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

Working Papers on Finance / University of St. Gallen, School of Finance

0.41

Impact Factor

0.41

5-Years IF

4

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
20050.43000 (%)0.22
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.38000 (%)0.17
20090.35000 (%)0.17
20100.320300 (%)0.15
20110.410200 (%)0.2
20120.46222210.0532003 (9.4%)10.050.21
20130.320.490.322244150.34202272272 (10%)60.270.22
20140.410.560.411761210.342441844181 (50%)10.060.3
 
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
2012Contagious Bank Runs: Experimental Evidence. (2012). Brown, Martin ; Trautmann, Stefan T. ; Vlahu, Razvan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07.

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8
2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model. (2012). Bonato, Matteo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:11.

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6
2015The Euro Interbank Repo Market. (2015). Ranaldo, Angelo ; Mancini, Loreano ; Wrampelmeyer, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:16.

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5
2013Microfinance Banks and Household Access to Finance. (2013). Guin, Benjamin ; Brown, Martin ; Kirschenmann, Karolin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:02.

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4
2013Spot-forward Model for Electricity Prices. (2013). Stein-Erik, Fleten ; Schurle, Michel ; Paraschiv, Florentina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

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3
2013Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:17.

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3
2015Mortgage Relationships. (2013). Brown, Martin ; Hoffmann, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

3
2012Systemic Risk in the Insurance Sector – What Do We Know?. (2012). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:22.

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3
2012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

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3
2012Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment. (2012). Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias ; Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:03.

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3
2013Deposit Withdrawals from Distressed Commercial Banks. (2013). Guin, Benjamin ; Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

2
2012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union. (2012). Oesch, David ; Odoni, Sandro . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:02.

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2
2015Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2015). Weigert, Florian ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

Full description at Econpapers || Download paper

2
Medium-term Planning for Thermal Electricity Production.. (2012). Paraschiv, Florentina ; Kovacevic, Raimund M.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:20.

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2
2012Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs. (2012). Kohler, Alexander ; von Wyss, Rico. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:10.

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2
2013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

2
2014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

Full description at Econpapers || Download paper

2
2013Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?. (2013). Mirkov, Nikola . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:03.

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2
2015Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions. (2015). Hoechle, Daniel ; Schaub, Nic ; Schmid, Markus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:15.

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1
2012Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Griffoli, Tommaso Mancini . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:12.

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1
2013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

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1
2012Foreign Bank Ownership and Household Credit. (2012). Beck, Thorsten . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:06.

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1
2013Smokescreen: How Managers Behave When They Have Something to Hide. (2013). Yermack, David ; Schmid, Markus . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:09.

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1
Monetary Policy Effects on Long-term Rates and Stock Prices. (2013). Ranaldo, Angelo ; Reynard, Samuel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:22.

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1
2015Understanding FX Liquidity. (2015). Ranaldo, Angelo ; Soderlind, Paul ; Karnaukh, Nina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:15.

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1
2015Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Weigert, Florian ; Agarwal, Vikas ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:08.

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1
2013The Determinants of Microinsurance Demand. (2013). Schmit, Joan T. ; Pradhan, Shailee ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:08.

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1
2013Financing Asset Sales and Business Cycles. (2013). Hackbarth, Dirk ; Puhan, Tatjana-Xenia ; Arnold, Marc . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:20.

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1
2015Decomposing Performance. (2015). Hoechle, Daniel ; Schmid, Markus ; Zimmermann, Heinz . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:16.

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1
2012Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID. (2012). Kohler, Alexander ; von Wyss, Rico. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:09.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series:

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

YearTitleCited
2012Contagious Bank Runs: Experimental Evidence. (2012). Brown, Martin ; Trautmann, Stefan T. ; Vlahu, Razvan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07.

Full description at Econpapers || Download paper

8
2015The Euro Interbank Repo Market. (2015). Ranaldo, Angelo ; Mancini, Loreano ; Wrampelmeyer, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:16.

Full description at Econpapers || Download paper

5
2013Microfinance Banks and Household Access to Finance. (2013). Guin, Benjamin ; Brown, Martin ; Kirschenmann, Karolin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:02.

Full description at Econpapers || Download paper

4
2012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

Full description at Econpapers || Download paper

3
2015Mortgage Relationships. (2013). Brown, Martin ; Hoffmann, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

3
2012Systemic Risk in the Insurance Sector – What Do We Know?. (2012). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:22.

Full description at Econpapers || Download paper

3
2013Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:17.

Full description at Econpapers || Download paper

3
2012Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment. (2012). Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias ; Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:03.

Full description at Econpapers || Download paper

3
2013Spot-forward Model for Electricity Prices. (2013). Stein-Erik, Fleten ; Schurle, Michel ; Paraschiv, Florentina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

Full description at Econpapers || Download paper

3
2013Deposit Withdrawals from Distressed Commercial Banks. (2013). Guin, Benjamin ; Brown, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

2
2014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

Full description at Econpapers || Download paper

2
2012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union. (2012). Oesch, David ; Odoni, Sandro . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:02.

Full description at Econpapers || Download paper

2
2015Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2015). Weigert, Florian ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

Full description at Econpapers || Download paper

2
2013Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?. (2013). Mirkov, Nikola . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:03.

Full description at Econpapers || Download paper

2
2013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 18:

[Click on heading to sort table]

YearTitleSee
2014Electricity futures prices: time varying sensitivity to fundamentals. (2014). Pennings, Enrico ; Fleten, Stein-Erik ; Stein- Erik Fleten, ; Westgaard, Sjur ; Huisman, Ronald ; Kilic, Mehtap . In: Working Papers. RePEc:ieb:wpaper:2013/6/doc2014-21.

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[Citation Analysis]
2014Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis. (2014). Fedorova, Elena ; Popov, Viktor . In: MPRA Paper. RePEc:pra:mprapa:58827.

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[Citation Analysis]
2014The impact of renewable energies on EEX day-ahead electricity prices. (2014). Erni, David ; Pietsch, Ralf ; Paraschiv, Florentina . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:196-210.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Corporate Governance and Cartel formation. (2014). Alawi, Suha . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:0401246.

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[Citation Analysis]
2014Regulation in Microinsurance Markets: Principles, Practice, and Directions for Future Development. (2014). Biener, Christian ; Eling, Martin ; Schmit, Joan T.. In: World Development. RePEc:eee:wdevel:v:58:y:2014:i:c:p:21-40.

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[Citation Analysis]
2014Improving Access to Banking: Evidence from Kenya. (2014). Carletti, Elena ; Cull, Robert ; Senbet, Lemma W ; Qian, Jun ; Allen, Franklin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9840.

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[Citation Analysis]
2014How insurers differ from banks: a primer on systemic regulation. (2014). Thimann, Christian . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61218.

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[Citation Analysis]
2014How Insurers Differ from Banks: A Primer on Systemic Regulation. (2014). Thimann, Christian . In: PSE Working Papers. RePEc:hal:psewpa:halshs-01074933.

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[Citation Analysis]
2014Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs. (2014). Jiang, Janet Hua ; Arifovic, Jasmina . In: Staff Working Papers. RePEc:bca:bocawp:14-12.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do Women Panic More Than Men? An Experimental Study on Financial Decision. (2014). Rosa-Garcia, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos . In: MPRA Paper. RePEc:pra:mprapa:52912.

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[Citation Analysis]
2014Thats how we roll: an experiment on rollover risk. (2014). Bosch-Rosa, Ciril . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-048.

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[Citation Analysis]
2014Do Women Panic More Than Men? An Experimental Study on Financial Decision. (2014). Rosa-Garcia, Alfonso ; Rodriguez-Lara, Ismael . In: IEHAS Discussion Papers. RePEc:has:discpr:1406.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do social networks prevent or promote bank runs?. (2014). Rosa-Garcia, Alfonso ; Rodriguez-Lara, Ismael ; Kiss, Hubert Janos . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:101:y:2014:i:c:p:87-99.

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[Citation Analysis]
2014Banking on Experiments?. (2014). Dufwenberg, Martin . In: Working Papers. RePEc:igi:igierp:534.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do Media Data Help to Predict German Industrial Production?. (2014). Ulbricht, Dirk ; Thomas, Tobias ; Kholodilin, Konstantin A.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1393.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do media data help to predict German industrial production?. (2014). Ulbricht, Dirk ; Thomas, Tobias ; Kholodilin, Konstantin A.. In: DICE Discussion Papers. RePEc:zbw:dicedp:149.

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[Citation Analysis]
2014Essays on banking. (2014). Mosk, T. C.. In: Other publications TiSEM. RePEc:tiu:tiutis:d424ec24-1bfd-4be0-b19a-3efdf24ea409.

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[Citation Analysis]
2014Dark Pool Trading Strategies, Market Quality and Welfare. (2014). Werner, Ingrid M. ; Buti, Sabrina . In: Working Papers. RePEc:igi:igierp:530.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

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[Citation Analysis]

Recent citations received in: 2013

[Click on heading to sort table]

YearTitleSee
2013Banking in Africa. (2013). Beck, Thorsten . In: CSAE Working Paper Series. RePEc:csa:wpaper:2013-16.

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[Citation Analysis]
2013How Do Insured Deposits Affect Bank Risk?: Evidence from the 2008 Emergency Economic Stabilization Act. (2013). Lambert, Claudia ; Schuwer, Ulrich ; Noth, Felix . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1347.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region. (2013). Brown, Martin . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6528.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Banking in Africa. (2013). Beck, Thorsten . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6684.

Full description at Econpapers || Download paper

[Citation Analysis]
2013How do insured deposits affect bank risk? Evidence from the 2008 emergency economic stabilization act. (2013). Lambert, Claudia ; Schuwer, Ulrich ; Noth, Felix . In: SAFE Working Paper Series. RePEc:zbw:safewp:38.

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[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

YearTitleSee
2012Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID. (2012). Kohler, Alexander ; von Wyss, Rico. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:09.

Full description at Econpapers || Download paper

[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

SeriesCited

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.