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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

University of California at Los Angeles, Anderson Graduate School of Management / University of California eScholarship Repository

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.091111000.04
19910.081601900.04
19920.091112700.05
19930.040.11112127100.05
19940.13402200.05
19950.149281500.09
19960.150.176013200.09
19970.070.18131015100.09
19980.050.212115191010.050.14
19990.060.2720534200.16
20000.120.3748494154060.130.15
20010.090.353512268633.330.090.18
20020.220.392513831822.210.040.19
20030.20.4225176012010.040.21
20040.10.453561505090.260.21
20050.30.45317601838.930.10.26
20060.150.480661000.22
20070.4103100.19
20080.410000.19
20090.370000.19
20100.280000.16
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2001Valuing American Options by Simulation: A Simple Least-Squares Approach
RePEc:cdl:anderf:71173 [Citation Analysis]		82
2004The MIDAS Touch: Mixed Data Sampling Regression Models
RePEc:cdl:anderf:4852 [Citation Analysis]		22
1993Agency and Asset Pricing
RePEc:cdl:anderf:4687 [Citation Analysis]		19
1995An Analytic Solution for Interest Rate Swap Spreads
RePEc:cdl:anderf:4684 [Citation Analysis]		16
2001The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
RePEc:cdl:anderf:2304 [Citation Analysis]		16
2001The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors
RePEc:cdl:anderf:qt32x284q3 [Citation Analysis]		14
2001An Econometric Model of the Yield Curve With Macroeconomic Jump Effects
RePEc:cdl:anderf:2211 [Citation Analysis]		12
1989Price Volatility, International Market Links and their Implications for Regulatory Policies
RePEc:cdl:anderf:5436 [Citation Analysis]		12
2001An Econometric Model of the Yield Curve With Macroeconomic Jump Effects
RePEc:cdl:anderf:qt5946p7hn [Citation Analysis]		11
2000The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
RePEc:cdl:anderf:qt0zw4f9w6 [Citation Analysis]		10
2000The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
RePEc:cdl:anderf:2900 [Citation Analysis]		10
1989Facilitation of Competing Bids and the Price of a Takeover Target
RePEc:cdl:anderf:6386 [Citation Analysis]		10
2000Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
RePEc:cdl:anderf:19658 [Citation Analysis]		10
1995Regime Shifts in Short Term Riskless Interest Rates
RePEc:cdl:anderf:4681 [Citation Analysis]		10
1998Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
RePEc:cdl:anderf:3343 [Citation Analysis]		9
1997Bond Pricing with Default Risk
RePEc:cdl:anderf:3404 [Citation Analysis]		9
1998Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults
RePEc:cdl:anderf:qt7dm2d31p [Citation Analysis]		9
1997Bond Pricing with Default Risk
RePEc:cdl:anderf:qt3w71g2ch [Citation Analysis]		9
2000Stochastic Correlation Across International Stock Markets
RePEc:cdl:anderf:2887 [Citation Analysis]		8
1989Facilitation of Competing Bids and the Price of a Takeover Target
RePEc:cdl:anderf:qt2496649g [Citation Analysis]		8
2000Stochastic Correlation Across International Stock Markets
RePEc:cdl:anderf:qt6vn9q79w [Citation Analysis]		8
2004Dynamic Portfolio Selection by Augmenting the Asset Space
RePEc:cdl:anderf:qt632436gt [Citation Analysis]		7
2004Dynamic Portfolio Selection by Augmenting the Asset Space
RePEc:cdl:anderf:2213 [Citation Analysis]		7
2004How Did It Happen?
RePEc:cdl:anderf:10277 [Citation Analysis]		7
1998Resolution of a Financial Puzzle
RePEc:cdl:anderf:qt5497w2bh [Citation Analysis]		6
2002Relative Pricing of Options with Stochastic Volatility
RePEc:cdl:anderf:3339 [Citation Analysis]		6
2002Relative Pricing of Options with Stochastic Volatility
RePEc:cdl:anderf:qt7jp8f42t [Citation Analysis]		6
1998Resolution of a Financial Puzzle
RePEc:cdl:anderf:3394 [Citation Analysis]		6
2004Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations
RePEc:cdl:anderf:13188 [Citation Analysis]		5
2001The Disposition Effect and Momentum
RePEc:cdl:anderf:2297 [Citation Analysis]		5
2004THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS
RePEc:cdl:anderf:qt5z42g22g [Citation Analysis]		5
2000Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
RePEc:cdl:anderf:qt3167f8mz [Citation Analysis]		5
2001The Disposition Effect and Momentum
RePEc:cdl:anderf:qt6qg5d62p [Citation Analysis]		5
2004Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
RePEc:cdl:anderf:qt5dv8v999 [Citation Analysis]		5
2000The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
RePEc:cdl:anderf:19666 [Citation Analysis]		5
2000The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
RePEc:cdl:anderf:qt65f1914p [Citation Analysis]		5
2004Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
RePEc:cdl:anderf:55054 [Citation Analysis]		5
2000Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
RePEc:cdl:anderf:2863 [Citation Analysis]		5
2004Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
RePEc:cdl:anderf:qt6v17p79w [Citation Analysis]		4
2004Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions
RePEc:cdl:anderf:13186 [Citation Analysis]		4
2004THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS
RePEc:cdl:anderf:13185 [Citation Analysis]		4
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
RePEc:cdl:anderf:qt1jw137zd [Citation Analysis]		4
2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
RePEc:cdl:anderf:2291 [Citation Analysis]		4
2000The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think
RePEc:cdl:anderf:2864 [Citation Analysis]		4
2004European M&A Regulation is Protectionist
RePEc:cdl:anderf:11136 [Citation Analysis]		3
2003A Unifying Theory of Value Based Management
RePEc:cdl:anderf:2702 [Citation Analysis]		3
2003Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
RePEc:cdl:anderf:qt20r0j5t8 [Citation Analysis]		3
2005Using Option Pricing Theory to Infer About Historical Equity Premiums
RePEc:cdl:anderf:48570 [Citation Analysis]		3
2003A Unifying Theory of Value Based Management
RePEc:cdl:anderf:qt0xw5m9mz [Citation Analysis]		3
2003Empirical TIPs
RePEc:cdl:anderf:qt2nr4r8h4 [Citation Analysis]		3

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

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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