Journal

Name:
Journal Of Empirical Finance web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 31.58 113/501
ABS (2010) 75.0 116/288
Australian RC (2010) 75.0 85/479
Carlos III (2010) 10.0 101/153
CNRS (2008) 40.0 282/336
Combes and Linnemer (2003) 33.0 124/253
Ideas discounted recursive impact factor (2012) 11.79 47/396
ISI, JCR SSE, Impact Factor (2010) 10.86 222/388
Lubrano et al (2003) 40.0 95/211
Schneider and Ursprung (2008) 40.0 115/278
Source Normalized Impact per Paper (SNIP) (2011) 15.75 130/476
Count 1.0 233/632
SJR (2016) 0.88 197/470
Articles 14:

Macro Variables and the Components of Stock Returns
Paulo Maio, Dennis Philip
vol. 33, 2015, p. 287-308.

Modelling Changes in the Unconditional Variance of Long Stock Return Series
Cristina Amado, Timo Teräsvirta
vol. 25, 2014, p. 15-35.

Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
vol. 26, 2014, p. 26-40.

Persistence in the Banking Industry: Fractional Integration and Breaks in Memory
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
vol. 29, 2014, p. 95-112.

Equity Order Flow and Exchange Rate Dynamics
Sara Ferreira Filipe
vol. 19, 2012, p. 359-381.

Euro Money Market Spreads during the 2007-? Financial Crisis
Nuno Cassola, Claudio Morana
vol. 19, 2012, p. 548-557.

Consumption, (Dis)aggregate Wealth, and Asset Returns
Ricardo Sousa
vol. 17, 2010, p. 606-622.

Credit Cycles and Macro Fundamentals
Jan Koopman, Roman Kraussl, André Lucas, André Monteiro
vol. 16, 2009, p. 42-54.

Estimation of Default Probabilities Using Incomplete Contracts Data
João Santos Silva, José Murteira
vol. 16, 2009, p. 457-465.

International Comovement of Stock Market Returns: A Wavelet Analysis
António Rua, Luis Catela Nunes
vol. 16, 2009, p. 632-639.

Investigation of the Costly-Arbitrage Model of Price Formation around the Ex-dividend Day in Norway
Qinglei Dai, Kristian Rydqvist
vol. 16, 2009, p. 582-596.

Liquidity and Conditional Portfolio Choice: A Nonparametric Investigation
Eric Ghysels, João Pedro Pereira
vol. 15, 2008, p. 679-699.

Geographic versus Industry Diversification: Constraints Matter
Paul Ehling, Sofia Ramos
vol. 13, 2006, p. 396-416.

Sources of Gains from International Portfolio Diversification
Jose Manuel Campa, Nuno Fernandes
vol. 13, 2006, p. 417-443.

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