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

 

 
 

Finance / EconWPA

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
19900.090000.04
19910.080000.04
19920.090000.05
19930.1131000.05
19940.1388300.05
19950.090.141414111010.070.09
19960.17285022060.210.09
19970.020.183151421050.160.09
19980.10.21299359633.310.030.14
19990.130.272413460812.560.250.16
20000.340.371014531800.15
20010.260.35265534911.150.190.18
20020.280.395813736102090.160.19
20030.270.4211112884238.7140.130.21
20040.220.452754791693821.11050.380.21
20050.210.452551623868017.5330.130.26
20060.140.48555307400.22
20070.10.4102602600.19
20080.410500.19
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
1999Toeholds and Takeovers
RePEc:wpa:wuwpfi:9903005 [Citation Analysis]
77
2004Finance and the Business Cycle: International, Inter-industry Evidence
RePEc:wpa:wuwpfi:0403001 [Citation Analysis]
45
1998Is the Short Rate Drift Actually Nonlinear?
RePEc:wpa:wuwpfi:9808005 [Citation Analysis]
37
2004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
RePEc:wpa:wuwpfi:0404016 [Citation Analysis]
30
2002Asset Pricing Under The Quadratic Class
RePEc:wpa:wuwpfi:0207015 [Citation Analysis]
28
2004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
RePEc:wpa:wuwpfi:0404017 [Citation Analysis]
28
2001The Market Price of Aggregate Risk and the Wealth Distribution
RePEc:wpa:wuwpfi:0111004 [Citation Analysis]
26
2004Does Investor Misvaluation Drive the Takeover Market?
RePEc:wpa:wuwpfi:0412002 [Citation Analysis]
24
2004A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
RePEc:wpa:wuwpfi:0412006 [Citation Analysis]
24
2004Consistent high-precision volatility from high-frequency data
RePEc:wpa:wuwpfi:0407005 [Citation Analysis]
23
2003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
RePEc:wpa:wuwpfi:0312001 [Citation Analysis]
23
2005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
RePEc:wpa:wuwpfi:0501011 [Citation Analysis]
21
2003International Evidence on Financial Derivatives Usage
RePEc:wpa:wuwpfi:0307003 [Citation Analysis]
21
2002Design and Estimation of Quadratic Term Structure Models
RePEc:wpa:wuwpfi:0207014 [Citation Analysis]
19
2002Accouting for Biases in Black-Scholes
RePEc:wpa:wuwpfi:0207008 [Citation Analysis]
19
1999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms
RePEc:wpa:wuwpfi:9902005 [Citation Analysis]
19
2002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
RePEc:wpa:wuwpfi:0210005 [Citation Analysis]
19
2004Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?
RePEc:wpa:wuwpfi:0404023 [Citation Analysis]
17
1998Volume, Volatility, Price and Profit When All Traders Are Above Average
RePEc:wpa:wuwpfi:9803001 [Citation Analysis]
17
1997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
RePEc:wpa:wuwpfi:9712007 [Citation Analysis]
16
1996Trading Frequency and Event Study Test Specification
RePEc:wpa:wuwpfi:9610002 [Citation Analysis]
14
1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.
RePEc:wpa:wuwpfi:9904004 [Citation Analysis]
14
1998Recovering Risk Aversion from Option Prices and Realized Returns
RePEc:wpa:wuwpfi:9803002 [Citation Analysis]
14
2002Stealth-Trading: Which Traders Trades Move Stock Prices?
RePEc:wpa:wuwpfi:0201003 [Citation Analysis]
13
2005Do Ads Influence Editors? Advertising and Bias in the Financial Media
RePEc:wpa:wuwpfi:0501003 [Citation Analysis]
13
2004Do Investors Overvalue Firms With Bloated Balance Sheets?
RePEc:wpa:wuwpfi:0412001 [Citation Analysis]
13
2004Fractional calculus and continuous-time finance
RePEc:wpa:wuwpfi:0411007 [Citation Analysis]
12
2002Time-Changed Levy Processes and Option Pricing
RePEc:wpa:wuwpfi:0207011 [Citation Analysis]
12
2005Econometric Tests of Asset Price Bubbles: Taking Stock
RePEc:wpa:wuwpfi:0504008 [Citation Analysis]
11
2004Variance Risk Premia
RePEc:wpa:wuwpfi:0409015 [Citation Analysis]
11
2004Investor protection and business creation
RePEc:wpa:wuwpfi:0404021 [Citation Analysis]
11
1998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
RePEc:wpa:wuwpfi:9810003 [Citation Analysis]
10
1997Market Efficiency and Marketing to Enhance Income of Crop Producers
RePEc:wpa:wuwpfi:9711004 [Citation Analysis]
10
2004Fractional calculus and continuous-time finance II: the waiting- time distribution
RePEc:wpa:wuwpfi:0411008 [Citation Analysis]
10
2004Simulation-based stress testing of banks’ regulatory capital adequacy
RePEc:wpa:wuwpfi:0405003 [Citation Analysis]
9
2004Is Fairly Priced Deposit Insurance Possible?
RePEc:wpa:wuwpfi:0411018 [Citation Analysis]
9
2004Market Indicators, Bank Fragility, and Indirect Market Discipline
RePEc:wpa:wuwpfi:0411015 [Citation Analysis]
9
2004Good Day Sunshine: Stock Returns and the Weather
RePEc:wpa:wuwpfi:0412004 [Citation Analysis]
9
2001An Empirical Comparison of Default Swap Pricing Models
RePEc:wpa:wuwpfi:0112003 [Citation Analysis]
8
2004Can Individual Investors Beat the Market?
RePEc:wpa:wuwpfi:0412005 [Citation Analysis]
8
1999Innovation and Market Value
RePEc:wpa:wuwpfi:9902009 [Citation Analysis]
8
2003Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
RePEc:wpa:wuwpfi:0310009 [Citation Analysis]
8
2004Information Reusability, Competition and Bank Asset Quality
RePEc:wpa:wuwpfi:0411049 [Citation Analysis]
8
2003On the Stability of Different Financial Systems
RePEc:wpa:wuwpfi:0305008 [Citation Analysis]
7
1997Empirical Evidence on the Duration of Bank Relationships
RePEc:wpa:wuwpfi:9703002 [Citation Analysis]
7
2003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS
RePEc:wpa:wuwpfi:0310004 [Citation Analysis]
7
2004Competition, Risk Neutrality and Loan Commitments
RePEc:wpa:wuwpfi:0411051 [Citation Analysis]
7
2004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
RePEc:wpa:wuwpfi:0401002 [Citation Analysis]
7
2002Why do European Venture Capital Companies syndicate?
RePEc:wpa:wuwpfi:0210006 [Citation Analysis]
7
2004Why Do Firms Smooth Earnings?
RePEc:wpa:wuwpfi:0411021 [Citation Analysis]
7

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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