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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations

 

 
 

Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.250.16408200.07
19970.10.178161011000.09
19980.080.191312121010.080.12
19990.10.2913121200.19
20000.190.3927332652030.110.2
20010.080.34183140333.320.110.18
20020.20.39147459020.140.2
20030.190.411520326020.130.21
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series 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
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
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
 
Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 

 

Most cited documents in this series:

(1) RePEc:cdl:anderf:1144 An Analytic Solution for Interest Rate Swap Spreads (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 15 times.

(2) RePEc:cdl:anderf:1147 Agency and Asset Pricing (1993). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 14 times.

(3) RePEc:cdl:anderf:1025 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 10 times.

(4) RePEc:cdl:anderf:1193 Facilitation of Competing Bids and the Price of a Takeover Target (1989). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 10 times.

(5) RePEc:cdl:anderf:1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 8 times.

(6) RePEc:cdl:anderf:1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 8 times.

(7) RePEc:cdl:anderf:1002 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 7 times.

(8) RePEc:cdl:anderf:1123 On the Evolution of Overconfidence and Entrepreneurs (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 7 times.

(9) RePEc:cdl:anderf:1127 Bond Pricing with Default Risk (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 6 times.

(10) RePEc:cdl:anderf:1114 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 6 times.

(11) RePEc:cdl:anderf:1117 Resolution of a Financial Puzzle (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(12) RePEc:cdl:anderf:1054 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(13) RePEc:cdl:anderf:1141 Regime Shifts in Short Term Riskless Interest Rates (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(14) RePEc:cdl:anderf:1188 Price Volatility, International Market Links and their Implications for Regulatory Policies (1989). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(15) RePEc:cdl:anderf:1142 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms? (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(16) RePEc:cdl:anderf:1019 The Disposition Effect and Momentum (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(17) RePEc:cdl:anderf:1011 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(18) RePEc:cdl:anderf:1063 Stochastic Correlation Across International Stock Markets (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(19) RePEc:cdl:anderf:1058 The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(20) RePEc:cdl:anderf:1032 Empirical TIPs (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(21) RePEc:cdl:anderf:1079 Does Diversification Cause the Diversification Discount? (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(22) RePEc:cdl:anderf:1043 Financial Market Runs (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(23) RePEc:cdl:anderf:1252 European M&A Regulation is Protectionist (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(24) RePEc:cdl:anderf:1122 The Role of Learning in Dynamic Portfolio Decisions (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(25) RePEc:cdl:anderf:1155 There is a Risk-Return Tradeoff After All (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(26) RePEc:cdl:anderf:1251 International Capital Markets and Foreign Exchange Risk (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(27) RePEc:cdl:anderf:1055 The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(28) RePEc:cdl:anderf:1248 Two Trees: Asset Price Dynamics Induced By Market Clearing (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(29) RePEc:cdl:anderf:1046 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(30) RePEc:cdl:anderf:1108 Organization Capital and Intrafirm Communication (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(31) RePEc:cdl:anderf:1003 Dynamic Portfolio Choice: A Simulation Approach (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(32) RePEc:cdl:anderf:1061 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(33) RePEc:cdl:anderf:1037 A Unifying Theory of Value Based Management (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(34) RePEc:cdl:anderf:1057 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(35) RePEc:cdl:anderf:1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(36) RePEc:cdl:anderf:1098 Assessing Assets Pricing Anomalies (1999). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(37) RePEc:cdl:anderf:1169 Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns (1991). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(38) RePEc:cdl:anderf:1253 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(39) RePEc:cdl:anderf:1222 Inflation Measurement and Tests of Asset Pricing Models (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(40) RePEc:cdl:anderf:1082 The Risk and Return of Venture Capital (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(41) RePEc:cdl:anderf:1206 The Information Conveyed by a Takeover Bid (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(42) RePEc:cdl:anderf:1112 Relative Pricing of Options with Stochastic Volatility (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(43) RePEc:cdl:anderf:1066 The Problem of Optimal Asset Allocation with Stable Distributed Returns (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(44) RePEc:cdl:anderf:1245 Bond Pricing with Default Risk (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(45) RePEc:cdl:anderf:1181 Resolution Preference and Project Choice (1990). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(46) RePEc:cdl:anderf:1241 Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(47) RePEc:cdl:anderf:1083 Demographics and the Equity Premium (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(48) RePEc:cdl:anderf:1156 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades (1993). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(49) RePEc:cdl:anderf:1217 Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(50) RePEc:cdl:anderf:1030 Valuation of Information Technology Investments as Real Options (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:fip:fedlwp:2003-025 Does idiosyncratic risk matter: another look (2003). Federal Reserve Bank of St. Louis / Working Papers

(2) RePEc:nbr:nberwo:9759 Household Risk Management and Optimal Mortgage Choice (2003). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2002

(1) RePEc:cdl:anderf:1047 Chicanery, Intelligence, and Financial Market Equilibrium (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:nbr:nberwo:9398 Exchange Rate, Equity Prices and Capital Flows (2002). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2001

(1) RePEc:nbr:nberwo:8363 A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (2001). National Bureau of Economic Research, Inc / NBER Working Papers

(2) RePEc:wpa:wuwpma:0110003 Monetary policy and the term structure of interest rates in a small open economy - a model framework approach (2001). EconWPA / Macroeconomics

Latest citations received in: 2000

(1) RePEc:cdl:anderf:1069 Dynamic Asset Allocation under Inflation (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:cdl:anderf:1074 Political Cycles and the Stock Market (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(3) RePEc:cdl:anderf:1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

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.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es