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

OFRC Working Papers Series / Oxford Financial Research Centre

[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
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27303040.13490040.130.16
20000.130.39124250.1253304010.080.16
20010.290.372466150.23994212030.130.17
20020.280.381379180.23293610020.150.18
20030.430.422101270.271123716060.270.19
20040.690.4323124450.361243524050.220.19
20050.560.4521145420.29354525020.10.24
20060.50.4615160570.36494422030.20.2
20070.310.396166580.35153611020.330.17
20080.570.4133199640.3211521120120.360.18
20090.670.374203950.47439263.80.18
20100.430.33203600.30371600.16
20110.250.45203820.404100.23
20120.46203430.210000.24
 
 
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
2001Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11.

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48
2000Credit Derivatives, Disintermediation and Investment Decisions. (2000). Morrison, Alan. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe01.

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36
2003Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08.

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33
2004A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05.

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31
2004A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe21.

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27
2008Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30.

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24
2004Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02.

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21
2008Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe29.

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20
2001A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05.

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19
2003A Model to Analyse Financial Fragility. (2003). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe13.

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18
1999Finance, Investment and Growth. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe09.

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16
1999How Do Financial Systems Affect Economic Performance?. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe08.

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15
2004Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20.

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13
2008Copula-Based Models for Financial Time Series. (2008). Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe21.

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13
2006Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; BÃ¥rdsen, Gunnar ; Bardsen, Gunnar ; Lindquist, Kjersti-Gro . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe01.

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12
2005Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe05.

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11
2006Searching for a Metric for Financial Stability. (2006). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, C. ; Aspachs, O. ; Segoviano, M.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe09.

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11
2007A Note on the Central Limit Theorem for Bipower Variation of General Functions. (2007). Podolskij, Mark ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2007fe03.

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11
2003Ownership: Evolution and Regulation. (2003). Mayer, Colin ; Franks, Julian ; Rossi, Stefano . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe14.

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11
2008Returns to Shareholder Activism. (2008). Mayer, Colin ; Becht, Marco ; Franks, Julian ; Rossi, Stefano . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe07.

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10
2000Non-Gaussian OU based models and some of their uses in financial economics. (2000). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2000mf01.

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10
2006Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe05.

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10
2003Why are European IPOs so rarely priced outside the indicative price range?. (2003). Morrison, Alan ; Jenkinson, Tim ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe05.

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9
2003Partnership Firms, Reputation and Human Capital. (2003). Morrison, Alan ; William J. Wilhelm, Jr., . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe02.

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9
2008Evaluating Volatility and Correlation Forecasts. (2008). Sheppard, Kevin ; Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe22.

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9
2001From market games to real-world markets. (2001). Hart, Michael ; Jefferies, Paul ; Hui, P. M. ; Johnson, Neil . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf02.

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9
2003Procyclicality and the new Basel Accord - Banks choice of loan rating system. (2003). Tsomocos, Dimitrios ; Catarineu-Rabell, Eva ; Jackson, Patricia . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe06.

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9
2003Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects. (2003). Morrison, Alan ; Loranth, Gyongyi . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe11.

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8
2003Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03.

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8
2006Subsampling realised kernels. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe06.

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8
2002IPO Pricing in the Dot-com Bubble. (2002). Ljungqvist, Alexander ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe07.

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8
2008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24.

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7
2005Why are Securitization Issues Tranched?. (2005). Jenkinson, Tim ; Firla-Cuchra, Maciej . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe04.

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7
2004A Time Series Analysis of Financial Fragility in the UK Banking System. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe18.

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7
2004A Risk Assessment Model for Banks. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe11.

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7
2008Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15.

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7
2008Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Jenkinson, Tim ; STRMBERG, PER ; Axelson, Ulf . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe20.

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6
2001Application of multi-agent games to the prediction of financial time-series. (2001). lamper, David ; Howison, Sam ; Jefferies, Paul ; Johnson, Neil F. ; Hart, Michael L.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf04.

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6
2004Financial Liberalisation and Capital Regulation in Open Economies. (2004). Morrison, Alan ; White, Lucy . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe10.

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6
2004The Demise of Investment-Banking Partnerships: Theory and Evidence.. (2004). Morrison, Alan ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe14.

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6
2001Business Groups and Risk Sharing around the World. (2001). Khanna, Tarun ; Yafeh, Yishay . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe02.

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5
2003Spending Less Time with the Family: The Decline of Family Ownership in the UK. (2003). Mayer, Colin ; Franks, Julian ; Rossi, Stefano . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe15.

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5
2002Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models. (2002). Jeannette H. C. Woerner, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002mf05.

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5
2002Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing. (2002). Cartea, Álvaro ; Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002mf04.

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4
2006Devaluation without common knowledge. (2006). Rochon, Celine . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe03.

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4
2005Commitment to Overinvest and Price Informativeness. (2005). Guembel, Alexander ; Dow, James ; Goldstein, Itay . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe18.

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4
2009Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe02.

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4
2004A feasible central limit theory for realised volatility under leverage. (2004). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe03.

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4
2002Evidence of Information Spillovers in the Production of Investment Banking Services. (2002). Ljungqvist, Alexander ; Benveniste, Lawrence M. ; Yu, Xiaoyun ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe06.

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4
2008An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. (2008). Podolskij, Mark ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe25.

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4

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2009

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.