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

 

 
 

CFR Working Papers / EconStor: Digital Archive for Economics and Business studies at ZBW - German National Library of Economics

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
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.40000.15
20010.380000.18
20020.410000.2
20030.440000.2
20040.461070010.10.2
20050.10.461513101030.20.25
20060.040.4913142511000.22
20070.140.42177284250.19
20080.330.431114301000.19
20090.110.417928300.19
20100.140.332015284030.150.16
20110.350.516337137.720.130.27
 
 
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
2006Sex matters: Gender differences in a professional setting
RePEc:zbw:cfrwps:0601 [Citation Analysis]
9
2010Inferring reporting biases in hedge fund databases from hedge fund equity holdings
RePEc:zbw:cfrwps:1008 [Citation Analysis]
8

repec:zbw:cfrwps:0804 [Citation Analysis]
4
2008How do commodity futures respond to macroeconomic news?
RePEc:zbw:cfrwps:0803 [Citation Analysis]
4
2004Tournaments in mutual fund families
RePEc:zbw:cfrwps:0402 [Citation Analysis]
3
2009Commonalities in the order book
RePEc:zbw:cfrwps:0905 [Citation Analysis]
3
2004Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms
RePEc:zbw:cfrwps:0406 [Citation Analysis]
3
2007On the relative performance of multi-strategy and funds of hedge funds
RePEc:zbw:cfrwps:0711 [Citation Analysis]
3
2008Overconfidence among professional investors: Evidence from mutual fund managers
RePEc:zbw:cfrwps:0808 [Citation Analysis]
2
2005Understanding the limit order book: Conditioning on trade informativeness
RePEc:zbw:cfrwps:0505 [Citation Analysis]
2
2010The cross-Section of German stock returns: New data and new evidence
RePEc:zbw:cfrwps:1012 [Citation Analysis]
2
2008Sooner or later: delays in trade reporting by corporate insiders
RePEc:zbw:cfrwps:0806 [Citation Analysis]
2
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis
RePEc:zbw:cfrwps:0514 [Citation Analysis]
2
2005Liquidity supply and adverse selection in a pure limit order book market
RePEc:zbw:cfrwps:0501 [Citation Analysis]
2
2006Bond portfolio optimization: A risk-return approach
RePEc:zbw:cfrwps:0603 [Citation Analysis]
2
2005Determinanten der Mittelzuflüsse bei deutschen Aktienfonds
RePEc:zbw:cfrwps:0511 [Citation Analysis]
2
2007CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern
RePEc:zbw:cfrwps:0701 [Citation Analysis]
2
2011Market response to investor sentiment
RePEc:zbw:cfrwps:1101 [Citation Analysis]
2
2005An analysis of private investors stock market return forecasts
RePEc:zbw:cfrwps:0516 [Citation Analysis]
2
2009The impact of iceberg orders in limit order books
RePEc:zbw:cfrwps:0906 [Citation Analysis]
2
2005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry
RePEc:zbw:cfrwps:0507 [Citation Analysis]
2
2010Sturm und Drang in money market funds: When money market funds cease to be narrow
RePEc:zbw:cfrwps:1016 [Citation Analysis]
2
2006On the usability of synthetic measures of mutual fund net-flows
RePEc:zbw:cfrwps:0605 [Citation Analysis]
1
2010Determinants of expected stock returns: Large sample evidence from the German market
RePEc:zbw:cfrwps:1001 [Citation Analysis]
1
2005Does anonymity matter in electronic limit order markets?
RePEc:zbw:cfrwps:0515 [Citation Analysis]
1
2007Analyst recommendations, mutual fund herding, and overreaction in stock prices
RePEc:zbw:cfrwps:0708 [Citation Analysis]
1
2006Liquidity commonality beyond best prices
RePEc:zbw:cfrwps:0604 [Citation Analysis]
1
2009Trading the bond-CDS basis: The role of credit risk and liquidity
RePEc:zbw:cfrwps:0916 [Citation Analysis]
1
2007Employment risk, compensation incentives and managerial risk taking: Evidence from the mutual fund industry
RePEc:zbw:cfrwps:0702 [Citation Analysis]
1
2009Long-horizon consumption risk and the cross-section of returns: New tests and international evidence
RePEc:zbw:cfrwps:0902 [Citation Analysis]
1
2010Uncovering hedge fund skill from the portfolio holdings they hide
RePEc:zbw:cfrwps:1009 [Citation Analysis]
1
2009Time-varying credit risk and liquidity premia in bond and CDS markets
RePEc:zbw:cfrwps:0913 [Citation Analysis]
1
2011Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions
RePEc:zbw:cfrwps:1111 [Citation Analysis]
1
2008International price discovery in the presence of market microstructure effects
RePEc:zbw:cfrwps:0810 [Citation Analysis]
1
2004Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery
RePEc:zbw:cfrwps:0410 [Citation Analysis]
1
2009The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks
RePEc:zbw:cfrwps:0907 [Citation Analysis]
1
2005Mutual fund growth in standard an specialist market segments
RePEc:zbw:cfrwps:0508 [Citation Analysis]
1
2006Investment performance and market share: A study of the German mutual fund industry
RePEc:zbw:cfrwps:0606 [Citation Analysis]
1

repec:zbw:cfrwps:0809 [Citation Analysis]
1
2010The impact of investor sentiment on the German stock market
RePEc:zbw:cfrwps:1003 [Citation Analysis]
1

Citing documents used to compute impact factor 13:
YearTitleSee
2011Published stock recommendations as investor sentiment in the near-term stock market
RePEc:ros:wpaper:121
[Citation Analysis]
2011The role of hedge funds as primary lenders
RePEc:kap:revdev:v:14:y:2011:i:2:p:241-261
[Citation Analysis]
2011Do Hedge Funds Manipulate Stock Prices?
RePEc:ide:wpaper:24152
[Citation Analysis]
2011Do Hedge Funds Manipulate Stock Prices?
RePEc:ecl:ohidic:2011-5
[Citation Analysis]
2011The option CAPM and the performance of hedge funds
RePEc:kap:revdev:v:14:y:2011:i:2:p:137-167
[Citation Analysis]
2011Do Hedge Funds Manipulate Stock Prices?
RePEc:tse:wpaper:24150
[Citation Analysis]
2011Hedge fund leverage
RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126
[Citation Analysis]
2011Information spillovers and performance persistence for hedge funds
RePEc:eee:jfinec:v:101:y:2011:i:1:p:1-17
[Citation Analysis]
2011Google search volume and its influence on liquidity and returns of German stocks
RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264
[Citation Analysis]
2011Useful models for time series of counts or simply wrong ones?
RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91
[Citation Analysis]
2011A limit order book model for latency arbitrage
RePEc:arx:papers:1110.4811
[Citation Analysis]
2011Liquidity dynamics in an electronic open limit order book: An event study approach
RePEc:zbw:cfrwps:1114
[Citation Analysis]
2011Competition in securities markets: the impact on liquidity
RePEc:kap:fmktpm:v:25:y:2011:i:2:p:149-172
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Co-movement of revenue: structural changes in the business cycle
RePEc:kap:fmktpm:v:25:y:2011:i:4:p:411-433
[Citation Analysis]
2011Sentiment dynamics and stock returns: the case of the German stock market
RePEc:spr:empeco:v:41:y:2011:i:3:p:663-679
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010The cross section of money market fund risks and financial crises
RePEc:fip:fedgfe:2010-51
[Citation Analysis]
2010Uncovering hedge fund skill from the portfolio holdings they hide
RePEc:zbw:cfrwps:1009
[Citation Analysis]
2010The cross-Section of German stock returns: New data and new evidence
RePEc:zbw:cfrwps:1012
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee

Recent citations received in: 2008

YearTitleSee

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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