Citation analysis for Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

0.5

Impact Factor

0.47

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		0.11		1	1	4	4	5	2		2		(%)			0.06
1991	0.5	0.1	0.33	3	4	6	1.5	3	2	1	3	1	(%)			0.04
1992		0.1		2	6	1	0.17	12	4		6		(%)			0.05
1993		0.13	0.13		6	1	0.17		5		8	1	(%)			0.06
1994		0.14		2	8	5	0.63	3	2		7		(%)			0.06
1995	0.5	0.17	0.38	1	9	8	0.89	1	2	1	8	3	(%)			0.1
1996		0.22		2	11	3	0.27	13	3		8		(%)			0.09
1997		0.22		2	13	3	0.23	9	3		7		(%)			0.09
1998		0.24		1	14	3	0.21	12	4		7		(%)			0.12
1999	0.33	0.3	0.13	3	17	7	0.41	31	3	1	8	1	(%)	1	0.33	0.15
2000		0.36		2	19	2	0.11	1	4		9		(%)			0.14
2001	0.2	0.36	0.1	2	21	4	0.19	3	5	1	10	1	(%)			0.16
2002		0.37	0.2	3	24	7	0.29	3	4		10	2	(%)			0.18
2003		0.39	0.09	3	27	5	0.19	19	5		11	1	(%)			0.19
2004		0.4	0.15	8	35	12	0.34	17	6		13	2	(%)			0.18
2005	0.09	0.42	0.11	8	43	15	0.35	26	11	1	18	2	(%)			0.2
2006	0.06	0.45	0.13	5	48	15	0.31	10	16	1	24	3	(%)			0.19
2007	0.15	0.38	0.15	11	59	12	0.2	23	13	2	27	4	(%)	1	0.09	0.16
2008	0.31	0.39	0.23	5	64	24	0.38	2	16	5	35	8	(%)			0.17
2009	0.06	0.36	0.14	10	74	20	0.27	7	16	1	37	5	(%)			0.17
2010		0.34	0.05	7	81	17	0.21	9	15		39	2	(%)			0.15
2011	0.12	0.4	0.18	7	88	27	0.31	13	17	2	38	7	(%)	1	0.14	0.19
2012		0.44	0.13	4	92	36	0.39	12	14		40	5	(%)			0.2
2013	0.55	0.49	0.27	9	101	32	0.32	34	11	6	33	9	(%)	1	0.11	0.2
2014	0.08	0.52	0.08	9	110	18	0.16	1	13	1	37	3	(%)			0.23
2015	0.56	0.54	0.39	9	119	30	0.25	11	18	10	36	14	(%)	1	0.11	0.24
2016	0.17	0.6	0.45	5	124	44	0.35	3	18	3	38	17	(%)			0.27
2017	0.5	0.64	0.47	3	127	45	0.35	6	14	7	36	17	(%)	2	0.67	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	1983	Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1. Full description at Econpapers \|\| Download paper	130
2	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2. Full description at Econpapers \|\| Download paper	24
3	1999	The value of dividends: Evidence from cum-dividend trading in the ex-dividend period. (1999). Walker, Scott ; Partington, Graham. In: Published Paper Series. RePEc:uts:ppaper:1999-1. Full description at Econpapers \|\| Download paper	19
4	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1. Full description at Econpapers \|\| Download paper	14
5	1996	On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Platen, Eckhard ; Sorensen, M ; Schurz, H ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1996-2. Full description at Econpapers \|\| Download paper	13
6	1999	Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2. Full description at Econpapers \|\| Download paper	12
7	1998	Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1. Full description at Econpapers \|\| Download paper	12
8	2007	Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-1. Full description at Econpapers \|\| Download paper	11
9	2005	A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2005-1. Full description at Econpapers \|\| Download paper	10
10	2004	Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1. Full description at Econpapers \|\| Download paper	9
11	1997	The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1. Full description at Econpapers \|\| Download paper	9
12	2005	The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3. Full description at Econpapers \|\| Download paper	8
13	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2. Full description at Econpapers \|\| Download paper	8
14	1992	Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1. Full description at Econpapers \|\| Download paper	7
15	2007	Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7. Full description at Econpapers \|\| Download paper	7
16	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144. Full description at Econpapers \|\| Download paper	6
17	2012	Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4. Full description at Econpapers \|\| Download paper	6
18	2005	The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David. In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105. Full description at Econpapers \|\| Download paper	6
19	2007	Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:1:y:2007:i:1:p:55-75. Full description at Econpapers \|\| Download paper	6
20	2003	Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2. Full description at Econpapers \|\| Download paper	5
21	1992	The approximation of multiple stochastic integrals. (1992). Platen, Eckhard ; Wright, I W ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-2. Full description at Econpapers \|\| Download paper	5
22	1990	A stop loss approach to portfolio insurance. (1990). Bird, Ron ; Tippett, Mark ; Dennis, Davis. In: Published Paper Series. RePEc:uts:ppaper:1990-1. Full description at Econpapers \|\| Download paper	5
23	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1. Full description at Econpapers \|\| Download paper	5
24	2013	The impact of foreign ownership on stock volatility in Indonesia. (2013). Wang, Jianxin. In: Published Paper Series. RePEc:uts:ppaper:2013-4. Full description at Econpapers \|\| Download paper	5
25	2012	The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Fu, Richard ; Pantos, Themis D ; Pagani, Marco . In: Published Paper Series. RePEc:uts:ppaper:2012-1. Full description at Econpapers \|\| Download paper	5
26	1997	The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David. In: Published Paper Series. RePEc:uts:ppaper:y:1997:1. Full description at Econpapers \|\| Download paper	4
27	1989	A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1. Full description at Econpapers \|\| Download paper	4
28	2005	The case for market inefficiency: Investment style and market pricing. (2005). He, Xuezhong ; Bird, Ron ; Woolley, Paul ; Thosar, Satish . In: Published Paper Series. RePEc:uts:ppaper:2005-5. Full description at Econpapers \|\| Download paper	4
29	1988	Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1988-1. Full description at Econpapers \|\| Download paper	4
30	2005	Rating Properties and their Implication on Basel II-Capital. (2005). Scheule, Harald ; Rauhmeier, Robert. In: Published Paper Series. RePEc:uts:ppaper:2005-2. Full description at Econpapers \|\| Download paper	4
31	2010	Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA. (2010). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2010-2. Full description at Econpapers \|\| Download paper	4
32	1977	Financial Ratios - An Empirical Study. (1977). Bird, Ron ; McHugh, A J. In: Published Paper Series. RePEc:uts:ppaper:1977-1. Full description at Econpapers \|\| Download paper	3
33	2007	Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-2. Full description at Econpapers \|\| Download paper	3
34	2015	Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3. Full description at Econpapers \|\| Download paper	3
35	2006	Forecasting credit event frequency â empirical evidence for West German firms. (2006). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred. In: Published Paper Series. RePEc:uts:ppaper:2006-1. Full description at Econpapers \|\| Download paper	3
36	2005	A multi-factor approach for systematic default and recovery risk. (2005). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:15:y:2005:i:3:p:63-75. Full description at Econpapers \|\| Download paper	3
37	2015	Pricing and hedging of long dated variance swaps under a 3/2 volatility model. (2015). Platen, Eckhard ; Chan, Leunglung. In: Published Paper Series. RePEc:uts:ppaper:2015-6. Full description at Econpapers \|\| Download paper	3
38	2004	Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1. Full description at Econpapers \|\| Download paper	3
39	2017	Dynkin games with heterogeneous beliefs. (2017). Glover, Kristoffer ; Ekstrom, Erik ; Leniec, Marta. In: Published Paper Series. RePEc:uts:ppaper:2017-2. Full description at Econpapers \|\| Download paper	3
40	2006	Insights into the Momentum Life Cycle for European Stocks. (2006). Casavecchia, Lorenzo ; Bird, Ron. In: Published Paper Series. RePEc:uts:ppaper:2006-3. Full description at Econpapers \|\| Download paper	3
41	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2009-2. Full description at Econpapers \|\| Download paper	3
42	2017	Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1. Full description at Econpapers \|\| Download paper	3
43	2001	The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Hall, Anthony ; Bird, Ron ; Gerlach, Richard. In: Published Paper Series. RePEc:uts:ppaper:2001-2. Full description at Econpapers \|\| Download paper	3
44	2006	Biases and information in analystsrecommendations: The European experience. (2006). Bird, Ron ; Rossi, Emanuele ; Ghiringhelli, Paolo ; Azzi, Sarah. In: Published Paper Series. RePEc:uts:ppaper:2006-2. Full description at Econpapers \|\| Download paper	3
45	2004	Regime Switching in the Real Estate Risk Premium. (2004). Hutcheson, Tiffany ; Zurbruegg, Ralf ; Okunev, John ; Wilson, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2004-4. Full description at Econpapers \|\| Download paper	2
46	2011	Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float. (2011). Michayluk, David ; Lin, Bing-Xuan ; Lam, David. In: Published Paper Series. RePEc:uts:ppaper:2011-3. Full description at Econpapers \|\| Download paper	2
47	2008	Liquidity issues surrounding neglected firms. (2008). Michayluk, David ; Prather, Laurie ; Bertin, William J. In: Published Paper Series. RePEc:uts:ppaper:2008-2. Full description at Econpapers \|\| Download paper	2
48	2004	The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2. (2004). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2004-3. Full description at Econpapers \|\| Download paper	2
49	2002	The evaluation of active manager returns in a non-symmetrical environment. (2002). Bird, Ron ; Gallagher, David . In: Published Paper Series. RePEc:uts:ppaper:2002-2. Full description at Econpapers \|\| Download paper	2
50	2010	The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Forte, Gianfranco ; Iannotta, Giuliano. In: Published Paper Series. RePEc:uts:ppaper:2010-4. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2. Full description at Econpapers \|\| Download paper	14
2	1983	Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1. Full description at Econpapers \|\| Download paper	7
3	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2. Full description at Econpapers \|\| Download paper	6
4	2003	The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1. Full description at Econpapers \|\| Download paper	6
5	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144. Full description at Econpapers \|\| Download paper	5
6	1998	Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1. Full description at Econpapers \|\| Download paper	5
7	1992	Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1. Full description at Econpapers \|\| Download paper	4
8	2012	The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Fu, Richard ; Pantos, Themis D ; Pagani, Marco . In: Published Paper Series. RePEc:uts:ppaper:2012-1. Full description at Econpapers \|\| Download paper	4
9	2017	Dynkin games with heterogeneous beliefs. (2017). Glover, Kristoffer ; Ekstrom, Erik ; Leniec, Marta. In: Published Paper Series. RePEc:uts:ppaper:2017-2. Full description at Econpapers \|\| Download paper	3
10	2012	Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4. Full description at Econpapers \|\| Download paper	3
11	2005	The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3. Full description at Econpapers \|\| Download paper	3
12	2015	Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3. Full description at Econpapers \|\| Download paper	3
13	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2009-2. Full description at Econpapers \|\| Download paper	2
14	2016	Asset Pricing with Downside Liquidity Risks. (2016). Anthonisz, Sean A ; Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:y:2016:1. Full description at Econpapers \|\| Download paper	2
15	2013	The impact of foreign ownership on stock volatility in Indonesia. (2013). Wang, Jianxin. In: Published Paper Series. RePEc:uts:ppaper:2013-4. Full description at Econpapers \|\| Download paper	2
16	2011	Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1. Full description at Econpapers \|\| Download paper	2
17	2004	Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1. Full description at Econpapers \|\| Download paper	2
18	2005	The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David. In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105. Full description at Econpapers \|\| Download paper	2
19	2017	Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1. Full description at Econpapers \|\| Download paper	2
20	2010	The Banking Relationships Role in the Choice of the Targets Advisor in Mergers and Acquisitions. (2010). Navone, Marco ; Forte, Gianfranco ; Iannotta, Giuliano. In: Published Paper Series. RePEc:uts:ppaper:2010-4. Full description at Econpapers \|\| Download paper	2
21	1990	A stop loss approach to portfolio insurance. (1990). Bird, Ron ; Tippett, Mark ; Dennis, Davis. In: Published Paper Series. RePEc:uts:ppaper:1990-1. Full description at Econpapers \|\| Download paper	2
22	1997	The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1. Full description at Econpapers \|\| Download paper	2
23	1996	On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Platen, Eckhard ; Sorensen, M ; Schurz, H ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1996-2. Full description at Econpapers \|\| Download paper	2
24	2009	Credit Portfolio Loss Forecasts for Economic Downturns. (2009). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:18:y:2009:i:1:p:1-26. Full description at Econpapers \|\| Download paper	2
25	2011	Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float. (2011). Michayluk, David ; Lin, Bing-Xuan ; Lam, David. In: Published Paper Series. RePEc:uts:ppaper:2011-3. Full description at Econpapers \|\| Download paper	2
26	2015	Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds. (2015). Hambusch, Gerhard ; Webster, Ellenora ; Hong, Kihoon Jimmy . In: Published Paper Series. RePEc:uts:ppaper:2015-4. Full description at Econpapers \|\| Download paper	2
27	2007	Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 7:

Year	Title
2017	Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing. (2017). Rachev, Svetlozar ; Fabozzi, Frank J ; Stoyanov, Stoyan. In: Papers. RePEc:arx:papers:1710.03205. Full description at Econpapers \|\| Download paper
2017	Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183. Full description at Econpapers \|\| Download paper
2017	Forma wÅasnoÅci a wyniki ekonomiczne najwiÄkszych przedsiÄbiorstw krajÃ³w Europy Årodkowo-Wschodniej. (2017). Szarzec, Katarzyna ; Urek, Mirosawa ; Nowara, Wanda. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2017:i:3:p:89-114. Full description at Econpapers \|\| Download paper
2017	The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:171-183. Full description at Econpapers \|\| Download paper
2017	Performance persistence of government bond factor premia. (2017). Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:182-189. Full description at Econpapers \|\| Download paper
2017	The market premium for the option to close: evidence from Australian gold mining firms. (2017). Kelly, Simone. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:511-531. Full description at Econpapers \|\| Download paper
2017	Affine multiple yield curve models. (2017). Gnoatto, Alessandro ; Cuchiero, Christa ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1603.00527. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. (2017). Nguyen, Duc Khuong ; Berger, Theo ; Hernandez, Jose Arreola. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1121-1131. Full description at Econpapers \|\| Download paper
2017	Zero-sum stopping games with asymmetric information. (2017). Gensbittel, Fabien ; Grun, Christine. In: TSE Working Papers. RePEc:tse:wpaper:32183. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models. (2015). Yuen, Chi Hung ; Kwok, Yue Kuen ; Zheng, Wendong. In: Applied Mathematical Finance. RePEc:taf:apmtfi:v:22:y:2015:i:5:p:421-449. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Papers / arXiv.org	5
2	European Journal of Operational Research / Elsevier	3
3	PhD Thesis / Finance Discipline Group, UTS Business School, University of Technology, Sydney	3
4	Journal of Banking & Finance / Elsevier	3
5	Accounting and Finance / Accounting and Finance Association of Australia and New Zealand	2
6	International Review of Financial Analysis / Elsevier	2
7	Journal of Empirical Finance / Elsevier	2
8	IRCrES Working Paper / Research Institute on Sustainable Economic Growth - Moncalieri (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY	2
9	MPRA Paper / University Library of Munich, Germany	2
10	Proceedings of the International Conference on Business Excellence / Sciendo	2
11	Discussion Papers / Deutsche Bundesbank	1

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.