Swiss Finance Institute Research Paper Series

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 1996 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 1 1 0 0 0.17 2001 0.35 0 1 0 0.17 2002 0.4 1 0 1 0 0.19 2003 0.4 0 1 0 0.2 2004 0.44 0 1 0 0.22 2005 0.46 0 0 0 0.27 2006 0.48 2 0 0 0 0.24 2007 0.4 14 2 2 0 0.2 2008 0.4 46 21 16 0 1 0.02 0.2 2009 0.2 0.36 23 10 60 12 0 4 0.17 0.21
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:chf:rpseri:rp0616 ().
Cited: 11 times.

(2) RePEc:chf:rpseri:rp0609 ().
Cited: 11 times.

(3) RePEc:chf:rpseri:rp0722 ().
Cited: 9 times.

(4) RePEc:chf:rpseri:rp0636 ().
Cited: 6 times.

(5) RePEc:chf:rpseri:rp0802 The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing (2008).
Cited: 6 times.

(6) RePEc:chf:rpseri:rp0811 The executive turnover risk premium (2008).
Cited: 3 times.

(7) RePEc:chf:rpseri:rp0906 An Empirical Analysis of Alternative Portfolio Selection Criteria (2009).
Cited: 3 times.

(8) RePEc:chf:rpseri:rp0902 Information Percolation with Equilibrium Search Dynamics (2009).
Cited: 3 times.

(9) RePEc:chf:rpseri:rp0844 Frailty Correlated Default (2008).
Cited: 3 times.

(10) RePEc:chf:rpseri:0635 ().
Cited: 2 times.

(11) RePEc:chf:rpseri:rp0836 Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM (2008).
Cited: 2 times.

(12) RePEc:chf:rpseri:rp0628 ().
Cited: 2 times.

(13) RePEc:chf:rpseri:rp0817 Distributed Optimisation of a Portfolios Omega (2008).
Cited: 2 times.

(14) RePEc:chf:rpseri:rp0803 Nonparametric Instrumental Variable Estimators of Structural Quantile Effects (2009).
Cited: 2 times.

(15) RePEc:chf:rpseri:rp0940 ().
Cited: 2 times.

(16) RePEc:chf:rpseri:rp0812 A review of heuristic optimization methods in econometrics (2008).
Cited: 2 times.

(17) RePEc:chf:rpseri:rp0912 Efficiency in Large Dynamic Panel Models with Common Factor (2009).
Cited: 1 times.

(18) RePEc:chf:rpseri:rp0630 ().
Cited: 1 times.

(19) RePEc:chf:rpseri:rp1025 Money and Liquidity in Financial Markets (2010).
Cited: 1 times.

(20) RePEc:chf:rpseri:rp0735 Forecasting EREIT Returns (2007).
Cited: 1 times.

(21) RePEc:chf:rpseri:rp0934 ().
Cited: 1 times.

(22) RePEc:chf:rpseri:rp0701 ().
Cited: 1 times.

(23) RePEc:chf:rpseri:rp1018 Risk-taking Incentives, Governance,and Losses in the Financial Crisis (2010).
Cited: 1 times.

(24) RePEc:chf:rpseri:rp0723 Asset Pricing, Habit Memory, and the Labor Market (2007).
Cited: 1 times.

(25) RePEc:chf:rpseri:rp0818 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2008).
Cited: 1 times.

(26) RePEc:chf:rpseri:rp0933 ().
Cited: 1 times.

(27) RePEc:chf:rpseri:rp0637 ().
Cited: 1 times.

(28) RePEc:chf:rpseri:rp0804 Implied Volatility at Expiration (2008).
Cited: 1 times.

(29) RePEc:chf:rpseri:rp0905 Non-parametric counterfactual analysis in dynamic general equilibrium (2009).
Cited: 1 times.

(30) RePEc:chf:rpseri:rp0626 ().
Cited: 1 times.

(31) RePEc:chf:rpseri:rp1009 Information Percolation in Segmented Markets (2010).
Cited: 1 times.

(32) RePEc:chf:rpseri:rp0608 ().
Cited: 1 times.

(33) RePEc:chf:rpseri:rp0932 ().
Cited: 1 times.

(34) RePEc:chf:rpseri:rp0622 ().
Cited: 1 times.

(35) RePEc:chf:rpseri:rp0941 ().
Cited: 1 times.

(36) RePEc:chf:rpseri:rp0721 ().
Cited: 1 times.

(37) RePEc:chf:rpseri:rp0814 Evolutionary Finance (2008).
Cited: 1 times.

(38) RePEc:chf:rpseri:rp0603 ().
Cited: 1 times.

(39) RePEc:chf:rpseri:rp0928 ().
Cited: 1 times.

(40) RePEc:chf:rpseri:rp0633 ().
Cited: 1 times.

(41) RePEc:chf:rpseri:rp12 Do fixed income securities also show asymmetric effects in conditional second moments? (2000).
Cited: 1 times.

(42) RePEc:chf:rpseri:rp0619 ().
Cited: 1 times.

(43) RePEc:chf:rpseri:rp0712 ().
Cited: 1 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:com:wpaper:010 Optimal enough? (2009). Working Papers

(2) RePEc:com:wpaper:011 Robust regression with optimisation heuristics (2009). Working Papers

(3) RePEc:ecl:stabus:2023 The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation (2009). Research Papers

(4) RePEc:nbr:nberwo:15513 Decentralized Trading with Private Information (2009). NBER Working Papers

Recent citations received in: 2008

(1) RePEc:spr:inrvec:v:55:y:2008:i:4:p:315-350 Ranking mutual fund families: minimum expenses and maximum loads as markers for moral turpitude (2008). International Review of Economics

Recent citations received in: 2007

Recent citations received in: 2006

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.