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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

University of California at Berkeley / Research Program in Finance Working Papers

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.220.18102427616.710.10.08
19970.110.187137273010.140.09
19980.710.2966171200.12
19990.940.27425161513.310.250.16
20001.150.37612131500.19
20010.70.37010700.18
20020.170.406100.19
20030.410000.2
20040.460000.22
20050.470000.27
20060.50000.27
20070.430000.22
20080.410000.22
 
 
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:ucb:calbrf:rpf-232 Implied Binomial Trees. (1994).
Cited: 133 times.

(2) RePEc:ucb:calbrf:rpf-271 International Portfolio Investment Flows. (1997).
Cited: 122 times.

(3) RePEc:ucb:calbrf:rpf-233 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. (1994).
Cited: 53 times.

(4) RePEc:ucb:calbrf:85 A Continuous-Time Approach to the Pricing of Bonds. (1979).
Cited: 45 times.

(5) RePEc:ucb:calbrf:rpf-278 Agency Costs, Risk Management, and Capital Structure. (1998).
Cited: 40 times.

(6) RePEc:ucb:calbrf:41 Informational Asymmetries, Financial Structure, and Financial Intermediation. (1976).
Cited: 29 times.

(7) RePEc:ucb:calbrf:rpf-259 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads. (1995).
Cited: 25 times.

(8) RePEc:ucb:calbrf:rpf-288 Order Flow and Exchange Rate Dynamics. (1999).
Cited: 24 times.

(9) RePEc:ucb:calbrf:rpf-282 The Credit Crunch and the Availability of Credit to Small Business (1998).
Cited: 19 times.

(10) RePEc:ucb:calbrf:rpf-191 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case. (1989).
Cited: 18 times.

(11) RePEc:ucb:calbrf:rpf-243 Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995).
Cited: 15 times.

(12) RePEc:ucb:calbrf:rpf-265 Recovering Risk Aversion from Option Prices and Realized Returns. (1996).
Cited: 14 times.

(13) RePEc:ucb:calbrf:181 The Attributes, Behavior and Performance of U.S. Mutual Funds. (1988).
Cited: 13 times.

(14) RePEc:ucb:calbrf:174 Risk and Return in an Equilibrium APT. (1987).
Cited: 12 times.

(15) RePEc:ucb:calbrf:rpf-189 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case. (1989).
Cited: 11 times.

(16) RePEc:ucb:calbrf:rpf-256-rev How Do Firms Choose Their Lenders? An Empirical Investigation. (2000).
Cited: 10 times.

(17) RePEc:ucb:calbrf:162 Empirical Assessment of Present Value Relations. (1986).
Cited: 9 times.

(18) RePEc:ucb:calbrf:rpf-230 Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993).
Cited: 9 times.

(19) RePEc:ucb:calbrf:rpf-273 Profits and Position Control: A Week of FX Dealing. (1997).
Cited: 7 times.

(20) RePEc:ucb:calbrf:rpf-270 Is There Private Information in the FX Market? The Tokyo Experiment. (1997).
Cited: 7 times.

(21) RePEc:ucb:calbrf:rpf-234 Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View. (1994).
Cited: 6 times.

(22) RePEc:ucb:calbrf:rpf-285 Search Costs: The Neglected Spread Component. (1998).
Cited: 6 times.

(23) RePEc:ucb:calbrf:43 The Limited Information Efficiency of Market Processes. (1976).
Cited: 5 times.

(24) RePEc:ucb:calbrf:rpf-199 Convergence from Discrete to Continuous Time Contingent Claims Prices. (1990).
Cited: 5 times.

(25) RePEc:ucb:calbrf:rpf-240 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (1994).
Cited: 4 times.

(26) RePEc:ucb:calbrf:124 To Pay or Not to Pay Dividends. (1982).
Cited: 4 times.

(27) RePEc:ucb:calbrf:163 Dividend Behavior for the Aggregate Stock Market. (1986).
Cited: 4 times.

(28) RePEc:ucb:calbrf:94 The Option Value of Reserves of Natural Resources. (1979).
Cited: 4 times.

(29) RePEc:ucb:calbrf:rpf-193 Moment Approximation and Estimation of Diffusion Models of Asset Prices. (1990).
Cited: 3 times.

(30) RePEc:ucb:calbrf:rpf-211 Low Margins, Derivative Securities, and Volatility. (1991).
Cited: 3 times.

(31) RePEc:ucb:calbrf:rpf-262 Implied Binomial Trees: Generalizations and Empirical Tests. (1996).
Cited: 3 times.

(32) RePEc:ucb:calbrf:rpf-231 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993).
Cited: 3 times.

(33) RePEc:ucb:calbrf:142 Pricing Deposit Insurance: The Effects of Mismeasurement. (1983).
Cited: 3 times.

(34) RePEc:ucb:calbrf:61 The Limits of Price Information in Market Processes. (1977).
Cited: 3 times.

(35) RePEc:ucb:calbrf:rpf-185 LBOs and Taxes: No One to Blame But Ourselves? (1989).
Cited: 3 times.

(36) RePEc:ucb:calbrf:173 Estimating Pervasive Economic Factors with Missing Observations. (1987).
Cited: 3 times.

(37) RePEc:ucb:calbrf:rpf-264 Generalized Binomial Trees. (1996).
Cited: 3 times.

(38) RePEc:ucb:calbrf:rpf-291 Corporate Diversification and Agency. (2000).
Cited: 2 times.

(39) RePEc:ucb:calbrf:34 The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets. (1975).
Cited: 2 times.

(40) RePEc:ucb:calbrf:rpf-205 Continuously Rebalanced Investment Strategies. (1991).
Cited: 2 times.

(41) RePEc:ucb:calbrf:rpf-269 Are Investors Reluctant to Realize Their Losses? (1996).
Cited: 2 times.

(42) RePEc:ucb:calbrf:55 Information, Managerial Choice, and Stockholder Unanimity. (1976).
Cited: 2 times.

(43) RePEc:ucb:calbrf:rpf-250 Implied Probability Distributions: Empirical Analysis. (1995).
Cited: 2 times.

(44) RePEc:ucb:calbrf:rpf-184 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(45) RePEc:ucb:calbrf:rpf-263-rev Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. (1996).
Cited: 2 times.

(46) RePEc:ucb:calbrf:rpf-192 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(47) RePEc:ucb:calbrf:rpf-201 Industry vs. Other Factors in Risk Prediction. (1991).
Cited: 2 times.

(48) RePEc:ucb:calbrf:rpf-266 Volume, Volatility, Price and Profit When All Trader Are Above Average. (1996).
Cited: 2 times.

(49) RePEc:ucb:calbrf:125 Comments on the Valuation of Derivative Assets. (1982).
Cited: 2 times.

(50) RePEc:ucb:calbrf:50 A General Theory of Asset Valuation under Diffusion State Processes. (1976).
Cited: 2 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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.

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