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

CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)

[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
20040.437710.1470010.140.19
20050.140.45152270.322471050.330.23
20060.180.46103250.169224250.2
20070.280.4154790.193625714.310.070.17
20080.120.4105770.1215253010.10.18
20090.160.37288560.074225400.18
20100.160.3321106140.1323386040.190.16
20110.330.4525131310.2416491612.530.120.22
20120.150.4820151330.22246700.24
20130.20.5420171430.25545911.110.050.26
20140.10.237178240.132404020.290.17
 
 
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
2007The effect of socially responsible investing on portfolio performance. (2007). Kempf, Alexander ; Osthoff, Peer . In: CFR Working Papers. RePEc:zbw:cfrwps:0610.

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17
2007Sex matters: Gender differences in a professional setting. (2007). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0601.

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10
2009Role of managerial incentives and discretion in hedge fund performance. (2009). Naik, Narayan Y. ; Agarwal, Vikas ; Daniel, Naveen D.. In: CFR Working Papers. RePEc:zbw:cfrwps:0404.

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10
2010Inferring reporting biases in hedge fund databases from hedge fund equity holdings. (2010). Jiang, Wei ; Agarwal, Vikas ; Fos, Vyacheslav . In: CFR Working Papers. RePEc:zbw:cfrwps:1008.

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8
2005Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis. (2005). Timmermann, Allan ; Wermers, Russ ; Kosowski, Robert ; White, Hal . In: CFR Working Papers. RePEc:zbw:cfrwps:0514.

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8
2011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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7
2008How do commodity futures respond to macroeconomic news?. (2008). Niessen, Alexandra ; Huang, He ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0803.

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6
2006Bond portfolio optimization: A risk-return approach. (2006). Koziol, Christian ; Korn, Olaf . In: CFR Working Papers. RePEc:zbw:cfrwps:0603.

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5
2007On the relative performance of multi-strategy and funds of hedge funds. (2007). Kale, Jayant R. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:0711.

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4
2009Operating performance changes associated with corporate mergers and the role of corporate governance. (2009). Linn, Scott ; Carline, Nicholas F. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0408.

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4
2009The impact of iceberg orders in limit order books. (2009). Sands, Patrik ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0906.

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4
2011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1106.

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4
2009Naked short selling: The emperor`s new clothes?. (2009). Yadav, Pradeep ; Raman, Vikas ; Fotak, Veljko . In: CFR Working Papers. RePEc:zbw:cfrwps:0909.

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4
2004Tournaments in mutual fund families. (2004). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0402.

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3
2009Time-varying credit risk and liquidity premia in bond and CDS markets. (2009). Trapp, Monika ; Buhler, Wolfgang . In: CFR Working Papers. RePEc:zbw:cfrwps:0913.

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3
Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Muller, Christoph ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0804.

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3
2013Transatlantic systemic risk. (2013). Trapp, Monika ; Wewel, Claudio . In: CFR Working Papers. RePEc:zbw:cfrwps:1210r.

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3
2004Trading costs of public investors with obligatory and voluntary market-making: Evidence from market reforms. (2004). Naik, Narayan Y. ; Yadav, Pradeep K.. In: CFR Working Papers. RePEc:zbw:cfrwps:0406.

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3
2005Determinanten der Mittelzuflüsse bei deutschen Aktienfonds. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Ber, Silke . In: CFR Working Papers. RePEc:zbw:cfrwps:0511.

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3
2010The cross-Section of German stock returns: New data and new evidence. (2010). Theissen, Erik ; Kempf, Alexander ; Koch, Stefan ; Artmann, Sabine ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1012.

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3
2009Commonalities in the order book. (2009). Grammig, Joachim ; Giot, Pierre ; BELTRAN-LOPEZ, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0905.

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3
2010Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Jiang, Wei ; Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1009.

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3
2009Trading the bond-CDS basis: The role of credit risk and liquidity. (2009). Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:0916.

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3
2008Sooner or later: delays in trade reporting by corporate insiders. (2008). Theissen, Erik ; Betzer, Andre . In: CFR Working Papers. RePEc:zbw:cfrwps:0806.

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2
2009Political connectedness and firm performance: Evidence from Germany. (2009). Ruenzi, Stefan ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0715.

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2
2010Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2010). Naik, Narayan Y. ; Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas . In: CFR Working Papers. RePEc:zbw:cfrwps:1019.

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2
2005Status quo bias and the number of alternatives: An empirical illustration from the mutual fund industry. (2005). Ruenzi, Stefan ; Kempf, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0507.

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2
2009Do higher-moment equity risks explain hedge fund returns?. (2009). Bakshi, Gurdip ; Agarwal, Vikas ; Huij, Joop . In: CFR Working Papers. RePEc:zbw:cfrwps:1007.

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2
2010Public opinion and executive compensation. (2010). Kuhnen, Camelia ; Niessen, Alexandra . In: CFR Working Papers. RePEc:zbw:cfrwps:0809r.

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2
2010Sturm und Drang in money market funds: When money market funds cease to be narrow. (2010). Wedow, Michael ; Jank, Stephan. In: CFR Working Papers. RePEc:zbw:cfrwps:1016.

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2
2005Understanding the limit order book: Conditioning on trade informativeness. (2005). Menkveld, Albert ; Grammig, Joachim ; BELTRAN, Helena . In: CFR Working Papers. RePEc:zbw:cfrwps:0505.

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2
2010The impact of investor sentiment on the German stock market. (2010). Ruenzi, Stefan ; Niessen-Ruenzi, Alexandra ; Finter, Philipp . In: CFR Working Papers. RePEc:zbw:cfrwps:1003.

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2
2007Analyst recommendations, mutual fund herding, and overreaction in stock prices. (2007). Wei, Kelsey D. ; Wermers, Russ ; Brown, Nerissa C.. In: CFR Working Papers. RePEc:zbw:cfrwps:0708.

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2
2005An analysis of private investors stock market return forecasts. (2005). Theissen, Erik. In: CFR Working Papers. RePEc:zbw:cfrwps:0516.

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2
2009Overconfidence among professional investors: Evidence from mutual fund managers. (2009). Ruenzi, Stefan ; Putz, Alexander . In: CFR Working Papers. RePEc:zbw:cfrwps:0808.

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2
2005Is a team different from the sum of its parts? Evidence from mutual fund managers. (2005). Ruenzi, Stefan ; Kempf, Alexander ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0510.

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2
2006Liquidity commonality beyond best prices. (2006). Kempf, Alexander ; Mayston, Daniel . In: CFR Working Papers. RePEc:zbw:cfrwps:0604.

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2
2007The impact of work group diversity on performance: Large sample evidence from the mutual fund industry. (2007). Ruenzi, Stefan ; Niessen, Alexandra ; Bar, Michaela . In: CFR Working Papers. RePEc:zbw:cfrwps:0716.

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2
2005Liquidity supply and adverse selection in a pure limit order book market. (2005). Grammig, Joachim ; Frey, Stefan . In: CFR Working Papers. RePEc:zbw:cfrwps:0501.

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2
2007CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern. (2007). Kempf, Alexander ; Hagemeister, Meike . In: CFR Working Papers. RePEc:zbw:cfrwps:0701.

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2
2011Market response to investor sentiment. (2011). Theissen, Erik ; Westheide, Christian ; Hengelbrock, Jordis . In: CFR Working Papers. RePEc:zbw:cfrwps:1101.

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2
2013Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2013). Yang, Baozhong ; Tang, Yuehua ; Agarwal, Vikas ; Mullally, Kevin . In: CFR Working Papers. RePEc:zbw:cfrwps:1304.

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1
2005Mutual fund growth in standard an specialist market segments. (2005). Ruenzi, Stefan. In: CFR Working Papers. RePEc:zbw:cfrwps:0508.

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1
2009Informed trading, information asymmetry and pricing of information risk: Empirical evidence from the NYSE. (2009). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep . In: CFR Working Papers. RePEc:zbw:cfrwps:0908.

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1
2011Extended dividend, cash flow and residual income valuation models: Accounting for deviations from ideal conditions. (2011). Homburg, Carsten ; Sievers, Soenke ; Heinrichs, Nicolas ; Lorenz, Michael ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:1111.

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1
2004Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: CFR Working Papers. RePEc:zbw:cfrwps:0410.

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1
2008International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0810.

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1
2006Portfolio performance, discount dynamics, and the turnover of closed-end fund managers. (2006). Zechner, Josef ; Wu, Youchang ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0612.

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1
2009The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks. (2009). Yadav, Pradeep K. ; Zhang, Yuanyuan ; Taylor, Stephen J.. In: CFR Working Papers. RePEc:zbw:cfrwps:0907.

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1
2009False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; BARRAS, Laurent ; Wermers, Russ . In: CFR Working Papers. RePEc:zbw:cfrwps:0602.

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1

Citing documents used to compute impact factor 4:

YearTitleSee
2014Konferencia a pénzügyi piacok likviditásáról. BCE Befektetések és Vállalati Pénzügy Tanszék-MTA KRTK Játékelméleti Kutatócsoport, Budapest, 2013. október 3-4.. (2014). Havran, Dániel ; Csóka, Péter ; Varadi, Kata ; Csoka, Peter . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1463.

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[Citation Analysis]
2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Melo, Luis ; Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:810.

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[Citation Analysis]
2014Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125.

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[Citation Analysis]
2014Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR. (2014). Wilmar Alexander Cabrera Rodriguez, ; Amado, Daniel Parra ; Luis Fernando Melo Velandia, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011142.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

YearTitleSee
2014[Citation Analysis]
2014[Citation Analysis]

Recent citations received in: 2013

YearTitleSee
2013[Citation Analysis]

Recent citations received in: 2012

YearTitleSee

Recent citations received in: 2011

YearTitleSee
2011The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746.

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[Citation Analysis]
2011Co-movement of revenue: structural changes in the business cycle. (2011). Heinrichs, Nicolas ; Erdorf, Stefan . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:25:y:2011:i:4:p:411-433.

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[Citation Analysis]
2011Sentiment dynamics and stock returns: the case of the German stock market. (2011). Lux, Thomas . In: Empirical Economics. RePEc:spr:empeco:v:41:y:2011:i:3:p:663-679.

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[Citation Analysis]

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.