Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Columbia - Center for Futures Markets / Columbia - Center for Futures Markets

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.050.08101020.2040200.04
19910.08919023300.04
19920.091910.0501900.05
19930.110.11950.2609100.04
19940.121900000.05
19950.161920.110000.09
19960.191950.260000.09
19970.21990.470000.09
19980.211980.420000.13
19990.271970.370000.16
20000.391990.470000.16
20010.3719261.370000.17
20020.3819160.840000.18
20030.419130.680000.19
20040.431980.420000.19
20050.4519170.890000.24
20060.4619130.680000.2
20070.3919100.530000.17
20080.411930.160000.18
20090.3719160.840000.18
20100.3319110.580000.16
20110.4519120.630000.23
20120.4619211.110000.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
1989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

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60
1989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

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44
1989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

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38
1989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

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22
1988DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Thompson, Sarahelen ; WALLER, M. L.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172.

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20
1989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

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16
1989COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8.

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8
1989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

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8
1989STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4.

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7
1989NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184.

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5
1988LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177.

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5
1989FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188.

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5
1988TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). KAMARA, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169.

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2
1989MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201.

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2
1991The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216.

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1
1989VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183.

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1
1989COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3.

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1
1991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214.

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1
1989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5.

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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.