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Multinational Finance Journal / Multinational Finance Journal

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
17
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1997 0 0.24 0.19 0 16 16 185 1 3 0 0 1 100 1 0.06 0.11
1998 0.06 0.27 0.1 0.06 13 29 66 1 6 16 1 16 1 2 200 0 0.13
1999 0.1 0.29 0.1 0.1 11 40 77 3 10 29 3 29 3 3 100 0 0.14
2000 0 0.34 0.15 0.03 13 53 194 8 18 24 40 1 7 87.5 7 0.54 0.16
2001 0.17 0.38 0.26 0.21 12 65 125 17 35 24 4 53 11 5 29.4 3 0.25 0.17
2002 0.28 0.39 0.26 0.23 9 74 74 18 54 25 7 65 15 1 5.6 2 0.22 0.2
2003 0.19 0.43 0.28 0.29 9 83 30 22 77 21 4 58 17 2 9.1 0 0.21
2004 0.11 0.47 0.54 0.59 9 92 60 50 127 18 2 54 32 6 12 0 0.21
2005 0.11 0.51 0.49 0.58 10 102 29 50 177 18 2 52 30 7 14 0 0.23
2006 0.05 0.49 0.34 0.27 9 111 35 38 215 19 1 49 13 7 18.4 0 0.22
2007 0 0.44 0.39 0.22 10 121 52 45 262 19 46 10 13 28.9 0 0.2
2008 0.16 0.47 0.38 0.19 12 133 41 50 312 19 3 47 9 10 20 2 0.17 0.22
2009 0.18 0.46 0.31 0.18 12 145 23 45 357 22 4 50 9 1 2.2 1 0.08 0.23
2010 0.04 0.46 0.19 0.08 14 159 20 31 388 24 1 53 4 0 0 0.2
2011 0.08 0.51 0.29 0.14 18 177 41 50 439 26 2 57 8 7 14 0 0.23
2012 0.13 0.5 0.33 0.17 10 187 23 61 500 32 4 66 11 21 34.4 0 0.21
2013 0.14 0.54 0.38 0.09 11 198 73 75 576 28 4 66 6 20 26.7 0 0.24
2014 0.29 0.53 0.36 0.17 8 206 27 74 650 21 6 65 11 10 13.5 0 0.22
2015 0.47 0.52 0.34 0.23 8 214 100 73 723 19 9 61 14 12 16.4 2 0.25 0.22
2016 0.44 0.5 0.31 0.33 8 222 13 69 792 16 7 55 18 0 0 0.2
2017 0.69 0.52 0.33 0.56 8 230 10 77 869 16 11 45 25 0 0 0.21
2018 0.19 0.53 0.32 0.58 6 236 11 76 945 16 3 43 25 0 0 0.22
2019 0.14 0.54 0.31 0.42 7 243 1 75 1020 14 2 38 16 2 2.7 0 0.21
2020 0.38 0.64 0.37 0.62 3 246 1 91 1111 13 5 37 23 3 3.3 1 0.33 0.3
2021 0 0.74 0.3 0.28 4 250 2 76 1187 10 32 9 3 3.9 0 0.27
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
#YearTitleCited
12000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

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108
21997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

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60
32001Monetary Policy Rules in Practice: Evidence from New Zealand. (2001). Margaritis, Dimitri ; Mayes, David ; Huang, Angela. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:175-200.

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56
42015Media Content and Stock Returns: The Predictive Power of Press. (2015). Ferguson, Nicky J ; Guo, Jie Michael ; Philip, Dennis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31.

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39
52013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

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34
62007Ownership-Control Discrepancy and Firm Value: Evidence from France. (2007). Boubaker, Sabri. In: Multinational Finance Journal. RePEc:mfj:journl:v:11:y:2007:i:3-4:p:211-252.

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32
7Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266.

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31
81997Co-Movements of European Equity Markets Before and After the 1987 Crash. (1997). Meric, Ilhan. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:137-152.

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31
91997Weak-form Efficiency and Causality Tests in Chinese Stock Markets. (1997). Qian, Sun ; Laurence, Martin ; Cai, Francis. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:291-307.

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30
102000Privatization versus Private Sector Initial Public Offerings in Poland. (2000). Aussenegg, Wolfgang. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:69-99.

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24
112002Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98.

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24
122002Domestic versus International Portfolio Selection: A Statistical Examination of the Home Bias. (2002). Jørgensen, Bjørn ; Gorman, Larry R. ; Jorgensen, Bjorn N.. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:3-4:p:131-166.

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22
132000High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities. (2000). Han, Young-Wook ; Baillie, Richard T. ; Cecen, Aydin A.. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:247-267.

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22
142013Asset Markets Contagion During the Global Financial Crisis. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Christopoulos, Apostolos. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:1-2:p:49-76.

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20
152015The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168.

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18
161998The Short-Run Performance of IPOs of Privately- and Publicly-Owned Firms: International Evidence. (1998). Choi, Seung-Doo ; Nam, Sang-Koo . In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:3:p:225-244.

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17
172001Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus. (2001). Vafeas, Nikos ; Travlos, Nickolaos ; Trigeorgis, Lenos. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:87-112.

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17
181999A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece. (1999). Doumpos, Michael ; Zopounidis, Constantin. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:71-101.

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17
192004Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72.

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17
202005The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, Söhnke. In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187.

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16
212011Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K.. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2011:i:3-4:p:193-216.

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16
221997Correlation of Returns in Non-Contemporaneous Markets. (1997). Kahya, Emel. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:2:p:123-135.

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16
23Determinants of Bank Long-term Lending Behavior: Evidence from Russia. (2011). Chernykh, Lucy ; Theodossiou, Alexandra K. In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:193-216.

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16
241999An Investigation of Thai Listed Firms Financial Distress Using Macro and Micro Variables. (1999). Tirapat, Sunti ; Nittayagasetwat, Aekkachai. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:103-125.

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16
251999Using Financial Information to Differentiate Failed vs. Surviving Finance Companies in Thailand: An Implication for Emerging Economies. (1999). Persons, Obeua S.. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:2:p:127-145.

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15
262008Estimation of VaR Using Copula and Extreme Value Theory. (2008). Hotta, Luiz ; H. P Palaro, ; Lucas, E. C.. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:205-218.

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14
271998Regime-Switching in Emerging Stock Market Returns. (1998). Assoe, Kodjovi G.. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:2:p:101-132.

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14
282010Some Important Issues Involving Real Options: An Overview. (2010). Gamba, Andrea ; Sick, Gordon. In: Multinational Finance Journal. RePEc:mfj:journl:v:14:y:2010:i:1-2:p:73-123.

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14
292000The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures. (2000). Hartnett, Neil ; Romcke, Jennifer. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:101-132.

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13
302008The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184.

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13
311997Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289.

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12
321997Information Flows Between Eurodollar Spot and Futures Markets. (1997). Cheung, Yin-Wong ; Fung, Hung-Gay. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:255-271.

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11
332006Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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11
342013International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Hens, Thorsten ; Wang, Mei ; Rieger, Marc . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163.

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11
352000Hot and Cold IPO Markets: Identification Using a Regime Switching Model. (2000). Brailsford, Tim ; Heaney, Richard ; Powell, John ; Shi, Jing. In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:35-68.

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11
362004Share Price Reaction to Dividend Announcements: Empirical Evidence on the Signaling Model from the Oslo Stock Exchange. (2004). Capstaff, John ; Klboe, Audun ; Marshall, Andrew P.. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:115-139.

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10
371999International Transmission of Information: A Study of the Relationship Between the U.S. and Greek Stock Markets. (1999). Tse, Yiuman ; Niarchos, Nikitas ; Wu, Chunchi ; Young, Allan. In: Multinational Finance Journal. RePEc:mfj:journl:v:3:y:1999:i:1:p:19-40.

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10
382001Emerging Markets: Investing with Political Risk. (2001). Clark, Ephraim ; Tunaru, Radu. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:3:p:155-173.

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10
392001The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns. (2001). faff, robert ; di Iorio, Amalia. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:1-33.

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9
402000Diagnosing Shocks in Stock Market Returns of Greater China. (2000). Chan, W. S. ; W. C Lo, . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:269-288.

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9
412000The Relationship Between Overallotment Options, Underwriting Fees and Price Stabilization For Canadian IPOs. (2000). Chung, Richard ; Kryzanowski, Lawrence ; Rakita, Ian . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:1-2:p:5-34.

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9
422012International Cross-Listing and Shareholders’ Wealth. (2012). Dodd, Olga ; Louca, Christodoulos. In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:1-2:p:49-86.

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9
432001Equity Price Dynamics Before and After the Introduction of the Euro: A Note. (2001). Westermann, Frank ; Cheung, Yin-Wong. In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:2:p:113-128.

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9
442001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?. (2001). Wong, Wing-Keung ; Sikorsk, Douglas ; Chew, Boon-Kiat . In: Multinational Finance Journal. RePEc:mfj:journl:v:5:y:2001:i:1:p:59-86.

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9
452003The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices. (2003). Datey, Jean-Yves ; Simonato, Jean-Guy ; Gauthier, Genevieve. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:55-82.

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9
461998Are the Market Effects Associated with Revisions to the TSE300 Index Robust?. (1998). Chung, Richard ; Kryzanowski, Lawrence. In: Multinational Finance Journal. RePEc:mfj:journl:v:2:y:1998:i:1:p:1-36.

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8
472014The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis. (2014). Liu, Sha. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:215-248.

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8
482003A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test. (2003). Polakow, Daniel A. ; Seymour, Anthony J.. In: Multinational Finance Journal. RePEc:mfj:journl:v:7:y:2003:i:1-2:p:3-23.

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8
492011Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis . In: Multinational Finance Journal. RePEc:mfj:journl:v:15:y:2011:i:3-4:p:273-296.

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8
502011Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis . In: Multinational Finance Journal. RePEc:mfj:journl:v:16:y:2012:i:3-4:p:273-296.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Multinational Finance Journal. RePEc:mfj:journl:v:4:y:2000:i:3-4:p:159-179.

Full description at Econpapers || Download paper

6
22015Skewed Generalized Error Distribution of Financial Assets and Option Pricing. (2015). Theodossiou, Panayiotis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:4:p:223-266.

Full description at Econpapers || Download paper

5
32010Some Important Issues Involving Real Options: An Overview. (2010). Gamba, Andrea ; Sick, Gordon. In: Multinational Finance Journal. RePEc:mfj:journl:v:14:y:2010:i:1-2:p:73-123.

Full description at Econpapers || Download paper

5
42013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. (2013). Chiang, Thomas ; Tan, Lin ; Li, Jiandong ; Nelling, Edward. In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:165-200.

Full description at Econpapers || Download paper

4
52015Media Content and Stock Returns: The Predictive Power of Press. (2015). Ferguson, Nicky J ; Guo, Jie Michael ; Philip, Dennis. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31.

Full description at Econpapers || Download paper

4
61997Mean and Volatility Spillover Effects in the U.S. and Pacific–Basin Stock Markets. (1997). Pan, Ming-Shiun ; Liu, Angela Y.. In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:1:p:47-62.

Full description at Econpapers || Download paper

3
72014The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis. (2014). Liu, Sha. In: Multinational Finance Journal. RePEc:mfj:journl:v:18:y:2014:i:3-4:p:215-248.

Full description at Econpapers || Download paper

3
82013International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Hens, Thorsten ; Wang, Mei ; Rieger, Marc . In: Multinational Finance Journal. RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163.

Full description at Econpapers || Download paper

3
92004Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach. (2004). Powell, Ronan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:1-2:p:35-72.

Full description at Econpapers || Download paper

2
102005The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, Söhnke. In: Multinational Finance Journal. RePEc:mfj:journl:v:9:y:2005:i:3-4:p:161-187.

Full description at Econpapers || Download paper

2
111997Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries. (1997). Lee, Unro . In: Multinational Finance Journal. RePEc:mfj:journl:v:1:y:1997:i:4:p:273-289.

Full description at Econpapers || Download paper

2
122002A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets. (2002). Bellalah, Mondher ; Lavielle, Marc. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:99-130.

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2
132004Testing for Multiple Types of Marginal Investor in Ex-Day Pricing. (2004). Brown, Kate ; Bartholdy, Jan. In: Multinational Finance Journal. RePEc:mfj:journl:v:8:y:2004:i:3-4:p:173-209.

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2
142008The Separation of Banking from Insurance: Evidence from Europe. (2008). Staikouras, Sotiris K. ; Nurullah, Mohamed. In: Multinational Finance Journal. RePEc:mfj:journl:v:12:y:2008:i:3-4:p:157-184.

Full description at Econpapers || Download paper

2
152015The Pricing of Illiquidity as a Characteristic and as Risk. (2015). Amihud, Yakov ; Mendelson, Haim. In: Multinational Finance Journal. RePEc:mfj:journl:v:19:y:2015:i:3:p:149-168.

Full description at Econpapers || Download paper

2
162002Multi-Fractality in Foreign Currency Markets. (2002). Malliaris, Anastasios ; Corazza, Marco. In: Multinational Finance Journal. RePEc:mfj:journl:v:6:y:2002:i:2:p:65-98.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations