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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Finance Research Letters / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.230000.1
19970.290000.1
19980.290000.11
19990.340000.15
20000.430000.17
20010.450000.17
20020.460000.21
20030.480000.21
20040.55271880060.220.23
20050.810.57258127224.510.040.24
20060.540.542861522814.360.210.22
20070.320.48293153175.90.19
20080.190.526375711060.230.22
20090.240.5126205513030.120.21
20100.310.463013521618.810.030.17
20110.230.6426456137.720.080.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2004Asymmetric information, bank lending and implicit contracts: the winners curse
RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23 [Citation Analysis]		56
2004Limited stock market participation and the equity premium
RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34 [Citation Analysis]		26
2004On more robust estimation of skewness and kurtosis
RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 [Citation Analysis]		25
2004Reported and secret interventions in the foreign exchange markets
RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 [Citation Analysis]		21
2004Maximizing the expected net future value as an alternative strategy to gamma discounting
RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89 [Citation Analysis]		21
2005tays as good as cay
RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 [Citation Analysis]		14
2006The interaction between technical currency trading and exchange rate fluctuations
RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 [Citation Analysis]		12
2005Solving models with external habit
RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 [Citation Analysis]		11
2005tays as good as cay: Reply
RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 [Citation Analysis]		10
2008Time-series predictability in the disaster model
RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203 [Citation Analysis]		9
2005The long-run equity risk premium
RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 [Citation Analysis]		9
2004Institutional trading and stock returns
RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 [Citation Analysis]		8
2006Explosive bubbles in the cointegrated VAR model
RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 [Citation Analysis]		8
2004The effect of market conditions on capital structure adjustment
RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 [Citation Analysis]		7
2005A note on sufficient conditions for no arbitrage
RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130 [Citation Analysis]		6
2006Disentangling risk aversion and intertemporal substitution through a reference level
RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193 [Citation Analysis]		6
2005Another look at the relationship between cross-market correlation and volatility
RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88 [Citation Analysis]		6
2006Modeling dynamic conditional correlations in WTI oil forward and futures returns
RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 [Citation Analysis]		5
2005Cointegration analysis of the Fed model
RePEc:eee:finlet:v:2:y:2005:i:4:p:248-259 [Citation Analysis]		5
2005Industry momentum and common factors
RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124 [Citation Analysis]		5
2004Myopic loss aversion and the equity premium puzzle reconsidered
RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 [Citation Analysis]		5
2004On the consequences of state dependent preferences for the pricing of financial assets
RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 [Citation Analysis]		5
2008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95 [Citation Analysis]		5
2006On the sequencing of projects, reputation building, and relationship finance
RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39 [Citation Analysis]		5
2006Tilting safety first and the Sharpe portfolio
RePEc:eee:finlet:v:3:y:2006:i:3:p:173-180 [Citation Analysis]		4
2007Exploring the components of credit risk in credit default swaps
RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18 [Citation Analysis]		4
2005Hedging the smirk
RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200 [Citation Analysis]		4
2008Option prices as probabilities
RePEc:eee:finlet:v:5:y:2008:i:2:p:79-87 [Citation Analysis]		4
2005The price-dividend relationship in inflationary and deflationary regimes
RePEc:eee:finlet:v:2:y:2005:i:4:p:260-269 [Citation Analysis]		4
2008Option pricing in a Garch model with tempered stable innovations
RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182 [Citation Analysis]		4
2006Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment
RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 [Citation Analysis]		4
2006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio
RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266 [Citation Analysis]		4
2006Exchange rates and order flow in the long run
RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 [Citation Analysis]		4
2007The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders
RePEc:eee:finlet:v:4:y:2007:i:3:p:146-154 [Citation Analysis]		3
2005Proxy-quality thresholds: Theory and applications
RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151 [Citation Analysis]		3
2007The navigation of an iceberg: The optimal use of hidden orders
RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81 [Citation Analysis]		3
2009European monetary integration and persistance of real exchange rates
RePEc:eee:finlet:v:6:y:2009:i:4:p:242-249 [Citation Analysis]		3
2007An analytic approximation formula for pricing zero-coupon bonds
RePEc:eee:finlet:v:4:y:2007:i:2:p:116-126 [Citation Analysis]		3
2007S&P 500 implied volatility and monetary policy announcements
RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232 [Citation Analysis]		3
2008On measuring concentration in banking systems
RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67 [Citation Analysis]		3
2006Do insiders crowd out analysts?
RePEc:eee:finlet:v:3:y:2006:i:1:p:40-48 [Citation Analysis]		3
2008Patterns in cross market liquidity
RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10 [Citation Analysis]		3
2009Time-inconsistency of VaR and time-consistent alternatives
RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46 [Citation Analysis]		3
2005Portfolio selection with two-stage preferences
RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164 [Citation Analysis]		3
2004Optimal investment with fixed financing costs
RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 [Citation Analysis]		2
2004How do stock prices respond to fundamental shocks?
RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99 [Citation Analysis]		2
2010Understanding the risk of leveraged ETFs
RePEc:eee:finlet:v:7:y:2010:i:3:p:135-139 [Citation Analysis]		2
2009The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?
RePEc:eee:finlet:v:6:y:2009:i:2:p:56-72 [Citation Analysis]		2
2007Optimality of the RiskMetrics VaR model
RePEc:eee:finlet:v:4:y:2007:i:3:p:137-145 [Citation Analysis]		2
2008Robustness of the risk-return relationship in the U.S. stock market
RePEc:eee:finlet:v:5:y:2008:i:2:p:118-127 [Citation Analysis]		2

Citing documents used to compute impact factor 13:
YearTitleSee
2011The pricing and performance of leveraged exchange-traded funds
RePEc:eee:jbfina:v:35:y:2011:i:4:p:966-977		[Citation Analysis]
2011Option pricing with discrete time jump processes.
RePEc:mse:cesdoc:11037		[Citation Analysis]
2011A Robust General Equilibrium Stochastic Volatility Model with Recursive Preference Investors
RePEc:cuf:journl:y:2011:v:12:i:2:p:217-231		[Citation Analysis]
2011WHO BENEFITS FROM FUNDS OF HEDGE FUNDS? A CRITIQUE OF ALTERNATIVE ORGANIZATIONAL STRUCTURES IN THE HEDGE FUND INDUSTRY (I)
RePEc:rom:bemann:v:1:y:2011:i:1:p:19-36		[Citation Analysis]
2011Which Matters the Most for the Trading Index? (Law and Order or Weather Conditions)
RePEc:pra:mprapa:34736		[Citation Analysis]
2011On the relationship between weather and stock market returns
RePEc:eme:sefpps:v:28:y:2011:i:1:p:5-13		[Citation Analysis]
2011Application of Method of Financial Risk in Serbian Companies - Survey Sample Company
RePEc:eco:journ1:2011-02-4		[Citation Analysis]
2011On European monetary integration and the persistence of real effective exchange rates
RePEc:eee:finlet:v:8:y:2011:i:1:p:45-50		[Citation Analysis]
2011Application of Method of Financial Risk in Serbian Companies - Survey Sample Company
RePEc:eco:journ1:2011-02-4		[Citation Analysis]
2011Optimal stopping with dynamic variational preferences
RePEc:eee:jetheo:v:146:y:2011:i:5:p:2042-2074		[Citation Analysis]
2011Spectral Analysis Informs the Proper Frequency in the Sampling of Financial Time Series Data
RePEc:pra:mprapa:28720		[Citation Analysis]
2011Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304		[Citation Analysis]
2011Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework
RePEc:mar:magkse:201124		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Are Euro exchange rates markets efficient? New evidence from a large panel
RePEc:gri:fpaper:finance:201109		[Citation Analysis]
2011The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting
RePEc:pra:mprapa:35252		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Beta estimates for leveraged ETF
RePEc:pra:mprapa:26950		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Do IPO index portfolios improve the investment opportunities for mean-variance investors?
RePEc:eee:finlet:v:6:y:2009:i:3:p:159-170		[Citation Analysis]
2009The C-CAPM without ex post data
RePEc:eee:jmacro:v:31:y:2009:i:4:p:721-729		[Citation Analysis]
2009Do small family businesses have a peculiar attitude toward growth? Evidence from French SMEs.
RePEc:sol:wpaper:09-032		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
RePEc:arx:papers:0806.0239		[Citation Analysis]
2008Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model
RePEc:awi:wpaper:0475		[Citation Analysis]
2008Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon
RePEc:kap:apfinm:v:15:y:2008:i:2:p:97-115		[Citation Analysis]
2008Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
RePEc:nbr:nberwo:14386		[Citation Analysis]
2008On Honest Times in Financial Modeling
RePEc:uts:rpaper:229		[Citation Analysis]
2008Bank competition and financial stability
RePEc:wbk:wbrwps:4696		[Citation Analysis]

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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