Citation analysis for Annals of Finance / Springer

Annals of Finance / Springer

0.7

Impact Factor

0.54

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				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0				0		0		(%)			0.09
1998		0.29			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4			0				0		0		(%)			0.15
2002		0.42			0				0		0		(%)			0.18
2003		0.44			0	1			0		0		(%)			0.19
2004		0.49			0	2			0		0		(%)			0.2
2005		0.53		19	19	13	0.68	266	0		0		25 (9.4%)	12	0.63	0.21
2006	0.74	0.51	0.74	22	41	21	0.51	97	19	14	19	14	11 (11.3%)	5	0.23	0.2
2007	0.41	0.45	0.41	21	62	30	0.48	75	41	17	41	17	13 (17.3%)	7	0.33	0.18
2008	0.33	0.48	0.65	23	85	54	0.64	121	43	14	62	40	24 (19.8%)	11	0.48	0.2
2009	0.25	0.47	0.44	26	111	61	0.55	145	44	11	85	37	16 (11%)	11	0.42	0.19
2010	0.45	0.45	0.53	27	138	69	0.5	157	49	22	111	59	15 (9.6%)	7	0.26	0.16
2011	0.72	0.52	0.62	24	162	104	0.64	62	53	38	119	74	9 (14.5%)	3	0.13	0.2
2012	0.53	0.55	0.51	24	186	90	0.48	87	51	27	121	62	10 (11.5%)	3	0.13	0.2
2013	0.42	0.62	0.65	35	221	140	0.63	60	48	20	124	80	4 (6.7%)	6	0.17	0.22
2014	0.59	0.64	0.58	25	246	139	0.57	38	59	35	136	79	7 (18.4%)	3	0.12	0.21
2015	0.37	0.69	0.56	18	264	161	0.61	25	60	22	135	75	9 (36%)	3	0.17	0.22
2016	0.7	0.85	0.54	19	283	173	0.61	4	43	30	126	68	(%)	1	0.05	0.26

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	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen ; Chan, Leunglung ; Elliott, Robert J.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	71
2	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	59
3	2005	Relative arbitrage in volatility-stabilized markets. (2005). Karatzas, Ioannis ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	40
4	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	34
5	2005	Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers \|\| Download paper	29
6	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). Rasonyi, Miklos ; Schachermayer, Walter ; Guasoni, Paolo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	29
7	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	28
8	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa ; Zapatero, Fernando . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	27
9	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). Liu, Hening . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	25
10	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	22
11	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). Banner, Adrian ; Fernholz, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	19
12	2009	Entrepreneurship in macroeconomics. (2009). Quadrini, Vincenzo . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311. Full description at Econpapers \|\| Download paper	16
13	2009	Entrepreneurship and firm heterogeneity with limited enforcement. (2009). Monge-Naranjo, Alexander. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494. Full description at Econpapers \|\| Download paper	16
14	2005	On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market. (2005). Plott, Charles ; Barner, Martin. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107. Full description at Econpapers \|\| Download paper	15
15	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	15
16	2009	Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	14
17	2005	American options: the EPV pricing model. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292. Full description at Econpapers \|\| Download paper	14
18	2007	Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). Ramezani, Cyrus ; Zeng, Yong . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers \|\| Download paper	13
19	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	12
20	2009	A conversation with 590 Nascent Entrepreneurs. (2009). De Nardi, Mariacristina ; Campbell, Jeffrey. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340. Full description at Econpapers \|\| Download paper	12
21	2010	Macroeconomics of bank interest spreads: evidence from Brazil. (2010). Sobrinho, Nelson ; Souza-Sobrinho, Nelson . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32. Full description at Econpapers \|\| Download paper	12
22		Pricing options in incomplete equity markets via the instantaneous Sharpe ratio. (2008). Bayraktar, Erhan ; Young, Virginia . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:399-429. Full description at Econpapers \|\| Download paper	12
23	2006	A Time Series Analysis of Financial Fragility in the UK Banking System. (2006). Tsomocos, Dimitrios ; Goodhart, Charles ; Sunirand, Pojanart . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21. Full description at Econpapers \|\| Download paper	11
24	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	11
25	2009	Small firms in the SSBF. (2009). Villamil, Anne ; Herranz, Neus ; Krasa, Stefan . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359. Full description at Econpapers \|\| Download paper	11
26	2010	Irreversible investment and discounting: an arbitrage pricing approach. (2010). Thijssen, Jacco. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:295-315. Full description at Econpapers \|\| Download paper	11
27	2010	An economy with personal currency: theory and experimental evidence. (2010). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen ; Angerer, Martin . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:475-509. Full description at Econpapers \|\| Download paper	11
28	2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). Osterrieder, Jrg ; Rheinlnder, Thorsten. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers \|\| Download paper	11
29	2010	On dividend restrictions and the collapse of the interbank market. (2010). Tsomocos, Dimitrios ; Peiris, M. Udara ; Vardoulakis, A. ; Goodhart, C.. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:455-473. Full description at Econpapers \|\| Download paper	11
30	2006	The Discounted Economic Stock of Money with VAR Forecasting. (2006). Keating, John ; Barnett, William ; Chae, Unja. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258. Full description at Econpapers \|\| Download paper	10
31	2008	Who controls Allianz?. (2008). Shorish, Jamsheed ; Ritzberger, Klaus ; Lang, Larry ; Dorofeenko, Victor . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103. Full description at Econpapers \|\| Download paper	10
32	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	10
33	2006	Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia. (2006). Fan, Min . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285. Full description at Econpapers \|\| Download paper	10
34	2007	An equilibrium approach to financial stability analysis: the Colombian case. (2007). Saade Ospina, AgustÃÂn ; Osorio-Rodriguez, Daniel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105. Full description at Econpapers \|\| Download paper	9
35	2013	Measures of systemic risk and financial fragility in Korea. (2013). Tsomocos, Dimitrios ; Lee, Jong ; Ryu, Jaemin . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:757-786. Full description at Econpapers \|\| Download paper	9
36	2010	On the neutrality of debt in investment intensity. (2010). Wong, Kit . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:335-356. Full description at Econpapers \|\| Download paper	9
37	2007	Financial distress, bankruptcy law and the business cycle. (2007). Suarez, Javier ; Sussman, Oren . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35. Full description at Econpapers \|\| Download paper	9
38	2007	Towards a measure of financial fragility. (2007). Zicchino, Lea ; Tsomocos, Dimitrios ; Aspachs, Oriol ; Goodhart, Charles . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:37-74. Full description at Econpapers \|\| Download paper	9
39	2006	The modified mixture of distributions model: a revisit. (2006). Fong, Wai ; Wong, Wing . In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:2:p:167-178. Full description at Econpapers \|\| Download paper	9
40	2009	Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models. (2009). Behr, Andreas ; Potter, Ulrich . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:49-68. Full description at Econpapers \|\| Download paper	8
41	2012	Stochastic volatility and stochastic leverage. (2012). Veraart, Almut. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:205-233. Full description at Econpapers \|\| Download paper	8
42	2009	Small caps in international equity portfolios: the effects of variance risk. (2009). Nicodano, Giovanna ; Guidolin, Massimo. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48. Full description at Econpapers \|\| Download paper	8
43	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos ; Jochec, Marek . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	8
44	2013	Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?. (2013). Romaniuk, Katarzyna . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:573-588. Full description at Econpapers \|\| Download paper	8
45	2012	On the necessity of five risk measures. (2012). GUEGAN, Dominique ; Tarrant, Wayne . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:533-552. Full description at Econpapers \|\| Download paper	8
46	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	8
47	2011	Central bank haircut policy. (2011). Molico, Miguel ; Chapman, James ; Chiu, Jonathan. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:319-348. Full description at Econpapers \|\| Download paper	8
48	2007	Pursuing financial stability under an inflation-targeting regime. (2007). BÃÂ¥rdsen, Gunnar ; Akram, Qaisar ; Brdsen, Gunnar ; Lindquist, Kjersti-Gro . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153. Full description at Econpapers \|\| Download paper	8
49	2007	Switching to a poor business activity: optimal capital structure, agency costs and covenant rules. (2007). DÃÂ©camps, Jean-Paul ; Djembissi, Bertrand ; Dcamps, Jean-Paul. In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:3:p:389-409. Full description at Econpapers \|\| Download paper	7
50	2012	A two price theory of financial equilibrium with risk management implications. (2012). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:489-505. Full description at Econpapers \|\| Download paper	7

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

#	Year	Title	Cited
1	2005	Option pricing and Esscher transform under regime switching. (2005). Siu, Tak Kuen ; Chan, Leunglung ; Elliott, Robert J.. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432. Full description at Econpapers \|\| Download paper	25
2	2009	A dynamic model of entrepreneurship with borrowing constraints: theory and evidence. (2009). Buera, Francisco. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464. Full description at Econpapers \|\| Download paper	21
3	2005	Relative arbitrage in volatility-stabilized markets. (2005). Karatzas, Ioannis ; Fernholz, Robert . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177. Full description at Econpapers \|\| Download paper	17
4	2010	Robust consumption and portfolio choice for time varying investment opportunities. (2010). Liu, Hening . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454. Full description at Econpapers \|\| Download paper	12
5	2008	Short-term relative arbitrage in volatility-stabilized markets. (2008). Banner, Adrian ; Fernholz, Daniel . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454. Full description at Econpapers \|\| Download paper	11
6	2010	The fundamental theorem of asset pricing for continuous processes under small transaction costs. (2010). Rasonyi, Miklos ; Schachermayer, Walter ; Guasoni, Paolo . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191. Full description at Econpapers \|\| Download paper	11
7	2012	Affine fractional stochastic volatility models. (2012). Renault, Eric ; Coutin, L. ; Comte, F.. In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:337-378. Full description at Econpapers \|\| Download paper	9
8	2012	Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers \|\| Download paper	9
9	2008	Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa ; Zapatero, Fernando . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28. Full description at Econpapers \|\| Download paper	8
10	2013	Measures of systemic risk and financial fragility in Korea. (2013). Tsomocos, Dimitrios ; Lee, Jong ; Ryu, Jaemin . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:757-786. Full description at Econpapers \|\| Download paper	8
11	2007	Maximum likelihood estimation of the double exponential jump-diffusion process. (2007). Ramezani, Cyrus ; Zeng, Yong . In: Annals of Finance. RePEc:kap:annfin:v:3:y:2007:i:4:p:487-507. Full description at Econpapers \|\| Download paper	8
12	2005	On user costs of risky monetary assets. (2005). Wu, Shu ; Barnett, William. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:1:p:35-50. Full description at Econpapers \|\| Download paper	8
13	2014	Robust portfolio choice with stochastic interest rates. (2014). Flor, Christian ; Larsen, Linda . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:243-265. Full description at Econpapers \|\| Download paper	8
14	2010	A financial stability index for Colombia. (2010). Morales Mosquera, Miguel ; Estrada, Dairo. In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581. Full description at Econpapers \|\| Download paper	7
15	2006	Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71. Full description at Econpapers \|\| Download paper	7
16	2013	Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime?. (2013). Romaniuk, Katarzyna . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:573-588. Full description at Econpapers \|\| Download paper	7
17	2009	Entrepreneurship in macroeconomics. (2009). Quadrini, Vincenzo . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311. Full description at Econpapers \|\| Download paper	7
18	2009	Minority self-employment in the United States and the impact of affirmative action programs. (2009). Blanchflower, David. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396. Full description at Econpapers \|\| Download paper	6
19	2011	Central bank haircut policy. (2011). Molico, Miguel ; Chapman, James ; Chiu, Jonathan. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:319-348. Full description at Econpapers \|\| Download paper	6
20	2014	Portfolio management with stochastic interest rates and inflation ambiguity. (2014). Munk, Claus ; Rubtsov, Alexey . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455. Full description at Econpapers \|\| Download paper	6
21	2015	Asset pricing theory for two price economies. (2015). Madan, Dilip. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:1-35. Full description at Econpapers \|\| Download paper	6
22	2012	On the necessity of five risk measures. (2012). GUEGAN, Dominique ; Tarrant, Wayne . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:4:p:533-552. Full description at Econpapers \|\| Download paper	6
23	2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper	6
24	2009	Small firms in the SSBF. (2009). Villamil, Anne ; Herranz, Neus ; Krasa, Stefan . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359. Full description at Econpapers \|\| Download paper	5
25	2005	A risk assessment model for banks. (2005). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224. Full description at Econpapers \|\| Download paper	5
26	2010	An economy with personal currency: theory and experimental evidence. (2010). Sunder, Shyam ; Shubik, Martin ; Huber, Juergen ; Angerer, Martin . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:4:p:475-509. Full description at Econpapers \|\| Download paper	5
27	2015	Optimization of relative arbitrage. (2015). Wong, Ting-Kam . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:345-382. Full description at Econpapers \|\| Download paper	5
28	2011	Search and herding effects in peer-to-peer lending: evidence from prosper.com. (2011). Berkovich, Efraim . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:389-405. Full description at Econpapers \|\| Download paper	5
29	2005	Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Jin, Hehui ; Kurz, Mordecai . In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147. Full description at Econpapers \|\| Download paper	5
30	2014	Two price economies in continuous time. (2014). Madan, Dilip ; Schoutens, Wim ; Pistorius, Martijn ; Yor, Marc ; Eberlein, Ernst . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:1:p:71-100. Full description at Econpapers \|\| Download paper	4
31	2005	Completion time structures of stock price movements. (2005). Timmermann, Allan ; Lunde, Asger. In: Annals of Finance. RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326. Full description at Econpapers \|\| Download paper	4
32	2009	A conversation with 590 Nascent Entrepreneurs. (2009). De Nardi, Mariacristina ; Campbell, Jeffrey. In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340. Full description at Econpapers \|\| Download paper	4
33	2012	Estimation and pricing under long-memory stochastic volatility. (2012). Chronopoulou, Alexandra ; Viens, Frederi . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:379-403. Full description at Econpapers \|\| Download paper	4
34	2009	Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models. (2009). Behr, Andreas ; Potter, Ulrich . In: Annals of Finance. RePEc:kap:annfin:v:5:y:2009:i:1:p:49-68. Full description at Econpapers \|\| Download paper	4
35	2013	An evolutionary CAPM under heterogeneous beliefs. (2013). Li, Kai ; He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:2:p:185-215. Full description at Econpapers \|\| Download paper	4
36	2012	Implied and realized volatility: empirical model selection. (2012). Zhang, Lan . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:2:p:259-275. Full description at Econpapers \|\| Download paper	4
37	2011	Diversity and arbitrage in a regulatory breakup model. (2011). Strong, Winslow ; Fouque, Jean-Pierre. In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:3:p:349-374. Full description at Econpapers \|\| Download paper	3
38	2010	On the neutrality of debt in investment intensity. (2010). Wong, Kit . In: Annals of Finance. RePEc:kap:annfin:v:6:y:2010:i:3:p:335-356. Full description at Econpapers \|\| Download paper	3
39	2015	Dynamic portfolio selection with mispricing and model ambiguity. (2015). Law, Baron ; Li, Zhongfei ; Viens, Frederi ; Yi, BO. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:37-75. Full description at Econpapers \|\| Download paper	3
40	2014	Pricing of discount bonds with a Markov switching regime. (2014). Nishide, Katsumasa ; Elliott, Robert . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:3:p:509-522. Full description at Econpapers \|\| Download paper	3
41	2008	Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Kalev, Petko . In: Annals of Finance. RePEc:kap:annfin:v:4:y:2008:i:2:p:217-241. Full description at Econpapers \|\| Download paper	3
42	2014	Gaussian and logistic adaptations of smoothed safety first. (2014). Haley, M.. In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:333-345. Full description at Econpapers \|\| Download paper	3
43	2013	Pricing and managing risks of European-style options in a Markovian regime-switching binomial model. (2013). Siu, Tak Kuen ; Fard, Farzad . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:3:p:421-438. Full description at Econpapers \|\| Download paper	3
44	2014	International monetary transmission with bank heterogeneity and default risk. (2014). Tsenova, Tsvetomira. In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:2:p:217-241. Full description at Econpapers \|\| Download paper	3
45	2011	IPO pricing: growth rates implied in offer prices. (2011). Cogliati, Giordano ; Paleari, Stefano ; Vismara, Silvio . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:1:p:53-82. Full description at Econpapers \|\| Download paper	3
46	2015	Diversified minimum-variance portfolios. (2015). Coqueret, Guillaume . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:221-241. Full description at Econpapers \|\| Download paper	3
47	2015	Variance matters (in stochastic dividend discount models). (2015). Moretto, Enrico ; Agosto, Arianna . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:2:p:283-295. Full description at Econpapers \|\| Download paper	3
48	2011	Short term persistence in mutual fund market timing and stock selection abilities. (2011). Benos, Evangelos ; Jochec, Marek . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:221-246. Full description at Econpapers \|\| Download paper	3
49	2006	Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change. (2006). Osterrieder, Jrg ; Rheinlnder, Thorsten. In: Annals of Finance. RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301. Full description at Econpapers \|\| Download paper	3
50	2011	Real options with unknown-date events. (2011). Ruiz-Aliseda, Francisco ; Gutierrez, oscar . In: Annals of Finance. RePEc:kap:annfin:v:7:y:2011:i:2:p:171-198. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 30:

Year	Title
2016	Model-free portfolio theory and its functional master formula. (2016). Schied, Alexander ; Speiser, Leo ; Voloshchenko, Iryna . In: Papers. RePEc:arx:papers:1606.03325. Full description at Econpapers \|\| Download paper
2016	Trading Strategies Generated by Lyapunov Functions. (2016). Karatzas, Ioannis ; Ruf, Johannes . In: Papers. RePEc:arx:papers:1603.08245. Full description at Econpapers \|\| Download paper
2016	Stochastic Portfolio Theory: A Machine Learning Perspective. (2016). Samo, Yves-Laurent Kom ; Vervuurt, Alexander . In: Papers. RePEc:arx:papers:1605.02654. Full description at Econpapers \|\| Download paper
2016	Characteristics-based portfolio choice with leverage constraints. (2016). Ammann, Manuel ; Schade, Jan-Philip ; Coqueret, Guillaume . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:23-37. Full description at Econpapers \|\| Download paper
2016	Capital Valuation Adjustment and Funding Valuation Adjustment. (2016). Albanese, Claudio ; Cr, St'Ephane ; Caenazzo, Simone . In: Papers. RePEc:arx:papers:1603.03012. Full description at Econpapers \|\| Download paper
2016	Capital Valuation Adjustment and Funding Valuation Adjustment. (2016). Albanese, Claudio ; Crepey, Stephane ; Caenazzo, Simone . In: Working Papers. RePEc:hal:wpaper:hal-01285363. Full description at Econpapers \|\| Download paper
2016	Hedging insurance books. (2016). Schoutens, Wim ; Carr, Peter ; Madan, Dilip B ; Melamed, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:364-372. Full description at Econpapers \|\| Download paper
2016	Benchmarking in two price financial markets. (2016). Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0278-4. Full description at Econpapers \|\| Download paper
2016	Adapted hedging. (2016). Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:3:d:10.1007_s10436-016-0282-8. Full description at Econpapers \|\| Download paper
2016	Saddlepoint approximations to option price in a regime-switching model. (2016). Zhang, Mengzhe ; Chan, Leunglung . In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:1:d:10.1007_s10436-015-0272-2. Full description at Econpapers \|\| Download paper
2016	Robust equilibrium reinsurance-investment strategy for a meanâvariance insurer in a model with jumps. (2016). Zeng, Yan ; Gu, Ailing ; Li, Danping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152. Full description at Econpapers \|\| Download paper
2016	Portfolio Dynamics. A Macroeconomic Model. (2016). Cristina, SACALA. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:3:p:170-176. Full description at Econpapers \|\| Download paper
2016	Robust equilibrium reinsurance-investment strategy for a meanâvariance insurer in a model with jumps. (2016). Zeng, Yan ; Gu, Ailing ; Li, Danping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:66:y:2016:i:c:p:138-152. Full description at Econpapers \|\| Download paper
2016	Portfolio choice with stochastic interest rates and learning about stock return predictability. (2016). Escobar Anel, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:347-370. Full description at Econpapers \|\| Download paper
2016	On the consistency of the MLE for OrnsteinâUhlenbeck and other selfdecomposable processes. (2016). Grabchak, Michael . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:19:y:2016:i:1:d:10.1007_s11203-015-9118-9. Full description at Econpapers \|\| Download paper
2016	Towards an Investigation of Credit Risk Determinants in Eurozone Countries. (2016). Makri, Vasiliki . In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:15:y:2016:i:1:p:27-57. Full description at Econpapers \|\| Download paper
2016	Smooth solutions to discounted reward control problems with unbounded discount rate and financial applications. (2016). Zawisza, Dariusz . In: Papers. RePEc:arx:papers:1602.00899. Full description at Econpapers \|\| Download paper
2016	Model misspecification and pricing of illiquid claims. (2016). Rubtsov, Alexey . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:242-249. Full description at Econpapers \|\| Download paper
2016	How suboptimal are linear sharing rules?. (2016). Jensen, Bjarne Astrup ; Nielsen, Jorgen Aase . In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0279-3. Full description at Econpapers \|\| Download paper
2016	On default and uniqueness of monetary equilibria. (2016). Tsomocos, Dimitrios ; Lin, LI. In: Economic Theory. RePEc:spr:joecth:v:62:y:2016:i:1:d:10.1007_s00199-015-0890-y. Full description at Econpapers \|\| Download paper
2016	Saddlepoint approximations to option price in a regime-switching model. (2016). Zhang, Mengzhe ; Chan, Leunglung . In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:1:d:10.1007_s10436-015-0272-2. Full description at Econpapers \|\| Download paper
2016	HestonâType Stochastic Volatility with a Markov Switching Regime. (2016). Nishide, Katsumasa ; Elliott, Robert J ; Osakwe, Carltonjames U. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:9:p:902-919. Full description at Econpapers \|\| Download paper
2016	Impact Of The Ban On Uncovered SCDS Trade On the Interdependencies Between The CDS Market And Other Sectors Of Financial Markets. The Case Of Safe And Developed Versus Risky And Developing European Ma. (2016). Kliber, Agata. In: Comparative Economic Research. RePEc:vrs:coecre:v:19:y:2016:i:1:p:77-99:n:5. Full description at Econpapers \|\| Download paper
2016	A nonparametric approach to measuring the sensitivity of an assetâs return to the market. (2016). Severini, Thomas A. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0277-5. Full description at Econpapers \|\| Download paper
2016	Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders. (2016). Metcalfe, Robert ; list, john ; Larson, Francis . In: Natural Field Experiments. RePEc:feb:natura:00534. Full description at Econpapers \|\| Download paper
2016	Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders. (2016). Metcalfe, Robert ; list, john ; Larson, Francis . In: NBER Working Papers. RePEc:nbr:nberwo:22605. Full description at Econpapers \|\| Download paper
2016	Weakly time consistent concave valuations and their dual representations. (2016). Schumacher, Johannes ; Roorda, Berend . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:p:123-151. Full description at Econpapers \|\| Download paper
2016	Weakly time consistent concave valuations and their dual representations. (2016). Schumacher, Johannes ; Roorda, Berend . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:1:d:10.1007_s00780-015-0285-8. Full description at Econpapers \|\| Download paper
2016	Benchmarking in two price financial markets. (2016). Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:12:y:2016:i:2:d:10.1007_s10436-016-0278-4. Full description at Econpapers \|\| Download paper
2016	Weakly time consistent concave valuations and their dual representations. (2016). Schumacher, Johannes ; Roorda, B. In: Other publications TiSEM. RePEc:tiu:tiutis:132bdd0b-40dd-44bd-ab64-cea369c8b81e. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Hedging insurance books. (2016). Schoutens, Wim ; Carr, Peter ; Madan, Dilip B ; Melamed, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:364-372. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Diversity-Weighted Portfolios with Negative Parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Papers. RePEc:arx:papers:1504.01026. Full description at Econpapers \|\| Download paper
2015	Diversity-weighted portfolios with negative parameter. (2015). Vervuurt, Alexander ; Karatzas, Ioannis . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:411-432. Full description at Econpapers \|\| Download paper
2015	Optimal investment in multidimensional Markov-modulated affine models. (2015). Escobar Anel, Marcos ; Neykova, Daniela ; Zagst, Rudi . In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:3:p:503-530. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic interest rate case. (2014). Zawisza, Dariusz ; Trybula, Jakub . In: Papers. RePEc:arx:papers:1404.5408. Full description at Econpapers \|\| Download paper
2014	Modeling and monitoring risk acceptability in markets: The case of the credit default swap market. (2014). Madan, Dilip B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:63-73. Full description at Econpapers \|\| Download paper
2014	A note on the estimation of a Gamma-Variance process: Learning from a failure. (2014). Cervellera, Gian P. ; Tucci, Marco P.. In: Department of Economics University of Siena. RePEc:usi:wpaper:702. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Paper Series. RePEc:ecb:ecbwps:20131539. Full description at Econpapers \|\| Download paper
2013	Pricing participating products with Markov-modulated jumpâdiffusion process: An efficient numerical PIDE approach. (2013). Siu, Tak Kuen ; Fard, Farzad Alavi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:712-721. Full description at Econpapers \|\| Download paper
2013	Competition in bank-provided payment services. (2013). Bolt, Wilko ; Humphrey, David . In: Working Papers. RePEc:fip:fedpwp:13-17. Full description at Econpapers \|\| Download paper
2013	A semi-Markov approach to the stock valuation problem. (2013). Damico, Guglielmo . In: Annals of Finance. RePEc:kap:annfin:v:9:y:2013:i:4:p:589-610. Full description at Econpapers \|\| Download paper
2013	Card versus cash: empirical evidence of the impact of payment card interchange fees on end usersâ choice of payment methods. (2013). Ardizzi, Guerino . In: MPRA Paper. RePEc:pra:mprapa:48088. Full description at Econpapers \|\| Download paper
2013	Speculative behavior and the dynamics of interacting stock markets. (2013). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:90. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Annals of Finance / Springer	77
2	Papers / arXiv.org	50
3	Journal of Economic Dynamics and Control / Elsevier	17
4	European Journal of Operational Research / Elsevier	16
5	Economic Modelling / Elsevier	14
6	Journal of Banking & Finance / Elsevier	13
7	NBER Working Papers / National Bureau of Economic Research, Inc	12
8	MPRA Paper / University Library of Munich, Germany	9
9	Insurance: Mathematics and Economics / Elsevier	8
10	The North American Journal of Economics and Finance / Elsevier	8
11	Journal of Financial Stability / Elsevier	7

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.