Citation analysis for Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

Rodney L. White Center for Financial Research Working Papers / Wharton School Rodney L. White Center for Financial Research

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Impact Factor

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5-Years IF

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
1990	0.1	0.1	0.06	33	33	20	0.61	765	105	11	211	12	2 (%)	4	0.12	0.06
1991	0.06	0.09	0.06	40	73	18	0.25	212	85	5	212	12	1 (%)	1	0.03	0.05
1992	0.07	0.11	0.06	36	109	17	0.16	225	73	5	216	14	1 (%)	1	0.03	0.06
1993	0.08	0.14	0.13	27	136	44	0.32	69	76	6	214	28	1 (1.4%)	2	0.07	0.07
1994	0.13	0.12	0.12	35	171	41	0.24	45	63	8	188	23	(%)			0.06
1995	0.11	0.16	0.19	29	200	94	0.47	587	62	7	171	32	(%)	10	0.34	0.1
1996	0.45	0.2	0.34	23	223	137	0.61	553	64	29	167	57	(%)	1	0.04	0.09
1997	0.71	0.21	0.32	21	244	150	0.61	38	52	37	150	48	(%)			0.09
1998	0.3	0.22	0.34	36	280	161	0.58	321	44	13	135	46	5 (1.6%)	5	0.14	0.13
1999	0.19	0.28	0.37	37	317	183	0.58	159	57	11	144	53	9 (5.7%)	9	0.24	0.16
2000	0.49	0.37	0.67	22	339	277	0.82	44	73	36	146	98	2 (4.5%)	3	0.14	0.14
2001	0.47	0.36	0.44	30	369	281	0.76	56	59	28	139	61	(%)	2	0.07	0.17
2002	0.12	0.37	0.26	27	396	243	0.61	11	52	6	146	38	(%)			0.18
2003	0.04	0.4	0.22		396	262	0.66		57	2	152	34	(%)			0.19
2004	0.04	0.42	0.18		396	335	0.85		27	1	116	21	(%)			0.19
2005		0.43	0.1		396	353	0.89		0		79	8	(%)			0.21
2006		0.45	0.02		396	287	0.72		0		57	1	(%)			0.2
2007		0.39			396	277	0.7		0		27		(%)			0.17
2008		0.39			396	275	0.69		0		0		(%)			0.17
2009		0.37			396	246	0.62		0		0		(%)			0.18
2010		0.33			396	249	0.63		0		0		(%)			0.15
2011		0.41			396	241	0.61		0		0		(%)			0.2
2012		0.46			396	263	0.66		0		0		(%)			0.21
2013		0.5			396	278	0.7		0		0		(%)			0.21
2014		0.54			396	303	0.77		0		0		(%)			0.26
2015		0.6			396	287	0.72		0		0		(%)			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:

#	Year	Title	Cited
1	1990	ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90. Full description at Econpapers \|\| Download paper	676
2	1995	Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95. Full description at Econpapers \|\| Download paper	478
3	1995	Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95. Full description at Econpapers \|\| Download paper	439
4	1996	Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers \|\| Download paper	355
5	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers \|\| Download paper	257
6	1989	Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89. Full description at Econpapers \|\| Download paper	124
7	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers \|\| Download paper	120
8	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers \|\| Download paper	120
9	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers \|\| Download paper	113
10	1991	A Baysian Model of Intraday Specialist Pricing.. (1991). Madhavan, Ananth ; Smidt, S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-91. Full description at Econpapers \|\| Download paper	98
11	1998	The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers \|\| Download paper	89
12	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers \|\| Download paper	87
13	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers \|\| Download paper	85
14	1998	Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69. Full description at Econpapers \|\| Download paper	85
15	1983	Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83. Full description at Econpapers \|\| Download paper	77
16	1996	Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95. Full description at Econpapers \|\| Download paper	73
17	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers \|\| Download paper	69
18	1996	Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96. Full description at Econpapers \|\| Download paper	69
19	1990	The Origins of Banking Panics: Models, Facts, and Bank Regulation. (1990). Gorton, Gary ; Calomiris, Charles. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-90. Full description at Econpapers \|\| Download paper	63
20	1992	What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92. Full description at Econpapers \|\| Download paper	61
21	1991	Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91. Full description at Econpapers \|\| Download paper	59
22	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83. Full description at Econpapers \|\| Download paper	58
23	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83. Full description at Econpapers \|\| Download paper	58
24	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87. Full description at Econpapers \|\| Download paper	54
25	1991	Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91. Full description at Econpapers \|\| Download paper	53
26	1998	The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98. Full description at Econpapers \|\| Download paper	51
27	1998	The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68. Full description at Econpapers \|\| Download paper	50
28	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87. Full description at Econpapers \|\| Download paper	50
29	1998	The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98. Full description at Econpapers \|\| Download paper	50
30	1988	Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88. Full description at Econpapers \|\| Download paper	49
31	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95. Full description at Econpapers \|\| Download paper	47
32	1996	General Properties of Option Prices.. (1996). Wiener, Zvi ; Grundy, B. D. ; Bergman, Yaacov Z.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96. Full description at Econpapers \|\| Download paper	44
33	1992	A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too-Big-To-Fail Doctrine. (1992). Mester, Loretta ; Hughes, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:25-92. Full description at Econpapers \|\| Download paper	40
34	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95. Full description at Econpapers \|\| Download paper	39
35	1992	Stock Markets and Resource Allocation (Reprint 036). (1992). Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-92. Full description at Econpapers \|\| Download paper	37
36	1988	Portfolio Performance Evaluation: Old Issues and New Insights. (1988). Titman, Sheridan ; Grinblatt, Mark. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-88. Full description at Econpapers \|\| Download paper	37
37	2001	The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99. Full description at Econpapers \|\| Download paper	37
38	1980	On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers \|\| Download paper	36
39	1999	Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation. (1999). Wachter, Jessica ; Metrick, Andrew ; Baks, Klaas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:18-99. Full description at Econpapers \|\| Download paper	33
40	1985	Investment Banking, Reputation and the Underpricing of Initial Public Offerings. (1985). Ritter, Jay ; Beatty, Randolph P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-85. Full description at Econpapers \|\| Download paper	31
41	1987	Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87. Full description at Econpapers \|\| Download paper	25
42	1997	Learning To Be Overconfident.. (1997). Gervais, Simon ; Odean, Terrance . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-97. Full description at Econpapers \|\| Download paper	24
43	1992	On the Predictability of Common Stock Returns: World-Wide Evidence.. (1992). Keim, Donald ; hawawini, gabriel ; Kein, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-92. Full description at Econpapers \|\| Download paper	22
44	1981	Private Discrimination and Social Intervention in Competitive Labor Markets. (1981). Startz, Richard ; Lundberg, Shelly. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:19-81. Full description at Econpapers \|\| Download paper	21
45	1991	Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91. Full description at Econpapers \|\| Download paper	21
46	1988	Modeling Expected Stock Returns for Long and Short Horizons. (1988). Stambaugh, Robert ; Kandel, Shmuel. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:42-88. Full description at Econpapers \|\| Download paper	20
47	1985	Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85. Full description at Econpapers \|\| Download paper	20
48	1993	A Unified Model of Investment Under Uncertainty.. (1993). Eberly, Janice ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-93. Full description at Econpapers \|\| Download paper	19
49	1992	Finite Bubbles with Short Sale Constraints and Asymmetric Information (Reprint 042). (1992). Postlewaite, Andrew ; Morris, Stephen ; Allen, Franklin. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:16-92. Full description at Econpapers \|\| Download paper	19
50	1999	Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:23-99. Full description at Econpapers \|\| Download paper	17

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

#	Year	Title	Cited
1	1990	ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES.. (1990). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-90. Full description at Econpapers \|\| Download paper	117
2	1996	Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders.. (1996). Agrawal, A. ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-96. Full description at Econpapers \|\| Download paper	70
3	1995	Precautionary Saving and Social Insurance.. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-95. Full description at Econpapers \|\| Download paper	64
4	1995	Precautionary Saving and Social Insurance. (1995). Zeldes, Stephen ; Skinner, Jonathan ; Hubbard, Robert. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-95. Full description at Econpapers \|\| Download paper	64
5	1996	Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (Revision of 29-94). (1996). Agrawal, Anup ; Knoeber, Charles R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-96. Full description at Econpapers \|\| Download paper	64
6	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, Craig A. ; Lim, Felix ; Blume, E.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-98. Full description at Econpapers \|\| Download paper	30
7	1998	The Declining Credit Quality of US Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, Felix. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-98. Full description at Econpapers \|\| Download paper	30
8	1989	Signalling and the Pricing of Unseasoned New Issues. (1989). Grinblatt, Mark ; Hwang, Chuan Yang . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-89. Full description at Econpapers \|\| Download paper	23
9	1983	Biases in Computed Returns: An Application to the Size Effect (Revision of 2-83). (1983). Stambaugh, Robert ; Blume, Marshall. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-83. Full description at Econpapers \|\| Download paper	22
10	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-85. Full description at Econpapers \|\| Download paper	17
11	1985	The Week-End Effect in Common Stock Returns: The International Evidence. (1985). Jaffe, Jeffrey ; Westerfield, R.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-85. Full description at Econpapers \|\| Download paper	16
12	1991	Budget Balance Through Revenue or Spending Adjustments ? Some Historical Evidence for the United States (Reprint 013). (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-91. Full description at Econpapers \|\| Download paper	15
13	1996	Options, the Value of Capital, and Investment.. (1996). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-95. Full description at Econpapers \|\| Download paper	15
14	1991	Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States.. (1991). Bohn, Henning. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-91. Full description at Econpapers \|\| Download paper	15
15	1980	On Dealer Markets Under Competition. (1980). Stoll, Hans ; Ho, Thomas. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-80. Full description at Econpapers \|\| Download paper	13
16	1998	Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources.. (1998). Jappelli, T.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:69. Full description at Econpapers \|\| Download paper	13
17	1996	Balanced Budget Rules and Public Deficits: Evidence from the U.S. States.. (1996). Bohn, Henning ; Inman, R. P.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:10-96. Full description at Econpapers \|\| Download paper	12
18	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:07-89. Full description at Econpapers \|\| Download paper	12
19	1989	Empirical Tests of the Consumption-Oriented CAPM. (1989). Breeden, Douglas T. ; LITZENBERGER, ROBERT H. ; Gibbons, Michael R. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:7-89. Full description at Econpapers \|\| Download paper	12
20	1992	What Does the Stock Market Tell Us About Real Estate Returns? (Revision of 18-91) (Reprint 030). (1992). Keim, Donald ; Gyourko, Joseph. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-92. Full description at Econpapers \|\| Download paper	12
21	1998	The Cost of Institutional Equity Trades. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:8-98. Full description at Econpapers \|\| Download paper	9
22	1998	The Cost of Institutional Equity Trades.. (1998). Keim, D. B.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:68. Full description at Econpapers \|\| Download paper	9
23	1998	The Cost of Institutional Equity Trades: An Overview. (1998). Madhavan, Ananth ; Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:08-98. Full description at Econpapers \|\| Download paper	9
24	1983	Stock Market Seasonality: Internal Evidence. (1983). GULTEKIN, Bulent. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-83. Full description at Econpapers \|\| Download paper	8
25	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-95. Full description at Econpapers \|\| Download paper	7
26	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:06-83. Full description at Econpapers \|\| Download paper	7
27	1989	Trading Patterns, Bid-Ask Spreads and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points (Reprint 008). (1989). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:22-89. Full description at Econpapers \|\| Download paper	7
28	1998	The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?. (1998). MacKinlay, A. C. ; Blume, M. E. ; Lim, F.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:67. Full description at Econpapers \|\| Download paper	7
29	1983	The Pricing of Call and Put Options on Foreign Exchange. (1983). Grabbe, Orlin J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-83. Full description at Econpapers \|\| Download paper	7
30	1995	Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:6-95. Full description at Econpapers \|\| Download paper	7
31	1987	Optimal Monetary Growth. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:2-87. Full description at Econpapers \|\| Download paper	6
32	1995	Bank Capital Regulation in General Equilibrium.. (1995). Gorton, Gary ; Winton, A.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:17-95. Full description at Econpapers \|\| Download paper	6
33	1988	Stock Prices Under Time-Varying Dividend Risk: An Exact Solution in an Infinite-Horizon General Equilibrium Model. (1988). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:15-88. Full description at Econpapers \|\| Download paper	6
34	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-87. Full description at Econpapers \|\| Download paper	5
35	1987	Operative Gift and Bequest Motives. (1987). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-87. Full description at Econpapers \|\| Download paper	5
36	2001	The High Volume Return Premium. (2001). Kaniel, Ron ; Gervais, Simon ; Mingelgrin, Dan. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:01-99. Full description at Econpapers \|\| Download paper	5
37	1991	Option Prices and the Underlying Assets Return Distribution. (1991). Grundy, Bruce D.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:11-91. Full description at Econpapers \|\| Download paper	4
38	1989	Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:09-89. Full description at Econpapers \|\| Download paper	3
39	1989	Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium. (1989). Abel, Andrew. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:9-89. Full description at Econpapers \|\| Download paper	3
40	1996	General Properties of Option Prices.. (1996). Wiener, Zvi ; Grundy, B. D. ; Bergman, Yaacov Z.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:1-96. Full description at Econpapers \|\| Download paper	3
41	1992	The Monotonicity of the Term Premium: Another Look (Reprint 026). (1992). Richardson, M. ; Smith, Tom . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:3-92. Full description at Econpapers \|\| Download paper	3
42	1986	Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence. (1986). Zeldes, Stephen. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:20-86. Full description at Econpapers \|\| Download paper	3
43	1985	On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:05-85. Full description at Econpapers \|\| Download paper	2
44	1991	The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview (Revised: 13-91). (1991). SIEGEL, J. J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-91. Full description at Econpapers \|\| Download paper	2
45	1988	Pricing Options Under Jump-Diffusion Processes. (1988). Bates, David S.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:37-88. Full description at Econpapers \|\| Download paper	2
46	1985	Dividend Yields and Stock Returns: Implications of Abnormal January Returns. (1985). Keim, Donald. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:14-85. Full description at Econpapers \|\| Download paper	2
47	1985	On the Optimality of Portfolio Insurance. (1985). Blume, Marshall ; Benninga, Simon . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:5-85. Full description at Econpapers \|\| Download paper	2
48	1992	The Monotonicity of the Term Premium: Another Look (Reprint 026). (1992). Richardson, Matthew ; Smith, Tom . In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:03-92. Full description at Econpapers \|\| Download paper	2
49	1991	The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview.. (1991). SIEGEL, J. J.. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:13-91. Full description at Econpapers \|\| Download paper	2
50	2000	Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2000). Uppal, Raman ; Kogan, Leonid. In: Rodney L. White Center for Financial Research Working Papers. RePEc:fth:pennfi:13-00. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

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Source data used to compute the impact factor of RePEc series.