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  Updated February, 7 2012 333.516 documents processed, 7.301.907 references and 2.961.463 citations

 

 
 

Annals of Finance

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
19960.180000.08
19970.210000.08
19980.220000.1
19990.280000.13
20000.370000.16
20010.370000.16
20020.410000.19
20030.420000.2
20040.470000.21
20050.519730060.320.23
20060.580.512238191127.340.180.22
20070.240.421941103020.10.18
20080.260.42232343119.140.170.21
20090.050.4326274425090.350.19
 
 
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:kap:annfin:v:1:y:2005:i:1:p:35-50 On user costs of risky monetary assets (2005).
Cited: 15 times.

(2) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005).
Cited: 14 times.

(3) RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464 A dynamic model of entrepreneurship with borrowing constraints: theory and evidence (2009).
Cited: 12 times.

(4) RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 Relative arbitrage in volatility-stabilized markets (2005).
Cited: 11 times.

(5) RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21 A Time Series Analysis of Financial Fragility in the UK Banking System (2006).
Cited: 8 times.

(6) RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 Determinants of stock market volatility and risk premia (2005).
Cited: 7 times.

(7) RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 The Discounted Economic Stock of Money with VAR Forecasting (2006).
Cited: 7 times.

(8) RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 Option pricing and Esscher transform under regime switching (2005).
Cited: 6 times.

(9) RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 Who controls Allianz? (2008).
Cited: 6 times.

(10) RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71 Risk measure pricing and hedging in incomplete markets (2006).
Cited: 5 times.

(11) RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28 Optimal portfolio allocation with higher moments (2008).
Cited: 5 times.

(12) RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia (2006).
Cited: 5 times.

(13) RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359 Small firms in the SSBF (2009).
Cited: 5 times.

(14) RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 American options: the EPV pricing model (2005).
Cited: 5 times.

(15) RePEc:kap:annfin:v:2:y:2006:i:4:p:407-420 Common Shocks and Relative Compensation (2006).
Cited: 4 times.

(16) RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153 Pursuing financial stability under an inflation-targeting regime (2007).
Cited: 3 times.

(17) RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311 Entrepreneurship in macroeconomics (2009).
Cited: 3 times.

(18) RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market (2005).
Cited: 3 times.

(19) RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105 An equilibrium approach to financial stability analysis: the Colombian case (2007).
Cited: 3 times.

(20) RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122 Stochastic equilibria for economies under uncertainty with intertemporal substitution (2006).
Cited: 3 times.

(21) RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48 Small caps in international equity portfolios: the effects of variance risk (2009).
Cited: 3 times.

(22) RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 Completion time structures of stock price movements (2005).
Cited: 3 times.

(23) RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445 The non-neutrality of debt in investment timing: a new NPV rule (2005).
Cited: 3 times.

(24) RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340 A conversation with 590 Nascent Entrepreneurs (2009).
Cited: 3 times.

(25) RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454 Short-term relative arbitrage in volatility-stabilized markets (2008).
Cited: 2 times.

(26) RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301 Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change (2006).
Cited: 2 times.

(27) RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581 A financial stability index for Colombia (2010).
Cited: 2 times.

(28) RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315 Irreversible investment and discounting: an arbitrage pricing approach (2010).
Cited: 2 times.

(29) RePEc:kap:annfin:v:5:y:2009:i:2:p:231-241 The profitability of carry trades (2009).
Cited: 2 times.

(30) RePEc:kap:annfin:v:1:y:2005:i:2:p:179-192 Parallel cartoons of fractal models of finance (2005).
Cited: 2 times.

(31) RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195 Capital market equilibrium without riskless assets: heterogeneous expectations (2008).
Cited: 2 times.

(32) RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473 On dividend restrictions and the collapse of the interbank market (2010).
Cited: 2 times.

(33) RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367 A multicriteria discrimination approach for the credit rating of Asian banks (2007).
Cited: 2 times.

(34) RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191 The fundamental theorem of asset pricing for continuous processes under small transaction costs (2010).
Cited: 2 times.

(35) RePEc:kap:annfin:v:3:y:2007:i:1:p:155-192 Devaluation with contract redenomination in Argentina (2007).
Cited: 2 times.

(36) RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494 Entrepreneurship and firm heterogeneity with limited enforcement (2009).
Cited: 2 times.

(37) RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34 Junior must pay: pricing the implicit put in privatizing Social Security (2005).
Cited: 1 times.

(38) RePEc:kap:annfin:v:3:y:2007:i:3:p:297-327 To what extent are investment bank-differentiating factors relevant for firms floating moderate-sized IPOs? (2007).
Cited: 1 times.

(39) RePEc:kap:annfin:v:6:y:2010:i:1:p:83-105 Beliefs regarding fundamental value and optimal investing (2010).
Cited: 1 times.

(40) RePEc:kap:annfin:v:1:y:2005:i:3:p:245-265 Analyst estimation revision clusters and corporate events, Part I (2005).
Cited: 1 times.

(41) RePEc:kap:annfin:v:4:y:2008:i:3:p:299-303 Liquidity and market incompleteness (2008).
Cited: 1 times.

(42) RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178 The modified mixture of distributions model: a revisit (2006).
Cited: 1 times.

(43) RePEc:kap:annfin:v:5:y:2009:i:1:p:69-90 The impact of prior performance on the risk-taking of mutual fund managers (2009).
Cited: 1 times.

(44) RePEc:kap:annfin:v:4:y:2008:i:1:p:55-74 A PDE approach for risk measures for derivatives with regime switching (2008).
Cited: 1 times.

(45) RePEc:kap:annfin:v:6:y:2010:i:3:p:391-403 Pricing errors and estimates of risk premia in factor models (2010).
Cited: 1 times.

(46) RePEc:kap:annfin:v:3:y:2007:i:2:p:241-255 An empirical model for durations in stocks (2007).
Cited: 1 times.

(47) RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32 Macroeconomics of bank interest spreads: evidence from Brazil (2010).
Cited: 1 times.

(48) RePEc:kap:annfin:v:1:y:2005:i:3:p:225-243 Corporate portfolio management (2005).
Cited: 1 times.

(49) RePEc:kap:annfin:v:4:y:2008:i:2:p:255-268 On the semimartingale property via bounded logarithmic utility (2008).
Cited: 1 times.

(50) RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374 Diversity and arbitrage in a regulatory breakup model (2011).
Cited: 1 times.

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

Recent citations received in: 2009

(1) RePEc:kap:annfin:v:5:y:2009:i:3:p:289-293 Entrepreneurship, finance and employment (2009). Annals of Finance

(2) RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311 Entrepreneurship in macroeconomics (2009). Annals of Finance

(3) RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340 A conversation with 590 Nascent Entrepreneurs (2009). Annals of Finance

(4) RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359 Small firms in the SSBF (2009). Annals of Finance

(5) RePEc:kap:annfin:v:5:y:2009:i:3:p:421-441 The probability of transition to entrepreneurship revisited: wealth, education and age (2009). Annals of Finance

(6) RePEc:kap:annfin:v:5:y:2009:i:3:p:495-519 Self-employment rates and business size: the roles of occupational choice and credit market frictions (2009). Annals of Finance

(7) RePEc:mlb:wpaper:1065 Optimal Lending Contracts with Asymmetric Information and Two-sided Limited Commitment or Impatient Entrepreneur (2009). Department of Economics - Working Papers Series

(8) RePEc:nbr:nberwo:15498 Financing Constraints and Entrepreneurship (2009). NBER Working Papers

(9) RePEc:pra:mprapa:9952 Carry Trade Fundamentals and the Financial Crisis 2007-2010 (2009). MPRA Paper

Recent citations received in: 2008

(1) RePEc:ebl:ecbull:v:3:y:2008:i:73:p:1-8 Some sufficient conditions for the existence of a competitive equilibrium in economies with satiated consumers (2008). Economics Bulletin

(2) RePEc:jdi:wpaper:1 Credit Crises, Risk Management Systems and Liquidity Modelling (2008). Working Papers

(3) RePEc:kap:annfin:v:4:y:2008:i:4:p:431-444 Robust portfolio optimization with a generalized expected utility model under ambiguity (2008). Annals of Finance

(4) RePEc:kap:jeczfn:v:95:y:2008:i:3:p:189-212 Ownership relations in the presence of cross-shareholding (2008). Journal of Economics

Recent citations received in: 2007

(1) RePEc:ffe:journl:v:4:y:2007:i:1:p:65-90 Multicriteria Framework for the Prediction of Corporate Failure in the UK (2007). Frontiers in Finance and Economics

(2) RePEc:kap:annfin:v:3:y:2007:i:1:p:1-4 Financial stability: theory and applications (2007). Annals of Finance

Recent citations received in: 2006

(1) RePEc:kan:wpaper:200607 Supply of Money (2006). WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(2) RePEc:nst:samfok:6806 Evaluation of macroeconomic models for financial stability analysis (2006). Working Paper Series

(3) RePEc:pra:mprapa:247 Risk Premia, diverse belief and beauty contests (2006). MPRA Paper

(4) RePEc:pra:mprapa:419 Supply of Money (2006). MPRA Paper

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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