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Columbia - Center for Futures Markets / Columbia - Center for Futures Markets


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Impact Factor

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5-Years IF

9

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.050.10.05101020.2402402 (%)0.06
19910.060.090.0691930.163332503 (%)0.05
19920.110.021910.0519591 (%)0.06
19930.110.140.081950.2691595 (%)0.07
19940.1219042 (%)0.06
19950.161920.11019 (%)0.1
19960.21950.2609 (%)0.09
19970.211990.4700 (%)0.09
19980.2219110.5800 (%)0.13
19990.2819110.5800 (%)0.16
20000.3719120.6300 (%)0.14
20010.3619301.5800 (%)0.17
20020.3719180.9500 (%)0.18
20030.419130.6800 (%)0.19
20040.4219170.8900 (%)0.19
20050.4319201.0500 (%)0.21
20060.4519120.6300 (%)0.2
20070.3919110.5800 (%)0.17
20080.391970.3700 (%)0.17
20090.3719261.3700 (%)0.18
20100.3319180.9500 (%)0.15
20110.4119150.7900 (%)0.2
20120.4619251.3200 (%)0.21
20130.519422.2100 (%)0.21
20140.5419412.1600 (%)0.26
20150.619281.4700 (%)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
11989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

Full description at Econpapers || Download paper

105
21989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

Full description at Econpapers || Download paper

93
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

Full description at Econpapers || Download paper

67
41989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

Full description at Econpapers || Download paper

28
51988DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Thompson, Sarahelen ; WALLER, M. L.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172.

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23
61989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

Full description at Econpapers || Download paper

23
71989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

Full description at Econpapers || Download paper

17
81989COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8.

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10
91989STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4.

Full description at Econpapers || Download paper

9
101989FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188.

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8
111989NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184.

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7
121988TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). Kamara, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169.

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5
131989COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3.

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5
141988LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177.

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5
151989MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201.

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3
161991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214.

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2
171991The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216.

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1
181989VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183.

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1
191988FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.. (1988). MA, C. W.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:179.

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1
201989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5.

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1

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


#YearTitleCited
11989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

Full description at Econpapers || Download paper

29
21989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

Full description at Econpapers || Download paper

27
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

Full description at Econpapers || Download paper

19
41989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

Full description at Econpapers || Download paper

6
51989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

Full description at Econpapers || Download paper

4
61989FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188.

Full description at Econpapers || Download paper

3
71989STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4.

Full description at Econpapers || Download paper

2
81989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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