Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit


null

Impact Factor

null

5-Years IF

4

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.42210.5400 (%)0.19
20040.41111310.0822221 (4.5%)10.090.18
20050.230.430.2372040.23133133 (%)10.140.21
20060.220.440.262650.197184204 (%)10.170.19
20070.080.370.1912750.193131265 (%)0.17
20080.430.390.1922950.17873275 (%)0.17
20090.360.072930.13272 (%)0.17
20100.50.340.062940.1421161 (%)0.15
20110.410.222920.07092 (%)0.2
20120.4512950.17033 (%)0.21
20130.52920.0702 (%)0.2
20140.552910.0300 (%)0.25
20150.572910.0300 (%)0.26
20160.662930.100 (%)0.34
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
12008The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901.

Full description at Econpapers || Download paper

8
22004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200403.

Full description at Econpapers || Download paper

8
32006Testing the Conditional Mean Function of Autoregressive Conditional Duration Models. (2006). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200606.

Full description at Econpapers || Download paper

6
42004Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200504.

Full description at Econpapers || Download paper

5
52003International Parity Relationships Between Germany and the United States: A Joint Modelling Approach. (2003). MacDonald, Ronald ; juselius, katarina. In: FRU Working Papers. RePEc:kud:kuiefr:200408.

Full description at Econpapers || Download paper

4
62004Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery. (2004). Hautsch, Nikolaus ; Hess, Dieter . In: FRU Working Papers. RePEc:kud:kuiefr:200406.

Full description at Econpapers || Download paper

3
72007Aggregation of Information and Beliefs in Prediction Markets. (2007). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200701.

Full description at Econpapers || Download paper

3
82005The latent factor VAR model: Testing for a common component in the intraday trading process. (2005). Hautsch, Nikolaus. In: FRU Working Papers. RePEc:kud:kuiefr:200503.

Full description at Econpapers || Download paper

2
92004Expected Utility Theory with “Small Worlds”. (2004). Gyntelberg, Jacob ; Hansen, Frank . In: FRU Working Papers. RePEc:kud:kuiefr:200404.

Full description at Econpapers || Download paper

2
102004The Timing of Bets and the Favorite-Longshot Bias. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200412.

Full description at Econpapers || Download paper

2
112004The Equity Premium Puzzle and the Ex Post Bias. (2004). Madsen, Jakob. In: FRU Working Papers. RePEc:kud:kuiefr:200401.

Full description at Econpapers || Download paper

1
122005How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach. (2005). Kraft, Holger ; Steffensen, Mogens . In: FRU Working Papers. RePEc:kud:kuiefr:200507.

Full description at Econpapers || Download paper

1
132004The Strategy of Professional Forecasting. (2004). Sørensen, Peter ; Ottaviani, Marco. In: FRU Working Papers. RePEc:kud:kuiefr:200405.

Full description at Econpapers || Download paper

1
142006Regulation of Banking Groups. (2006). Harr, Thomas ; Ronde, Thomas . In: FRU Working Papers. RePEc:kud:kuiefr:200601.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12008The Topology of Danish Interbank Money Flows. (2008). Bech, Morten ; Rordam, Kirsten Bonde . In: FRU Working Papers. RePEc:kud:kuiefr:200901.

Full description at Econpapers || Download paper

4

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, 1st 2017. Contact: CitEc Team