Citation analysis for Journal of Asset Management / Palgrave Macmillan

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

5 Years H Index

Impact Factor (IF)

0.58

5 Years IF

0.62

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
2000	0	0.36	0.14	0	14	14	88	1	2	0		0			0	1	0.07	0.16
2001	0	0.39	0	0	39	53	66		2	14		14			0		0	0.17
2002	0.09	0.41	0.06	0.09	29	82	101	5	7	53	5	53	5		0		0	0.21
2003	0.1	0.44	0.13	0.09	33	115	68	15	22	68	7	82	7		0		0	0.22
2004	0.02	0.49	0.03	0.04	31	146	113	5	27	62	1	115	5		0		0	0.22
2005	0.05	0.51	0.07	0.08	37	183	204	13	40	64	3	146	12		0		0	0.24
2006	0.04	0.51	0.08	0.09	36	219	173	17	57	68	3	169	16		0		0	0.23
2007	0.07	0.46	0.1	0.11	47	266	187	27	84	73	5	166	19	15	55.6	2	0.04	0.2
2008	0.13	0.49	0.16	0.13	38	304	106	49	133	83	11	184	23	10	20.4	3	0.08	0.23
2009	0.14	0.48	0.15	0.13	32	336	106	49	182	85	12	189	25	7	14.3	2	0.06	0.24
2010	0.19	0.48	0.22	0.21	31	367	57	82	264	70	13	190	39	14	17.1	4	0.13	0.21
2011	0.17	0.52	0.19	0.17	42	409	126	76	340	63	11	184	31	34	44.7		0	0.24
2012	0.04	0.52	0.22	0.15	34	443	71	96	436	73	3	190	29	26	27.1	5	0.15	0.22
2013	0.08	0.56	0.21	0.11	33	476	52	99	535	76	6	177	20	15	15.2		0	0.24
2014	0.16	0.55	0.21	0.15	29	505	106	104	639	67	11	172	25	13	12.5	1	0.03	0.23
2016	0.28	0.52	0.21	0.18	38	543	72	112	848	29	8	138	25	17	15.2	8	0.21	0.21
2017	0.08	0.54	0.21	0.16	38	581	55	122	970	38	3	134	21	12	9.8	2	0.05	0.22
2018	0.21	0.55	0.2	0.21	44	625	284	123	1093	76	16	138	29	10	8.1		0	0.23
2019	0.28	0.56	0.21	0.23	43	668	114	142	1235	82	23	149	35	12	8.5	4	0.09	0.23
2020	0.75	0.67	0.32	0.48	45	713	192	227	1462	87	65	163	78	27	11.9	6	0.13	0.32
2021	0.66	0.79	0.36	0.61	46	759	130	271	1733	88	58	208	127	27	10	9	0.2	0.29
2022	0.9	0.83	0.39	0.79	44	803	50	317	2050	91	82	216	171	14	4.4	2	0.05	0.25
2023	0.74	0.82	0.36	0.8	44	847	31	302	2352	90	67	222	177	21	7	3	0.07	0.23
2024	0.58		0.33	0.62	45	892	5	292	2644	88	51	222	138	27	9.2	6	0.13

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	159
2	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	81
3	2006	Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers \|\| Download paper	65
4	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	50
5	2004	Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers \|\| Download paper	48
6	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	44
7	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	42
8	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	41
9	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	38
10	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	35
11	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	32
12	2005	Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers \|\| Download paper	29
13	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	29
14	2002	Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers \|\| Download paper	28
15	2000	Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers \|\| Download paper	28
16	2002	Performance clustering and incentives in the UK pension fund industry. (2002). Lehmann, B N ; Blake, D ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers \|\| Download paper	28
17	2007	Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers \|\| Download paper	25
18	2005	Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers \|\| Download paper	25
19	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers \|\| Download paper	25
20	2007	Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers \|\| Download paper	22
21	2012	Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers \|\| Download paper	21
22	2007	Can mutual funds time investment styles?. (2007). Tjong, Liam ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers \|\| Download paper	21
23	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	21
24	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	21
25	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	21
26	2008	Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers \|\| Download paper	20
27	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	20
28	2006	To sin or not to sin? Now thats the question. (2006). Her, Monica ; Chong, James ; Phillips, Michael G. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers \|\| Download paper	20
29	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	19
30	2001	Equity performance of segregated pension funds in the UK. (2001). Tonks, I ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers \|\| Download paper	19
31	2008	Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers \|\| Download paper	18
32	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	18
33	2007	Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers \|\| Download paper	18
34	2008	Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers \|\| Download paper	17
35	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	17
36	2000	Generalised style analysis of hedge funds. (2000). Naik, N Y ; Agarwal, V. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers \|\| Download paper	17
37	2020	ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers \|\| Download paper	16
38	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	16
39	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	16
40	2019	Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers \|\| Download paper	16
41	2021	Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	16
42	2006	Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers \|\| Download paper	16
43	2004	Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers \|\| Download paper	16
44	2010	The predictive power of value-at-risk models in commodity futures markets. (2010). FÃÂ¼ss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers \|\| Download paper	16
45	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	15
46	2007	Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes. (2007). Switzer, Lorne ; Panju, Karim ; Arshanapalli, Bala G. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:1:d:10.1057_palgrave.jam.2250056. Full description at Econpapers \|\| Download paper	14
47	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	13
48	2014	The real-life performance of market timing with moving average and time-series momentum rules. (2014). Zakamulin, Valeriy. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:4:d:10.1057_jam.2014.25. Full description at Econpapers \|\| Download paper	12
49	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Otto, Tizian ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper	12
50		Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	12

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

#	Year	Title	Cited
1	2018	Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers \|\| Download paper	65
2	2020	ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers \|\| Download paper	25
3	2019	Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers \|\| Download paper	20
4	2020	Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers \|\| Download paper	16
5	2020	Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers \|\| Download paper	15
6	2011	Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers \|\| Download paper	11
7	2021	Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Otto, Tizian ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers \|\| Download paper	11
8	2021	Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers \|\| Download paper	9
9	2020	ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers \|\| Download paper	9
10	2021	Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers \|\| Download paper	8
11	2020	Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers \|\| Download paper	8
12	2014	Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers \|\| Download paper	8
13	2021	Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers \|\| Download paper	8
14	2007	Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers \|\| Download paper	8
15	2021	The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan. (2021). Tunaru, Diana E ; Ng, Peck Wah ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00204-6. Full description at Econpapers \|\| Download paper	7
16	2021	Expected and realized returns on stocks with high- and low-ESG exposure. (2021). Stotz, Olaf. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00203-z. Full description at Econpapers \|\| Download paper	7
17	2014	Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers \|\| Download paper	7
18	2011	Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers \|\| Download paper	7
19	2018	Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers \|\| Download paper	7
20	2020	Herds on green meadows: the decarbonization of institutional portfolios. (2020). Wilkens, Marco ; Paulus, Stefan ; Jacob, Andrea ; Benz, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00147-z. Full description at Econpapers \|\| Download paper	6
21	2005	A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers \|\| Download paper	6
22	2022	The ESG ETFs in the UK. (2022). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00251-z. Full description at Econpapers \|\| Download paper	6
23	2009	Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers \|\| Download paper	6
24	2023	Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers \|\| Download paper	6
25	2021	The Volatility Effect in China. (2021). Hanauer, Matthias X ; Blitz, David ; Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00218-0. Full description at Econpapers \|\| Download paper	5
26	2022	Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers \|\| Download paper	5
27	2018	The impact of working capital management on firmsÃ¢â¬â¢ performance and value: evidence from Egypt. (2018). Moussa, Amr Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0081-z. Full description at Econpapers \|\| Download paper	5
28	2024	Do weather patterns effect investment decisions in the stock market? A South Asian perspective. (2024). Chowdhury, Emon Kalyan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00334-z. Full description at Econpapers \|\| Download paper	5
29	2005	Does good corporate governance really work? More evidence from CalPERS. (2005). Nelson, James. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:4:d:10.1057_palgrave.jam.2240181. Full description at Econpapers \|\| Download paper	5
30	2018	Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers \|\| Download paper	5
31	2000	A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers \|\| Download paper	4
32	2022	ESG and impact investing. (2022). Rocco, Steve ; Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00297-7. Full description at Econpapers \|\| Download paper	4
33	2022	Smart beta ESG disclosure. (2022). Kooli, Maher ; Yasmine, Besbes. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00257-1. Full description at Econpapers \|\| Download paper	4
34	2022	Gambling with lottery stocks?. (2022). Schneider, Julian ; Oehler, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00268-y. Full description at Econpapers \|\| Download paper	4
35	2023	The risk-return tradeoff: are sustainable investors compensated adequately?. (2023). Rock, Bjorn ; Bofinger, Yannik ; Bannier, Christina E. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00303-6. Full description at Econpapers \|\| Download paper	4
36	2018	Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers \|\| Download paper	3
37	2013	Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers \|\| Download paper	3
38	2023	Greenium, credit rating, and the COVID-19 pandemic. (2023). Hachenberg, Britta ; Arat, Emre ; Schiereck, Dirk ; Kiesel, Florian. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00320-5. Full description at Econpapers \|\| Download paper	3
39	2019		3
40	2020	Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Oehler, Andreas ; Horn, Matthias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00183-0. Full description at Econpapers \|\| Download paper	3
41	2016	Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers \|\| Download paper	3
42	2017	Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence. (2017). Malladi, Rama ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0033-4. Full description at Econpapers \|\| Download paper	3
43	2022	Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume. (2022). Wasiuzzaman, Shaista. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00269-x. Full description at Econpapers \|\| Download paper	3
44	2018	Does the F-score improve the performance of different value investment strategies in Europe?. (2018). Tikkanen, Jarno ; Aijo, Janne. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0098-3. Full description at Econpapers \|\| Download paper	3
45	2023	Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers \|\| Download paper	3
46	2020	The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers \|\| Download paper	3
47	2021	Correction to: Sustainability efforts, index recognition, and stock performance. (2021). Zychowicz, Edward J ; White, Nancy A ; Viswanathan, K G ; Kang, Moonsoo. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00216-2. Full description at Econpapers \|\| Download paper	3
48	2005	Impact of fund size on hedge fund performance. (2005). Moerth, Patrick ; Ammann, Manuel. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240177. Full description at Econpapers \|\| Download paper	3
49	2011	Dynamic strategic asset allocation: Risk and return across the business cycle. (2011). Blitz, David ; van Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2011.12. Full description at Econpapers \|\| Download paper	3
50	2004	Good corporate governance works: More evidence from CalPERS. (2004). White, Ted ; Anson, Mark ; Ho, Ho. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:3:d:10.1057_palgrave.jam.2240135. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 51

Year	Title
2024	Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123. Full description at Econpapers \|\| Download paper
2024	Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140. Full description at Econpapers \|\| Download paper
2024
2024	Do fund managersâ performance rely on gender and team size? Evidence from India. (2024). Chandra, Abhijeet ; Mishra, Ajay Kumar ; Majumdar, Sudipta. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184. Full description at Econpapers \|\| Download paper
2024
2024	Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492. Full description at Econpapers \|\| Download paper
2024	The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0. Full description at Econpapers \|\| Download paper
2024
2024
2024	What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82. Full description at Econpapers \|\| Download paper
2024	The performance of anti-ESG ETFs in the United States. (2024). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00381-0. Full description at Econpapers \|\| Download paper
2024
2024	Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices. (2024). Jalil, Faryal ; Saltik, Omur ; Ul, Wasim ; Degirmen, Suleyman. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03011-7. Full description at Econpapers \|\| Download paper
2024
2024
2024	The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers \|\| Download paper
2024	Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Liu, Weiyi ; Wang, YE ; Zhao, Xiaojuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234. Full description at Econpapers \|\| Download paper
2024	Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?. (2024). Horn, Matthias ; Schneider, Julian ; Oehler, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006986. Full description at Econpapers \|\| Download paper
2024	Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603. Full description at Econpapers \|\| Download paper
2024	You scratch my back and i scratch yours: evidence from relationship-based bidding in IPO auctions. (2024). Wang, Wenjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01245-9. Full description at Econpapers \|\| Download paper
2024	Strong vs. stable: the impact of ESG ratings momentum and their volatility on the cost of equity capital. (2024). Berk, Ian ; Guidolin, Massimo ; Magnani, Monia. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00377-w. Full description at Econpapers \|\| Download paper
2024	Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds. (2024). Zink, Jonas. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00345-w. Full description at Econpapers \|\| Download paper
2024
2024
2024	Theoretical Foundation for Pricing Climate-Related Loss and Damage in Infrastructure Financing. (2024). Assab, Abderrahim. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:133-:d:1362214. Full description at Econpapers \|\| Download paper
2024
2024	The impact of air pollution on cost of debt: Evidence from corporate bond markets. (2024). Cao, Youdan ; Hu, Xiaolu ; Zhong, Angel ; Wang, Wenlan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3495-3533. Full description at Econpapers \|\| Download paper
2024	Bless or curse, how does extreme temperature shape heavy pollution companies ESG performance?-Evidence from China. (2024). Pang, Jun ; Tan, QI ; Liang, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000860. Full description at Econpapers \|\| Download paper
2024	From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers \|\| Download paper
2024	Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Casas, Luis ; Blasco, Natividad. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024
2024	Implementing artificial intelligence empowered financial advisory services: A literature review and critical research agenda. (2024). Soderberg, Inga-Lill ; Vigren, Olli ; Zhu, Hui. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296323008536. Full description at Econpapers \|\| Download paper
2024	Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers \|\| Download paper
2024	From the pandemic to the RussiaâUkraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers \|\| Download paper
2024	Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers \|\| Download paper
2024	Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Wealth and familiarity bias: sin stocks investment in Europe. (2024). Aminu, Nasir ; Calavia, Pedro Fernandez ; Hamdan, Mohammed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00360-5. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Looking beyond ESG preferences: The role of sustainable finance literacy in sustainable investing. (2024). Gartner, Florian ; Bannier, Christina E ; Auzepy, Alix. In: CFS Working Paper Series. RePEc:zbw:cfswop:289626. Full description at Econpapers \|\| Download paper
2024	SFDR Article 9: Is it all about impact?. (2024). Busch, Timo ; Scheitza, Lisa. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002095. Full description at Econpapers \|\| Download paper
2024	Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG. (2024). Capelli, Paolo ; Ielasi, Federica ; Russo, Angeloantonio. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007220. Full description at Econpapers \|\| Download paper
2024	Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Liberati, Danilo ; Marinelli, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24. Full description at Econpapers \|\| Download paper
2024	Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024
2024
2024
2024
2024
2024	Role of Stock Exchanges in Regional Economic Progress: A South Asia Perspective. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:123002. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Tosidis, Pavlos ; Kirtas, Emmanouil ; Spanos, Dimitris ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Manousis, Theodoros ; Tzelepi, Maria ; Rodinos, Georgios ; Tefas, Anastasios ; Avramelou, Loukia ; Passalis, Nikolaos ; Tsantekidis, Avraam. In: Papers. RePEc:arx:papers:2309.16679. Full description at Econpapers \|\| Download paper
2023	Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Guidolin, Massimo ; Magnani, Monia ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers \|\| Download paper
2023	Not So New Kid on the Block: Accounting and Valuation Aspects of Non-Fungible Tokens (NFTs). (2023). Sims, Alexandra ; Jayasuriya, Dulani. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:465-:d:1267328. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers \|\| Download paper
2022	Are Modifications in the ETFs Investment Performance and Risks during the COVID-19 Pandemic Event?. (2022). Lee, Liza ; Liu, Ying-Sing. In: Review of Applied Socio-Economic Research. RePEc:rse:wpaper:v:23:y:2022:i:1:p:05-17. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545. Full description at Econpapers \|\| Download paper
2021	Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962. Full description at Econpapers \|\| Download paper
2021	Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141. Full description at Econpapers \|\| Download paper
2021	Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers \|\| Download paper
2021	Green Bond: A Systematic Literature Review for Future Research Agendas. (2021). Panetta, Ida ; Cortellini, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:589-:d:696689. Full description at Econpapers \|\| Download paper
2021	Climate Transition Risk and the Impact on Green Bonds. (2021). Leirvik, Thomas ; Antoniuk, Yevheniia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:597-:d:699912. Full description at Econpapers \|\| Download paper
2021	Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers \|\| Download paper
2021	Factor investing: alpha concentration versus diversification. (2021). Zurek, Martin ; Shivarova, Antoniya ; Heinrich, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00226-0. Full description at Econpapers \|\| Download paper
2021	Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Asset Management / Palgrave Macmillan	21	116
2	Papers / arXiv.org	90	75
3	Finance Research Letters / Elsevier	75	69
4	Sustainability / MDPI	67	53
5	Energy Economics / Elsevier	164	51
6	JRFM / MDPI	24	45
7	Resources Policy / Elsevier	78	38
8	International Review of Economics & Finance / Elsevier	59	38
9	Research in International Business and Finance / Elsevier	50	34
10	International Review of Financial Analysis / Elsevier	71	34
11	Technological Forecasting and Social Change / Elsevier	72	29