ; Chen, Kun-Hong ; Lin, Hui-Na. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:1:p:19-24. Full description at Econpapers || Download paper | 2 |
| 6 | 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 2 |
| 7 | 2008 | Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:5:p:347-350. Full description at Econpapers || Download paper | 2 |
| 8 | 2008 | Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:6:p:461-467. Full description at Econpapers || Download paper | 2 |
| 9 | 2007 | Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C S. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 2 |
| 10 | 2006 | Explaining aggregate private saving behaviour: new evidence from a panel of OECD countries. (2006). Ramajo, Julian ; GarcÃa, AgustÃn ; Ferré, Montserrat ; Ferre, Montserrat ; Garcia, Agustin. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:5:p:311-315. Full description at Econpapers || Download paper | 2 |
| 11 | 2008 | Style drift and fund performance in up and down markets: Australian evidence. (2008). faff, robert ; Holmes, Kathryn. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:6:p:395-398. Full description at Econpapers || Download paper | 1 |
| 12 | 2006 | Integration of smaller European equity markets: a time-varying integration score analysis. (2006). lucey, brian ; Birg, Gregory. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:6:p:395-400. Full description at Econpapers || Download paper | 1 |
| 13 | 2007 | Political orientation of government and stock market returns. (2007). Wisniewski, Tomasz Piotr ; Gottschalk, Katrin ; Bialkowski, Jedrzej. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:4:p:269-273. Full description at Econpapers || Download paper | 1 |
| 14 | 2006 | Does investorsâ sentiment predict stock price changes? With analyses of naive extrapolation and the salience hypothesis in Japan. (2006). Tsuji, Chikashi. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:6:p:353-359. Full description at Econpapers || Download paper | 1 |
| 15 | 2008 | Day of the week seasonality in African stock markets. (2008). Alagidede, Paul. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:2:p:115-120. Full description at Econpapers || Download paper | 1 |
| 16 | 2006 | Option pricing: back to the thinking of Bachelier. (2006). Versluis, Cokki. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:3:p:205-209. Full description at Econpapers || Download paper | 1 |
| 17 | 2008 | The Buncefield oil depot explosion: where theres smoke, theres (stock market) fire?. (2008). CAPELLE-BLANCARD, Gunther ; Laguna, Marie-Aude. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:2:p:103-107. Full description at Econpapers || Download paper | 1 |
| 18 | 2008 | The equity premium and inflation. (2008). de Bondt, Gabe ; Beirne, John. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:6:p:439-442. Full description at Econpapers || Download paper | 1 |
| 19 | 2008 | Credit default swap rates and stock prices. (2008). Realdon, Marco. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:4:p:241-248. Full description at Econpapers || Download paper | 1 |
| 20 | 2008 | Pensions in a perfect storm: financial behaviour of Dutch pension funds (2002â2005). (2008). Kakes, Jan. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:1:p:29-33. Full description at Econpapers || Download paper | 1 |
| 21 | 2008 | Value-at-risk in US stock indices with skewed generalized error distribution. (2008). Lee, Ming-Chih ; Su, Jung-Bin ; Liu, Hung-Chun. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:6:p:425-431. Full description at Econpapers || Download paper | 1 |
| 22 | 2007 | The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M ; Chin, Lee. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:2:p:91-94. Full description at Econpapers || Download paper | 1 |
| 23 | 2008 | Does foreign exchange intervention reduces the exchange rate volatility?. (2008). Hoshikawa, Takeshi. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:3:p:221-224. Full description at Econpapers || Download paper | 1 |
| 24 | 2006 | The response of the conventional mortgage rate to the federal funds rate: symmetric or asymmetric adjustment?. (2006). Payne, James. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:5:p:279-284. 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 | 2007 | Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:4:p:259-262. Full description at Econpapers || Download paper | 9 |
| 2 | 2008 | Econometric analysis of interest rate pass-through. (2008). Cook, Steven. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:4:p:249-251. Full description at Econpapers || Download paper | 5 |
| 3 | 2006 | Evidence on the relationship between Takaful insurance and fundamental perception of Islamic principles. (2006). Maysami, Ramin Cooper ; Williams, John Joseph. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:4:p:229-232. Full description at Econpapers || Download paper | 4 |
| 4 | 2006 | Measuring relative risk aversion. (2006). Azar, Samih Antoine. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:5:p:341-345. Full description at Econpapers || Download paper | 3 |
| 5 | 2008 | Some properties of absolute returns as a proxy for volatility. (2008). Giles, David. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:5:p:347-350. Full description at Econpapers || Download paper | 2 |
| 6 | 2008 | The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:4:y:2008:i:2:p:93-96. Full description at Econpapers || Download paper | 2 |
| 7 | 2007 | Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C S. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:3:y:2007:i:4:p:263-267. Full description at Econpapers || Download paper | 2 |
| 8 | 2006 | Explaining aggregate private saving behaviour: new evidence from a panel of OECD countries. (2006). Ramajo, Julian ; GarcÃa, AgustÃn ; Ferré, Montserrat ; Ferre, Montserrat ; Garcia, Agustin. In: Applied Financial Economics Letters. RePEc:taf:raflxx:v:2:y:2006:i:5:p:311-315. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series