Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Finance Research Group Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies


[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
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.43000000.19
20050.457720.2980020.290.23
20060.4671405700.2
20070.140.421620.13214200.17
20080.440.482460.251941000.18
20090.3752910.0331000.18
20100.080.332930.1013100.16
20110.20.452910.0305100.22
20120.482940.140000.24
20130.542900000.26
20140.232900000.17
 
 
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
2006Debt and Taxes: Evidence from bank-financed unlisted firms. (2006). Bartholdy, Jan ; Mateus, Cesario. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2006-02.

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5
2005Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2004-01.

Full description at Econpapers || Download paper

2
2009Investment Timing, Liquidity, and Agency Costs of Debt. (2009). Hirth, Stefan ; Uhrig-Homburg, Marliese . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-04.

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2
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2005). Ranaldo, Angelo ; Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-05.

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2
2005Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Rangvid, Jesper ; Joensen, Juanna Schroter . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-02.

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2
2007Pricing the Option to Surrender in Incomplete Markets. (2007). Consiglio, Andrea ; De Giovanni, Domenico . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2007-02.

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2
2009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach. (2009). Bork, Lasse. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2009-03.

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1
2005Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates.. (2005). Christiansen, Charlotte. In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-03.

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1
2008Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2008-04.

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1
2005Danish Mutual Fund Performance - Selectivity, Market Timing and Persistence.. (2005). Christensen, Michael . In: Finance Research Group Working Papers. RePEc:hhb:aarbfi:2005-01.

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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.