European Journal Of Finance web
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 17.91 262/501
ABS (2010) 75.0 125/288
Australian RC (2010) 50.0 300/479
CNRS (2008) 20.0 296/336
Ideas discounted recursive impact factor (2012) 1.01 238/396
ISI, JCR SSE, Impact Factor (2010) 6.57 301/388
Schneider and Ursprung (2008) 20.0 262/278
Source Normalized Impact per Paper (SNIP) (2011) 6.07 364/476
Count 1.0 306/632
SJR (2016) 0.47 317/470
Articles 34:

Capital Structure Decisions: Old Issues, New Insights from High-Tech Small- and Medium-Sized Enterprises
Zélia Serrasqueiro, Paulo Maçãs Nunes, Manuel Rocha Armada
vol. 22, 2016, p. 59-79.

Is Stochastic Volatility Relevant for Dynamic Portfolio Choice under Ambiguity?
Gonçalo Faria, João Correia da Silva
vol. 22, 2016, p. 601-626.

High-Speed Rail Transport Valuation and Conjecture Shocks
Gualter Couto, Cláudia Nunes, Pedro Miguel Pimentel
vol. 21, 2015, p. 791-805.

Linking Wealth and Labour Income with Stock Returns and Government Bond Yields
Ricardo Sousa
vol. 21, 2015, p. 806-825.

When Times Get Tough, Gold Is Golden
Nelson Areal, Benilde Oliveira, Raquel Sampaio
vol. 21, 2015, p. 507-526.

Patent Now or Later? Corporate Financing Decisions, Agency Costs and Social Benefits
Ricardo Correia, Sydney Howell, Peter Duck
vol. 20, 2014, p. 419-445.

Stochastic Durations, the Convexity Effect, and the Impact of Interest Rate Changes
Jose Soares da Fonseca
vol. 20, 2014, p. 994-1007.

Real Options--Introduction to the State of the Art
Artur Rodrigues
vol. 19, 2013, p. 589-590.

Some Results on Relocation Policies
José Azevedo Pereira, Gualter Couto, Cláudia Nunes
vol. 19, 2013, p. 779-790.

The Determinants of Foreign Exchange Hedging in Alternative Investment Market Firms
Andrew Marshall, Helena Pinto, Martin Kemmitt
vol. 19, 2013, p. 89-111.

High-Speed Rail Transport Valuation
José Azevedo Pereira, Pedro Miguel Pimentel, Gualter Couto
vol. 18, 2012, p. 167-183.

Mean Reversion of Short-Run Interest Rates: Empirical Evidence from New EU Countries
Luis Gil Alana, Roman Matousek, Carlos Pestana Barros,
vol. 18, 2012, p. 89-107.

Optimal Subsidies and Guarantees in Public-Private Partnerships
Manuel Rocha Armada, Paulo Jorge Pereira, Artur Rodrigues
vol. 18, 2012, p. 469-495.

Does the CFO Matter in Family Firms? Evidence from Italy
Stefano Caselli, Alberta Di Giuli
vol. 16, 2010, p. 381-411.

Efficient Market Hypothesis in European Stock Markets
Maria Rosa Borges
vol. 16, 2010, p. 711-726.

On the Dangers of a Simplistic American Option Simulation Valuation Method
Nelson Areal, Artur Rodrigues
vol. 16, 2010, p. 373-379.

The Informational Impact of Electronic Trading Systems on the FTSE 100 Stock Index and Its Futures Contracts
Helder M. C. V. Sebastiao
vol. 16, 2010, p. 611-640.

The Performance of the European Stock Markets: A Time-Varying Sharpe Ratio Approach
Jose Soares da Fonseca
vol. 16, 2010, p. 727-741.

Competition and Stock Market Development
Sofia Ramos
vol. 15, 2009, p. 231-247.

Conditioning Information in Mutual Fund Performance Evaluation: Portuguese Evidence
Paulo Armada Leite, Maria Céu Cortez
vol. 15, 2009, p. 585-605.

Corporate Governance and Dividend Policy in Southeast Asia Pre- and Post-crisis
Julia Sawicki
vol. 15, 2009, p. 211-230.

Durable vs. Disposable Equipment Choice under Interest Rate Uncertainty
José Carlos Dias, Mark B. Shackleton
vol. 15, 2009, p. 157-167.

Optimal Allotment Policy in Central Bank Open Market Operations
Christian Ewerhart, Nuno Cassola, Steen Ejerskov, Natacha Valla
vol. 15, 2009, p. 405-420.

Testing for Structural Changes in Exchange Rates Dependence beyond Linear Correlation
Alexandra Dias, Paul Embrechts
vol. 15, 2009, p. 619-637.

The Relation between Dividends and Insider Ownership in Different Legal Systems: International Evidence
Jorge Farinha, Oscar Lopez-de-Foronda
vol. 15, 2009, p. 169-189.

The Bank Lending Channel Transmission of Monetary Policy in the EMU: A Case Study of Portugal
Cândida Ferreira
vol. 13, 2007, p. 181-193.

Estimating the Expropriation of Minority Shareholders: Results from a New Empirical Approach
José Guedes, Gilberto Loureiro
vol. 12, 2006, p. 421-448.

Volatility of Interest Rates in the Euro Area: Evidence from High Frequency Data
Nuno Cassola, Claudio Morana
vol. 12, 2006, p. 513-528.

Dynamic Bond Portfolio Choice in a Model with Gaussian Diffusion Regimes
João Libório
vol. 11, 2005, p. 259-270.

A Multicriteria Model for Portfolio Management
Carlos Bana e Costa, João Oliveira Soares
vol. 10, 2004, p. 198-211.

Evaluating Capital Mobility in the EU: A New Approach Using Swaps Data
Isabel Vieira
vol. 9, 2003, p. 514-532.

Market Illiquidity and Bounds on European Option Prices
João Amaro de Matos, Paula Antão
vol. 9, 2003, p. 475-498.

The ECU Term Structure of Interest Rates
João César das Neves, K. Ben Nowman
vol. 9, 2003, p. 194-197.

The Long-Horizon Returns Behaviour of the Portuguese Stock Market
Nelson Areal, Manuel Rocha Armada
vol. 8, 2002, p. 93-122.