Citation analysis for Financial Markets and Portfolio Management / Springer

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.31

5 Years IF

0.38

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
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	0.49	0.28	0.24	33	58	254	16	20	25	6	25	6	12	75	10	0.3	0.22
2007	0.28	0.44	0.37	0.26	32	90	264	33	53	53	15	58	15	24	72.7	7	0.22	0.2
2008	0.38	0.47	0.34	0.32	19	109	144	35	90	65	25	90	29	11	31.4	2	0.11	0.22
2009	0.43	0.46	0.37	0.38	26	135	182	49	140	51	22	109	41	13	26.5	4	0.15	0.23
2010	0.56	0.46	0.47	0.55	28	163	148	77	217	45	25	130	72	15	19.5	2	0.07	0.2
2011	0.54	0.51	0.57	0.59	28	191	240	109	326	54	29	138	81	34	31.2	4	0.14	0.23
2012	0.38	0.5	0.53	0.56	25	216	124	114	440	56	21	133	75	25	21.9	7	0.28	0.21
2013	0.45	0.54	0.54	0.6	20	236	120	127	567	53	24	126	76	21	16.5	3	0.15	0.24
2014	0.53	0.53	0.48	0.5	20	256	69	122	689	45	24	127	63	20	16.4	3	0.15	0.22
2015	0.55	0.52	0.4	0.52	20	276	38	111	800	40	22	121	63	6	5.4	3	0.15	0.22
2016	0.15	0.5	0.41	0.49	25	301	86	122	922	40	6	113	55	5	4.1	2	0.08	0.2
2017	0.24	0.52	0.41	0.35	21	322	27	132	1054	45	11	110	38	6	4.5		0	0.21
2018	0.15	0.53	0.34	0.31	20	342	31	116	1170	46	7	106	33	4	3.4		0	0.22
2019	0.07	0.54	0.35	0.2	19	361	106	126	1297	41	3	106	21	2	1.6	4	0.21	0.21
2020	0.46	0.64	0.41	0.35	21	382	86	157	1454	39	18	105	37	10	6.4	3	0.14	0.3
2021	0.65	0.74	0.42	0.42	21	403	33	171	1625	40	26	106	45	6	3.5	5	0.24	0.27
2022	0.38	0.73	0.33	0.44	21	424	14	139	1764	42	16	102	45	3	2.2		0	0.22
2023	0.24	0.69	0.31	0.54	21	445	25	139	1903	42	10	102	55	7	5	2	0.1	0.2
2024	0.38	0.81	0.35	0.64	21	466	2	161	2064	42	16	103	66	6	3.7	2	0.1	0.23
2025	0.31		0.22	0.38	19	485	0	105	2169	42	13	105	40	3	2.9		0

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	149
2	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
3	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	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	49
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	46
6	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
7	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	39
8	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	38
9	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
10	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
11	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	32
12	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	31
13	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	31
14	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	28
15	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	27
16	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
17	2010	Do financial advisors exhibit myopic loss aversion?. (2010). KvalÃ¸y, 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
18	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	23
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	23
20	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
21	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
22	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
23	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	21
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	21
25	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
26	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
27	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	20
28	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	20
29	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃ©s ; 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	20
30	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	20
31	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
32	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
33	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	18
34	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	18
35	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
36	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃ¼ss, 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
37	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
38	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
39	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
40	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	17
41	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	15
42	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	15
43	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
44	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	15
45	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
46	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	14
47	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	13
48	2008	Enterprise risk management in financial groups: analysis of risk concentration and default risk. (2008). Schuckmann, Stefan ; Gatzert, Nadine ; Schmeiser, Hato. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:22:y:2008:i:3:p:241-258. Full description at Econpapers \|\| Download paper	13
49	2020	Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers \|\| Download paper	13
50	2021	COVID-19âs impact on real estate markets: review and outlook. (2021). Weigand, Alois ; FÃ¼ss, 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	13

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

#	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	17
2	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	15
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	15
4	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	9
5	2021	COVID-19âs impact on real estate markets: review and outlook. (2021). Weigand, Alois ; FÃ¼ss, 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	8
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	8
7	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
8	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
9	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
10	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	5
11	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	5
12	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	5
13	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	5
14	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	5
15	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
16	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	4
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	4
18	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
19	2008	The nature of listed real estate companies: property or equity market?. (2008). FÃ¼ss, 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
20	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	3
21	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
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	3
23	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
24	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	3
25	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	3
26	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	3
27	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	3
28	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	3
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	3
30	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
31	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	2
32	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	2
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	2
34	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	2
35	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
36	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	2
37	2013	Loan growth and bank risk: new evidence. (2013). Murcia, AndrÃ©s ; 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	2
38	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	2
39	2023	Securitization of pandemic risk by using coronabond. (2023). Khordj, Mohamed ; le Fur, Eric ; Haffar, Adlane. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-023-00425-2. Full description at Econpapers \|\| Download paper	2
40	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	2
41	2010	Financing structure and insolvency risk exposure of Islamic banks. (2010). Rahman, Aisyah. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:24:y:2010:i:4:p:419-440. Full description at Econpapers \|\| Download paper	2
42	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	2
43	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	2
44	2005	Performance of Currency Trading Strategies in Developed and Emerging Markets: Some Striking Differences. (2005). Pojarliev, Momtchil. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:19:y:2005:i:3:p:297-311. Full description at Econpapers \|\| Download paper	2
45	2011	On the risk situation of financial conglomerates: does diversification matter?. (2011). Gatzert, Nadine ; Schmeiser, Hato. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:1:p:3-26. Full description at Econpapers \|\| Download paper	2
46	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	2
47	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	2
48	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	2
49	2022	From innovation to obfuscation: continuous time finance fifty years later. (2022). Perrakis, Stylianos. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:3:d:10.1007_s11408-021-00399-z. Full description at Econpapers \|\| Download paper	2
50	2021	Gold and oil prices: abnormal returns, momentum and contrarian effects. (2021). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00380-w. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 13

Year	Title
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	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	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	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	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

Recent citations

Recent citations received in 2024

Year	Citing document
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

Recent citations received in 2023

Year	Citing document
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

Recent citations received in 2022

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	97	34
2	International Review of Financial Analysis / Elsevier	88	30
3	International Review of Economics & Finance / Elsevier	65	25
4	Financial Markets and Portfolio Management / Springer	22	25
5	Finance Research Letters / Elsevier	92	24
6	The North American Journal of Economics and Finance / Elsevier	53	15
7	Journal of International Financial Markets, Institutions and Money / Elsevier	74	15
8	JRFM / MDPI	29	14
9	Research in International Business and Finance / Elsevier	58	13
10	SAGE Open / SAGE Publications	26	13
11	Journal of Behavioral and Experimental Finance / Elsevier	34	11