Citation Profile: Annals of Finance / Springer

Most cited documents in this series:

Year Title Cited
2005 Option pricing and Esscher transform under regime switching
RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 [Citation Analysis] 21
2005 On user costs of risky monetary assets
RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50 [Citation Analysis] 18
2009 A dynamic model of entrepreneurship with borrowing constraints: theory and evidence
RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464 [Citation Analysis] 17
2005 A risk assessment model for banks
RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 [Citation Analysis] 16
2005 Relative arbitrage in volatility-stabilized markets
RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 [Citation Analysis] 15
2005 Determinants of stock market volatility and risk premia
RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 [Citation Analysis] 11
2006 A Time Series Analysis of Financial Fragility in the UK Banking System
RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21 [Citation Analysis] 9
2008 Who controls Allianz?
RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 [Citation Analysis] 8
2006 The Discounted Economic Stock of Money with VAR Forecasting
RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 [Citation Analysis] 8
2006 Risk measure pricing and hedging in incomplete markets
RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71 [Citation Analysis] 7
2006 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia
RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 [Citation Analysis] 7
2005 American options: the EPV pricing model
RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 [Citation Analysis] 7
2009 Small firms in the SSBF
RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359 [Citation Analysis] 6
2008 Capital market equilibrium without riskless assets: heterogeneous expectations
RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195 [Citation Analysis] 6
2008 Optimal portfolio allocation with higher moments
RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28 [Citation Analysis] 6
2007 Financial distress, bankruptcy law and the business cycle
RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35 [Citation Analysis] 5
2006 Common Shocks and Relative Compensation
RePEc:kap:annfin:v:2:y:2006:i:4:p:407-420 [Citation Analysis] 5
2009 Entrepreneurship in macroeconomics
RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311 [Citation Analysis] 5
2009 Small caps in international equity portfolios: the effects of variance risk
RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48 [Citation Analysis] 4
2009 Entrepreneurship and firm heterogeneity with limited enforcement
RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494 [Citation Analysis] 4
2010 Irreversible investment and discounting: an arbitrage pricing approach
RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315 [Citation Analysis] 4
2006 Stochastic equilibria for economies under uncertainty with intertemporal substitution
RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122 [Citation Analysis] 4
2005 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market
RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107 [Citation Analysis] 4
2010 The fundamental theorem of asset pricing for continuous processes under small transaction costs
RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191 [Citation Analysis] 4
2005 The non-neutrality of debt in investment timing: a new NPV rule
RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445 [Citation Analysis] 4
2007 Pursuing financial stability under an inflation-targeting regime
RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153 [Citation Analysis] 4
2006 Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change
RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301 [Citation Analysis] 3
2005 Junior must pay: pricing the implicit put in privatizing Social Security
RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34 [Citation Analysis] 3
2007 An equilibrium approach to financial stability analysis: the Colombian case
RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105 [Citation Analysis] 3
2008 Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation
RePEc:kap:annfin:v:4:y:2008:i:3:p:345-367 [Citation Analysis] 3
2007 A multicriteria discrimination approach for the credit rating of Asian banks
RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367 [Citation Analysis] 3
2005 Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law
RePEc:kap:annfin:v:1:y:2005:i:4:p:349-378 [Citation Analysis] 3
2010 A financial stability index for Colombia
RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581 [Citation Analysis] 3
2009 A conversation with 590 Nascent Entrepreneurs
RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340 [Citation Analysis] 3
2010 Macroeconomics of bank interest spreads: evidence from Brazil
RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32 [Citation Analysis] 3
2005 Completion time structures of stock price movements
RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 [Citation Analysis] 3
2008 Short-term relative arbitrage in volatility-stabilized markets
RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454 [Citation Analysis] 3
2006 Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von NeumannâGale Model
RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355 [Citation Analysis] 3
2008 Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429 [Citation Analysis] 3
2007 Switching to a poor business activity: optimal capital structure, agency costs and covenant rules
RePEc:kap:annfin:v:3:y:2007:i:3:p:389-409 [Citation Analysis] 3
2010 Robust consumption and portfolio choice for time varying investment opportunities
RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454 [Citation Analysis] 2
2009 The profitability of carry trades
RePEc:kap:annfin:v:5:y:2009:i:2:p:231-241 [Citation Analysis] 2
2011 Diversity and arbitrage in a regulatory breakup model
RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374 [Citation Analysis] 2
2007 Towards a measure of financial fragility
RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74 [Citation Analysis] 2
2008 A PDE approach for risk measures for derivatives with regime switching
RePEc:kap:annfin:v:4:y:2008:i:1:p:55-74 [Citation Analysis] 2
2008 Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
RePEc:kap:annfin:v:4:y:2008:i:3:p:305-344 [Citation Analysis] 2
2006 Hedging decisions with price and output uncertainty
RePEc:kap:annfin:v:2:y:2006:i:2:p:225-227 [Citation Analysis] 2
2007 Devaluation with contract redenomination in Argentina
RePEc:kap:annfin:v:3:y:2007:i:1:p:155-192 [Citation Analysis] 2
2012 Stochastic volatility and stochastic leverage
RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233 [Citation Analysis] 2
2005 Parallel cartoons of fractal models of finance
RePEc:kap:annfin:v:1:y:2005:i:2:p:179-192 [Citation Analysis] 2

Citing documents used to compute impact factor 24:

Year Title See
2011 A Fresh Look at Seasonal Anomalies: An International Perspective
RePEc:ijb:journl:v:10:y:2011:i:2:p:93-116 [Citation Analysis]
2011 Mutual fund performance: false discoveries, bias, and power
RePEc:kap:annfin:v:7:y:2011:i:2:p:137-169 [Citation Analysis]
2011 Progressive taxation and the intensity and timing of investment
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:100-108 [Citation Analysis]
2011 A Robust General Equilibrium Stochastic Volatility Model with Recursive Preference Investors
RePEc:cuf:journl:y:2011:v:12:i:2:p:217-231 [Citation Analysis]
2011 Dynamic portfolio choice under ambiguity and regime switching mean returns
RePEc:eee:dyncon:v:35:y:2011:i:4:p:623-640 [Citation Analysis]
2011 Subjective evaluation of delayed risky outcomes for buying and selling positions: the behavioral approach
RePEc:kap:annfin:v:7:y:2011:i:2:p:247-265 [Citation Analysis]
2011 Incomplete markets, ambiguity, and irreversible investment
RePEc:eee:dyncon:v:35:y:2011:i:6:p:909-921 [Citation Analysis]
2011 Foreign exchange risk pricing and equity market segmentation in Africa
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2295-2310 [Citation Analysis]
2011 Macroprudential policy - a literature review
RePEc:bis:biswps:337 [Citation Analysis]
2011 The forward discount puzzle and market efficiency
RePEc:kap:annfin:v:7:y:2011:i:1:p:119-135 [Citation Analysis]
2011 Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
RePEc:pra:mprapa:36539 [Citation Analysis]
2011 Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
RePEc:eee:jetheo:v:146:y:2011:i:6:p:2356-2388 [Citation Analysis]
2011 Clustering and Classification in Option Pricing
RePEc:ren:journl:v:3:y:2011:i:2:p:109-128 [Citation Analysis]
2011 Should I Stay or Should I Go: Investor Protection, Firm Selection and Aggregate Productivity
RePEc:red:sed011:878 [Citation Analysis]
2011 Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany
RePEc:kap:annfin:v:7:y:2011:i:1:p:95-118 [Citation Analysis]
2011 Markov Switching Models in Empirical Finance
RePEc:igi:igierp:415 [Citation Analysis]
2011 On the effects of banks equity ownership on credit markets
RePEc:kap:annfin:v:7:y:2011:i:1:p:31-52 [Citation Analysis]
2011 Verifying the state of financing constraints: evidence from U.S. business credit contracts
RePEc:fip:fedgfe:2011-04 [Citation Analysis]
2011 Migrant Entrepreneurs and Credit Constraints under Labour Market Discrimination
RePEc:iza:izadps:dp5967 [Citation Analysis]
2011 Capital misallocation and credit constraints: Theory and evidence from natural
RePEc:hal:psewpa:halshs-00607212 [Citation Analysis]
2011 Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints
RePEc:kyo:wpaper:803 [Citation Analysis]
2011 Credit and self-employment
RePEc:eee:dyncon:v:35:y:2011:i:3:p:363-385 [Citation Analysis]
2011 Capital misallocation and credit constraints: Theory and evidence from natural
RePEc:hal:wpaper:halshs-00607212 [Citation Analysis]
2011 Mutual fund performance: false discoveries, bias, and power
RePEc:kap:annfin:v:7:y:2011:i:2:p:137-169 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension RePEc:arx:papers:1112.5340	[Citation Analysis]
2011	Introduction to the special issue on ownership, control and regulation RePEc:kap:annfin:v:7:y:2011:i:4:p:425-427	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Fractional processes as models in stochastic finance RePEc:arx:papers:1004.3106	[Citation Analysis]
2010	On the fractional Black-Scholes market with transaction costs RePEc:arx:papers:1005.0211	[Citation Analysis]
2010	Preemption in a real option game with a first mover advantage and player-specific uncertainty RePEc:eee:jetheo:v:145:y:2010:i:6:p:2448-2462	[Citation Analysis]
2010	On the neutrality of debt in investment intensity RePEc:kap:annfin:v:6:y:2010:i:3:p:335-356	[Citation Analysis]
2010	Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive RePEc:mpg:wpaper:2010_42	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Entrepreneurship, finance and employment RePEc:kap:annfin:v:5:y:2009:i:3:p:289-293	[Citation Analysis]
2009	Entrepreneurship in macroeconomics RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311	[Citation Analysis]
2009	A conversation with 590 Nascent Entrepreneurs RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340	[Citation Analysis]
2009	Small firms in the SSBF RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359	[Citation Analysis]
2009	The probability of transition to entrepreneurship revisited: wealth, education and age RePEc:kap:annfin:v:5:y:2009:i:3:p:421-441	[Citation Analysis]
2009	Self-employment rates and business size: the roles of occupational choice and credit market frictions RePEc:kap:annfin:v:5:y:2009:i:3:p:495-519	[Citation Analysis]
2009	Optimal Lending Contracts with Asymmetric Information and Two-sided Limited Commitment or Impatient Entrepreneur RePEc:mlb:wpaper:1065	[Citation Analysis]
2009	Financing Constraints and Entrepreneurship RePEc:nbr:nberwo:15498	[Citation Analysis]
2009	Carry Trade Fundamentals and the Financial Crisis 2007-2010 RePEc:pra:mprapa:9952	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Some sufficient conditions for the existence of a competitive equilibrium in economies with satiated consumers RePEc:ebl:ecbull:v:3:y:2008:i:73:p:1-8	[Citation Analysis]
2008	Optimal choice of monetary policy instruments in an economy with real and liquidity shocks RePEc:eee:dyncon:v:32:y:2008:i:4:p:1273-1311	[Citation Analysis]
2008	A game theoretic approach to option valuation under Markovian regime-switching models RePEc:eee:insuma:v:42:y:2008:i:3:p:1146-1158	[Citation Analysis]
2008	Equilibrium theory with unbounded consumption sets and non-ordered preferences: Part I. Non-satiation RePEc:eee:mateco:v:44:y:2008:i:11:p:1266-1283	[Citation Analysis]
2008	Overinvestment and fraud RePEc:eee:mateco:v:44:y:2008:i:5-6:p:484-512	[Citation Analysis]
2008	Credit Crises, Risk Management Systems and Liquidity Modelling RePEc:jdi:wpaper:1	[Citation Analysis]
2008	Robust portfolio optimization with a generalized expected utility model under ambiguity RePEc:kap:annfin:v:4:y:2008:i:4:p:431-444	[Citation Analysis]
2008	Ownership relations in the presence of cross-shareholding RePEc:kap:jeczfn:v:95:y:2008:i:3:p:189-212	[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.