0.6
Impact Factor
0.31
5-Years IF
5
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1991 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.15 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.19 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.2 | 0 | 0 | 0 | (%) | 0.08 | ||||||||||
| 1998 | 0.21 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
| 1999 | 0.27 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 3 | 3 | 2 | 0.67 | 0 | 0 | (%) | 0.17 | |||||||
| 2002 | 0.37 | 3 | 6 | 2 | 0.33 | 1 | 3 | 3 | 1 (100%) | 0.18 | ||||||
| 2003 | 0.39 | 6 | 6 | 6 | (%) | 0.18 | ||||||||||
| 2004 | 0.41 | 6 | 3 | 6 | (%) | 0.18 | ||||||||||
| 2005 | 0.43 | 6 | 0 | 6 | (%) | 0.22 | ||||||||||
| 2006 | 0.45 | 6 | 0 | 6 | (%) | 0.19 | ||||||||||
| 2007 | 0.38 | 6 | 0 | 3 | (%) | 0.17 | ||||||||||
| 2008 | 0.38 | 6 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2009 | 0.35 | 6 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2010 | 0.32 | 6 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2011 | 0.41 | 14 | 20 | 1 | 0 | 0 | (%) | 0.2 | ||||||||
| 2012 | 0.46 | 11 | 31 | 1 | 0.03 | 34 | 14 | 14 | 10 (29.4%) | 1 | 0.09 | 0.21 | ||||
| 2013 | 0.24 | 0.49 | 0.24 | 4 | 35 | 7 | 0.2 | 4 | 25 | 6 | 25 | 6 | (%) | 0.22 | ||
| 2014 | 0.6 | 0.56 | 0.31 | 14 | 49 | 16 | 0.33 | 27 | 15 | 9 | 29 | 9 | 6 (22.2%) | 5 | 0.36 | 0.3 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published in 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: 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:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2012 | Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers || Download paper | 34 |
| 2014 | An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | 13 |
| 2015 | Oil Price and Stock Returns of Consumers and Producers of Crude Oil. (2015). , Dinh ; Narayan, Paresh K ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers || Download paper | 10 |
| 2014 | Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Narayan, Paresh Kumar ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers || Download paper | 9 |
| 2015 | Has Oil Price Predicted Stock returns for Over a Century?. (2015). Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers || Download paper | 7 |
| 2014 | A Random Coefficient Approach to the Predictability of Stock Returns in Panels. (2014). Westerlund, Joakim . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers || Download paper | 5 |
| 2015 | Stock Return Forecasting: Some New Evidence. (2015). , Dinh ; Narayan, Paresh K ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers || Download paper | 4 |
| 2013 | Determinants of Stock Price Bubbles. (2013). Narayan, Paresh Kumar ; Mishra, Sagarika . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers || Download paper | 2 |
| 2013 | Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?. (2013). Bannigidadmath, Deepa ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_03. Full description at Econpapers || Download paper | 2 |
| 2014 | How Profitable is the Indian Stock Market?. (2014). Prabheesh, KP ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers || Download paper | 2 |
| 2011 | The January and turn-of-the-month effect on firm returns and return volatility. (2011). Narayan, Paresh Kumar ; Sharma, Susan Sunila . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2011_01. Full description at Econpapers || Download paper | 1 |
| 2014 | A Factor Analytical Approach to the Efficient Futures Market Hypothesis. (2014). Westerlund, Joakim ; Narayan, Paresh K ; Norkute, Milda . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_12. Full description at Econpapers || Download paper | 1 |
| 2015 | Are Indian Stock Returns Predictable?. (2015). , Deepa ; Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers || Download paper | 1 |
| 2015 | A Unit Root Model for Trending Time-series Energy Variables. (2015). Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers || Download paper | 1 |
| 2002 | An analysis of commodity markets: What gain for investors?. (2002). Narayan, Paresh Kumar ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_02. Full description at Econpapers || Download paper | 1 |
| 2015 | Can Governance Quality Predict Stock Market Returns? New Global Evidence. (2015). Narayan, Paresh K ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers || Download paper | 1 |
| 2014 | Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). Westerlund, Joakim ; Blomquist, Johan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_04. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2012 | Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers || Download paper | 30 |
| 2014 | An Analysis of Price Discovery from Panel Data Models of CDS and Equity Returns. (2014). Thuraisamy, Kannan ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | 12 |
| 2015 | Oil Price and Stock Returns of Consumers and Producers of Crude Oil. (2015). , Dinh ; Narayan, Paresh K ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers || Download paper | 10 |
| 2014 | Do Oil Prices Predict Economic Growth? New Global Evidence. (2014). Narayan, Paresh Kumar ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers || Download paper | 9 |
| 2015 | Has Oil Price Predicted Stock returns for Over a Century?. (2015). Narayan, Paresh K. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers || Download paper | 7 |
| 2014 | A Random Coefficient Approach to the Predictability of Stock Returns in Panels. (2014). Westerlund, Joakim . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers || Download paper | 5 |
| 2015 | Stock Return Forecasting: Some New Evidence. (2015). , Dinh ; Narayan, Paresh K ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers || Download paper | 4 |
| 2013 | Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?. (2013). Bannigidadmath, Deepa ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_03. Full description at Econpapers || Download paper | 2 |
| 2014 | How Profitable is the Indian Stock Market?. (2014). Prabheesh, KP ; Sharma, Susan S ; Narayan, Paresh Kumar . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers || Download paper | 2 |
| 2013 | Determinants of Stock Price Bubbles. (2013). Narayan, Paresh Kumar ; Mishra, Sagarika . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 9:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Applied Econometrics and a Decade of Energy Economics Research. (2014). Narayan, Paresh . In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market. (2014). Vivian, Andrew ; Jordan, Steven J. ; Wohar, Mark E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:41:y:2014:i:c:p:95-109. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Applied Econometrics and a Decade of Energy Economics Research. (2014). Narayan, Paresh . In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Has Oil Pirce Predicted Stock Returns for Over a Century?. (2014). Narayan, Paresh K.. In: Working Papers. RePEc:pre:wpaper:201446. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-69. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59527. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Derivatives holdings and systemic risk in the U.S. banking sector. (2014). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:84-104. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Stock returns, mutual fund flows and spillover shocks. (2014). K. P, Prabheesh, ; Narayan, Seema . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:146-162. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Does cash flow predict returns?. (2014). Westerlund, Joakim ; Narayan, Paresh Kumar . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:230-236. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-69. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Applied Econometrics and a Decade of Energy Economics Research. (2014). Narayan, Paresh . In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period. (2014). . In: MPRA Paper. RePEc:pra:mprapa:55704. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Effects of Oil Price on Turkish Economic Growth. (2014). Edirneligil, Ay ; Mucuk, Mehmet . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:0702083. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies. (2012). Thuraisamy, Kannan ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_02. Full description at Econpapers || Download paper | [Citation Analysis] |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.