Citation analysis for Financial Analysts Journal / Taylor & Francis Journals

Citation Profile [Updated: 2026-06-12 21:57:20]

5 Years H Index

Impact Factor (IF)

0.55

5 Years IF

1.52

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
1996	0	0.24	0	0	63	63	80		0	0		0			0		0	0.11
1997	0	0.24	0	0	68	131	54		0	63		63			0		0	0.11
1998	0.01	0.27	0	0.01	70	201	56	1	1	131	1	131	1		0		0	0.13
1999	0.01	0.29	0.01	0.01	71	272	192	2	3	138	2	201	2		0		0	0.14
2000	0	0.34	0	0	53	325	119	1	4	141		272	1		0		0	0.16
2001	0.01	0.38	0.01	0.01	55	380	84	4	8	124	1	325	3		0	1	0.02	0.17
2002	0.01	0.39	0.01	0.01	60	440	90	5	13	108	1	317	3		0	1	0.02	0.21
2003	0.02	0.43	0.01	0.02	73	513	72	5	18	115	2	309	5		0		0	0.21
2004	0.03	0.48	0.02	0.03	83	596	157	11	29	133	4	312	8		0		0	0.22
2005	0.04	0.51	0.03	0.04	86	682	90	22	51	156	6	324	13		0		0	0.23
2006	0.01	0.49	0.02	0.03	88	770	159	16	67	169	2	357	12		0		0	0.22
2007	0.01	0.44	0.01	0.01	76	846	62	10	77	174	2	390	5		0		0	0.2
2008	0.01	0.47	0.03	0.03	61	907	38	26	103	164	2	406	13		0		0	0.22
2009	0.01	0.46	0.02	0.02	58	965	75	24	127	137	2	394	9		0		0	0.23
2010	0	0.46	0.02	0	68	1033	65	23	150	119		369	1		0		0	0.2
2011	0	0.5	0.02	0.02	53	1086	62	24	174	126		351	6		0		0	0.23
2012	0	0.5	0.01	0	66	1152	189	14	188	121		316	1		0		0	0.21
2013	0.03	0.54	0.04	0.02	52	1204	52	46	234	119	4	306	6		0		0	0.23
2014	0.03	0.52	0.02	0.02	43	1247	25	31	265	118	4	297	7		0		0	0.22
2015	0.03	0.52	0.03	0.03	44	1291	28	43	308	95	3	282	9		0		0	0.22
2016	0	0.5	0.03	0.02	43	1334	104	36	344	87		258	6		0	2	0.05	0.2
2017	0.01	0.51	0.01	0	34	1368	69	15	359	87	1	248	1		0		0	0.2
2018	0.05	0.52	0.01	0.03	32	1400	247	20	379	77	4	216	6		0		0	0.22
2019	0.03	0.53	0.02	0.02	33	1433	86	23	402	66	2	196	4		0		0	0.21
2020	0.02	0.63	0.02	0.05	33	1466	98	35	437	65	1	186	10		0		0	0.3
2021	0.03	0.72	0.03	0.02	30	1496	204	51	488	66	2	175	4		0		0	0.26
2022	0.05	0.71	0.05	0.05	27	1523	77	69	557	63	3	162	8		0	2	0.07	0.21
2023	0.21	0.67	0.08	0.17	31	1554	40	117	674	57	12	155	27		0		0	0.19
2024	0.57	0.71	0.48	0.91	29	1583	22	764	1438	58	33	154	140	1	0.1	9	0.31	0.21
2025	0.55	0.93	0.73	1.52	30	1613	5	1172	2610	60	33	150	228		0	3	0.1	0.27

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

50 most cited documents in this series

#	Year	Title	Cited
1	2018	Why and How Investors Use ESG Information: Evidence from a Global Survey. (2018). Serafeim, George ; Amel-Zadeh, Amir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:74:y:2018:i:3:p:87-103. Full description at Econpapers \|\| Download paper	223
2	2021	ESG Rating Disagreement and Stock Returns. (2021). Krueger, Philipp ; Brandon, Rajna Gibson ; Schmidt, Peter Steffen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:4:p:104-127. Full description at Econpapers \|\| Download paper	149
3	2012	Index Investment and the Financialization of Commodities. (2012). Tang, Ke ; Xiong, Wei. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:6:p:54-74. Full description at Econpapers \|\| Download paper	108
4	2004	Hedge Fund Benchmarks: A Risk-Based Approach. (2004). Fung, William ; Hsieh, David A. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:5:p:65-80. Full description at Econpapers \|\| Download paper	75
5	2006	Facts and Fantasies about Commodity Futures. (2006). Rouwenhorst, Geert K ; Gorton, Gary. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:47-68. Full description at Econpapers \|\| Download paper	65
6	2016	Hedging Climate Risk. (2016). Bolton, Patrick ; Andersson, Mats ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:72:y:2016:i:3:p:13-32. Full description at Econpapers \|\| Download paper	59
7	1999	The Detection of Earnings Manipulation. (1999). Beneish, Messod D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:5:p:24-36. Full description at Econpapers \|\| Download paper	51
8	2006	Do Precious Metals Shine? An Investment Perspective. (2006). faff, robert ; Draper, Paul ; Hillier, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:98-106. Full description at Econpapers \|\| Download paper	44
9	1999	Credit Swap Valuation. (1999). Duffie, Darrell. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:1:p:73-87. Full description at Econpapers \|\| Download paper	43
10	2006	The Strategic and Tactical Value of Commodity Futures. (2006). Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:69-97. Full description at Econpapers \|\| Download paper	38
11	2011	Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly. (2011). Baker, Malcolm ; Wurgler, Jeffrey ; Bradley, Brendan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:67:y:2011:i:1:p:40-54. Full description at Econpapers \|\| Download paper	33
12	2009	The Wages of Social Responsibility. (2009). Statman, Meir ; Glushkov, Denys. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:4:p:33-46. Full description at Econpapers \|\| Download paper	33
13	2000	Socially Responsible Mutual Funds (corrected). (2000). Statman, Meir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:3:p:30-39. Full description at Econpapers \|\| Download paper	32
14	2020	Public Sentiment and the Price of Corporate Sustainability. (2020). Serafeim, George. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:2:p:26-46. Full description at Econpapers \|\| Download paper	30
15	2019	Corporate Governance, ESG, and Stock Returns around the World. (2019). Khan, Mozaffar. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:103-123. Full description at Econpapers \|\| Download paper	27
16	2022	Which Corporate ESG News Does the Market React To?. (2022). Serafeim, George ; Yoon, Aaron. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:1:p:59-78. Full description at Econpapers \|\| Download paper	27
17	2005	The Eco-Efficiency Premium Puzzle. (2005). Bauer, Rob ; Guenster, Nadja ; Koedijk, Kees ; Derwall, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:51-63. Full description at Econpapers \|\| Download paper	26
18	2002	The Statistics of Sharpe Ratios. (2002). Lo, Andrew W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:4:p:36-52. Full description at Econpapers \|\| Download paper	26
19	2017	News vs. Sentiment: Predicting Stock Returns from News Stories. (2017). Heston, Steven L ; Sinha, Nitish Ranjan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:3:p:67-83. Full description at Econpapers \|\| Download paper	22
20	2000	Investor Sentiment and Stock Returns. (2000). Statman, Meir ; Fisher, Kenneth L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:2:p:16-23. Full description at Econpapers \|\| Download paper	20
21	2022	Net-Zero Carbon Portfolio Alignment. (2022). Kacperczyk, Marcin ; Bolton, Patrick ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:2:p:19-33. Full description at Econpapers \|\| Download paper	18
22	2004	How Regimes Affect Asset Allocation. (2004). Bekaert, Geert ; Ang, Andrew. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:2:p:86-99. Full description at Econpapers \|\| Download paper	18
23	2012	Emerging Local Currency Bond Markets. (2012). Burger, John ; Warnock, Veronica Cacdac. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:73-93. Full description at Econpapers \|\| Download paper	18
24	2005	Fundamental Indexation. (2005). Arnott, Robert D ; Moore, Philip ; Hsu, Jason. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:83-99. Full description at Econpapers \|\| Download paper	18
25	1996	Political Risk, Economic Risk, and Financial Risk. (1996). Viskanta, Tadas E ; Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:29-46. Full description at Econpapers \|\| Download paper	17
26	2004	Board Composition and Corporate Fraud. (2004). Szewczyk, Samuel H ; Varma, Raj ; Uzun, Hatice. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:3:p:33-43. Full description at Econpapers \|\| Download paper	17
27	2010	Does Simple Pairs Trading Still Work?. (2010). faff, robert ; Do, Binh. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:4:p:83-95. Full description at Econpapers \|\| Download paper	17
28	2020	The Shift from Active to Passive Investing: Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick ; Kruttli, Mathias ; Osambela, Emilio. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:4:p:23-39. Full description at Econpapers \|\| Download paper	17
29	1999	The Early History of Portfolio Theory: 1600â1960. (1999). Markowitz, Harry M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:4:p:5-16. Full description at Econpapers \|\| Download paper	15
30	1997	The Finite Horizon Expected Return Model. (1997). Gordon, Myron J. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:53:y:1997:i:3:p:52-61. Full description at Econpapers \|\| Download paper	14
31	2003	Portfolio Optimization with Tracking-Error Constraints. (2003). Jorion, Philippe. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:59:y:2003:i:5:p:70-82. Full description at Econpapers \|\| Download paper	14
32	2001	Default Parameter Estimation Using Market Prices. (2001). Jarrow, Robert. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:5:p:75-92. Full description at Econpapers \|\| Download paper	14
33	2001	News or Noise? Internet Postings and Stock Prices. (2001). Tumarkin, Robert ; Whitelaw, Robert F. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:3:p:41-51. Full description at Econpapers \|\| Download paper	13
34	2002	Multiples Used to Estimate Corporate Value. (2002). Lie, Heidi J. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:2:p:44-54. Full description at Econpapers \|\| Download paper	13
35	2010	Skulls, Financial Turbulence, and Risk Management. (2010). Li, Yuanzhen ; Kritzman, Mark. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:5:p:30-41. Full description at Econpapers \|\| Download paper	13
36	1996	Risk2: Measuring the Risk in Value at Risk. (1996). Jorion, Philippe. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:47-56. Full description at Econpapers \|\| Download paper	13
37	2017	Factor Investing in the Corporate Bond Market. (2017). Houweling, Patrick ; van Zundert, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:2:p:100-115. Full description at Econpapers \|\| Download paper	12
38	2002	What Risk Premium Is âNormalâ?. (2002). Arnott, Robert D ; Bernstein, Peter L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:2:p:64-85. Full description at Econpapers \|\| Download paper	12
39	1999	Volatility, Sentiment, and Noise Traders. (1999). Brown, Gregory W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:2:p:82-90. Full description at Econpapers \|\| Download paper	12
40	2015	Differences in Conference Call Tones: Managers vs. Analysts. (2015). Li, XU ; Brockman, Paul ; Price, Mckay S. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:71:y:2015:i:4:p:24-42. Full description at Econpapers \|\| Download paper	12
41	2019	Machine Learning for Stock Selection. (2019). Jones, Robert C ; Rasekhschaffe, Keywan Christian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:3:p:70-88. Full description at Econpapers \|\| Download paper	12
42	1999	Science and Technology as Predictors of Stock Performance. (1999). Deng, Zhen ; Narin, Francis ; Lev, Baruch. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:3:p:20-32. Full description at Econpapers \|\| Download paper	11
43	2012	Exchange-Traded Funds, Market Structure, and the Flash Crash. (2012). Madhavan, Ananth. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:20-35. Full description at Econpapers \|\| Download paper	11
44	2010	In Defense of Optimization: The Fallacy of 1/N. (2010). Page, Sebastien ; Kritzman, Mark ; Turkington, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:2:p:31-39. Full description at Econpapers \|\| Download paper	10
45	1996	Political Risk in Emerging and Developed Markets. (1996). Stevens, Ross L ; Diamonte, Robin L ; Liew, John M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:3:p:71-76. Full description at Econpapers \|\| Download paper	10
46	2013	Earnings Manipulation and Expected Returns. (2013). Lee, Charles ; Beneish, Messod D ; Nichols, Craig D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:69:y:2013:i:2:p:57-82. Full description at Econpapers \|\| Download paper	10
47	2003	Quantifying Credit Risk I: Default Prediction. (2003). Kealhofer, Stephen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:59:y:2003:i:1:p:30-44. Full description at Econpapers \|\| Download paper	10
48	2001	Are Two Factors Enough? The U.K. Evidence. (2001). Leledakis, George ; Davidson, Ian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:6:p:96-105. Full description at Econpapers \|\| Download paper	10
49	2007	Is Cash Flow King in Valuations?. (2007). Liu, Jing ; Thomas, Jacob ; Nissim, Doron. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:63:y:2007:i:2:p:56-68. Full description at Econpapers \|\| Download paper	10
50	2013	Active Share and Mutual Fund Performance. (2013). Petajisto, Antti. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:69:y:2013:i:4:p:73-93. Full description at Econpapers \|\| Download paper	9

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

#	Year	Title	Cited
1	2018	Why and How Investors Use ESG Information: Evidence from a Global Survey. (2018). Serafeim, George ; Amel-Zadeh, Amir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:74:y:2018:i:3:p:87-103. Full description at Econpapers \|\| Download paper	210
2	2021	ESG Rating Disagreement and Stock Returns. (2021). Krueger, Philipp ; Brandon, Rajna Gibson ; Schmidt, Peter Steffen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:4:p:104-127. Full description at Econpapers \|\| Download paper	143
3	2012	Index Investment and the Financialization of Commodities. (2012). Tang, Ke ; Xiong, Wei. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:6:p:54-74. Full description at Econpapers \|\| Download paper	92
4	2006	Facts and Fantasies about Commodity Futures. (2006). Rouwenhorst, Geert K ; Gorton, Gary. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:47-68. Full description at Econpapers \|\| Download paper	54
5	2016	Hedging Climate Risk. (2016). Bolton, Patrick ; Andersson, Mats ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:72:y:2016:i:3:p:13-32. Full description at Econpapers \|\| Download paper	49
6	1999	The Detection of Earnings Manipulation. (1999). Beneish, Messod D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:5:p:24-36. Full description at Econpapers \|\| Download paper	40
7	2006	The Strategic and Tactical Value of Commodity Futures. (2006). Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:69-97. Full description at Econpapers \|\| Download paper	29
8	2011	Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly. (2011). Baker, Malcolm ; Wurgler, Jeffrey ; Bradley, Brendan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:67:y:2011:i:1:p:40-54. Full description at Econpapers \|\| Download paper	27
9	2020	Public Sentiment and the Price of Corporate Sustainability. (2020). Serafeim, George. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:2:p:26-46. Full description at Econpapers \|\| Download paper	26
10	2019	Corporate Governance, ESG, and Stock Returns around the World. (2019). Khan, Mozaffar. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:103-123. Full description at Econpapers \|\| Download paper	26
11	2000	Socially Responsible Mutual Funds (corrected). (2000). Statman, Meir. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:3:p:30-39. Full description at Econpapers \|\| Download paper	25
12	2022	Which Corporate ESG News Does the Market React To?. (2022). Serafeim, George ; Yoon, Aaron. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:1:p:59-78. Full description at Econpapers \|\| Download paper	25
13	2005	The Eco-Efficiency Premium Puzzle. (2005). Bauer, Rob ; Guenster, Nadja ; Koedijk, Kees ; Derwall, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:61:y:2005:i:2:p:51-63. Full description at Econpapers \|\| Download paper	24
14	2009	The Wages of Social Responsibility. (2009). Statman, Meir ; Glushkov, Denys. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:4:p:33-46. Full description at Econpapers \|\| Download paper	24
15	2006	Do Precious Metals Shine? An Investment Perspective. (2006). faff, robert ; Draper, Paul ; Hillier, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:62:y:2006:i:2:p:98-106. Full description at Econpapers \|\| Download paper	24
16	2002	The Statistics of Sharpe Ratios. (2002). Lo, Andrew W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:58:y:2002:i:4:p:36-52. Full description at Econpapers \|\| Download paper	23
17	2004	Hedge Fund Benchmarks: A Risk-Based Approach. (2004). Fung, William ; Hsieh, David A. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:5:p:65-80. Full description at Econpapers \|\| Download paper	22
18	2017	News vs. Sentiment: Predicting Stock Returns from News Stories. (2017). Heston, Steven L ; Sinha, Nitish Ranjan. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:3:p:67-83. Full description at Econpapers \|\| Download paper	19
19	2000	Investor Sentiment and Stock Returns. (2000). Statman, Meir ; Fisher, Kenneth L. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:56:y:2000:i:2:p:16-23. Full description at Econpapers \|\| Download paper	19
20	2022	Net-Zero Carbon Portfolio Alignment. (2022). Kacperczyk, Marcin ; Bolton, Patrick ; Samama, Frederic. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:78:y:2022:i:2:p:19-33. Full description at Econpapers \|\| Download paper	18
21	1996	Political Risk, Economic Risk, and Financial Risk. (1996). Viskanta, Tadas E ; Erb, Claude B ; Harvey, Campbell R. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:29-46. Full description at Econpapers \|\| Download paper	16
22	2020	The Shift from Active to Passive Investing: Risks to Financial Stability?. (2020). Anadu, Kenechukwu ; McCabe, Patrick ; Kruttli, Mathias ; Osambela, Emilio. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:76:y:2020:i:4:p:23-39. Full description at Econpapers \|\| Download paper	15
23	2004	Board Composition and Corporate Fraud. (2004). Szewczyk, Samuel H ; Varma, Raj ; Uzun, Hatice. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:3:p:33-43. Full description at Econpapers \|\| Download paper	14
24	1999	The Early History of Portfolio Theory: 1600â1960. (1999). Markowitz, Harry M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:4:p:5-16. Full description at Econpapers \|\| Download paper	13
25	2001	News or Noise? Internet Postings and Stock Prices. (2001). Tumarkin, Robert ; Whitelaw, Robert F. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:57:y:2001:i:3:p:41-51. Full description at Econpapers \|\| Download paper	12
26	2010	Does Simple Pairs Trading Still Work?. (2010). faff, robert ; Do, Binh. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:4:p:83-95. Full description at Econpapers \|\| Download paper	12
27	2004	How Regimes Affect Asset Allocation. (2004). Bekaert, Geert ; Ang, Andrew. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:60:y:2004:i:2:p:86-99. Full description at Econpapers \|\| Download paper	12
28	1999	Volatility, Sentiment, and Noise Traders. (1999). Brown, Gregory W. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:55:y:1999:i:2:p:82-90. Full description at Econpapers \|\| Download paper	12
29	2010	Skulls, Financial Turbulence, and Risk Management. (2010). Li, Yuanzhen ; Kritzman, Mark. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:5:p:30-41. Full description at Econpapers \|\| Download paper	12
30	2019	Machine Learning for Stock Selection. (2019). Jones, Robert C ; Rasekhschaffe, Keywan Christian. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:3:p:70-88. Full description at Econpapers \|\| Download paper	11
31	1996	Risk2: Measuring the Risk in Value at Risk. (1996). Jorion, Philippe. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:6:p:47-56. Full description at Econpapers \|\| Download paper	11
32	2012	Exchange-Traded Funds, Market Structure, and the Flash Crash. (2012). Madhavan, Ananth. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:20-35. Full description at Econpapers \|\| Download paper	10
33	2017	Factor Investing in the Corporate Bond Market. (2017). Houweling, Patrick ; van Zundert, Jeroen. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:2:p:100-115. Full description at Econpapers \|\| Download paper	10
34	2012	Emerging Local Currency Bond Markets. (2012). Burger, John ; Warnock, Veronica Cacdac. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:4:p:73-93. Full description at Econpapers \|\| Download paper	10
35	1997	The Finite Horizon Expected Return Model. (1997). Gordon, Myron J. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:53:y:1997:i:3:p:52-61. Full description at Econpapers \|\| Download paper	10
36	1996	Political Risk in Emerging and Developed Markets. (1996). Stevens, Ross L ; Diamonte, Robin L ; Liew, John M. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:52:y:1996:i:3:p:71-76. Full description at Econpapers \|\| Download paper	10
37	2010	In Defense of Optimization: The Fallacy of 1/N. (2010). Page, Sebastien ; Kritzman, Mark ; Turkington, David. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:66:y:2010:i:2:p:31-39. Full description at Econpapers \|\| Download paper	9
38	2015	Differences in Conference Call Tones: Managers vs. Analysts. (2015). Li, XU ; Brockman, Paul ; Price, Mckay S. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:71:y:2015:i:4:p:24-42. Full description at Econpapers \|\| Download paper	9
39	2013	Active Share and Mutual Fund Performance. (2013). Petajisto, Antti. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:69:y:2013:i:4:p:73-93. Full description at Econpapers \|\| Download paper	8
40	2013	Earnings Manipulation and Expected Returns. (2013). Lee, Charles ; Beneish, Messod D ; Nichols, Craig D. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:69:y:2013:i:2:p:57-82. Full description at Econpapers \|\| Download paper	8
41	2009	Governance Role of Analyst Coverage and Investor Protection. (2009). Sun, Jerry. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:65:y:2009:i:6:p:52-64. Full description at Econpapers \|\| Download paper	7
42	2023	Diversification during Hard Times. (2023). Sy, Oumar ; Attig, Najah. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:79:y:2023:i:2:p:45-64. Full description at Econpapers \|\| Download paper	7
43	1998	The Information Ratio. (1998). Goodwin, Thomas H. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:54:y:1998:i:4:p:34-43. Full description at Econpapers \|\| Download paper	7
44	2012	Leverage Aversion and Risk Parity. (2012). Pedersen, Lasse H ; Asness, Clifford S ; Frazzini, Andrea. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:68:y:2012:i:1:p:47-59. Full description at Econpapers \|\| Download paper	7
45	2019	The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror. (2019). Sharpe, Steven ; Engstrom, Eric C. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:75:y:2019:i:4:p:37-49. Full description at Econpapers \|\| Download paper	7
46	2017	Inefficiencies in the Pricing of Exchange-Traded Funds. (2017). Petajisto, Antti. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:73:y:2017:i:1:p:24-54. Full description at Econpapers \|\| Download paper	7
47	2021	Capital Market Liberalization and Investment Efficiency: Evidence from China. (2021). Chen, Wanyi ; Zhang, Liguang ; Peng, Liao. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:4:p:23-44. Full description at Econpapers \|\| Download paper	7
48	2023	Allocating to Thematic Investments. (2023). Perchet, Romain ; de Carvalho, Raul Leote ; Somefun, Koye ; Yin, Chenyang. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:79:y:2023:i:1:p:18-36. Full description at Econpapers \|\| Download paper	7
49	2021	Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens. (2021). Ang, Andrew ; Madhavan, Ananth ; Sobczyk, Aleksander. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:1:p:69-88. Full description at Econpapers \|\| Download paper	7
50	2021	Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits. (2021). Utz, Sebastian ; Fauser, Daniel V. In: Financial Analysts Journal. RePEc:taf:ufajxx:v:77:y:2021:i:2:p:43-65. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor: 33

Year	Title
2025	Quantifying A Firms AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.01763. Full description at Econpapers \|\| Download paper
2025	What attracts sustainable fund flows? Prospectus versus ratings. (2025). Wilkens, Marco ; Jacob, Stefan ; Birk, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-024-00389-6*. Full description at Econpapers \|\| Download paper
2025	Quantifying a firms AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings. (2025). Saggu, Aman ; Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:212:y:2025:i:c:s0040162524007637. Full description at Econpapers \|\| Download paper
2025	Does compliance with screening standards affect the performance of firms?. (2025). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Raza, Muhammad Wajid. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000056. Full description at Econpapers \|\| Download paper
2025	Detecting exuberance phenomena in thematic investing. (2025). Vacca, Gianmarco ; Genoni, Giulia ; Braga, Maria Debora. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001539. Full description at Econpapers \|\| Download paper
2025	Predictors of Sustainable Investment Motivation: An Interpretable Machine Learning Approach. (2025). Meyeralten, Raphael ; Sosnovskikh, Sergey ; Valko, Danila. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5001-5018. Full description at Econpapers \|\| Download paper
2025	Robust and Efficient Deep Hedging via Linearized Objective Neural Network. (2025). Cai, Lin ; Zhao, Lei. In: Papers. RePEc:arx:papers:2502.17757. Full description at Econpapers \|\| Download paper
2025	On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571. Full description at Econpapers \|\| Download paper
2025	Are Sustainable Supply Chains Managing Scope 3 Emissions? A Systematic Literature Review. (2025). Lima, Leandro ; Borchardt, Miriam ; Pereira, Giancarlo ; Milan, Gabriel ; Bianchi, Renata ; Do, Annibal Scavarda. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6066-:d:1693227. Full description at Econpapers \|\| Download paper
2025	Environmental, social and governance risk exposures of mutual funds. (2025). Tantisantiwong, Nongnuch ; Helliar, Christine ; Petracci, Barbara. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-025-00401-7. Full description at Econpapers \|\| Download paper
2025	Birth order and fund managerâs trading behavior: Role of sibling rivalry. (2025). Orlov, Vitaly ; Agarwal, Vikas ; Cochardt, Alexander. In: Journal of Corporate Finance. RePEc:eee:corfin:v:95:y:2025:i:c:s0929119925001208. Full description at Econpapers \|\| Download paper
2025	Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341. Full description at Econpapers \|\| Download paper
2025	The impact of stock market liberalization on corporate diversification: evidence from China. (2025). Bao, Hengmiao ; Chen, Zhiyu ; Li, Yushuang ; Jiang, Jiaoliang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01350-9. Full description at Econpapers \|\| Download paper
2025	Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714. Full description at Econpapers \|\| Download paper
2025	Passive investing, active decisions: The DAX index inclusion effect. (2025). Krber, Lukas ; Bekti, Demir ; Khan, Asad. In: Review of Financial Economics. RePEc:wly:revfec:v:43:y:2025:i:3:p:286-296. Full description at Econpapers \|\| Download paper
2025	Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113. Full description at Econpapers \|\| Download paper
2025	ESG rating changes and stock returns. (2025). Gerritsen, Dirk ; Galema, Rients. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000440. Full description at Econpapers \|\| Download paper
2025	Green banking illusion? The influence of âEco-Consciousâ bank shareholders on credit allocation. (2025). Sakasai, Yuki ; Kadach, Igor ; Eufinger, Christian ; Bhm, Adrian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000355. Full description at Econpapers \|\| Download paper
2025	Stewardship Policies. A Survey of the Main Issues.. (2025). Columba, Francesco ; Letta, Simone ; Fanari, Marco ; di Giampaolo, Johnny ; Mango, Gianluca ; Fraboni, Gabriele ; Bernardini, Enrico ; Cecchet, Elisabetta ; la Licata, Donatella. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_065_25. Full description at Econpapers \|\| Download paper
2025	Editorial: What have we learned about green and climate finance?. (2025). Ng, Lilian ; Liang, Hao ; Yoon, Aaron. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001994. Full description at Econpapers \|\| Download paper
2025	Shareholder activism on climate issues: The role of framing and stakeholder systems. (2025). Rannou, Yves ; Alioui, Sabrina ; Girard, Carine. In: Post-Print. RePEc:hal:journl:hal-05252371. Full description at Econpapers \|\| Download paper
2025	Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization. (2024). Lee, Yongjae ; Tae, Inwoo. In: Papers. RePEc:arx:papers:2409.09684. Full description at Econpapers \|\| Download paper
2025	Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers \|\| Download paper
2025	AI shrinkage: a data-driven approach for risk-optimized portfolios. (2025). De Nard, Gianluca ; Kostovic, Damjan. In: ECON - Working Papers. RePEc:zur:econwp:470. Full description at Econpapers \|\| Download paper
2025	Multi-scale Dynamic Correlation Between Climate Shock and Chinas Stock Market: Evidence Based on High Frequency Data. (2025). Wang, Hanru ; Chen, Menglong ; Shu, Mingyu. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10790-3. Full description at Econpapers \|\| Download paper
2025	CRISK: Measuring the climate risk exposure of the financial system. (2025). Engle, Robert ; Berner, Richard ; Jung, Hyeyoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000844. Full description at Econpapers \|\| Download paper
2025	Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x. Full description at Econpapers \|\| Download paper
2025	Asymmetries and evolution in energy market Interactions: Evidence from solar PV systems and spot electricity prices in Australia. (2025). Deng, Xiuyue ; Poletti, Stephen ; Tao, Miaomiao. In: Renewable Energy. RePEc:eee:renene:v:255:y:2025:i:c:s0960148125014028. Full description at Econpapers \|\| Download paper
2025	Understanding Price-To-Rent Ratios Through Simulation-Based Distributions And Explainable Machine Learning. (2025). Jonas, Vogt. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:33:y:2025:i:3:p:36-48:n:1004. Full description at Econpapers \|\| Download paper
2025	The gender effects of COVID: evidence from equity analysts. (2025). Li, Frank Weikai ; Wang, Baolian. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:2:d:10.1007_s11142-024-09852-6. Full description at Econpapers \|\| Download paper
2025	How well do machine learning models in finance work?. (2025). Kang, Yeonchan ; Webb, Robert I ; Ryu, Doojin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00870-0. Full description at Econpapers \|\| Download paper
2025	(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x. Full description at Econpapers \|\| Download paper
2025	Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639. Full description at Econpapers \|\| Download paper
2025	Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants. (2025). Alves, JosÃ© ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s105752192500794x. Full description at Econpapers \|\| Download paper
2025	Corporate Environmental Disclosures and Role of Top Management: Evidence Based on the Business Responsibility and Sustainability Reporting in India. (2025). Khalid, Ahmad Mohd ; Rawat, Pankaj S. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:4:p:4619-4635. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	Hopfield Networks for Asset Allocation. (2024). Gopalan, Monisha ; Staiano, Jacopo ; Nicolini, Carlo ; Lepri, Bruno. In: Papers. RePEc:arx:papers:2407.17645. Full description at Econpapers \|\| Download paper
2024	Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817. Full description at Econpapers \|\| Download paper
2024	Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x. Full description at Econpapers \|\| Download paper
2024	Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x. Full description at Econpapers \|\| Download paper
2024	Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?. (2024). Oehler, Andreas ; Horn, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005003. Full description at Econpapers \|\| Download paper
2024	Mitigating digital market risk with conventional, green, and Islamic bonds: Fresh insights from new hybrid deep learning models. (2024). OMRI, Anis ; Goodell, John W ; ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009929. Full description at Econpapers \|\| Download paper
2024	Momentum on historical high. (2024). Tomtosov, Aleksandr. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012455. Full description at Econpapers \|\| Download paper
2024	From Man vs. Machine to Man + Machine: The art and AI of stock analyses. (2024). Jiang, Wei ; Cao, Sean ; Wang, Junbo ; Yang, Baozhong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001338. Full description at Econpapers \|\| Download paper
2024	The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments. (2024). Funari, Stefania ; Basso, Antonella ; Visentin, Guglielmo Alessandro ; Barro, Diana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2424-:d:1449736. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document

Recent citations received in 2022

Year	Citing document
2022	Is corporate transparency the solution to political failure on our greatest problems? A discussion of Darendeli, Fiechter, Hitz, and Lehmann (2022). (2022). Christensen, Hans B. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000659. Full description at Econpapers \|\| Download paper
2022	Does greater private firm disclosure affect public equity markets? A discussion of Kim and Olbert (2022). (2022). Minnis, Michael. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:2:s0165410122000660. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	93	121
2	Papers / arXiv.org	99	108
3	International Review of Economics & Finance / Elsevier	68	89
4	Finance Research Letters / Elsevier	94	83
5	Research in International Business and Finance / Elsevier	60	83
6	Journal of Asset Management / Palgrave Macmillan	25	70
7	Annals of Operations Research / Springer	55	63
8	Sustainability / MDPI	79	56
9	Journal of Banking & Finance / Elsevier	187	51
10	Corporate Social Responsibility and Environmental Management / John Wiley & Sons	67	47
11	The North American Journal of Economics and Finance / Elsevier	54	42