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

 

 
 

Journal of Financial Economics

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
19960.560.17476587341080.170.08
19970.380.2586708833080.140.08
19980.560.2350593105590110.220.1
19990.720.3255599108780220.40.16
20000.770.43541063105810500.930.19
20011.510.39616271091650350.570.17
20021.780.42586191152050440.760.2
20031.540.47614791191830410.670.22
20042.080.51763571192480540.710.23
20051.550.58793491372130590.750.27
 
 
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:eee:jfinec:v:3:y:1976:i:4:p:305-360 Theory of the firm: Managerial behavior, agency costs and ownership structure (1976).
Cited: 769 times.

(2) RePEc:eee:jfinec:v:13:y:1984:i:2:p:187-221 Corporate financing and investment decisions when firms have information that investors do not have (1984).
Cited: 436 times.

(3) RePEc:eee:jfinec:v:33:y:1993:i:1:p:3-56 Common risk factors in the returns on stocks and bonds (1993).
Cited: 359 times.

(4) RePEc:eee:jfinec:v:5:y:1977:i:2:p:147-175 Determinants of corporate borrowing (1977).
Cited: 311 times.

(5) RePEc:eee:jfinec:v:5:y:1977:i:2:p:177-188 An equilibrium characterization of the term structure (1977).
Cited: 250 times.

(6) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:261-300 Finance and the sources of growth (2000).
Cited: 214 times.

(7) RePEc:eee:jfinec:v:22:y:1988:i:1:p:3-25 Dividend yields and expected stock returns (1988).
Cited: 192 times.

(8) RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29 Expected stock returns and volatility (1987).
Cited: 187 times.

(9) RePEc:eee:jfinec:v:25:y:1989:i:1:p:23-49 Business conditions and expected returns on stocks and bonds (1989).
Cited: 182 times.

(10) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:3-27 Investor protection and corporate governance (2000).
Cited: 179 times.

(11) RePEc:eee:jfinec:v:20:y:1988:i::p:293-315 Management ownership and market valuation : An empirical analysis (1988).
Cited: 178 times.

(12) RePEc:eee:jfinec:v:22:y:1988:i:1:p:27-59 Mean reversion in stock prices : Evidence and Implications (1988).
Cited: 157 times.

(13) RePEc:eee:jfinec:v:18:y:1987:i:2:p:373-399 Stock returns and the term structure (1987).
Cited: 149 times.

(14) RePEc:eee:jfinec:v:27:y:1990:i:2:p:595-612 Additional evidence on equity ownership and corporate value (1990).
Cited: 143 times.

(15) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:125-144 Option pricing when underlying stock returns are discontinuous (1976).
Cited: 140 times.

(16) RePEc:eee:jfinec:v:14:y:1985:i:1:p:3-31 Using daily stock returns : The case of event studies (1985).
Cited: 138 times.

(17) RePEc:eee:jfinec:v:5:y:1977:i:2:p:115-146 Asset returns and inflation (1977).
Cited: 131 times.

(18) RePEc:eee:jfinec:v:7:y:1979:i:3:p:265-296 An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979).
Cited: 130 times.

(19) RePEc:eee:jfinec:v:17:y:1986:i:2:p:223-249 Asset pricing and the bid-ask spread (1986).
Cited: 130 times.

(20) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:81-112 The separation of ownership and control in East Asian Corporations (2000).
Cited: 124 times.

(21) RePEc:eee:jfinec:v:11:y:1983:i:1-4:p:5-50 The market for corporate control : The scientific evidence (1983).
Cited: 122 times.

(22) RePEc:eee:jfinec:v:7:y:1979:i:3:p:229-263 Option pricing: A simplified approach (1979).
Cited: 122 times.

(23) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:145-166 The valuation of options for alternative stochastic processes (1976).
Cited: 117 times.

(24) RePEc:eee:jfinec:v:8:y:1980:i:4:p:323-361 On estimating the expected return on the market : An exploratory investigation (1980).
Cited: 113 times.

(25) RePEc:eee:jfinec:v:27:y:1990:i:1:p:67-88 The role of banks in reducing the costs of financial distress in Japan (1990).
Cited: 111 times.

(26) RePEc:eee:jfinec:v:17:y:1986:i:2:p:357-390 Predicting returns in the stock and bond markets (1986).
Cited: 108 times.

(27) RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:187-243 The theory and practice of corporate finance: evidence from the field (2001).
Cited: 105 times.

(28) RePEc:eee:jfinec:v:29:y:1991:i:1:p:97-112 The consumption of stockholders and nonstockholders (1991).
Cited: 103 times.

(29) RePEc:eee:jfinec:v:14:y:1985:i:1:p:71-100 Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985).
Cited: 101 times.

(30) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:187-214 Financial markets and the allocation of capital (2000).
Cited: 101 times.

(31) RePEc:eee:jfinec:v:19:y:1987:i:2:p:217-235 Some evidence on the uniqueness of bank loans (1987).
Cited: 99 times.

(32) RePEc:eee:jfinec:v:47:y:1998:i:3:p:243-277 Venture capital and the structure of capital markets: banks versus stock markets (1998).
Cited: 99 times.

(33) RePEc:eee:jfinec:v:20:y:1988:i::p:431-460 Outside directors and CEO turnover (1988).
Cited: 97 times.

(34) RePEc:eee:jfinec:v:26:y:1990:i:1:p:3-27 Managerial discretion and optimal financing policies (1990).
Cited: 97 times.

(35) RePEc:eee:jfinec:v:61:y:2001:i:1:p:43-76 The distribution of realized stock return volatility (2001).
Cited: 94 times.

(36) RePEc:eee:jfinec:v:37:y:1995:i:1:p:39-65 Diversifications effect on firm value (1995).
Cited: 94 times.

(37) RePEc:eee:jfinec:v:9:y:1981:i:1:p:3-18 The relationship between return and market value of common stocks (1981).
Cited: 92 times.

(38) RePEc:eee:jfinec:v:3:y:1976:i:1-2:p:167-179 The pricing of commodity contracts (1976).
Cited: 92 times.

(39) RePEc:eee:jfinec:v:5:y:1977:i:3:p:309-327 Estimating betas from nonsynchronous data (1977).
Cited: 92 times.

(40) RePEc:eee:jfinec:v:27:y:1990:i:2:p:473-521 The structure and governance of venture-capital organizations (1990).
Cited: 90 times.

(41) RePEc:eee:jfinec:v:32:y:1992:i:3:p:263-292 The investment opportunity set and corporate financing, dividend, and compensation policies (1992).
Cited: 88 times.

(42) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:141-186 Corporate governance in the Asian financial crisis (2000).
Cited: 87 times.

(43) RePEc:eee:jfinec:v:7:y:1979:i:2:p:117-161 On financial contracting : An analysis of bond covenants (1979).
Cited: 86 times.

(44) RePEc:eee:jfinec:v:43:y:1997:i:1:p:29-77 Emerging equity market volatility (1997).
Cited: 84 times.

(45) RePEc:eee:jfinec:v:54:y:1999:i:3:p:375-421 Predictive regressions (1999).
Cited: 82 times.

(46) RePEc:eee:jfinec:v:42:y:1996:i:1:p:27-62 Modeling the conditional distribution of interest rates as a regime-switching process (1996).
Cited: 81 times.

(47) RePEc:eee:jfinec:v:20:y:1988:i::p:25-54 Managerial control of voting rights : Financing policies and the market for corporate control (1988).
Cited: 79 times.

(48) RePEc:eee:jfinec:v:66:y:2002:i:1:p:3-27 Investor protection and equity markets (2002).
Cited: 76 times.

(49) RePEc:eee:jfinec:v:58:y:2000:i:1-2:p:301-334 Do stock market liberalizations cause investment booms? (2000).
Cited: 75 times.

(50) RePEc:eee:jfinec:v:53:y:1999:i:3:p:353-384 Understanding the determinants of managerial ownership and the link between ownership and performance (1999).
Cited: 73 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:bca:bocawp:05-42 Order Submission: The Choice between Limit and Market Orders (2005). Bank of Canada / Working Papers

(2) RePEc:cfr:cefirw:w0055 Labor market competition, Transition, Russia, Labor tying. (2005). Center for Economic and Financial Research / CEFIR Working Papers

(3) RePEc:cfs:cfswop:wp200527 Trusting the Stock Market (2005). Center for Financial Studies / CFS Working Paper Series

(4) RePEc:chb:bcchwp:356 Bank Ownership and Performance Does Politics Matter? (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(5) RePEc:cpr:ceprdp:4829 Limits of Arbitrage and Corporate Financial Policy (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(6) RePEc:cpr:ceprdp:4921 Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(7) RePEc:cpr:ceprdp:5061 SMEs and Bank Lending Relationships: The Impact of Mergers (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:cpr:ceprdp:5240 Minority Blocks and Takeover Premia (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:5288 Trusting the Stock Market (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:5371 Do Entrenched Managers Pay Their Workers More? (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:cpr:ceprdp:5420 Demand-Based Option Pricing (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(12) RePEc:cte:wbrepe:wb054611 The Influence of Blockholders on R&D Investments Intensity: Evidence From Spain (2005). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers

(13) RePEc:dlw:wpaper:05-17 Information Asymmetries, Litigation Risk and the Demand for Fairness Opinions: Evidence from U.S. Mergers & Acquisitions, 1980-2002 (2005). University of Delaware, Department of Economics / Working Papers

(14) RePEc:dnb:dnbwpp:072 Correlated Trading and Returns (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(15) RePEc:ecb:ecbwps:20050498 Financial integration and entrepreneurial activity - evidence from foreign bank entry in emerging markets (2005). European Central Bank / Working Paper Series

(16) RePEc:fip:fedbwp:06-4 Supply matters for asset prices: evidence from IPOs in emerging markets (2005). Federal Reserve Bank of Boston / Working Papers

(17) RePEc:fip:fedgfe:2005-15 The effects of competition from large, multimarket firms on the performance of small, single-market firms: evidence from the banking industry (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(18) RePEc:fip:fedgif:840 International capital flows and U.S. interest rates (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(19) RePEc:fip:fedhpr:y:2005:i:may:p:140-147 Information asymmetries and the effects of banking mergers of firm-bank relationships (2005). Proceedings

(20) RePEc:fip:fedhpr:y:2005:i:may:p:148-165 SMEs and bank lending relationships: the impact of mergers (2005). Proceedings

(21) RePEc:fip:fedhwp:wp-05-04 Risk overhang and loan portfolio decisions (2005). Federal Reserve Bank of Chicago / Working Paper Series

(22) RePEc:fip:fedkrw:rwp05-06 Term structure transmission of monetary policy (2005). Federal Reserve Bank of Kansas City / Research Working Paper

(23) RePEc:fip:fedlwp:2003-028 Idiosyncratic volatility, stock market volatility, and expected stock returns (2005). Federal Reserve Bank of St. Louis / Working Papers

(24) RePEc:iis:dispap:iiisdp062 Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Roll–over (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series

(25) RePEc:iis:dispap:iiisdp103 International Capital Flows and U.S. Interest Rates (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series

(26) RePEc:imf:imfwpa:05/83 The Impact of Macroeconomic Announcements on Emerging Market Bonds (2005). International Monetary Fund / IMF Working Papers

(27) RePEc:kan:wpaper:200512 Monetary Policy and Long-term Interest Rates (2005). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(28) RePEc:mmf:mmfc05:92 The Equity Premium: 101 years of Empirical Evidence from the UK (2005). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2005

(29) RePEc:nbb:docwpp:200507-1 Financial intermediation theory and implications for the sources of value in structured finance markets (2005). National Bank of Belgium / Documents series

(30) RePEc:nbb:docwpp:200510-1 Importance économique du Port Autonome de Liège: rapport 2003 (2005). National Bank of Belgium / Documents series

(31) RePEc:nbb:reswpp:200507-2 Liquidity risk in securities settlement (2005). National Bank of Belgium / Research series

(32) RePEc:nbr:nberwo:11144 Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(33) RePEc:nbr:nberwo:11170 Capital Controls, Sudden Stops and Current Account Reversals (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(34) RePEc:nbr:nberwo:11256 Winners and Losers from Enacting the Financial Modernization Statute (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(35) RePEc:nbr:nberwo:11323 Expected Returns, Yield Spreads, and Asset Pricing Tests (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(36) RePEc:nbr:nberwo:11364 Eat or Be Eaten: A Theory of Mergers and Merger Waves (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(37) RePEc:nbr:nberwo:11385 Venture Capital Investment Cycles: The Impact of Public Markets (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(38) RePEc:nbr:nberwo:11389 Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(39) RePEc:nbr:nberwo:11409 Employee Sentiment and Stock Option Compensation (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(40) RePEc:nbr:nberwo:11413 Liquidity and Expected Returns: Lessons From Emerging Markets (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(41) RePEc:nbr:nberwo:11439 Caught On Tape: Institutional Order Flow and Stock Returns (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(42) RePEc:nbr:nberwo:11469 Taxation and the Evolution of Aggregate Corporate Ownership Concentration (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(43) RePEc:nbr:nberwo:11505 Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(44) RePEc:nbr:nberwo:11648 Trusting the Stock Market (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(45) RePEc:nbr:nberwo:11824 Downside Risk (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(46) RePEc:nbr:nberwo:11841 The Myth of Long-Horizon Predictability (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(47) RePEc:nbr:nberwo:11843 Demand-Based Option Pricing (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(48) RePEc:nbr:nberwo:11886 Firm Expansion and CEO Pay (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(49) RePEc:nbr:nberwo:11903 CAPM Over the Long Run: 1926-2001 (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(50) RePEc:sba:wpaper:05ou Banking Consolidation and Small Business Lending:A Review of Recent Research (2005). U.S. Small Business Administration, Office of Advocacy / The Office of Advocacy Small Business Working Papers

(51) RePEc:sbs:wpsefe:2005fe13 Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment (2005). Oxford Financial Research Centre / OFRC Working Papers Series

(52) RePEc:sce:scecf5:24 Financial Development and Property Valuation (2005). Society for Computational Economics / Computing in Economics and Finance 2005

(53) RePEc:ste:nystbu:05-02 The Effects of Competition from Large, Multimarket Firms on the Performance of Small, Single-Market Firms: Evidence from the Banking Industry Author-Name: Allen N. Berger (2005). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers

(54) RePEc:tcd:tcduee:200056 Risk, Strategy, and Optimal Timing of M&A Activity (2005). Trinity College Dublin, Department of Economics / Trinity Economics Papers

(55) RePEc:tcd:tcduee:tep7 Risk, Strategy, and Optimal Timing of M&A Activity (2005). Trinity College Dublin, Department of Economics / Trinity Economics Papers

(56) RePEc:tcd:wpaper:tep7 Risk, Strategy, and Optimal Timing of M&A Activity (2005).

(57) RePEc:use:tkiwps:0515 The determinants of merger waves (2005). Utrecht School of Economics / Working Papers

(58) RePEc:wai:econwp:05/07 A New Framework for Yield Curve, Output and Inflation Relationships (2005). University of Waikato, Department of Economics / Working Papers in Economics

(59) RePEc:wzb:wzebiv:spii2005-09 Merger Failures (2005). Wissenschaftszentrum Berlin (WZB), Research Unit: Competitiveness and Industrial Change (CIC) / CIC Working Papers

Latest citations received in: 2004

(1) RePEc:bca:bocawp:04-17 International Cross-Listing and the Bonding Hypothesis (2004). Bank of Canada / Working Papers

(2) RePEc:bdi:wptemi:td_535_04 Entry decisions and adverse selection: an empirical analysis of a local credit markets (2004). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(3) RePEc:bri:cmpowp:04/104 Do Rural Banks Matter? Evidence from the Indian Social Banking Experiment (2004). Department of Economics, University of Bristol, UK / The Centre for Market and Public Organisation

(4) RePEc:cir:cirwor:2004s-34 Career Concerns of Top Executives, Managerial Ownership and CEO Succession (2004). CIRANO / CIRANO Working Papers

(5) RePEc:cir:cirwor:2004s-46 Le placement privé dans les sociétés ouvertes : dimensions réglementaires, économiques et financières (2004). CIRANO / CIRANO Working Papers

(6) RePEc:cir:cirwor:2004s-56 Option Valuation with Long-run and Short-run Volatility Components (2004). CIRANO / CIRANO Working Papers

(7) RePEc:cpr:ceprdp:4211 Do Rural Banks Matter? Evidence from the Indian Social Banking Experiment (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:dgr:eureri:30001555 Conditional Downside Risk and the CAPM (2004). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(9) RePEc:dgr:eureri:30001967 Fund liquidation, self-selection and look-ahead bias in the hedge fund industry (2004). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(10) RePEc:ebg:iesewp:d-0544 Value of tax shields and the risk of the net increase of debt, The. Year 2004 (2004). IESE Business School / IESE Research Papers

(11) RePEc:ebg:iesewp:d-0549 Equivalence of ten different discounted cash flow valuation methods (2004). IESE Business School / IESE Research Papers

(12) RePEc:ebg:iesewp:d-0550 80 common and uncommon errors in company valuation (2004). IESE Business School / IESE Research Papers

(13) RePEc:ebg:iesewp:d-0574 Market risk premium: Required, historical and expected (2004). IESE Business School / IESE Research Papers

(14) RePEc:ebg:iesewp:d-0576 Reply to The value of tax shields is equal to the present value of tax shields (2004). IESE Business School / IESE Research Papers

(15) RePEc:ebg:iesewp:d-0578 Comments on A reconsideration of tax shield valuation by Enrique R. Arzac and Lawrence R. Glosten (2004). IESE Business School / IESE Research Papers

(16) RePEc:ecm:nawm04:253 Evaluating Incentive Options (2004). Econometric Society / Econometric Society 2004 North American Winter Meetings

(17) RePEc:ecm:nawm04:456 Why Issue Mandatory Convertibles? Theory and Empirical Evidence. (2004). Econometric Society / Econometric Society 2004 North American Winter Meetings

(18) RePEc:fam:rpseri:rp125 Capital Structure, Credit Risk, and Macroeconomic Conditions (2004). International Center for Financial Asset Management and Engineering / FAME Research Paper Series

(19) RePEc:fip:fedgfe:2004-24 Commercial lending and distance: evidence from Community Reinvestment Act data (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(20) RePEc:fip:fedgif:815 Look at me now: the role of cross-listing in attracting U.S. investors (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(21) RePEc:fip:fedgif:816 Corporate governance and the shareholder base (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(22) RePEc:fip:fedhpr:y:2004:i:may:p:267-287 Corporate governance of bank mergers (2004). Proceedings

(23) RePEc:fip:fedhwp:wp-04-22 Betcha can’t acquire just one: merger programs and compensation (2004). Federal Reserve Bank of Chicago / Working Paper Series

(24) RePEc:fra:franaf:139 Preemptive Distress Resolution through Bank Mergers (2004). Goethe University Frankfurt am Main / Working Paper Series: Finance and Accounting

(25) RePEc:hhs:iuiwop:0611 The Effects of Internationalization on CEO Compensation (2004). The Research Institute of Industrial Economics / IUI Working Paper Series

(26) RePEc:hhs:lunewp:2004_028 A Two-State Capital Asset Pricing Model with Unobservable States (2004). Lund University, Department of Economics / Working Papers

(27) RePEc:idb:wpaper:1014 Should the Government be in the Banking Business? The Role of State-Owned and Development Banks (2004). Inter-American Development Bank, Research Department / Working Papers

(28) RePEc:iza:izadps:dp1150 The Wealth of Mexican Americans (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(29) RePEc:mcm:sedapp:116 The Wealth of Mexican Americans (2004). McMaster University / Social and Economic Dimensions of an Aging Population Research Papers

(30) RePEc:mmf:mmfc04:28 International Bank Flows:Determinants and Institutional Role (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(31) RePEc:mol:ecsdps:esdp04021 The Role of Guarantees in Bank Lending. (2004). University of Molise, Dept. SEGeS / Economics & Statistics Discussion Papers

(32) RePEc:nbb:reswpp:200405-5 How does liquidity react to stress periods in a limit order market? (2004). National Bank of Belgium / Research series

(33) RePEc:nbr:nberwo:10200 Wealth Destruction on a Massive Scale? A Study of Acquiring-Firm Returns in the Recent Merger Wave (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(34) RePEc:nbr:nberwo:10224 Private Benefits and Cross-Listings in the United States (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(35) RePEc:nbr:nberwo:10275 Tax-Motivated Trading by Individual Investors (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(36) RePEc:nbr:nberwo:10483 A Comprehensive Look at the Empirical Performance of Equity Premium Prediction (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(37) RePEc:nbr:nberwo:10743 Multi-Period Corporate Failure Prediction with Stochastic Covariates (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(38) RePEc:nbr:nberwo:10773 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(39) RePEc:nbr:nberwo:10823 Pseudo Market Timing and Predictive Regressions (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(40) RePEc:nbr:nberwo:10841 Dividend Taxes and Corporate Behavior: Evidence from the 2003 Dividend Tax Cut (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(41) RePEc:nbr:nberwo:10999 Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(42) RePEc:nbr:nberwo:11011 PIPE Dreams? The Performance of Companies Issuing Equity Privately (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(43) RePEc:sbs:wpsefe:2004fe01 Econometrics of testing for jumps in financial economics using bipower variation  (2004). Oxford Financial Research Centre / OFRC Working Papers Series

(44) RePEc:tky:fseres:2004cf297 Stochastic Volatility with Leverage: Fast Likelihood Inference (2004). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(45) RePEc:trf:wpaper:8 Banks without Parachutes - Competitive Effects of Government Bail-out Policies (2004). SFB/TR 15 Governance and the Efficiency of Economic Systems, University of Mannheim / Discussion Papers

(46) RePEc:upf:upfgen:855 Financial Development, Financial Fragility, and Growth (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(47) RePEc:use:tkiwps:0517 Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions? (2004). Utrecht School of Economics / Working Papers

(48) RePEc:wbk:wbrwps:3210 How Foreign Participation and Market Concentration Impact Bank Spreads: Evidence from Latin America (2004). The World Bank / Policy Research Working Paper Series

(49) RePEc:wbk:wbrwps:3431 Financial Development, Financial Fragility, and Growth (2004). The World Bank / Policy Research Working Paper Series

(50) RePEc:wdi:papers:2004-685 Spinoffs, Privatization and Corporate Performance in Emerging Markets (2004). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(51) RePEc:wpa:wuwpfi:0410018 Long-Run Regressions: Theory and Application to US Asset Markets (2004). EconWPA / Finance

(52) RePEc:wpa:wuwpmi:0406003 Spinoffs, Privatization and Corporate Performance in Emerging Markets (2004). EconWPA / Microeconomics

(53) RePEc:wpa:wuwpri:0409002 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events (2004). EconWPA / Risk and Insurance

(54) RePEc:xrs:sfbmaa:04-01 Portfolio Choice in the Presence of Nontradeable Income: An Experimental Analysis (2004). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Latest citations received in: 2003

(1) RePEc:bru:bruppp:03-18 The Impact of Risk on the Decision to Exercise an ESO (2003). Economics and Finance Section, School of Social Sciences, Brunel University / Public Policy Discussion Papers

(2) RePEc:cdl:anderf:1242 Comovement as an Investment Tool (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(3) RePEc:ces:ceswps:_1111 Intra-and International Risk-Sharing in the Short Run and the Long Run (2003). CESifo GmbH / CESifo Working Paper Series

(4) RePEc:cfs:cfswop:wp200316 The Role of Accounting in the German Financial System (2003). Center for Financial Studies / CFS Working Paper Series

(5) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series

(6) RePEc:chb:bcchwp:222 Denying Foreign Bank Entry: Implications For Bank Interest Margins (2003). Central Bank of Chile / Working Papers Central Bank of Chile

(7) RePEc:cpr:ceprdp:3914 The Political Economy of Bank and Equity Dominance (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:cpr:ceprdp:3996 Credit, Wages and Bankruptcy Laws (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:4160 Strategic Asset Allocation in a Continuous Time VAR Model (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:4163 Conflicts of Interest and Efficient Contracting in IPOs (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:cra:wpaper:2003-03 Political Relationships, Global Financing and Corporate Transparency (2003). Center for Research in Economics, Management and the Arts (CREMA) / CREMA Working Paper Series

(12) RePEc:dnb:staffs:110 Corporate Investment and Financing Constraints: Connections with Cash management (2003). Netherlands Central Bank / DNB Staff Reports (discontinued)

(13) RePEc:ebg:heccah:0781 R&D Productivty: an International Study (2003). Groupe HEC / Les Cahiers de Recherche

(14) RePEc:fip:fedawp:2003-9 Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities (2003). Federal Reserve Bank of Atlanta / Working Paper

(15) RePEc:fip:fedgif:757 Foreign portfolio investment, foreign bank lending, and economic growth (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(16) RePEc:fip:fedgif:758 Was there front running during the LTCM crisis (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(17) RePEc:fip:fedhep:y:2003:i:qiii:p:2-18:n:v.27no.3 Banking relationships during financial distress: the evidence from Japan (2003). Economic Perspectives

(18) RePEc:hhs:sifrwp:0017 Dealer Behavior and Trading Systems in Foreign Exchange Markets (2003). Swedish Institute for Financial Research / SIFR Research Report Series

(19) RePEc:hit:hitcei:2003-19 Connected Lending: Thailand before the Financial Crisis (2003). Institute of Economic Research, Hitotsubashi University / Working Paper Series

(20) RePEc:huj:dispap:dp355 Adding the Noise: A Theory of Compensation-Driven Earnings Management (2003). Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem / Discussion Paper Series

(21) RePEc:nbr:nberwo:10009 Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(22) RePEc:nbr:nberwo:10026 Efficient Tests of Stock Return Predictability (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(23) RePEc:nbr:nberwo:10064 Domestic Capital Market Reform and Access to Global Finance: Making Markets Work (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(24) RePEc:nbr:nberwo:10101 Stakeholder, Transparency and Capital Structure (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(25) RePEc:nbr:nberwo:9542 A Catering Theory of Dividends (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(26) RePEc:nbr:nberwo:9579 Categorical Cognition: A Psychological Model of Categories and Identification in Decision Making (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(27) RePEc:nbr:nberwo:9614 Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(28) RePEc:nbr:nberwo:9711 The Neighbors Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(29) RePEc:nbr:nberwo:9882 What Works in Securities Law? (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(30) RePEc:nbr:nberwo:9934 Unbundling Institutions (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(31) RePEc:nbr:nberwo:9949 Propping and Tunneling (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(32) RePEc:ore:uoecwp:2003-24 CEO Turnover and Foreign Market Participation (2003). University of Oregon Economics Department / University of Oregon Economics Department Working Papers

(33) RePEc:stn:sotoec:0404 Financial Institutions and the Wealth of Nations: Tales of Development (2003). Economics Division, School of Social Sciences, University of Southampton / Discussion Paper Series In Economics And Econometrics

(34) RePEc:tky:fseres:2003cf239 Does Relationship Banking Matter? Japanese Bank-Borrower Ties in Good Times and Bad (2003). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(35) RePEc:uma:periwp:wp56 Capital Management Techniques In Developing Countries: An Assessment of Experiences from the 1990s and Lessons For the Future. (2003). Political Economy Research Institute, University of Massachusetts at Amherst / Working Papers

(36) RePEc:uwa:wpaper:03-21 Institutions, Technical Change and Macroeconomic Volatility, Crises and Growth: A Robust Causation (2003). The University of Western Australia, Department of Economics / Economics Discussion / Working Papers

(37) RePEc:wbk:wbrwps:3127 Small and Medium Enterprises across the Globe: A New Database (2003). The World Bank / Policy Research Working Paper Series

(38) RePEc:wdi:papers:2003-605 Culture Rules: The Foundations of the Rule of Law and Other Norms of Governance (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(39) RePEc:wdi:papers:2003-623 Firm-Specific Variation and Openness in Emerging Markets (2003). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(40) RePEc:wpa:wuwpfi:0307003 International Evidence on Financial Derivatives Usage (2003). EconWPA / Finance

(41) RePEc:wpa:wuwpfi:0311011 Bidder Asymmetry in Takeover Contests: The Role of Deal Protection Devices (2003). EconWPA / Finance

Latest citations received in: 2002

(1) RePEc:aea:aecrev:v:92:y:2002:i:2:p:422-427 Exchange-Traded Funds: A New Investment Option for Taxable Investors (2002). American Economic Review

(2) RePEc:bca:bocawp:02-35 The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area (2002). Bank of Canada / Working Papers

(3) RePEc:cdl:oplwec:1074 Does Confidential Proxy Voting Matter? (2002). Berkeley Olin Program in Law & Economics / Berkeley Olin Program in Law & Economics, Working Paper Series

(4) RePEc:chb:bcchwp:157 Finance and Growth: New Evidence and Policy Analyses for Chile (2002). Central Bank of Chile / Working Papers Central Bank of Chile

(5) RePEc:chf:rpseri:rp63 Understanding the Economic Value of Legal Covenants in Investment Contracts: A Real-Options Approach to Venture Equity Contracts (2002). Swiss Finance Institute / Swiss Finance Institute Research Paper Series

(6) RePEc:cir:cirwor:2002s-59 Tests for Breaks in the Conditional Co-movements of Asset Returns (2002). CIRANO / CIRANO Working Papers

(7) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers

(8) RePEc:cla:princt:98734966f1c1a57373801367fbdf0a4b Overconfidence, Short-Sale Constraints and Bubbles (2002). UCLA Department of Economics / Princeton Economic Theory Working Papers

(9) RePEc:cpr:ceprdp:3203 Venture Capital Contracts and Market Structure (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:3234 Family Firms (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:cpr:ceprdp:3644 Bids and Allocations in European IPO Bookbuilding (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(12) RePEc:cte:wbrepe:wb026022 ASSET PRICING AND SYSTEMATIC LIQUIDITY RISK: AN EMPIRICAL INVESTIGATION OF THE SPANISH STOCK MARKET (2002). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers

(13) RePEc:dgr:uvatin:20020060 Evolution of Organizational Scale and Scope (2002). Tinbergen Institute / Tinbergen Institute Discussion Papers

(14) RePEc:dij:wpfarg:020701 Au-delà de lapproche juridico-financière:le rôle cognitif des actionnaires et ses conséquences sur lanalyse de la structure de propriété et de la gouvernance (2002). Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance) / Working Papers FARGO

(15) RePEc:fip:fedawp:2002-16 Emerging market liberalization and the impact on uncovered interest rate parity (2002). Federal Reserve Bank of Atlanta / Working Paper

(16) RePEc:fip:fedfpr:y:2002:i:sep:x:6 The value of banking relationships during a financial crisis: evidence from failures of Japanese banks (2002). Proceedings

(17) RePEc:fip:fedhwp:wp-02-20 The value of banking relationships during a financial crisis: evidence from failures of Japanese banks (2002). Federal Reserve Bank of Chicago / Working Paper Series

(18) RePEc:fip:fedlsp:2002-05 Do jumbo-CD holders care about anything? (2002). Federal Reserve Bank of St. Louis / Supervisory Policy Analysis Working Papers

(19) RePEc:hhs:bofrdp:2002_002 Forecasting the macroeconomy with current financial market information: Europe and the United States (2002). Bank of Finland / Research Discussion Papers

(20) RePEc:hhs:cbsnow:2002_012 The Impact of a Break-Through Rule on European Firms (2002). Copenhagen Business School, Department of Economics / Working Papers

(21) RePEc:hhs:sifrwp:0010 Which Investors Fear Expropriation? (2002). Swedish Institute for Financial Research / SIFR Research Report Series

(22) RePEc:hhs:sifrwp:0011 Corporate Governance and the Home Bias (2002). Swedish Institute for Financial Research / SIFR Research Report Series

(23) RePEc:ide:wpaper:1037 Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions (2002). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

(24) RePEc:lau:crdeep:00.22 Banking, Commerce, and Antitrust (2002). Université de Lausanne, Ecole des HEC, DEEP / Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)

(25) RePEc:lau:crdeep:02.07 Cannibalization & Incentives in Venture Financing (2002). Université de Lausanne, Ecole des HEC, DEEP / Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)

(26) RePEc:msh:ebswps:2002-2 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(27) RePEc:nbr:nberte:0286 Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions (2002). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(28) RePEc:nbr:nberwo:8776 Family Firms (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(29) RePEc:nbr:nberwo:8816 Market Liquidity as a Sentiment Indicator (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(30) RePEc:nbr:nberwo:8982 Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter? (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(31) RePEc:nbr:nberwo:8990 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(32) RePEc:nbr:nberwo:9126 Does Confidential Proxy Voting Matter? (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(33) RePEc:nbr:nberwo:9178 Bond Risk Premia (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(34) RePEc:nbr:nberwo:9277 Anomalies and Market Efficiency (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(35) RePEc:nbr:nberwo:9359 Judging Fund Managers by the Company They Keep (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(36) RePEc:nbr:nberwo:9392 Mutual Fund Performance with Learning Across Funds (2002). National Bureau of Economic Research, Inc / NBER Working Papers

(37) RePEc:sbs:wpsefe:2002fe01 Stock Based Compensation: Firm-specific risk, Efficiency and Incentives (2002). Oxford Financial Research Centre / OFRC Working Papers Series

(38) RePEc:una:unccee:wp0102 Stock Market Cycles and Stock Market Development in Spain (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers

(39) RePEc:wbk:wbrwps:2818 Corporate Governance, Investor Protection, and Performance in Emerging Markets (2002). The World Bank / Policy Research Working Paper Series

(40) RePEc:wfo:wpaper:y:2002:i:181 Financial Development and Output Growth Fluctuation. Evidence from OECD Countries (2002). WIFO / WIFO Working Papers

(41) RePEc:wop:pennin:02-30 The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(42) RePEc:wop:pennin:03-05 Venture Capital and Corporate Governance (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(43) RePEc:wpa:wuwpfi:0207011 Time-Changed Levy Processes and Option Pricing (2002). EconWPA / Finance

(44) RePEc:wpa:wuwpfi:0207013 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? (2002). EconWPA / Finance

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