Citation analysis for Asia-Pacific Financial Markets / Springer

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.63

5 Years IF

0.5

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	0	5	5	37		0	0		0			0		0	0.11
1998	0	0.28	0	0	9	14	58		0	5		5			0		0	0.13
1999	0.14	0.31	0.1	0.14	6	20	14	2	2	14	2	14	2		0		0	0.15
2003	0	0.44	0.21	0.47	18	38	84	8	23	0		15	7		0		0	0.22
2004	0.06	0.49	0.28	0.08	19	57	82	16	39	18	1	24	2	2	12.5	8	0.42	0.22
2005	0.16	0.51	0.16	0.16	18	75	20	12	51	37	6	37	6		0		0	0.24
2006	0.05	0.51	0.13	0.15	19	94	57	12	63	37	2	55	8	1	8.3		0	0.23
2007	0.14	0.46	0.22	0.2	13	107	80	24	87	37	5	74	15	1	4.2		0	0.2
2008	0.09	0.49	0.2	0.17	16	123	28	24	111	32	3	87	15		0		0	0.23
2009	0.14	0.48	0.17	0.18	15	138	35	24	135	29	4	85	15	2	8.3		0	0.24
2010	0.23	0.48	0.29	0.21	19	157	88	45	180	31	7	81	17	4	8.9		0	0.21
2011	0.18	0.52	0.19	0.17	21	178	27	34	214	34	6	82	14	4	11.8	1	0.05	0.24
2012	0.18	0.52	0.18	0.21	17	195	39	35	249	40	7	84	18	3	8.6	2	0.12	0.22
2013	0.21	0.56	0.23	0.23	16	211	50	48	297	38	8	88	20	3	6.3	1	0.06	0.24
2014	0.3	0.55	0.25	0.38	16	227	33	57	354	33	10	88	33	3	5.3		0	0.23
2015	0.25	0.55	0.25	0.36	13	240	30	59	413	32	8	89	32	1	1.7	5	0.38	0.23
2016	0.34	0.52	0.31	0.27	12	252	47	79	492	29	10	83	22	10	12.7	2	0.17	0.21
2017	0.36	0.54	0.22	0.32	14	266	18	59	551	25	9	74	24	1	1.7	1	0.07	0.22
2018	0.42	0.55	0.22	0.28	15	281	20	62	613	26	11	71	20		0	2	0.13	0.23
2019	0.17	0.56	0.23	0.36	26	307	73	72	685	29	5	70	25	4	5.6	8	0.31	0.23
2020	0.39	0.67	0.18	0.31	28	335	47	61	746	41	16	80	25		0	2	0.07	0.32
2021	0.63	0.79	0.25	0.49	29	364	41	91	837	54	34	95	47	2	2.2	3	0.1	0.29
2022	0.42	0.83	0.2	0.38	28	392	52	79	916	57	24	112	42	8	10.1	7	0.25	0.25
2023	0.6	0.82	0.19	0.41	36	428	26	80	996	57	34	126	52	2	2.5	2	0.06	0.23
2024	0.63		0.28	0.5	39	467	0	131	1127	64	40	147	74	37	28.2	1	0.03

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	2010	Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers \|\| Download paper	52
2	2007	Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers \|\| Download paper	35
3	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	34
4	1997	Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers \|\| Download paper	29
5	2004	Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers \|\| Download paper	29
6	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	26
7	2004	A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers \|\| Download paper	26
8	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	26
9	1998	Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers \|\| Download paper	24
10	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	23
11	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers \|\| Download paper	21
12	2016	Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers \|\| Download paper	21
13	2003	Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers \|\| Download paper	20
14	2012	Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232. Full description at Econpapers \|\| Download paper	18
15	2008	The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers \|\| Download paper	17
16	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	17
17	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	17
18	2010	Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers \|\| Download paper	14
19	2003	A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers \|\| Download paper	14
20	2003	Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers \|\| Download paper	13
21	2003	The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers \|\| Download paper	12
22	2022	Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers \|\| Download paper	12
23	2021	Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers \|\| Download paper	11
24	2003	Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers \|\| Download paper	10
25	1998	Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers \|\| Download paper	9
26	1999	Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers \|\| Download paper	9
27	2020	Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers \|\| Download paper	9
28	2010	Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers \|\| Download paper	9
29	2019	Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers \|\| Download paper	9
30	2004	Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers \|\| Download paper	8
31	2009	Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers \|\| Download paper	8
32	2006	Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers \|\| Download paper	8
33	2004	A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133. Full description at Econpapers \|\| Download paper	8
34	1998	The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers \|\| Download paper	8
35	1997	Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers \|\| Download paper	8
36	2009	Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers \|\| Download paper	8
37	2013	Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430. Full description at Econpapers \|\| Download paper	7
38	2003	Investor Familiarity and Home Bias: Japanese Evidence. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers \|\| Download paper	7
39	2022	Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue. (2022). Walther, Thomas ; Utz, Sebastian ; Duc, Toan Luu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y. Full description at Econpapers \|\| Download paper	7
40	2007	A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers \|\| Download paper	7
41	2004	A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers \|\| Download paper	7
42	1998	Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers \|\| Download paper	7
43	1998	Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers \|\| Download paper	7
44	2020	Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers \|\| Download paper	7
45	2015	An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2015). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:239-260. Full description at Econpapers \|\| Download paper	6
46	2011	A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers \|\| Download paper	6
47	2014	Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96. Full description at Econpapers \|\| Download paper	6
48	2021	Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4. Full description at Econpapers \|\| Download paper	6
49	2023	The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers \|\| Download paper	6
50	2014	Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). Yu, Jun ; JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330. Full description at Econpapers \|\| Download paper	6

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

#	Year	Title	Cited
1	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	11
2	2021	Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers \|\| Download paper	7
3	2022	Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers \|\| Download paper	7
4	2022	Correction to: Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5. Full description at Econpapers \|\| Download paper	6
5	2023	The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers \|\| Download paper	6
6	2022	Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue. (2022). Walther, Thomas ; Utz, Sebastian ; Duc, Toan Luu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y. Full description at Econpapers \|\| Download paper	5
7	2023	Stock returns seasonality in emerging asian markets. (2023). Jha, Mithilesh Kumar ; Aggarwal, Khushboo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09370-y. Full description at Econpapers \|\| Download paper	5
8	2023	Did ESG Save the Day? Evidence From India During the COVID-19 Crisis. (2023). S. V. D. Nageswara Rao, ; Beloskar, Ved Dilip. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09369-5. Full description at Econpapers \|\| Download paper	5
9	2022	Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4. Full description at Econpapers \|\| Download paper	5
10	2022	Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09346-4. Full description at Econpapers \|\| Download paper	4
11	2022	COVID-19 Vaccination Effect on Stock Market and Death Rate in India. (2022). Behera, Jyotirmayee ; Pasayat, Ajit Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09364-w. Full description at Econpapers \|\| Download paper	4
12	2022	The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). Alshubiri, Faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0. Full description at Econpapers \|\| Download paper	4
13	2021	Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets. (2021). Laosethakul, Kittipong ; Coe, Thomas S. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09337-5. Full description at Econpapers \|\| Download paper	4
14	2020	Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Bhuian, Ranjan Kumar ; Patra, Subhamitra ; Bhuyan, Biswabhusan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09308-2. Full description at Econpapers \|\| Download paper	4
15	2020	US Economic Policy Uncertainty and GCC Stock Market. (2020). Martinez, Miguel ; Alqahtani, Abdullah. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09300-5. Full description at Econpapers \|\| Download paper	4
16	2022	Short Term Stress of Covid-19 on World Major Stock Indices. (2022). Karaca, Suleyman Serdar ; Alvi, Jahanzaib ; Rehan, Muhammad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09359-7. Full description at Econpapers \|\| Download paper	4
17	2023	Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?. (2023). Rout, Bhabani Sankar ; Das, Nupur Moni ; Khatun, Yashmin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09398-8. Full description at Econpapers \|\| Download paper	4
18	2021	Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam. (2021). Hoang, Bao Trung ; Mateus, Cesario. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09333-9. Full description at Econpapers \|\| Download paper	3
19	2023	The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China. (2023). Zhang, Jianing ; Jin, Jiongye. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09386-4. Full description at Econpapers \|\| Download paper	3
20	2022	Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers \|\| Download paper	3
21	2020	Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers \|\| Download paper	3
22	2021	Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4. Full description at Econpapers \|\| Download paper	3
23	2007	A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers \|\| Download paper	3
24	2020	Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers \|\| Download paper	3
25	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	3
26	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	3
27	2023	Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w. Full description at Econpapers \|\| Download paper	2
28	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	2
29	2004	A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers \|\| Download paper	2
30	2019	Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers \|\| Download paper	2
31	2022	Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets. (2022). Tiwari, Sweta ; Mukherjee, Paramita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09361-z. Full description at Econpapers \|\| Download paper	2
32	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	2
33	2017	Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Kawasaki, Yoshinori ; Morimoto, Takayuki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z. Full description at Econpapers \|\| Download paper	2
34	2022	Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region. (2022). Karnik, Ajit ; Antao, Sherika. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09357-1. Full description at Econpapers \|\| Download paper	2
35	2015	An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2015). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:239-260. Full description at Econpapers \|\| Download paper	2
36	2022	Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM). (2022). Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09344-6. Full description at Econpapers \|\| Download paper	2
37	2014	Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Prasanna, P. ; Saranya, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149. Full description at Econpapers \|\| Download paper	2
38	2023	Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR. (2023). Panda, Pradiptarathi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-023-09399-7. Full description at Econpapers \|\| Download paper	2
39	2018	Model Predictive Control for Optimal Pairs Trading Portfolio with Gross Exposure and Transaction Cost Constraints. (2018). Primbs, James A ; Yamada, Yuji. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-017-9236-z. Full description at Econpapers \|\| Download paper	2
40	2014	Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96. Full description at Econpapers \|\| Download paper	2
41	2013	Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data. (2013). Xu, Rui ; So, Mike . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:83-111. Full description at Econpapers \|\| Download paper	2
42	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	2
43	2004	A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers \|\| Download paper	2
44	2022	Optimal PairâTrade Execution with Generalized CrossâImpact. (2022). Shimoshimizu, Makoto ; Ohnishi, Masamitsu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09349-1. Full description at Econpapers \|\| Download paper	2
45	2023	Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w. Full description at Econpapers \|\| Download paper	2
46	2007	Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers \|\| Download paper	2
47	2020	A Text Mining Model to Evaluate Firmsâ ESG Activities: An Application for Japanese Firms. (2020). Nozaki, Masatoshi ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09309-1. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 40

Year	Title
2024	Nexus among financial technologies, oil rents, governance and energy transition: Panel investigation from Asian Economies. (2024). Dong, Peng ; Chen, XI ; Xu, Runguo. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001132. Full description at Econpapers \|\| Download paper
2024	The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432. Full description at Econpapers \|\| Download paper
2024	The changing dynamics of crypto mining and environmental impact. (2024). Chavali, Kavita ; Mamidala, Vasanthi ; Kumari, Pooja ; Behl, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:940-953. Full description at Econpapers \|\| Download paper
2024	Fintech business and corporate social responsibility practices. (2024). Xu, Lei ; Guo, Fei ; Li, Bin ; Meng, Siqi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123001103. Full description at Econpapers \|\| Download paper
2024
2024	Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x. Full description at Econpapers \|\| Download paper
2024
2024
2024	Trade execution games in a Markovian environment. (2024). Shimoshimizu, Makoto ; Ohnishi, Masamitsu. In: Papers. RePEc:arx:papers:2405.07184. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0. Full description at Econpapers \|\| Download paper
2024
2024	Assessing the nexus between currency exchange rate returns, currency risk hedging and international investments: Intelligent network-based analysis. (2024). Pan, Yanchun ; Saleh, Mamdouh Abdulaziz ; Yao, Hongxing ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003007. Full description at Econpapers \|\| Download paper
2024	Feedback Trading and Its Implications for Return Autocorrelations in India During COVID. (2024). Mukherjee, Paramita ; Chatterjee, Rajashri. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:2:p:246-270. Full description at Econpapers \|\| Download paper
2024
2024
2024	Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers \|\| Download paper
2024
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2024	Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Ur, Ramiz ; Bashir, Usman ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0. Full description at Econpapers \|\| Download paper
2024	From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets. (2024). Khattak, Muhammad Sualeh ; Yousaf, Imran ; Naveed, Muhammad ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012710. Full description at Econpapers \|\| Download paper
2024	Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications. (2024). Hoque, Mohammad Enamul ; Alam, Md Rafayet ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1416-1433. Full description at Econpapers \|\| Download paper
2024
2024	Financial technology and ESG market: A wavelet-DCC GARCH approach. (2024). Shrestha, Keshab ; Naysary, Babak. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002599. Full description at Econpapers \|\| Download paper
2024	Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?. (2024). Fiandrino, Simona ; Bongiovanni, Alessio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003197. Full description at Econpapers \|\| Download paper
2024
2024
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2024	Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach. (2024). Sharma, Anil Kumar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:91-101. Full description at Econpapers \|\| Download paper
2024
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2024
2024	What drives financial market growth in Africa?. (2024). Charles, Atangana Zambo ; Thierry, Mamadou Asngar ; Bruno, Ongo Nkoa ; Lude, Djam'Angai. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005069. Full description at Econpapers \|\| Download paper
2024	Merger Spin-off Project and Its Effect on Financial Health Of Post-Transformation Companies. (2024). Heralova, Olga. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:1:p:1-12. Full description at Econpapers \|\| Download paper
2024	Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2023

Year	Citing document
2023	How does geopolitical risk affect CO2 emissions? The role of natural resource rents. (2023). GÃ¶zgÃ¶r, Giray ; Gozgor, Giray ; Chen, Limei ; Rather, Kashif Nesar ; Pal, Shreya ; Mahalik, Mantu Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010322. Full description at Econpapers \|\| Download paper
2023	The cross-section of January effect. (2023). Ding, Wenjie ; Cheema, Arbab Khalid ; Wang, Qingwei. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00324-1. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Green BankingâCan Financial Institutions support green recovery?. (2022). Umar, Muhammad ; Huang, Lei ; Mirza, Nawazish ; Chen, Zhonglu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:389-395. Full description at Econpapers \|\| Download paper
2022	Renewable energy output, energy efficiency and cleaner energy: Evidence from non-parametric approach for emerging seven economies. (2022). Xu, Junjie ; Wang, Piao ; Xia, Mengli. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:91-99. Full description at Econpapers \|\| Download paper
2022	Green Finance and Green Energy Nexus in ASEAN Countries: A Bootstrap Panel Causality Test. (2022). Sheikh, Adnan Ahmed ; Areche, Franklin Ore ; Ahmed, Nihal ; Lahiani, Amine. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5068-:d:860505. Full description at Econpapers \|\| Download paper
2022	Global Structural Shocks and FDI Dynamic Impact on Productive Capacities: An Application of CS-ARDL Estimation. (2022). Khan, Mohammed Arshad ; Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Sohail, Hafiz M ; Ullah, Mirzat. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:283-:d:1013641. Full description at Econpapers \|\| Download paper
2022	Complexities for the Indian Economy of Chinas Growing Technological Competence. (2022). Gordon, Anna ; Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:fk3r7. Full description at Econpapers \|\| Download paper
2022	Indiaâs Rising Technology Economy: Sources and Consequences. (2022). Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:x6yzm. Full description at Econpapers \|\| Download paper
2022	Assessing the Impact of Green Finance on Environmental Sustainability. (2022). Riaz, Madiha ; Shahzad, Muhammad Akram. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:3:p:196-220. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	The Response of Housing Construction to a Copper Price Shock in Chile (2009â2020). (2021). Idrovo, Byron ; Contreras-Reyes, Javier E ; Idrovo-Aguirre, Byron J. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:98-:d:584346. Full description at Econpapers \|\| Download paper
2021	The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange. (2021). Friday, Swint H ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:43-:d:610883. Full description at Econpapers \|\| Download paper
2021	RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Asia-Pacific Financial Markets / Springer	17	49
2	Papers / arXiv.org	90	31
3	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	24	16
4	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	27	15
5	International Review of Financial Analysis / Elsevier	71	12
6	Research in International Business and Finance / Elsevier	50	12
7	The North American Journal of Economics and Finance / Elsevier	49	11
8	Sustainability / MDPI	67	11
9	Finance Research Letters / Elsevier	75	11
10	Energy Economics / Elsevier	164	10
11	International Review of Economics & Finance / Elsevier	59	10