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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg


0.03

Impact Factor

0.06

5-Years IF

5

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.430100 (%)0.22
20060.459920.221700 (%)10.110.19
20070.670.380.67112060.33796961 (2.7%)0.17
20080.450.380.451232100.3162092091 (16.7%)0.17
20090.430.350.38941120.29623103212 (%)0.17
20100.10.320.11455120.22442124143 (6.8%)70.50.15
20110.170.410.15167190.13102345581 (10%)10.060.2
20120.430.460.321788210.244301362201 (25%)10.060.21
20130.150.490.2914102210.2133356820 (%)10.070.22
20140.030.560.061311560.054311704 (%)20.150.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
Intervention Policy of the BoJ: a Unified Approach. (2007). LECOURT, Christelle ; Gnabo, Jean-Yves . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-19.

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25
2010Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08.

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21
2006The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable. (2006). . In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-09.

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14
2010Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14.

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5
2010Leverage and risk in US commercial banking in the light of the current financial crisis. (2010). Wolff, Christian ; Papanikolaou, Nikolaos . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-12.

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5
2010Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03.

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5
2007Direct Mechanisms, Menus and Latent Contracts. (2007). Piaser, Gwenael . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-09.

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4
2008Loss Functions in Option Valuation: A Framework for Selection. (2008). Wolff, Christian ; Lehnert, Thorsten ; Bams, Dennis . In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-11.

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4
2011Does the GARCH Structural Credit Risk Model Make a Difference?. (2011). De Simone, Francisco Nadal ; Jin, Xisong ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-6.

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4
Why Do Banks Ask for Collateral and Which Ones?. (2006). . In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-07.

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3
2007Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?. (2007). Chopard, Bertrand ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-02.

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3
2007On multiple-principal multiple-agent models of moral hazard. (2007). Piaser, Gwenael ; Rajan, Uday . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-01.

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3
2010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates. (2010). Grammatikos, Theoharry . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-13.

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3
2014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

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3
2011Cultural Values, CEO Risk Aversion and Corporate Takeovers. (2011). Gilbert, Aaron ; Lehnert, Thorsten ; Tourani-Rad, Alireza . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-01.

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2
2010An Optimal Control Approach to Portfolio Optimisation with Conditioning Information. (2010). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-09.

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2
2011Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals. (2011). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-12.

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2
2009Large powerful shareholders and cash holding. (2009). Hamadi, Malika ; Anderson, Ronald W.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-04.

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2
2010Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’. (2010). Pasca, Carmen ; Neugebauer, Tibor ; Hey, John . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-06.

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2
2009A Cumulative Prospect Theory Approach to Option Pricing. (2009). Wolff, Christian ; Lehnert, Thorsten ; Versluis, Cokki . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-03.

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2
2012Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment. (2012). Fatas, Enrique ; Neugebauer, Tibor ; Cabrera, Susana ; Lacomba, Juan A.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-3.

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2
2007Bid and price effects of increased competition in the first-price auction: experimental evidence. (2007). . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-17.

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2
2011Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas. (2011). Lehnert, Thorsten ; Jin, Xisong . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-10.

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1
2013Does it Pay to Invest in Art? A Selection-corrected Returns Perspective. (2013). Korteweg, Arthur ; Kraussl, Roman ; Verwijmeren, Patrick . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-7.

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1
2008Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Stefan T. M. Straetmans, ; Versteeg, Roald J.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-12.

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1
Market Strucutre, Screening Activity and Bank Lending Behavior. (2010). Papanikolaou, Nikolaos . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-11.

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1
2012Effectiveness of independent boards of Luxembourg funds. (2012). Hazenberg, Jan Jaap . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-11.

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1
2009Behavioral Heterogeneity in the Option Market. (2009). Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-07.

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1
2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2013). Christian C. P. Wolff,, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-13.

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1
2009The Dark Side of Global Integration: Increasing Tail Dependence. (2009). antonio. cosma@uni. lu, ; Beine, Michel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-05.

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1
2013Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. (2013). FLLBRUNN, SASCHA ; Neugebauer, Tibor . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-10.

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1
An Experimental Analysis of Optimal Renewable Resource Management: The Fishery. (2008). Hey, John D. ; Neugebauer, Tibor ; Sadrieh, K. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-10.

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1
2014Hedge Fund Innovation. (2014). Siegmann, Arjen ; Zamojski, Marcin ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13.

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1
2012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Jin, Xisong ; Lehnert, Thorsten ; Bekkour, Lamia ; Rasmouki, Fanou . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-4.

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1
2011Corporate Governance and Financial Development: A Study of the French Case. (2011). Boughanmi, Afef ; Blazy, Regis ; Guigou, Jean-Daniel ; Defffains, Bruno . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-11.

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1

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08.

Full description at Econpapers || Download paper

11
2010Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03.

Full description at Econpapers || Download paper

4
2014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Lehnert, Thorsten ; Kraussl, Roman . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

Full description at Econpapers || Download paper

3
2010An Optimal Control Approach to Portfolio Optimisation with Conditioning Information. (2010). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-09.

Full description at Econpapers || Download paper

2
2010Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14.

Full description at Econpapers || Download paper

2
2011Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals. (2011). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-12.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 1:


[Click on heading to sort table]

YearTitleSee
2014The Economics of Aesthetics and Three Centuries of Art Price Records. (2014). Spaenjers, Christophe ; Mamonova, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:20440.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


[Click on heading to sort table]

YearTitleSee
2014Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Penasse, J. N. G., ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:tiu:tiucen:bf0d8984-df7f-4f02-afc7-3a1eb8b7d1c3.

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[Citation Analysis]
2014Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Penasse, J. N. G., ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:tiu:tiutil:386dd5e7-e672-4d9d-829c-6a9102704006.

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[Citation Analysis]

Recent citations received in: 2013


[Click on heading to sort table]

YearTitleSee
2013What lies behind the “too-small-to-survive” banks?. (2013). . In: MPRA Paper. RePEc:pra:mprapa:51431.

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[Citation Analysis]

Recent citations received in: 2012


[Click on heading to sort table]

YearTitleSee
2012Independence and focus of Luxembourg UCITS fund boards. (2012). Hazenberg, Jan Jaap . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-15.

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[Citation Analysis]

Recent citations received in: 2011


[Click on heading to sort table]

YearTitleSee
2011Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools. (2011). De Simone, Francisco Nadal ; Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp065.

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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.