0.12
Impact Factor
0.29
5-Years IF
5
5-Years H index
Finance / Presses universitaires de Grenoble
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1995 | 0.17 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.24 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
| 1999 | 0.3 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.39 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.4 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2005 | 0.42 | 5 | 5 | 2 | 0 | 0 | (%) | 0.2 | ||||||||
| 2006 | 0.45 | 7 | 12 | 4 | 5 | 5 | (%) | 0.19 | ||||||||
| 2007 | 0.38 | 9 | 21 | 8 | 12 | 12 | (%) | 0.16 | ||||||||
| 2008 | 0.39 | 9 | 30 | 1 | 16 | 21 | (%) | 0.17 | ||||||||
| 2009 |  0.11 | 0.36 | 0.07 | 7 | 37 | 2 | 0.05 | 20 | 18 | 2 | 30 | 2 | (%) | 0.17 | ||
| 2010 | 0.34 | 0.05 | 7 | 44 | 2 | 0.05 | 6 | 16 | 37 | 2 | (%) | 0.15 | ||||
| 2011 | 0.29 | 0.4 | 0.13 | 7 | 51 | 6 | 0.12 | 9 | 14 | 4 | 39 | 5 | (%) | 0.19 | ||
| 2012 | 0.44 | 0.08 | 6 | 57 | 4 | 0.07 | 28 | 14 | 39 | 3 | (%) | 1 | 0.17 | 0.2 | ||
| 2013 | 0.08 | 0.49 | 0.11 | 9 | 66 | 7 | 0.11 | 16 | 13 | 1 | 36 | 4 | (%) | 0.2 | ||
| 2014 | 0.27 | 0.52 | 0.22 | 9 | 75 | 11 | 0.15 | 16 | 15 | 4 | 36 | 8 | (%) | 2 | 0.22 | 0.23 |
| 2015 | 0.44 | 0.54 | 0.32 | 9 | 84 | 17 | 0.2 | 5 | 18 | 8 | 38 | 12 | (%) | 1 | 0.11 | 0.24 |
| 2016 | 0.28 | 0.6 | 0.45 | 8 | 92 | 25 | 0.27 | 1 | 18 | 5 | 40 | 18 | (%) | 0.27 | ||
| 2017 | 0.12 | 0.64 | 0.29 | 8 | 100 | 23 | 0.23 | 17 | 2 | 41 | 12 | (%) | 0.28 |
| 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 | 2012 | Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079. Full description at Econpapers || Download paper | 13 |
| 2 | 2013 | Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007. Full description at Econpapers || Download paper | 11 |
| 3 | 2012 | Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061. Full description at Econpapers || Download paper | 10 |
| 4 | 2009 | Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007. Full description at Econpapers || Download paper | 9 |
| 5 | 2014 | Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005. Full description at Econpapers || Download paper | 7 |
| 6 | 2009 | Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051. Full description at Econpapers || Download paper | 5 |
| 7 | 2007 | Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029. Full description at Econpapers || Download paper | 5 |
| 8 | 2010 | Employees investment behaviors in a company based savings plan. (2010). Aubert, Nicolas ; Rapp, Thomas. In: Finance. RePEc:cai:finpug:fina_311_0005. Full description at Econpapers || Download paper | 4 |
| 9 | 2015 | Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039. Full description at Econpapers || Download paper | 4 |
| 10 | 2011 | The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009. Full description at Econpapers || Download paper | 4 |
| 11 | 2011 | A survey of âculture and finance. (2011). Charles, . In: Finance. RePEc:cai:finpug:fina_321_0075. Full description at Econpapers || Download paper | 4 |
| 12 | 2009 | An Empirical Analysis of the Firms Reorganization Decision. (2009). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_301_0121. Full description at Econpapers || Download paper | 4 |
| 13 | 2014 | The 99% Market Sentiment Index. (2014). ROGER, Patrick. In: Finance. RePEc:cai:finpug:fina_353_0053. Full description at Econpapers || Download paper | 3 |
| 14 | 2014 | Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007. Full description at Econpapers || Download paper | 3 |
| 15 | 2012 | The Performance of French LBO Firms: New data and new results. (2012). Gaspar, Jose-Miguel . In: Finance. RePEc:cai:finpug:fina_332_0007. Full description at Econpapers || Download paper | 3 |
| 16 | 2013 | Portfolio choice and financial advice. (2013). Direr, Alexis ; Visser, Michael. In: Finance. RePEc:cai:finpug:fina_342_0035. Full description at Econpapers || Download paper | 2 |
| 17 | 2006 | Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?. (2006). Kaestner, Michael . In: Finance. RePEc:cai:finpug:fina_272_0005. Full description at Econpapers || Download paper | 2 |
| 18 | 2012 | Corporate Risk Management and Information Disclosure. (2012). Gabillon, Emmanuelle. In: Finance. RePEc:cai:finpug:fina_332_0101. Full description at Econpapers || Download paper | 2 |
| 19 | 2013 | What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067. Full description at Econpapers || Download paper | 2 |
| 20 | 2006 | New Intensity and Conditional Volatility on the French Stock Market. (2006). Cousin, Jean-Gabriel ; de Launois, Tanguy . In: Finance. RePEc:cai:finpug:fina_271_0007. Full description at Econpapers || Download paper | 2 |
| 21 | 2014 | The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087. Full description at Econpapers || Download paper | 2 |
| 22 | 2007 | Business Risk Targeting and Rescheduling of Distressed Debt. (2007). Moraux, Franck ; Navatte, Patrick. In: Finance. RePEc:cai:finpug:fina_282_0043. Full description at Econpapers || Download paper | 2 |
| 23 | 2010 | Mathematical Methods for Financial Markets. (2010). Jeanblanc, Monique ; Chesney, Marc ; Yor, Marc. In: Finance. RePEc:cai:finpug:fina_311_0081. Full description at Econpapers || Download paper | 2 |
| 24 | 2005 | Is Automotive Leasing a Risky Business?. (2005). Schmit, Mathias . In: Finance. RePEc:cai:finpug:fina_262_0035. Full description at Econpapers || Download paper | 1 |
| 25 | 2015 | Too much of a good thing? The impact of a new bankruptcy law in Canada. (2015). Fisher, Timothy ; Martel, Jocelyn . In: Finance. RePEc:cai:finpug:fina_362_0037. Full description at Econpapers || Download paper | 1 |
| 26 | 2011 | Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies. (2011). Nguyen, Bang Dang . In: Finance. RePEc:cai:finpug:fina_322_0053. Full description at Econpapers || Download paper | 1 |
| 27 | 2014 | M&A Outcomes and Willingness to Sell. (2014). de Bodt, Eric ; de Bruyne, Irina ; Cousin, Jean-Gabriel. In: Finance. RePEc:cai:finpug:fina_351_0007. Full description at Econpapers || Download paper | 1 |
| 28 | 2009 | Idiosyncratic Volatility Change and Event Study Tests. (2009). Aktas, Nihat ; Cousin, Jean-Gabriel ; de Bodt, Eric . In: Finance. RePEc:cai:finpug:fina_302_0031. Full description at Econpapers || Download paper | 1 |
| 29 | 2008 | Multiple Potential Payers and Sovereign Bond Prices. (2008). OOSTERLINCK, Kim ; ureche -Rangau, Loredana ; Ureche-Rangau, Loredana. In: Finance. RePEc:cai:finpug:fina_291_0031. Full description at Econpapers || Download paper | 1 |
| 30 | 2009 | Is employee ownership so senseless. (2009). Lapied, André ; Aubert, Nicolas ; Rousseau, Patrick ; Grand, Bernard. In: Finance. RePEc:cai:finpug:fina_302_0005. Full description at Econpapers || Download paper | 1 |
| 31 | 2007 | Limpact de ladmission à la cote sur les performances économiques des entreprises. (2007). Serve, Stéphanie. In: Finance. RePEc:cai:finpug:fina_282_0079. Full description at Econpapers || Download paper | 1 |
| 32 | 2013 | Legality and the Spread of Voluntary Investor Protection. (2013). Cumming, Douglas ; Imadeddine, Gael ; Schwienbacher, Armin. In: Finance. RePEc:cai:finpug:fina_343_0031. Full description at Econpapers || Download paper | 1 |
| 33 | 2005 | La dynamique de la volatilité à très haute fréquence des taux longs euro. (2005). Lespagnol, Charlotte ; Teiletche, Jerome . In: Finance. RePEc:cai:finpug:fina_262_0087. Full description at Econpapers || Download paper | 1 |
| 34 | 2016 | Emerging Market Risk Premia Fluctuations: A micro founded decomposition. (2016). Margaretic, Paula. In: Finance. RePEc:cai:finpug:fina_371_0007. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Pham, Vinson . In: Finance. RePEc:cai:finpug:fina_331_0079. Full description at Econpapers || Download paper | 12 |
| 2 | 2013 | Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. (2013). Szafarz, Ariane ; OOSTERLINCK, Kim ; Mignon, Valérie ; Drut, Bastien ; Brière, Marie ; Briere, Marie. In: Finance. RePEc:cai:finpug:fina_341_0007. Full description at Econpapers || Download paper | 5 |
| 3 | 2012 | Ownership, control and market liquidity. (2012). Ginglinger, Edith ; Hamon, Jacques . In: Finance. RePEc:cai:finpug:fina_332_0061. Full description at Econpapers || Download paper | 4 |
| 4 | 2011 | A survey of âculture and finance. (2011). Charles, . In: Finance. RePEc:cai:finpug:fina_321_0075. Full description at Econpapers || Download paper | 4 |
| 5 | 2014 | The 99% Market Sentiment Index. (2014). ROGER, Patrick. In: Finance. RePEc:cai:finpug:fina_353_0053. Full description at Econpapers || Download paper | 3 |
| 6 | 2015 | Counterparty credit risk in a multivariate structural model with jumps. (2015). Ballotta, Laura ; Fusai, Gianluca. In: Finance. RePEc:cai:finpug:fina_361_0039. Full description at Econpapers || Download paper | 3 |
| 7 | 2009 | Venture Capital Performance: The Disparity Between Europe and the United States. (2009). Hege, Ulrich ; Schwienbacher, Armin ; Palomino, Frederic . In: Finance. RePEc:cai:finpug:fina_301_0007. Full description at Econpapers || Download paper | 3 |
| 8 | 2014 | Performance of microfinance institutions: do board activity and governance ratings matter?. (2014). TchakouteTchuigoua, Hubert . In: Finance. RePEc:cai:finpug:fina_353_0007. Full description at Econpapers || Download paper | 3 |
| 9 | 2011 | The Link between Social Rating and Financial Capital Structure. (2011). Girerd-Potin, Isabelle ; Louvet, Pascal ; Jimenez-Garces, Sonia. In: Finance. RePEc:cai:finpug:fina_322_0009. Full description at Econpapers || Download paper | 3 |
| 10 | 2009 | Disposition effect, investor sophistication and taxes: Some French Specificities. (2009). Broihanne, Marie-Hélène ; Boolell-Gunesh, S ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_301_0051. Full description at Econpapers || Download paper | 3 |
| 11 | 2007 | Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR. (2007). JAWADI, Fredj ; Koubbaa, Yosra . In: Finance. RePEc:cai:finpug:fina_281_0029. Full description at Econpapers || Download paper | 2 |
| 12 | 2006 | New Intensity and Conditional Volatility on the French Stock Market. (2006). Cousin, Jean-Gabriel ; de Launois, Tanguy . In: Finance. RePEc:cai:finpug:fina_271_0007. Full description at Econpapers || Download paper | 2 |
| 13 | 2012 | Corporate Risk Management and Information Disclosure. (2012). Gabillon, Emmanuelle. In: Finance. RePEc:cai:finpug:fina_332_0101. Full description at Econpapers || Download paper | 2 |
| 14 | 2014 | The Computation of Risk Budgets under the Lévy Process Assumption. (2014). le Courtois, Olivier ; Walter, Christian. In: Finance. RePEc:cai:finpug:fina_352_0087. Full description at Econpapers || Download paper | 2 |
| 15 | 2010 | Mathematical Methods for Financial Markets. (2010). Jeanblanc, Monique ; Chesney, Marc ; Yor, Marc. In: Finance. RePEc:cai:finpug:fina_311_0081. Full description at Econpapers || Download paper | 2 |
| 16 | 2010 | Employees investment behaviors in a company based savings plan. (2010). Aubert, Nicolas ; Rapp, Thomas. In: Finance. RePEc:cai:finpug:fina_311_0005. Full description at Econpapers || Download paper | 2 |
| 17 | 2014 | Explicit Representation of Cost-Efficient Strategies. (2014). Vanduffel, Steven ; Bernard, Carole ; Boyle, Phelim P. In: Finance. RePEc:cai:finpug:fina_352_0005. Full description at Econpapers || Download paper | 2 |
| 18 | 2006 | Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?. (2006). Kaestner, Michael . In: Finance. RePEc:cai:finpug:fina_272_0005. Full description at Econpapers || Download paper | 2 |
| 19 | 2013 | What drives the herding behavior of individual investors?. (2013). Roger, Tristan ; Merli, Maxime. In: Finance. RePEc:cai:finpug:fina_343_0067. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 2:
| Year | Title | |
|---|---|---|
| 2017 | Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808. Full description at Econpapers || Download paper | |
| 2017 | Multivariate FX models with jumps: Triangles, Quantos and implied correlation. (2017). Rayée, Grégory ; Ballotta, Laura ; Rayee, Gregory ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1181-1199. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | Quanto Implied Correlation in a Multi-Lévy Framework. (2015). Rayée, Grégory ; Rayee, Gregory ; Deelstra, Griselda ; Ballota, Laura . In: Working Papers ECARES. RePEc:eca:wpaper:2013/219174. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Rationalizing Investors Choice. (2014). Vanduffel, Steven ; Bernard, Carole ; Chen, Jit Seng . In: Papers. RePEc:arx:papers:1302.4679. Full description at Econpapers || Download paper | |
| 2014 | Optimal Payoffs under State-dependent Preferences. (2014). Vanduffel, Steven ; Moraux, Franck ; Bernard, Carole ; Rueschendorf, Ludger . In: Papers. RePEc:arx:papers:1308.6465. Full description at Econpapers || Download paper |
10 most frequent citing series
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, 2th 2018. Contact: CitEc Team