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

Weiss Center Working Papers / Wharton School - Weiss Center for International Financial Research

[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
19900.08161620.136223020.130.04
19910.210.08314750.117419400.04
19920.090.0935040.08747400.05
19930.090.1106090.1525343020.20.04
19940.150.1226270.1117132010.50.05
19950.250.1662110.18012300.09
19960.50.19466180.271421020.50.09
19970.50.266240.3604200.09
19980.50.21672210.29134200.13
19990.27173230.320600.16
20000.430.39174460.62147300.16
20012.50.3774500.6802500.17
200220.3874360.4901200.18
20030.474390.530000.19
20040.4374560.760000.19
20050.4574650.880000.24
20060.4674530.720000.2
20070.3974590.80000.17
20080.4174700.950000.18
20090.3774370.50000.18
20100.3374300.410000.16
20110.4574190.260000.23
20120.4674480.650000.24
 
 
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
1990ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Weiss Center Working Papers. RePEc:fth:pennif:1-90.

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583
1991Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:3-91.

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38
1990THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS.. (1990). Zeldes, Stephen ; Mankiw, N. Gregory. In: Weiss Center Working Papers. RePEc:fth:pennif:23-90.

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27
1994Puzzles in international Financial Markets.. (1994). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:94-7.

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17
2000Using Asset Prices to Measure the Cost of Business Cycles.. (2000). Jermann, Urban ; Alvarez, Fernando. In: Weiss Center Working Papers. RePEc:fth:pennif:00-1.

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14
1991Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, R. D.. In: Weiss Center Working Papers. RePEc:fth:pennif:11-91.

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12
1993Trends in Expected Returns in Currency and Bond Markets.. (1993). Evans, Martin ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-4.

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8
1996The Effects of Industry Structure on Economic Exposure.. (1996). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-3.

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7
1998Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey. (1998). Bodnar, Gordon ; Gebhart, G.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-03.

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6
1990ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.. (1990). Stambaugh, Robert ; Kandel, Shmuel. In: Weiss Center Working Papers. RePEc:fth:pennif:7-90.

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6
1990MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES.. (1990). DUMAS, B. ; DELGADO, F.. In: Weiss Center Working Papers. RePEc:fth:pennif:20-90.

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6
1992Does Foreign Exchange Intervention Signal Future Monetary Policy?. (1992). Kaminsky, Graciela ; Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-3.

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6
1993Currency Option Pricing in Credible Target Zones.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-7.

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5
1996Consumption, Stock Returns, and the Gains from International Risk-Sharing.. (1996). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:96-4.

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5
1998Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification. (1998). Bodnar, Gordon ; Tang, C. ; Weintrop, J.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-02.

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4
1993Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter.. (1993). Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-11.

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4
1993Siegels Paradox and Pricing of Currency Options.. (1993). Jennergren, Peter ; DUMAS, B. ; Naslund, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-8.

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3
1991Quantity-Adjusting Options and Forward Contracts.. (1991). Eisenberg, Larry ; Babbel, David. In: Weiss Center Working Papers. RePEc:fth:pennif:29-91.

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3
1991Security Prices and Market Transparency.. (1991). Madhavan, Ananth. In: Weiss Center Working Papers. RePEc:fth:pennif:1-92.

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3
1991Differences in execution Prices among the Nyse, the Regionals and the NASD.. (1991). Goldstein, Michael ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:4-92.

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3
1991Robust Power Calculations With tests for Serial Correlation in stock Returns.. (1991). Richardson, M. ; Smith, T.. In: Weiss Center Working Papers. RePEc:fth:pennif:12-91.

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2
1990MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS.. (1990). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:26-90.

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2
1991How Long do Unilateral Target Zones last?. (1991). Svensson, Lars ; DUMAS, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:1991-2.

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2
1993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options.. (1993). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-13.

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2
1991On Testing Sustainability of Government Deficits in a Stochastic Environment.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:19-91.

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2
1993Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?. (1993). Evans, Martin ; Lewis, K.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-12.

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2
1991Risk and Returns of low-Grade Bonds: An Update.. (1991). Kein, D. B. ; Blume, M. E.. In: Weiss Center Working Papers. RePEc:fth:pennif:15-91.

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2
1998Explaining Home Bias in Equities and Consumption. (1998). Lewis, K. K.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-05.

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2
1991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:14-91.

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2
1991Limited Market Participation and Volatility of Asset Prices.. (1991). Gale, Douglas ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:2-92.

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1
1989SELF-GENERATING TRADE AND RATIONAL FADS: THE RESPONSE OF PRICE TO NEW INFORMATION.. (1989). Gorton, Gary ; Dow, James. In: Weiss Center Working Papers. RePEc:fth:pennif:3-90.

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1
1992Determinants of Short-Term Real Interest Differentials Between Japan and the United States.. (1992). Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-2.

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1
1996Price Convergence of Periphical European Countries on the Way to the EMU: A Time Series Approach.. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-2.

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1
The Peseta Real Exchange Rate: Which Are Its Determinants?. (1996). Tamarit, Cecilio ; Esteve, Vicente ; Camarero, Mariam. In: Weiss Center Working Papers. RePEc:fth:pennif:96-1.

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1
1991Effects of Bid-Ask Spreads and Prices Discreteness on Stock Returns.. (1991). Dravid, A. R.. In: Weiss Center Working Papers. RePEc:fth:pennif:6-91.

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1
1993Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities.. (1993). Craig, A. ; Richardson, M. ; Dravid, A.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-5.

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1
1998Pass-Through and Exposure. (1998). Bodnar, Gordon ; DUMAS, B. ; Marston, R. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:98-01.

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1
1991Budget Deficits and Government Accounting.. (1991). Bohn, Henning. In: Weiss Center Working Papers. RePEc:fth:pennif:28-91.

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1
1991Stock Price Manipulation, Market Microstructure and Asymetric Information.. (1991). Gorton, Gary ; Allen, Franklin. In: Weiss Center Working Papers. RePEc:fth:pennif:21-91.

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1
1990THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.. (1990). BATES, D. S.. In: Weiss Center Working Papers. RePEc:fth:pennif:28-90.

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1
1993The World Price of Foreign Exchange Risk.. (1993). DUMAS, B. ; Solnik, B.. In: Weiss Center Working Papers. RePEc:fth:pennif:93-9.

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1
1991An Ordered Probit Analysis of Transaction Stock Prices.. (1991). Lo, Andrew ; Hausman, Jerry ; MacKinlay, A. C.. In: Weiss Center Working Papers. RePEc:fth:pennif:26-91.

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1
1991Bayesian Inference and Portfolio Efficiency.. (1991). Stambaugh, Robert ; Kandel, Shmuel ; McCulloch, R.. In: Weiss Center Working Papers. RePEc:fth:pennif:8-91.

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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.