Journal of Stock & Forex Trading : Citations & Metrics Report
Articles published in Journal of Stock & Forex Trading have been cited by esteemed scholars and scientists all around the world. Journal of Stock & Forex Trading has got h-index 13, which means every article in Journal of Stock & Forex Trading has got 13 average citations.
Following are the list of articles that have cited the articles published in Journal of Stock & Forex Trading.
| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total published articles |
28 | 32 | 20 | 23 | 28 | 7 | 6 | 0 | 13 | 21 | 33 | 12 | 17 |
Research, Review articles and Editorials |
4 | 9 | 5 | 0 | 0 | 7 | 5 | 0 | 10 | 16 | 25 | 12 | 17 |
Research communications, Review communications, Editorial communications, Case reports and Commentary |
12 | 23 | 15 | 0 | 0 | 0 | 1 | 0 | 1 | 54 | 8 | 0 | 0 |
Conference proceedings |
0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Citations received as per Google Scholar, other indexing platforms and portals |
107 | 113 | 132 | 129 | 89 | 88 | 54 | 33 | 40 | 18 | 6 | 0 | 0 |
| Journal total citations count | 813 |
| Journal impact factor | 5.58 |
| Journal 5 years impact factor | 5.03 |
| Journal cite score | 5.02 |
| Journal h-index | 13 |
| Journal h-index since 2019 | 11 |
Important citations (371)
Suami, kelian, and leonardo iania. "" the dynamic conditional correlation of stock and bond returns: empirical evidence of china from october 2007 to june 2016." |
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Kelian, suami. "the dynamic conditional correlation of stock and bond returns empirical evidence of china from october 2007 to june 2016." |
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Montesdeoca, luis, steven squires, and mahesan niranjan. "variational autoencoder for non-negative matrix factorization with exogenous inputs applied to financial data modelling." 2019 11th international symposium on image and signal processing and analysis (ispa). ieee, 2019. |
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Ma, lijing, and georgy sofronov. "change-point detection in autoregressive processes via the cross-entropy method." algorithms 13.5 (2020): 128. |
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Devita, hanik, and badingatus solikhah. "the determinants of transfer pricing in multinational companies." accounting analysis journal 10.2 (2021): 94-100. |
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Karunasree, p. "a review on bioterrorism and biological warfare." biochem mol biol lett 3.2 (2017): 85-94. |
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Ndjadi, serge s., et al. "typology and prospects for the improvement of market gardening systems in south-kivu, eastern dr congo." journal of agricultural science 12.6 (2020): 136-152. |
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Majerowska, ewa, and jacek bednarz. "does the slope of the yield curve of the interbank market influence prices on the warsaw stock exchange? a sectoral perspective." przegl?d statystyczny 67.4 (2020). |
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Praveen, b. "research and reviews: journal of microbiology and biotechnology." |
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Amadou, diabagate. "e-gouvernement: modélisation d’un système d’information décisionnel intégrant les concepts de l’intelligence artificielle, de big data et de data science pour une gouvernance efficace des marchés publics." (2016). |
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Dash, rajashree, rasmita rautray, and rasmita dash. "utility of a shuffled differential evolution algorithm in designing of a pi-sigma neural network based predictor model." applied computing and informatics (2020). |
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Ichdayati, lilis imamah, and rizki adi puspitasari. "intensitas petani muzaki membayar zakat padi (studi kasus kabupaten indramayu)." sharia agribusiness journal 1.1 (2021). |
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Chen, xiurong, and yixiang tian. "the big data mining forecasting model based on combination of improved manifold learning and deep learning." international journal of grid and utility computing 10.2 (2019): 119-131. |
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Rahkmawati, yeni, i. made sumertajaya, and muhammad nur aidi. "evaluation of accuracy in identification of arima models based on model selection criteria for inflation forecasting with the tsclust approach." international journal of scientific and research publications (ijsrp) 9.9 (2019): 2019. |
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Vatanparast, mohammadreza, et al. "stock price prediction based on lm-bp neural network and over-point estimation by counting time intervals: evidence from the stock exchange." (2019): 193-218. |
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Da silva, sergio, and raul matsushita. "econofísica." seattle: kdp amazon (2017). |
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Dong, huijian, et al. "predictive power of arima models in forecasting equity returns: a sliding window method." journal of asset management 21.6 (2020): 549-566. |
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Gurrib, ikhlaas, elgilani e. elshareif, and firuz kamalov. "the effect of energy cryptos on efficient portfolios of key energy companies in the s&p composite 1500 energy index." gurrib, i., elshareif, ee & f. kamalov (2019). the effect of energy cryptos on efficient portfolios of key energy listed companies in the s&p composite 1500 (2019): 179-193. |
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Muhammad, a., nawaz ahmad, and maria josé palma lampreia dos-santos. "forecast foreign exchange rate: the case study of pkr/usd." forecast foreign exchange rate: the case study of pkr/usd 4 (2020): 129-137. |
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Mollick, andre varella. "adoption of the gold standard and real exchange rates in the core and periphery, 1870–1913." international finance 19.1 (2016): 89-107. |
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