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Swiss Finance Institute Research Paper Series / Swiss Finance Institute


null

Impact Factor

0.23

5-Years IF

11

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.280100 (%)0.16
20000.3711100 (%)0.14
20010.36111 (%)0.17
20020.3712111 (%)0.18
20030.40.5210.5121 (%)0.19
20040.42210.512 (%)0.19
20050.433581.61202 (%)10.330.21
20060.330.450.254045140.311363141 (%)110.280.2
20070.330.390.323075160.218143144414 (%)20.070.17
20080.270.390.346121270.2290701973221 (1.1%)20.040.17
20090.290.370.3642163540.331187622119431 (%)100.240.18
20100.320.330.2726189480.2560882816144 (%)30.120.15
20110.380.410.41189830.44682618475 (%)0.2
20120.380.460.35189680.36261014450 (%)0.21
20130.50.18189340.18011420 (%)0.21
20140.540.44189580.3106830 (%)0.26
20150.60.23189440.230266 (%)0.3
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:


#YearTitleCited
12006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

43
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

28
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

23
42008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

Full description at Econpapers || Download paper

22
52009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

22
62007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

Full description at Econpapers || Download paper

15
72007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

14
82006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

12
92006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

Full description at Econpapers || Download paper

12
102009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

12
112007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

Full description at Econpapers || Download paper

11
122006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

Full description at Econpapers || Download paper

10
13Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

Full description at Econpapers || Download paper

10
142010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

Full description at Econpapers || Download paper

10
15Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

9
162006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

Full description at Econpapers || Download paper

9
17Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

Full description at Econpapers || Download paper

8
182009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

Full description at Econpapers || Download paper

8
192010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

Full description at Econpapers || Download paper

8
202008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

Full description at Econpapers || Download paper

8
212009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

Full description at Econpapers || Download paper

8
222006Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

Full description at Econpapers || Download paper

7
232006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

Full description at Econpapers || Download paper

7
242009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

7
252005The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

Full description at Econpapers || Download paper

7
262010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

Full description at Econpapers || Download paper

6
272008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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6
282010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

6
292010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

Full description at Econpapers || Download paper

6
302006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

Full description at Econpapers || Download paper

6
312008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

Full description at Econpapers || Download paper

6
32On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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6
332009Short Selling Regulation after the Financial Crisis – First Principles Revisited. (2009). Wagner, Alexander ; GRUENEWALD, Seraina ; Weber, Rolf H.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928.

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5
34The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

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5
352008Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

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5
362008Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

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5
372006Why Do the Swiss Rent?. (2006). Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704.

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4
382008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

Full description at Econpapers || Download paper

4
392005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619.

Full description at Econpapers || Download paper

4
402009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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4
412007Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

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4
422010Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024.

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4
432010Why Ratings Matter: Evidence from Lehmans Index Rating Rule Change. (2010). Schuerhoff, Norman ; Lookman, Aziz A. ; Chen, Zhihua ; Schurhoff, Norman ; Seppi, Duane J.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1030.

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3
442009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, LI. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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3
452008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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3
462006House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620.

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3
472008Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820.

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3
482008Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844.

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3
492009Equilibrium Driven by Discounted Dividend Volatility. (2009). Malamud, Semyon ; Cvitanic, Jaksa. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0934.

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3
502010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices. (2010). Schmedders, Karl ; Kubler, Felix. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1021.

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3

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

16
22007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

16
32007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

12
42009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

11
52009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

7
6Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

7
72007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

Full description at Econpapers || Download paper

6
82006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

5
92010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

4
10Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

Full description at Econpapers || Download paper

4
112008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

Full description at Econpapers || Download paper

4
122010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

Full description at Econpapers || Download paper

4
132009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

Full description at Econpapers || Download paper

3
142010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; STROMBERG, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

Full description at Econpapers || Download paper

3
152006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

Full description at Econpapers || Download paper

3
16How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (). Efing, Matthias ; Herpfer, Christoph ; Fahlenbrach, Rudiger ; Kruger, Philipp . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

Full description at Econpapers || Download paper

3
172010Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024.

Full description at Econpapers || Download paper

3
182008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

Full description at Econpapers || Download paper

3
192008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

Full description at Econpapers || Download paper

3
202008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

Full description at Econpapers || Download paper

2
212005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619.

Full description at Econpapers || Download paper

2
222006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

2
232008Implied Volatility at Expiration. (2008). Medvedev, Alexey. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0804.

Full description at Econpapers || Download paper

2
242006House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620.

Full description at Econpapers || Download paper

2
252010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

Full description at Econpapers || Download paper

2
262009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

Full description at Econpapers || Download paper

2
272008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

Full description at Econpapers || Download paper

2
282009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team