Citation analysis for Financial Analysts Journal / Taylor & Francis Journals

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

5 Years H Index

Impact Factor (IF)

0.53

5 Years IF

0.85

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
1996	0	0.25	0	0	63	63	59		0	0		0			0		0	0.11
1997	0	0.24	0	0	68	131	41		0	63		63			0		0	0.11
1998	0	0.27	0	0	70	201	44		0	131		131			0		0	0.13
1999	0.01	0.29	0.01	0.01	71	272	149	2	2	138	2	201	2		0		0	0.14
2000	0	0.34	0	0	53	325	86	1	3	141		272	1		0		0	0.16
2001	0.01	0.38	0.01	0.01	55	380	61	3	6	124	1	325	2		0	1	0.02	0.17
2002	0	0.39	0.01	0.01	60	440	67	4	10	108		317	2		0	1	0.02	0.2
2003	0.02	0.43	0.01	0.02	73	513	56	5	15	115	2	309	5		0		0	0.21
2004	0.03	0.47	0.02	0.03	83	596	131	11	26	133	4	312	8		0		0	0.21
2005	0.04	0.5	0.03	0.04	86	682	67	22	48	156	6	324	13		0		0	0.23
2006	0.01	0.49	0.02	0.03	88	770	110	16	64	169	2	357	12		0		0	0.22
2007	0.01	0.44	0.01	0.01	76	846	46	10	74	174	2	390	5		0		0	0.2
2008	0.01	0.47	0.03	0.03	61	907	31	26	100	164	2	406	13		0		0	0.22
2009	0.01	0.46	0.02	0.02	58	965	53	24	124	137	2	394	9		0		0	0.23
2010	0	0.46	0.02	0	68	1033	49	23	147	119		369	1		0		0	0.2
2011	0	0.51	0.02	0.01	53	1086	45	22	169	126		351	5		0		0	0.24
2012	0	0.5	0.01	0	66	1152	112	14	183	121		316	1		0		0	0.21
2013	0.03	0.54	0.03	0.02	52	1204	29	42	225	119	4	306	6		0		0	0.24
2014	0.03	0.53	0.02	0.02	43	1247	15	24	249	118	3	297	6		0		0	0.22
2015	0.03	0.53	0.03	0.02	44	1291	16	40	289	95	3	282	7		0		0	0.22
2016	0	0.5	0.02	0.02	43	1334	77	30	319	87		258	4		0	1	0.02	0.2
2017	0.01	0.52	0.01	0	34	1368	53	15	334	87	1	248	1		0		0	0.21
2018	0.05	0.53	0.01	0.03	32	1400	148	20	354	77	4	216	6		0		0	0.22
2019	0.03	0.54	0.01	0.02	33	1433	61	21	375	66	2	196	4		0		0	0.21
2020	0.02	0.64	0.02	0.05	33	1466	67	35	410	65	1	186	10		0		0	0.3
2021	0.03	0.74	0.02	0.02	30	1496	127	36	446	66	2	175	4		0		0	0.27
2022	0.02	0.74	0.03	0.02	27	1523	39	50	496	63	1	162	3		0	2	0.07	0.22
2023	0.16	0.7	0.05	0.1	31	1554	29	80	576	57	9	155	16		0		0	0.2
2024	0.53	0.82	0.45	0.85	29	1583	15	712	1288	58	31	154	131		0	9	0.31	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	Why and How Investors Use ESG Information: Evidence from a Global Survey. (2018). Serafeim, George ; Amel-Zadeh, Amir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:74:y:2018:i:3:p:87-103. Full description at Econpapers \|\| Download paper	130
2	2021	ESG Rating Disagreement and Stock Returns. (2021). Krueger, Philipp ; Brandon, Rajna Gibson ; Schmidt, Peter Steffen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:4:p:104-127. Full description at Econpapers \|\| Download paper	97
3	2004	Hedge Fund Benchmarks: A Risk-Based Approach. (2004). Fung, William ; Hsieh, David A. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:5:p:65-80. Full description at Econpapers \|\| Download paper	64
4	2012	Index Investment and the Financialization of Commodities. (2012). Tang, Ke ; Xiong, Wei. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:6:p:54-74. Full description at Econpapers \|\| Download paper	61
5	2016	Hedging Climate Risk. (2016). Bolton, Patrick ; Andersson, Mats ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:72:y:2016:i:3:p:13-32. Full description at Econpapers \|\| Download paper	46
6	2006	Facts and Fantasies about Commodity Futures. (2006). Rouwenhorst, Geert K ; Gorton, Gary. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:47-68. Full description at Econpapers \|\| Download paper	42
7	1999	Credit Swap Valuation. (1999). Duffie, Darrell. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:1:p:73-87. Full description at Econpapers \|\| Download paper	39
8	2006	Do Precious Metals Shine? An Investment Perspective. (2006). faff, robert ; Draper, Paul ; Hillier, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:98-106. Full description at Econpapers \|\| Download paper	35
9	1999	The Detection of Earnings Manipulation. (1999). Beneish, Messod D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:5:p:24-36. Full description at Econpapers \|\| Download paper	34
10	2006	The Strategic and Tactical Value of Commodity Futures. (2006). Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:69-97. Full description at Econpapers \|\| Download paper	28
11	2011	Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly. (2011). Baker, Malcolm ; Wurgler, Jeffrey ; Bradley, Brendan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:67:y:2011:i:1:p:40-54. Full description at Econpapers \|\| Download paper	23
12	2000	Socially Responsible Mutual Funds (corrected). (2000). Statman, Meir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:3:p:30-39. Full description at Econpapers \|\| Download paper	22
13	2020	Public Sentiment and the Price of Corporate Sustainability. (2020). Serafeim, George. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:2:p:26-46. Full description at Econpapers \|\| Download paper	22
14	2009	The Wages of Social Responsibility. (2009). Statman, Meir ; Glushkov, Denys. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:4:p:33-46. Full description at Econpapers \|\| Download paper	19
15	2019	Corporate Governance, ESG, and Stock Returns around the World. (2019). Khan, Mozaffar. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:103-123. Full description at Econpapers \|\| Download paper	18
16	2005	The Eco-Efficiency Premium Puzzle. (2005). Bauer, Rob ; Guenster, Nadja ; Koedijk, Kees ; Derwall, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:51-63. Full description at Econpapers \|\| Download paper	17
17	2002	The Statistics of Sharpe Ratios. (2002). Lo, Andrew W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:4:p:36-52. Full description at Econpapers \|\| Download paper	16
18	2004	How Regimes Affect Asset Allocation. (2004). Bekaert, Geert ; Ang, Andrew. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:2:p:86-99. Full description at Econpapers \|\| Download paper	16
19	2017	News vs. Sentiment: Predicting Stock Returns from News Stories. (2017). Heston, Steven L ; Sinha, Nitish Ranjan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:3:p:67-83. Full description at Econpapers \|\| Download paper	16
20	2005	Fundamental Indexation. (2005). Arnott, Robert D ; Moore, Philip ; Hsu, Jason. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:83-99. Full description at Econpapers \|\| Download paper	15
21	2010	Does Simple Pairs Trading Still Work?. (2010). faff, robert ; Do, Binh. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:4:p:83-95. Full description at Econpapers \|\| Download paper	15
22	1996	Political Risk, Economic Risk, and Financial Risk. (1996). Viskanta, Tadas E ; Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:29-46. Full description at Econpapers \|\| Download paper	14
23	2001	Default Parameter Estimation Using Market Prices. (2001). Jarrow, Robert. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:5:p:75-92. Full description at Econpapers \|\| Download paper	14
24	2000	Investor Sentiment and Stock Returns. (2000). Statman, Meir ; Fisher, Kenneth L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:2:p:16-23. Full description at Econpapers \|\| Download paper	13
25	1999	The Early History of Portfolio Theory: 1600â1960. (1999). Markowitz, Harry M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:4:p:5-16. Full description at Econpapers \|\| Download paper	13
26	2022	Which Corporate ESG News Does the Market React To?. (2022). Serafeim, George ; Yoon, Aaron. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:1:p:59-78. Full description at Econpapers \|\| Download paper	12
27	2020	The Shift from Active to Passive Investing: Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick ; Kruttli, Mathias ; Osambela, Emilio. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:4:p:23-39. Full description at Econpapers \|\| Download paper	12
28	2004	Board Composition and Corporate Fraud. (2004). Szewczyk, Samuel H ; Varma, Raj ; Uzun, Hatice. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:3:p:33-43. Full description at Econpapers \|\| Download paper	12
29	2012	Emerging Local Currency Bond Markets. (2012). Burger, John ; Warnock, Veronica Cacdac. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:73-93. Full description at Econpapers \|\| Download paper	11
30	2002	Multiples Used to Estimate Corporate Value. (2002). Lie, Heidi J. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:2:p:44-54. Full description at Econpapers \|\| Download paper	11
31	2002	What Risk Premium Is âNormalâ?. (2002). Arnott, Robert D ; Bernstein, Peter L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:2:p:64-85. Full description at Econpapers \|\| Download paper	11
32	2003	Portfolio Optimization with Tracking-Error Constraints. (2003). Jorion, Philippe. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:59:y:2003:i:5:p:70-82. Full description at Econpapers \|\| Download paper	10
33	1997	The Finite Horizon Expected Return Model. (1997). Gordon, Myron J. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:53:y:1997:i:3:p:52-61. Full description at Econpapers \|\| Download paper	10
34	2001	Are Two Factors Enough? The U.K. Evidence. (2001). Leledakis, George ; Davidson, Ian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:6:p:96-105. Full description at Econpapers \|\| Download paper	10
35	2017	Factor Investing in the Corporate Bond Market. (2017). Houweling, Patrick ; van Zundert, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:2:p:100-115. Full description at Econpapers \|\| Download paper	9
36	2019	Machine Learning for Stock Selection. (2019). Jones, Robert C ; Rasekhschaffe, Keywan Christian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:3:p:70-88. Full description at Econpapers \|\| Download paper	9
37	2022	Net-Zero Carbon Portfolio Alignment. (2022). Kacperczyk, Marcin ; Bolton, Patrick ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:2:p:19-33. Full description at Econpapers \|\| Download paper	9
38	2002	Increased Correlation in Bear Markets. (2002). Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:1:p:87-94. Full description at Econpapers \|\| Download paper	9
39	2010	Skulls, Financial Turbulence, and Risk Management. (2010). Li, Yuanzhen ; Kritzman, Mark. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:5:p:30-41. Full description at Econpapers \|\| Download paper	8
40	1999	Science and Technology as Predictors of Stock Performance. (1999). Deng, Zhen ; Narin, Francis ; Lev, Baruch. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:3:p:20-32. Full description at Econpapers \|\| Download paper	8
41	1998	The Information Ratio. (1998). Goodwin, Thomas H. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:54:y:1998:i:4:p:34-43. Full description at Econpapers \|\| Download paper	8
42	2000	Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?. (2000). Ibbotson, Roger G ; Kaplan, Paul D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:1:p:26-33. Full description at Econpapers \|\| Download paper	8
43	1996	Political Risk in Emerging and Developed Markets. (1996). Stevens, Ross L ; Diamonte, Robin L ; Liew, John M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:3:p:71-76. Full description at Econpapers \|\| Download paper	8
44	2009	Governance Role of Analyst Coverage and Investor Protection. (2009). Sun, Jerry. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:6:p:52-64. Full description at Econpapers \|\| Download paper	8
45	2007	Gender Differences in Risk Aversion and Expected Retirement Benefits. (2007). McNaughton, Mark ; Watson, John. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:63:y:2007:i:4:p:52-62. Full description at Econpapers \|\| Download paper	7
46	2012	Will My Risk Parity Strategy Outperform?. (2012). Bianchi, Stephen W ; Anderson, Robert M ; Goldberg, Lisa R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:6:p:75-93. Full description at Econpapers \|\| Download paper	7
47	2003	Quantifying Credit Risk I: Default Prediction. (2003). Kealhofer, Stephen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:59:y:2003:i:1:p:30-44. Full description at Econpapers \|\| Download paper	7
48	2013	Earnings Manipulation and Expected Returns. (2013). Lee, Charles ; Beneish, Messod D ; Nichols, Craig D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:69:y:2013:i:2:p:57-82. Full description at Econpapers \|\| Download paper	7
49	2023	Allocating to Thematic Investments. (2023). Perchet, Romain ; de Carvalho, Raul Leote ; Somefun, Koye ; Yin, Chenyang. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:79:y:2023:i:1:p:18-36. Full description at Econpapers \|\| Download paper	7
50	1996	Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds. (1996). Kishore, Vellore M ; Altman, Edward I. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:57-64. Full description at Econpapers \|\| Download paper	7

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2018	Why and How Investors Use ESG Information: Evidence from a Global Survey. (2018). Serafeim, George ; Amel-Zadeh, Amir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:74:y:2018:i:3:p:87-103. Full description at Econpapers \|\| Download paper	127
2	2021	ESG Rating Disagreement and Stock Returns. (2021). Krueger, Philipp ; Brandon, Rajna Gibson ; Schmidt, Peter Steffen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:4:p:104-127. Full description at Econpapers \|\| Download paper	97
3	2012	Index Investment and the Financialization of Commodities. (2012). Tang, Ke ; Xiong, Wei. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:6:p:54-74. Full description at Econpapers \|\| Download paper	54
4	2016	Hedging Climate Risk. (2016). Bolton, Patrick ; Andersson, Mats ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:72:y:2016:i:3:p:13-32. Full description at Econpapers \|\| Download paper	37
5	2006	Facts and Fantasies about Commodity Futures. (2006). Rouwenhorst, Geert K ; Gorton, Gary. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:47-68. Full description at Econpapers \|\| Download paper	37
6	1999	The Detection of Earnings Manipulation. (1999). Beneish, Messod D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:5:p:24-36. Full description at Econpapers \|\| Download paper	27
7	2006	The Strategic and Tactical Value of Commodity Futures. (2006). Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:69-97. Full description at Econpapers \|\| Download paper	24
8	2020	Public Sentiment and the Price of Corporate Sustainability. (2020). Serafeim, George. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:2:p:26-46. Full description at Econpapers \|\| Download paper	22
9	2011	Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly. (2011). Baker, Malcolm ; Wurgler, Jeffrey ; Bradley, Brendan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:67:y:2011:i:1:p:40-54. Full description at Econpapers \|\| Download paper	20
10	2000	Socially Responsible Mutual Funds (corrected). (2000). Statman, Meir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:3:p:30-39. Full description at Econpapers \|\| Download paper	19
11	2019	Corporate Governance, ESG, and Stock Returns around the World. (2019). Khan, Mozaffar. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:103-123. Full description at Econpapers \|\| Download paper	18
12	2006	Do Precious Metals Shine? An Investment Perspective. (2006). faff, robert ; Draper, Paul ; Hillier, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:98-106. Full description at Econpapers \|\| Download paper	17
13	2005	The Eco-Efficiency Premium Puzzle. (2005). Bauer, Rob ; Guenster, Nadja ; Koedijk, Kees ; Derwall, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:51-63. Full description at Econpapers \|\| Download paper	16
14	2009	The Wages of Social Responsibility. (2009). Statman, Meir ; Glushkov, Denys. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:4:p:33-46. Full description at Econpapers \|\| Download paper	15
15	2017	News vs. Sentiment: Predicting Stock Returns from News Stories. (2017). Heston, Steven L ; Sinha, Nitish Ranjan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:3:p:67-83. Full description at Econpapers \|\| Download paper	14
16	2002	The Statistics of Sharpe Ratios. (2002). Lo, Andrew W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:4:p:36-52. Full description at Econpapers \|\| Download paper	14
17	2000	Investor Sentiment and Stock Returns. (2000). Statman, Meir ; Fisher, Kenneth L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:2:p:16-23. Full description at Econpapers \|\| Download paper	13
18	1996	Political Risk, Economic Risk, and Financial Risk. (1996). Viskanta, Tadas E ; Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:29-46. Full description at Econpapers \|\| Download paper	13
19	2010	Does Simple Pairs Trading Still Work?. (2010). faff, robert ; Do, Binh. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:4:p:83-95. Full description at Econpapers \|\| Download paper	13
20	1999	The Early History of Portfolio Theory: 1600â1960. (1999). Markowitz, Harry M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:4:p:5-16. Full description at Econpapers \|\| Download paper	13
21	2022	Which Corporate ESG News Does the Market React To?. (2022). Serafeim, George ; Yoon, Aaron. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:1:p:59-78. Full description at Econpapers \|\| Download paper	12
22	2004	Board Composition and Corporate Fraud. (2004). Szewczyk, Samuel H ; Varma, Raj ; Uzun, Hatice. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:3:p:33-43. Full description at Econpapers \|\| Download paper	12
23	2004	Hedge Fund Benchmarks: A Risk-Based Approach. (2004). Fung, William ; Hsieh, David A. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:5:p:65-80. Full description at Econpapers \|\| Download paper	12
24	2004	How Regimes Affect Asset Allocation. (2004). Bekaert, Geert ; Ang, Andrew. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:2:p:86-99. Full description at Econpapers \|\| Download paper	11
25	2020	The Shift from Active to Passive Investing: Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick ; Kruttli, Mathias ; Osambela, Emilio. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:4:p:23-39. Full description at Econpapers \|\| Download paper	10
26	2022	Net-Zero Carbon Portfolio Alignment. (2022). Kacperczyk, Marcin ; Bolton, Patrick ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:2:p:19-33. Full description at Econpapers \|\| Download paper	9
27	2019	Machine Learning for Stock Selection. (2019). Jones, Robert C ; Rasekhschaffe, Keywan Christian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:3:p:70-88. Full description at Econpapers \|\| Download paper	8
28	2017	Factor Investing in the Corporate Bond Market. (2017). Houweling, Patrick ; van Zundert, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:2:p:100-115. Full description at Econpapers \|\| Download paper	8
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30	2017	Inefficiencies in the Pricing of Exchange-Traded Funds. (2017). Petajisto, Antti. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:1:p:24-54. Full description at Econpapers \|\| Download paper	7
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32	2021	Enhanced Portfolio Optimization. (2021). Pedersen, Lasse Heje ; Levine, Ari ; Babu, Abhilash. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:2:p:124-151. Full description at Econpapers \|\| Download paper	7
33	2010	Skulls, Financial Turbulence, and Risk Management. (2010). Li, Yuanzhen ; Kritzman, Mark. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:5:p:30-41. Full description at Econpapers \|\| Download paper	7
34	2023	Allocating to Thematic Investments. (2023). Perchet, Romain ; de Carvalho, Raul Leote ; Somefun, Koye ; Yin, Chenyang. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:79:y:2023:i:1:p:18-36. Full description at Econpapers \|\| Download paper	7
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39	2000	Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?. (2000). Ibbotson, Roger G ; Kaplan, Paul D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:1:p:26-33. Full description at Econpapers \|\| Download paper	6
40	2012	Exchange-Traded Funds, Market Structure, and the Flash Crash. (2012). Madhavan, Ananth. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:20-35. Full description at Econpapers \|\| Download paper	6
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43	2010	In Defense of Optimization: The Fallacy of 1/N. (2010). Page, Sebastien ; Kritzman, Mark ; Turkington, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:2:p:31-39. Full description at Econpapers \|\| Download paper	6
44	2019	The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror. (2019). Sharpe, Steven ; Engstrom, Eric C. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:37-49. Full description at Econpapers \|\| Download paper	5
45	2007	Industry Classifications and Return Comovement. (2007). , Louis ; Lakonishok, Josef ; Swaminathan, Bhaskaran. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:63:y:2007:i:6:p:56-70. Full description at Econpapers \|\| Download paper	5
46	2009	Liquidity and the Post-Earnings-Announcement Drift. (2009). Goyal, Amit ; Chordia, Tarun ; Sadka, Ronnie ; Shivakumar, Lakshmanan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:4:p:18-32. Full description at Econpapers \|\| Download paper	5
47	2021	Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits. (2021). Utz, Sebastian ; Fauser, Daniel V. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:2:p:43-65. Full description at Econpapers \|\| Download paper	5
48	2001	News or Noise? Internet Postings and Stock Prices. (2001). Tumarkin, Robert ; Whitelaw, Robert F. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:3:p:41-51. Full description at Econpapers \|\| Download paper	5
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50	1999	Behaviorial Finance: Past Battles and Future Engagements. (1999). Statman, Meir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:6:p:18-27. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 31

Year	Title
2024	Environmental, social, and governance performance and corporate debt maturity in China. (2024). Huang, Zizhen ; Zhou, Mengling ; Jiang, Kangqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002813. Full description at Econpapers \|\| Download paper
2024	Reputation and recency: How do aggressive short sellers assess ESG-Related Information?. (2024). Christophe, Stephen E ; Hsieh, Jim ; Lee, Hun. In: Journal of Business Research. RePEc:eee:jbrese:v:180:y:2024:i:c:s0148296324002224. Full description at Econpapers \|\| Download paper
2024	Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3. Full description at Econpapers \|\| Download paper
2024	Energy transition and non-energy firmsâ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669. Full description at Econpapers \|\| Download paper
2024	Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach. (2024). Durani, Farah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-71. Full description at Econpapers \|\| Download paper
2024	Optimal ecological transition path of a credit portfolio distribution, based on multidate MongeâKantorovich formulation. (2024). Lage, Clara ; Gobet, Emmanuel. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05385-4. Full description at Econpapers \|\| Download paper
2024	Is ESG investment rewarded or just doing good? Evidence from China. (2024). Zheng, Yihe ; Wang, Zhuo ; Shi, Chunpei ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007044. Full description at Econpapers \|\| Download paper
2024	ESG rating results and corporate total factor productivity. (2024). Jin, Yifei ; Xue, Qinyuan ; Zhang, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003132. Full description at Econpapers \|\| Download paper
2024	Auditor sustainability focus and client sustainability reporting. (2024). Tang, Jing ; Liu, Manlu ; Zhao, Xinlei ; Zhang, Yiyang ; Walton, Stephanie. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:113:y:2024:i:c:s0361368223000831. Full description at Econpapers \|\| Download paper
2024	Retail investors and ESG news. (2024). Watts, Edward M ; Li, Qianqian ; Zhu, Christina. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:2:s0165410124000491. Full description at Econpapers \|\| Download paper
2024	The impact of monetary and fiscal policy on FinTech firms during the crisis. (2024). Kakhkharov, Jakhongir ; Akhtaruzzaman, MD ; Bianchi, Robert J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005483. Full description at Econpapers \|\| Download paper
2024	Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1. Full description at Econpapers \|\| Download paper
2024	Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525. Full description at Econpapers \|\| Download paper
2024	Bank affiliation and lottery-like characteristics of mutual funds. (2024). Wang, Xiaoxiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:944-963. 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	Driving renewable energy innovation investments: Is venture capital a novel strategic choice? Evidence from China. (2024). Lin, Boqiang ; Xie, Yongjing. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pc:s0960148124019244. Full description at Econpapers \|\| Download paper
2024	How Overconfident Financial Knowledge Hinders Retirement Planning? Mediating Analysis and Heterogeneity of Retirement Funding Sources. (2024). Fan, Yingchao ; Chen, Jinwei ; Jiang, Guohai. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241242615. Full description at Econpapers \|\| Download paper
2024	Impact of a new regulatory policy on thematic and monthly distribution funds in Japan. (2024). Kitamura, Tomoki ; Omori, Kozo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000978. Full description at Econpapers \|\| Download paper
2024	Value of climate change news: A textual analysis. (2024). Fretheim, Torun ; Allahdadi, Mohammad R ; Vindedal, Kjetil. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001248. Full description at Econpapers \|\| Download paper
2024	Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model. (2024). Du, Huayun ; Li, Jizu ; Zhang, Zhicheng ; Guo, Yanyu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10534-9. Full description at Econpapers \|\| Download paper
2024	The backfire of mutual funds balancing financial objectives in ESG investments: Evidence from China. (2024). Ge, Xiaowen ; Xiong, Yeqin ; Xue, Minggao ; Luo, Qiling. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006185. Full description at Econpapers \|\| Download paper
2024	Herausforderungen des finanziellen Risikomanagements: Eine empirische Untersuchung des Value at Risk-Ansatzes in Stresssituationen. (2024). Nastansky, Andreas ; Barz, Till. In: Statistische DiskussionsbeitrÃ¤ge. RePEc:pot:statdp:57. Full description at Econpapers \|\| Download paper
2024	The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana. In: The Review of Finance and Banking. RePEc:rfb:journl:v:16:y:2024:i:2:p:273-293. Full description at Econpapers \|\| Download paper
2024	International operations and international influences â Investing in UK firms. (2024). Chadha, Pearlean ; Berrill, Jenny. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006361. Full description at Econpapers \|\| Download paper
2024	Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061. Full description at Econpapers \|\| Download paper
2024	New Zealand long-term equity returns and their determinants. (2024). Ma, Rui ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001148. Full description at Econpapers \|\| Download paper
2024	Multiple Large Shareholders and ESG Performance: Evidence from Shareholder Friction. (2024). Lin, Zhijun ; Zhang, Qidi ; Deng, Chuyao. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:15:p:6558-:d:1447131. Full description at Econpapers \|\| Download paper
2024	Striving for Business Sustainability: Understanding the Interplay and Impact of Sustainable Finance, Environmental Social Governance Strategy, and Information Technology Integration on Sustainable Enterprise Performance. (2024). Kapoor, Samridhi ; Pandey, Shatrudhan ; Kharat, Mukesh Govind ; Parhi, Shreyanshu. In: Circular Economy and Sustainability. RePEc:spr:circec:v:4:y:2024:i:4:d:10.1007_s43615-024-00405-2. Full description at Econpapers \|\| Download paper
2024	The impact of climate engagement: A field experiment. (2024). Klbel, Julian ; Heeb, Florian. In: SAFE Working Paper Series. RePEc:zbw:safewp:308043. Full description at Econpapers \|\| Download paper
2024	Market volatility, momentum, and reversal: a switching strategy. (2024). Sadaqat, Mohsin ; Kolari, James W ; Butt, Hilal Anwar. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00372-1. Full description at Econpapers \|\| Download paper
2024	Market tempo: Decoding information speed across global stock markets. (2024). Ariff, Mohamed ; Bhatti, Ishaq M ; Erfanian, Azadeh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006270. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Hopfield Networks for Asset Allocation. (2024). Gopalan, Monisha ; Staiano, Jacopo ; Nicolini, Carlo ; Lepri, Bruno. In: Papers. RePEc:arx:papers:2407.17645. Full description at Econpapers \|\| Download paper
2024	Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817. Full description at Econpapers \|\| Download paper
2024	Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x. Full description at Econpapers \|\| Download paper
2024	Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x. Full description at Econpapers \|\| Download paper
2024	Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?. (2024). Oehler, Andreas ; Horn, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005003. Full description at Econpapers \|\| Download paper
2024	Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models. (2024). OMRI, Anis ; Goodell, John W ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009929. Full description at Econpapers \|\| Download paper
2024	Momentum on historical high. (2024). Tomtosov, Aleksandr. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012455. Full description at Econpapers \|\| Download paper
2024	From Man vs. Machine to Man + Machine: The art and AI of stock analyses. (2024). Jiang, Wei ; Cao, Sean ; Wang, Junbo ; Yang, Baozhong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001338. Full description at Econpapers \|\| Download paper
2024	The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document

Recent citations received in 2022

Year	Citing document
2022	Is corporate transparency the solution to political failure on our greatest problems? A discussion of Darendeli, Fiechter, Hitz, and Lehmann (2022). (2022). Christensen, Hans B. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000659. Full description at Econpapers \|\| Download paper
2022	Does greater private firm disclosure affect public equity markets? A discussion of Kim and Olbert (2022). (2022). Minnis, Michael. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000660. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	86	87
2	Papers / arXiv.org	95	70
3	International Review of Economics & Finance / Elsevier	65	63
4	Journal of Asset Management / Palgrave Macmillan	23	60
5	Annals of Operations Research / Springer	53	59
6	Sustainability / MDPI	75	56
7	Research in International Business and Finance / Elsevier	58	55
8	Finance Research Letters / Elsevier	87	42
9	Pacific-Basin Finance Journal / Elsevier	60	33
10	Journal of Banking & Finance / Elsevier	184	30
11	The North American Journal of Economics and Finance / Elsevier	52	29