Wharton School - Weiss Center for International Financial Research / Weiss Center Working Papers

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 1996 0.16 4 7 2 0 2 0.5 0.07 1997 0.5 0.17 0 4 2 0 0.09 1998 0.19 6 4 4 0 0.12 1999 0.33 0.29 1 0 6 2 0 0.19 2000 0.29 0.39 1 8 7 2 0 0.2 2001 0.34 0 2 0 0.18 2002 2 0.39 0 1 2 0 0.2 2003 0.41 0 0 0 0.21 2004 0.47 0 0 0 0.25 2005 0.45 0 0 0 0.29
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:fth:pennif:1-90 ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. (1990).
Cited: 266 times.

(2) RePEc:fth:pennif:23-90 THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS. (1990).
Cited: 31 times.

(3) RePEc:fth:pennif:3-91 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. (1991).
Cited: 11 times.

(4) RePEc:fth:pennif:00-1 Using Asset Prices to Measure the Cost of Business Cycles. (2000).
Cited: 8 times.

(5) RePEc:fth:pennif:11-91 Option Prices and the Underlying Assets Return Distribution (1991).
Cited: 7 times.

(6) RePEc:fth:pennif:20-90 MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES. (1990).
Cited: 5 times.

(7) RePEc:fth:pennif:93-3 Does Foreign Exchange Intervention Signal Future Monetary Policy? (1992).
Cited: 4 times.

(8) RePEc:fth:pennif:96-3 The Effects of Industry Structure on Economic Exposure. (1996).
Cited: 4 times.

(9) RePEc:fth:pennif:96-4 Consumption, Stock Returns, and the Gains from International Risk-Sharing. (1996).
Cited: 3 times.

(10) RePEc:fth:pennif:94-7 Puzzles in international Financial Markets. (1994).
Cited: 3 times.

(11) RePEc:fth:pennif:98-02 Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification (1998).
Cited: 3 times.

(12) RePEc:fth:pennif:93-7 Currency Option Pricing in Credible Target Zones. (1993).
Cited: 2 times.

(13) RePEc:fth:pennif:3-90 SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION. (1989).
Cited: 2 times.

(14) RePEc:fth:pennif:26-91 An Ordered Probit Analysis of Transaction Stock Prices. (1991).
Cited: 1 times.

(15) RePEc:fth:pennif:93-11 Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter. (1993).
Cited: 1 times.

(16) RePEc:fth:pennif:2-92 Limited Market Participation and Volatility of Asset Prices. (1991).
Cited: 1 times.

(17) RePEc:fth:pennif:29-91 Quantity-Adjusting Options and Forward Contracts. (1991).
Cited: 1 times.

(18) RePEc:fth:pennif:28-90 THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS. (1990).
Cited: 1 times.

(19) RePEc:fth:pennif:98-01 Pass-Through and Exposure (1998).
Cited: 1 times.

(20) RePEc:fth:pennif:93-13 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options. (1993).
Cited: 1 times.

(21) RePEc:fth:pennif:26-90 MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS. (1990).
Cited: 1 times.

(22) RePEc:fth:pennif:7-90 ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. (1990).
Cited: 1 times.

(23) RePEc:fth:pennif:93-8 Siegels Paradox and Pricing of Currency Options. (1993).
Cited: 1 times.

(24) RePEc:fth:pennif:14-91 Limited Market Participation and Volatility of Asset Prices. (1991).
Cited: 1 times.

(25) RePEc:fth:pennif:93-5 Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities. (1993).
Cited: 1 times.

(26) RePEc:fth:pennif:28-91 Budget Deficits and Government Accounting. (1991).
Cited: 1 times.

(27) RePEc:fth:pennif:1-92 Security Prices and Market Transparency. (1991).
Cited: 1 times.

(28) RePEc:fth:pennif:93-2 Determinants of Short-Term Real Interest Differentials Between Japan and the United States. (1992).
Cited: 1 times.

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

Latest citations received in: 2005

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

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.