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

 

  
 

Science & Finance (CFM) working paper archive / Science & Finance (CFM) 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.1215000.04
19950.1722100.09
19960.22103010.50.09
19970.250.2176641040.570.09
19980.560.22860954020.250.13
19990.130.29628152020.330.15
20000.210.483214333.320.250.15
20010.3851414010.20.18
20020.310.417611345010.140.2
20030.170.44591221000.2
20040.50.4641012616.70.2
20050.110.466139100.25
20060.30.491610333.30.22
20070.570.4207400.19
20080.430100.19
20090.40000.19
20100.330000.16
20110.50000.27
 
 
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
1997Herd behavior and aggregate fluctuations in financial markets
RePEc:sfi:sfiwpa:500028 [Citation Analysis]		29
2002Statistical properties of stock order books: empirical results and models
RePEc:sfi:sfiwpa:0203511 [Citation Analysis]		29
2002More statistical properties of order books and price impact
RePEc:sfi:sfiwpa:0210710 [Citation Analysis]		25
1998Noise dressing of financial correlation matrices
RePEc:sfi:sfiwpa:500051 [Citation Analysis]		25
1998A Langevin approach to stock market fluctuations and crashes
RePEc:sfi:sfiwpa:500027 [Citation Analysis]		21
2000Wealth condensation in a simple model of economy
RePEc:sfi:sfiwpa:500026 [Citation Analysis]		21
1997Scaling in stock market data: stable laws and beyond
RePEc:sfi:sfiwpa:9705087 [Citation Analysis]		21
1999Apparent multifractality in financial time series
RePEc:sfi:sfiwpa:9906347 [Citation Analysis]		10
2004Random walks, liquidity molasses and critical response in financial markets
RePEc:sfi:sfiwpa:500063 [Citation Analysis]		10
2002An introduction to statistical finance
RePEc:sfi:sfiwpa:313238 [Citation Analysis]		10
1999Random matrix theory and financial correlations
RePEc:sfi:sfiwpa:500053 [Citation Analysis]		9
1996Financial markets as adaptative systems
RePEc:sfi:sfiwpa:500037 [Citation Analysis]		9
2003Fluctuations and response in financial markets: the subtle nature of `random price changes
RePEc:sfi:sfiwpa:0307332 [Citation Analysis]		8
1998Elements for a theory of financial risks
RePEc:sfi:sfiwpa:500042 [Citation Analysis]		7
2001The leverage effect in financial markets: retarded volatility and market panic
RePEc:sfi:sfiwpa:0101120 [Citation Analysis]		7
1997Financial modeling and option theory with the truncated Lévy process
RePEc:sfi:sfiwpa:500035 [Citation Analysis]		7
1997Phenomenology of the interest rate curve
RePEc:sfi:sfiwpa:500048 [Citation Analysis]		7
1998Rational decisions, random matrices and spin glasses
RePEc:sfi:sfiwpa:500054 [Citation Analysis]		6
2006Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
RePEc:sfi:sfiwpa:500067 [Citation Analysis]		6
2005Financial Applications of Random Matrix Theory: Old Laces and New Pieces
RePEc:sfi:sfiwpa:500058 [Citation Analysis]		5
1994The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
RePEc:sfi:sfiwpa:500040 [Citation Analysis]		5
1999Random matrix theory
RePEc:sfi:sfiwpa:500052 [Citation Analysis]		5
2001More stylized facts of financial markets: leverage effect and downside correlations
RePEc:sfi:sfiwpa:29960 [Citation Analysis]		5
2000Power-laws in economics and finance: some ideas from physics
RePEc:sfi:sfiwpa:500023 [Citation Analysis]		4
2005Trend followers lose more often than they gain
RePEc:sfi:sfiwpa:500065 [Citation Analysis]		4
1999An empirical investigation of the forward interest rate term structure
RePEc:sfi:sfiwpa:500047 [Citation Analysis]		4
1997Missing information and asset allocation
RePEc:sfi:sfiwpa:500045 [Citation Analysis]		4
2002The skewed multifractal random walk with applications to option smiles
RePEc:sfi:sfiwpa:0204047 [Citation Analysis]		3
2000Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
RePEc:sfi:sfiwpa:500031 [Citation Analysis]		3
2005Theory of collective opinion shifts: from smooth trends to abrupt swings
RePEc:sfi:sfiwpa:500060 [Citation Analysis]		3
2001Microscopic models for long ranged volatility correlations
RePEc:sfi:sfiwpa:500024 [Citation Analysis]		3
1998Strings Attached
RePEc:sfi:sfiwpa:500049 [Citation Analysis]		2
2005Large dimension forecasting models and random singular value spectra
RePEc:sfi:sfiwpa:500066 [Citation Analysis]		2
1998Are financial crashes predictable?
RePEc:sfi:sfiwpa:9804111 [Citation Analysis]		2
1995Real-world options: smile and residual risk
RePEc:sfi:sfiwpa:500039 [Citation Analysis]		2
2000Hedging large risks reduces the transaction costs
RePEc:sfi:sfiwpa:500033 [Citation Analysis]		2
1997Option pricing in the presence of extreme fluctuations
RePEc:sfi:sfiwpa:500038 [Citation Analysis]		2
2002Bubbles, crashes and intermittency in agent based market models
RePEc:sfi:sfiwpa:500022 [Citation Analysis]		1
2000Path dependent option pricing: the path integral partial averaging method
RePEc:sfi:sfiwpa:500034 [Citation Analysis]		1
2003Self-referential behaviour, overreaction and conventions in financial markets
RePEc:sfi:sfiwpa:500020 [Citation Analysis]		1
2000Population dynamics in a random environment
RePEc:sfi:sfiwpa:500025 [Citation Analysis]		1
1996Comment on Turbulent cascades in foreign exchange markets
RePEc:sfi:sfiwpa:9607120 [Citation Analysis]		1
1999Worst fluctuation method for fast value-at-risk estimates
RePEc:sfi:sfiwpa:9909245 [Citation Analysis]		1

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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