Financial Markets and Portfolio Management / Springer
Citation Profile [Updated: 2026-11-05 10:50:02]
5 Years H Index
22
Impact Factor (IF)
0.43
5 Years IF
0.52
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2004 | 0 | 0.47 | 0.2 | 0 | 5 | 5 | 17 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2005 | 0.2 | 0.51 | 0.12 | 0.2 | 20 | 25 | 109 | 2 | 4 | 5 | 1 | 5 | 1 | 1 | 50 | 1 | 0.05 | 0.23 |
| 2006 | 0.24 | 0.5 | 0.28 | 0.24 | 33 | 58 | 266 | 16 | 20 | 25 | 6 | 25 | 6 | 12 | 75 | 10 | 0.3 | 0.22 |
| 2007 | 0.28 | 0.44 | 0.38 | 0.26 | 32 | 90 | 282 | 34 | 54 | 53 | 15 | 58 | 15 | 24 | 70.6 | 8 | 0.25 | 0.2 |
| 2008 | 0.49 | 0.47 | 0.4 | 0.4 | 19 | 109 | 147 | 42 | 98 | 65 | 32 | 90 | 36 | 11 | 26.2 | 2 | 0.11 | 0.22 |
| 2009 | 0.45 | 0.46 | 0.38 | 0.39 | 26 | 135 | 185 | 50 | 149 | 51 | 23 | 109 | 42 | 13 | 26 | 4 | 0.15 | 0.23 |
| 2010 | 0.56 | 0.46 | 0.48 | 0.57 | 28 | 163 | 151 | 79 | 228 | 45 | 25 | 130 | 74 | 16 | 20.3 | 2 | 0.07 | 0.2 |
| 2011 | 0.54 | 0.5 | 0.57 | 0.59 | 28 | 191 | 250 | 109 | 337 | 54 | 29 | 138 | 81 | 34 | 31.2 | 4 | 0.14 | 0.23 |
| 2012 | 0.38 | 0.5 | 0.53 | 0.56 | 25 | 216 | 126 | 114 | 451 | 56 | 21 | 133 | 75 | 25 | 21.9 | 7 | 0.28 | 0.21 |
| 2013 | 0.45 | 0.53 | 0.54 | 0.6 | 20 | 236 | 126 | 128 | 579 | 53 | 24 | 126 | 76 | 21 | 16.4 | 3 | 0.15 | 0.23 |
| 2014 | 0.53 | 0.53 | 0.48 | 0.5 | 20 | 256 | 72 | 122 | 701 | 45 | 24 | 127 | 63 | 20 | 16.4 | 3 | 0.15 | 0.22 |
| 2015 | 0.55 | 0.52 | 0.41 | 0.53 | 20 | 276 | 39 | 113 | 814 | 40 | 22 | 121 | 64 | 6 | 5.3 | 3 | 0.15 | 0.21 |
| 2016 | 0.15 | 0.49 | 0.41 | 0.49 | 25 | 301 | 95 | 122 | 936 | 40 | 6 | 113 | 55 | 5 | 4.1 | 2 | 0.08 | 0.2 |
| 2017 | 0.24 | 0.5 | 0.41 | 0.35 | 21 | 322 | 35 | 132 | 1068 | 45 | 11 | 110 | 38 | 6 | 4.5 | 0 | 0.2 | |
| 2018 | 0.15 | 0.52 | 0.34 | 0.31 | 20 | 342 | 35 | 117 | 1185 | 46 | 7 | 106 | 33 | 4 | 3.4 | 0 | 0.22 | |
| 2019 | 0.07 | 0.53 | 0.36 | 0.2 | 19 | 361 | 122 | 128 | 1314 | 41 | 3 | 106 | 21 | 3 | 2.3 | 4 | 0.21 | 0.21 |
| 2020 | 0.46 | 0.62 | 0.42 | 0.35 | 21 | 382 | 104 | 159 | 1473 | 39 | 18 | 105 | 37 | 10 | 6.3 | 3 | 0.14 | 0.29 |
| 2021 | 0.7 | 0.72 | 0.44 | 0.45 | 21 | 403 | 42 | 178 | 1651 | 40 | 28 | 106 | 48 | 6 | 3.4 | 5 | 0.24 | 0.26 |
| 2022 | 0.4 | 0.71 | 0.34 | 0.46 | 21 | 424 | 19 | 146 | 1797 | 42 | 17 | 102 | 47 | 3 | 2.1 | 0 | 0.21 | |
| 2023 | 0.24 | 0.66 | 0.32 | 0.54 | 21 | 445 | 39 | 141 | 1938 | 42 | 10 | 102 | 55 | 7 | 5 | 3 | 0.14 | 0.19 |
| 2024 | 0.38 | 0.69 | 0.36 | 0.68 | 21 | 466 | 10 | 168 | 2106 | 42 | 16 | 103 | 70 | 6 | 3.6 | 2 | 0.1 | 0.2 |
| 2025 | 0.43 | 0.91 | 0.31 | 0.52 | 19 | 485 | 3 | 149 | 2255 | 42 | 18 | 105 | 55 | 4 | 2.7 | 0 | 0.26 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Bank, Matthias ; Larch, Martin ; Peter, Georg. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 154 |
| 2 | 2007 | Heterogeneous multiple bank financing: does it reduce inefficient credit-renegotiation incidences?. (2007). Bannier, Christina. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:445-470. Full description at Econpapers || Download paper | 69 |
| 3 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 60 |
| 4 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 51 |
| 5 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Drobetz, Wolfgang ; Gruninger, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 47 |
| 6 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 43 |
| 7 | 2020 | Diversification and portfolio theory: a review. (2020). Koumou, Nettey Boevi Gilles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper | 41 |
| 8 | 2006 | Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360. Full description at Econpapers || Download paper | 40 |
| 9 | 2007 | Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers || Download paper | 39 |
| 10 | 2006 | Performance measurement of hedge funds using data envelopment analysis. (2006). Eling, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:442-471. Full description at Econpapers || Download paper | 33 |
| 11 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 33 |
| 12 | 2009 | Liquidity risk, credit risk, and the federal reserveâs responses to the crisis. (2009). Sarkar, Asani. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:335-348. Full description at Econpapers || Download paper | 32 |
| 13 | 2019 | Common risk factors in international stock markets. (2019). Wagner, Alexander ; Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3. Full description at Econpapers || Download paper | 32 |
| 14 | 2006 | Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32. Full description at Econpapers || Download paper | 32 |
| 15 | 2010 | Common (stock) sense about risk-shifting and bank bailouts. (2010). Wu, Yan Wendy ; Wilson, Linus. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:1:p:3-29. Full description at Econpapers || Download paper | 29 |
| 16 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 27 |
| 17 | 2005 | The Valuation of Structured Products: Empirical Findings for the Swiss Market. (2005). Wohlwend, Hanspeter ; Grunbichler, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:4:p:361-380. Full description at Econpapers || Download paper | 25 |
| 18 | 2010 | Do financial advisors exhibit myopic loss aversion?. (2010). Kvaløy, Ola ; Eriksen, Kristoffer . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:159-170. Full description at Econpapers || Download paper | 24 |
| 19 | 2008 | Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers || Download paper | 24 |
| 20 | 2006 | Signaling Power of Open Market Share Repurchases in Germany. (2006). Hackethal, Andreas ; Zdantchouk, Alexandre. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:2:p:123-151. Full description at Econpapers || Download paper | 23 |
| 21 | 2010 | Pair-copulas modeling in finance. (2010). Leal, Ricardo ; Semeraro, Mariangela ; Mendes, Beatriz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:193-213. Full description at Econpapers || Download paper | 23 |
| 22 | 2020 | The effect of ETFs on financial markets: a literature review. (2020). Liebi, Luca J. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00349-1. Full description at Econpapers || Download paper | 22 |
| 23 | 2009 | The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135. Full description at Econpapers || Download paper | 22 |
| 24 | 2013 | The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?. (2013). Silva, Florinda ; Areal, Nelson ; Cortez, Maria . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:397-429. Full description at Econpapers || Download paper | 22 |
| 25 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 22 |
| 26 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 22 |
| 27 | 2013 | Corporate diversification and firm value: a survey of recent literature. (2013). Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas ; Matz, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers || Download paper | 22 |
| 28 | 2013 | Loan growth and bank risk: new evidence. (2013). Murcia, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:4:p:365-379. Full description at Econpapers || Download paper | 21 |
| 29 | 2011 | Competition in securities markets: the impact on liquidity. (2011). Chlistalla, Michael ; Lutat, Marco. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers || Download paper | 21 |
| 30 | 2009 | Do German security analysts herd?. (2009). Naujoks, Marcel ; Aretz, Kevin ; Walter, Andreas ; Kerl, Alexander. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:3-29. Full description at Econpapers || Download paper | 21 |
| 31 | 2007 | Feasible momentum strategies: Evidence from the Swiss stock market. (2007). Schmid, Markus ; Rey, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:325-352. Full description at Econpapers || Download paper | 20 |
| 32 | 2007 | An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers || Download paper | 19 |
| 33 | 2008 | Optimal investments in volatility. (2008). Hafner, Reinhold ; Wallmeier, Martin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:147-167. Full description at Econpapers || Download paper | 18 |
| 34 | 2012 | Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108. Full description at Econpapers || Download paper | 18 |
| 35 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Walter, Ingo ; Saunders, Anthony. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 18 |
| 36 | 2013 | Can exchange traded funds be used to exploit industry and country momentum?. (2013). Swinkels, Laurens ; Liam Tjong-A-Tjoe, ; Andreu, Laura. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:127-148. Full description at Econpapers || Download paper | 17 |
| 37 | 2021 | COVID-19âs impact on real estate markets: review and outlook. (2021). Weigand, Alois ; Füss, Roland ; Fuss, Roland ; Balemi, Nadia. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00384-6. Full description at Econpapers || Download paper | 17 |
| 38 | 2006 | Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers || Download paper | 17 |
| 39 | 2007 | Shareholder wealth gains through better corporate governanceâThe case of European LBO-transactions. (2007). Andres, Christian ; Weir, Charlie ; Betzer, Andre. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:4:p:403-424. Full description at Econpapers || Download paper | 17 |
| 40 | 2019 | Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7. Full description at Econpapers || Download paper | 17 |
| 41 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Fuss, Roland ; Morawski, Jaroslaw ; Rehkugler, Heinz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers || Download paper | 17 |
| 42 | 2019 | Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6. Full description at Econpapers || Download paper | 17 |
| 43 | 2006 | Provincial preferences in private equity. (2006). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:369-398. Full description at Econpapers || Download paper | 17 |
| 44 | 2006 | A fully parametric approach to return modelling and risk management of hedge funds. (2006). Kassberger, Stefan ; Kiesel, Rudiger. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:4:p:472-491. Full description at Econpapers || Download paper | 17 |
| 45 | 2007 | Credit default swap prices as risk indicators of listed German banks. (2007). Dullmann, Klaus ; Sosinska, Agnieszka. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:269-292. Full description at Econpapers || Download paper | 16 |
| 46 | 2009 | Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:1:p:93-103. Full description at Econpapers || Download paper | 15 |
| 47 | 2009 | Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; Beltran-Lopez, Helena . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:3:p:209-242. Full description at Econpapers || Download paper | 15 |
| 48 | 2007 | Philippe Jorion: Value at Risk â The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398. Full description at Econpapers || Download paper | 15 |
| 49 | 2019 | Machine learning in empirical asset pricing. (2019). Weigand, Alois. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00326-3. Full description at Econpapers || Download paper | 14 |
| 50 | 2006 | The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337. Full description at Econpapers || Download paper | 14 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Diversification and portfolio theory: a review. (2020). Koumou, Nettey Boevi Gilles. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper | 22 |
| 2 | 2011 | Google search volume and its influence on liquidity and returns of German stocks. (2011). Bank, Matthias ; Larch, Martin ; Peter, Georg. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264. Full description at Econpapers || Download paper | 21 |
| 3 | 2020 | The effect of ETFs on financial markets: a literature review. (2020). Liebi, Luca J. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00349-1. Full description at Econpapers || Download paper | 19 |
| 4 | 2021 | COVID-19âs impact on real estate markets: review and outlook. (2021). Weigand, Alois ; Füss, Roland ; Fuss, Roland ; Balemi, Nadia. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00384-6. Full description at Econpapers || Download paper | 12 |
| 5 | 2019 | Common risk factors in international stock markets. (2019). Wagner, Alexander ; Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Ziegler, Andreas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:3:d:10.1007_s11408-019-00334-3. Full description at Econpapers || Download paper | 12 |
| 6 | 2016 | How safe are the safe haven assets?. (2016). Kopyl, Kateryna Anatoliyevna ; Lee, John Byong-Tek. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:4:d:10.1007_s11408-016-0277-5. Full description at Econpapers || Download paper | 11 |
| 7 | 2017 | The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7. Full description at Econpapers || Download paper | 8 |
| 8 | 2023 | Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. Full description at Econpapers || Download paper | 8 |
| 9 | 2019 | Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach. (2019). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00330-7. Full description at Econpapers || Download paper | 8 |
| 10 | 2019 | Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6. Full description at Econpapers || Download paper | 7 |
| 11 | 2007 | Corporate cash holdings: Evidence from Switzerland. (2007). Drobetz, Wolfgang ; Gruninger, Matthias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:293-324. Full description at Econpapers || Download paper | 7 |
| 12 | 2022 | How online discussion board activity affects stock trading: the case of GameStop. (2022). Harries, Jan Philipp ; Betzer, Andre. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:4:d:10.1007_s11408-022-00407-w. Full description at Econpapers || Download paper | 6 |
| 13 | 2023 | Will the reddit rebellion take you to the moon? Evidence from WallStreetBets. (2023). Morillon, Thibaut G ; Chacon, Ryan G ; Wang, Ruixiang. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00415-w. Full description at Econpapers || Download paper | 6 |
| 14 | 2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper | 6 |
| 15 | 2019 | Machine learning in empirical asset pricing. (2019). Weigand, Alois. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00326-3. Full description at Econpapers || Download paper | 6 |
| 16 | 2013 | Corporate diversification and firm value: a survey of recent literature. (2013). Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas ; Matz, Michael . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:2:p:187-215. Full description at Econpapers || Download paper | 6 |
| 17 | 2012 | Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:3-38. Full description at Econpapers || Download paper | 6 |
| 18 | 2012 | Funds of hedge funds: performance, risk and capital formation 2005 to 2010. (2012). Fung, William ; Naik, Narayan ; Hsieh, David ; Edelman, Daniel . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:87-108. Full description at Econpapers || Download paper | 5 |
| 19 | 2024 | Evaluating the influence of financial technology (FinTech) on sustainable finance: a comprehensive global analysis. (2024). Ullah, Saif ; Kashif, Muhammad ; Zaman, Mubasher ; Pinglu, Chen. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00439-w. Full description at Econpapers || Download paper | 5 |
| 20 | 2021 | Analyst herding and firm-level investor sentiment. (2021). Garcia, John. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00382-8. Full description at Econpapers || Download paper | 5 |
| 21 | 2014 | Forecasting market turbulence using regime-switching models. (2014). Zagst, Rudi ; Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:2:p:139-164. Full description at Econpapers || Download paper | 5 |
| 22 | 2007 | Philippe Jorion: Value at Risk â The New Benchmark for Managing Financial Risk. (2007). Wipplinger, Evert. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:3:p:397-398. Full description at Econpapers || Download paper | 5 |
| 23 | 2008 | How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146. Full description at Econpapers || Download paper | 4 |
| 24 | 2023 | Momentum: what do we know 30 years after Jegadeesh and Titmanâs seminal paper?. (2023). Wiest, Tobias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00417-8. Full description at Econpapers || Download paper | 4 |
| 25 | 2014 | Where is the value added of rebalancing? A systematic comparison of alternative rebalancing strategies. (2014). Drobetz, Wolfgang ; Wambach, Martin ; Dichtl, Hubert. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:28:y:2014:i:3:p:209-231. Full description at Econpapers || Download paper | 4 |
| 26 | 2021 | The better turbulence index? Forecasting adverse financial markets regimes with persistent homology. (2021). Flegel, Samuel ; Baitinger, Eduard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-020-00377-x. Full description at Econpapers || Download paper | 4 |
| 27 | 2023 | What we know about the low-risk anomaly: a literature review. (2023). Traut, Joshua. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00427-0. Full description at Econpapers || Download paper | 4 |
| 28 | 2023 | Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Bernoussi, Rim ; Rockinger, Michael. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6. Full description at Econpapers || Download paper | 4 |
| 29 | 2019 | Thematic portfolio optimization: challenging the core satellite approach. (2019). Nitzsch, Rudiger ; Methling, Florian. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00329-0. Full description at Econpapers || Download paper | 3 |
| 30 | 2019 | Does the market model provide a good counterfactual for event studies in finance?. (2019). Castro-Iragorri, Carlos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-019-00325-4. Full description at Econpapers || Download paper | 3 |
| 31 | 2023 | The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2. Full description at Econpapers || Download paper | 3 |
| 32 | 2007 | Advice and monitoring in venture finance. (2007). Johan, Sofia ; Cumming, Douglas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:1:p:3-43. Full description at Econpapers || Download paper | 3 |
| 33 | 2008 | Venture capital investment practices in Europe and the United States. (2008). Schwienbacher, Armin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:195-217. Full description at Econpapers || Download paper | 3 |
| 34 | 2011 | Competition in securities markets: the impact on liquidity. (2011). Chlistalla, Michael ; Lutat, Marco. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172. Full description at Econpapers || Download paper | 3 |
| 35 | 2020 | Factor exposures and diversification: Are sustainably screened portfolios any different?. (2020). Utz, Sebastian ; Gougler, Arnaud. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00354-4. Full description at Econpapers || Download paper | 3 |
| 36 | 2010 | Return dispersion and expected returns. (2010). Jiang, Xiaoquan. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:2:p:107-135. Full description at Econpapers || Download paper | 3 |
| 37 | 2008 | The nature of listed real estate companies: property or equity market?. (2008). Füss, Roland ; Fuss, Roland ; Morawski, Jaroslaw ; Rehkugler, Heinz . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:2:p:101-126. Full description at Econpapers || Download paper | 3 |
| 38 | 2019 | Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Caporale, Guglielmo Maria ; Oliinyk, Viktor. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5. Full description at Econpapers || Download paper | 3 |
| 39 | 2012 | Financial architecture, systemic risk, and universal banking. (2012). Walter, Ingo ; Saunders, Anthony. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:39-59. Full description at Econpapers || Download paper | 3 |
| 40 | 2007 | An application of the BlackâLitterman model with EGARCH-M-derived views for international portfolio management. (2007). Orlov, Alexei ; Beach, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:21:y:2007:i:2:p:147-166. Full description at Econpapers || Download paper | 3 |
| 41 | 2019 | Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries. (2019). giouvris, evangelos ; Said, Husaini. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00337-0. Full description at Econpapers || Download paper | 3 |
| 42 | 2006 | Board Members and Company Value. (2006). Yermack, David. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:33-47. Full description at Econpapers || Download paper | 3 |
| 43 | 2009 | Monetary policy shocks and stock returns: evidence from the British market. (2009). Montagnoli, Alberto ; MacDonald, Ronald ; Kontonikas, Alexandros ; Gregoriou, A.. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:23:y:2009:i:4:p:401-410. Full description at Econpapers || Download paper | 3 |
| 44 | 2017 | A good pair: alternative pairs-trading strategies. (2017). Smith, Richard ; Xu, Xun. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0280-x. Full description at Econpapers || Download paper | 3 |
| 45 | 2018 | A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9. Full description at Econpapers || Download paper | 3 |
| 46 | 2013 | Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:27:y:2013:i:3:p:275-297. Full description at Econpapers || Download paper | 2 |
| 47 | 2016 | Does female management influence firm performance? Evidence from Luxembourg banks. (2016). Reinert, Regina M ; Weigert, Florian ; Winnefeld, Christoph H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:2:d:10.1007_s11408-016-0266-8. Full description at Econpapers || Download paper | 2 |
| 48 | 2011 | Do option open-interest changes foreshadow future equity returns?. (2011). Doran, James ; Krieger, Kevin ; Fodor, Andy. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:3:p:265-280. Full description at Econpapers || Download paper | 2 |
| 49 | 2006 | Monetary Policy and Financial Markets. (2006). Hildebrand, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:20:y:2006:i:1:p:7-18. Full description at Econpapers || Download paper | 2 |
| 50 | 2020 | Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence. (2020). Abukari, Kobana ; Otchere, Isaac. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:4:d:10.1007_s11408-020-00363-3. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 18
| Year | Title | |
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| 2025 | The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset. (2025). Rink, Kevin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00763-2. Full description at Econpapers || Download paper | |
| 2025 | The board directorâs role in the relationship between organizational innovation and organizational learning in the sustainability innovation performance: an approximation from culture context. (2025). Salas, Jairo ; Salas-Paramo, Jairo ; Escandon-Barbosa, Diana. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:8:d:10.1007_s10668-024-04659-6. Full description at Econpapers || Download paper | |
| 2025 | Predictions of residential property price indices for China via machine learning models. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02080-3. Full description at Econpapers || Download paper | |
| 2025 | Forecasts of coking coal futures price indices through Gaussian process regressions. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00472-9. Full description at Econpapers || Download paper | |
| 2025 | Univariate and multivariate forecasting of the electricity futures curve using Dynamic Recurrent Neural Networks. (2025). Castello, Oleksandr ; Resta, Marina. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925008128. Full description at Econpapers || Download paper | |
| 2025 | How FinTech affects corporate resilience: From the perspective of mismatch correction. (2025). Zhang, Yishu ; Feng, Jinyu. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013340. Full description at Econpapers || Download paper | |
| 2025 | Steel price index forecasts through machine learning for northwest China. (2025). Xu, Xiaojie ; Jin, Bingzi. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:4:d:10.1007_s13563-024-00483-6. Full description at Econpapers || Download paper | |
| 2025 | On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends. (2025). Babaei, Esmaeil. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:1:d:10.1007_s00186-024-00881-0. Full description at Econpapers || Download paper | |
| 2025 | Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs. (2025). Nanyonga, Erina ; Davison, Matt. In: Papers. RePEc:arx:papers:2509.07718. Full description at Econpapers || Download paper | |
| 2025 | Exploring the landscape of financial inclusion through the lens of financial technologies: A review. (2025). Boitan, Iustina Alina ; Car, Rosella ; Fatima, Rabia ; Stoian, Andreea Maria. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015290. Full description at Econpapers || Download paper | |
| 2025 | Digital transformation and profitability in rural commercial banks. (2025). Tong, Zhaoyi ; Shen, Yang ; Jiang, Jing ; Mai, Haoning. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011250. Full description at Econpapers || Download paper | |
| 2025 | Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y. Full description at Econpapers || Download paper | |
| 2025 | A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076. Full description at Econpapers || Download paper | |
| 2025 | Domain Informed Negative Sampling Strategies for Dynamic Graph Embedding in Meme Stock Related Social Networks. (2025). Hui, Yunming ; Trimborn, Simon ; Zwetsloot, Inez Maria ; Rudinac, Stevan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250003. Full description at Econpapers || Download paper | |
| 2025 | Algorithmic Echo Chamber: How AI and Social Media Platforms Influence and Amplify Investor Sentiment. (2025). Hussain, Sayed Akif ; Saleem, Faiza ; Komal, Asma ; Qiu-Shi, Chen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-15:p:1149-1158. Full description at Econpapers || Download paper | |
| 2025 | Understanding finfluencers: Roles and strategic partnerships in retail investor engagement. (2025). Bock, Lennart ; Mlders, Marius ; Zlch, Henning ; Barrantes, Eloy. In: Journal of Business Research. RePEc:eee:jbrese:v:198:y:2025:i:c:s0148296325002851. Full description at Econpapers || Download paper | |
| 2025 | Beyond content: Investors chatter, interaction and earnings announcement returns. (2025). Gaul, Johannes ; Schrader, Pascal. In: ZEW Discussion Papers. RePEc:zbw:zewdip:327108. Full description at Econpapers || Download paper | |
| 2025 | Low risk, high variability: practical guide for portfolio construction. (2025). De Nard, Gianluca ; Traut, Joshua ; Cirulli, Antonello ; Walker, Patrick. In: ECON - Working Papers. RePEc:zur:econwp:463. Full description at Econpapers || Download paper |
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| 2024 | Climate transition risk, environmental news coverage, and stock price crash risk. (2024). Zhou, QI ; Li, Rongnan ; Gan, Kai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005891. Full description at Econpapers || Download paper | |
| 2024 | The Effect of Twitter Messages and Tone on Stock Return: The Case of Saudi Stock Market âTadawulâ. (2024). Albarrak, Mohammed S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:405-:d:1474295. Full description at Econpapers || Download paper |
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| 2023 | A Portfolio Rebalancing Approach for the Indian Stock Market. (2023). Sen, Jaydip ; Dasgupta, Subhasis ; Choudhury, Sayantani Roy. In: Papers. RePEc:arx:papers:2310.09770. Full description at Econpapers || Download paper | |
| 2023 | The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties. (2023). Agrrawal, Pankaj. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2198-:d:1140984. Full description at Econpapers || Download paper | |
| 2023 | The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2. Full description at Econpapers || Download paper |
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