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Swiss Finance Institute Research Paper Series / Swiss Finance Institute


0.34

Impact Factor

0.34

5-Years IF

13

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.11000 (%)0.05
19930.13000 (%)0.06
19940.13000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.15
20000.3611100 (%)0.14
20010.36111 (%)0.16
20020.3712111 (%)0.18
20030.390.5210.5121 (%)0.19
20040.41210.512 (%)0.18
20050.433581.61502 (%)10.330.2
20060.330.450.254045150.331903141 (%)120.30.19
20070.370.380.363075180.2411943164416 (%)20.070.17
20080.410.390.4446121380.31106702973321 (%)20.040.17
20090.320.360.4341162630.391747624119511 (%)110.270.17
20100.320.340.3127189540.2975872816049 (%)30.110.15
20110.40.40.41189840.44682718476 (%)0.19
20120.480.440.39189760.4271314456 (%)0.2
20130.490.27189470.25011431 (%)0.2
20140.520.4945234680.291306833 (%)0.23
20150.530.0871305580.1971457261 (1.4%)10.010.24
20160.090.60.0990395900.23671161111611 (%)70.080.27
20170.370.640.31624571240.27331615920663 (%)30.050.28
20180.340.670.34605171650.32151525226890 (%)140.230.3
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:


#YearTitleCited
12006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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61
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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51
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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43
42009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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31
5Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

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24
62008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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23
72007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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22
82015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

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19
92009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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17
102006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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17
112006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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16
122007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

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16
132006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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14
142016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

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12
152015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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12
162010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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12
172006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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12
182010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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11
192007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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11
202006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

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11
21Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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11
222009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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10
232009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

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10
242010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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10
252008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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9
262005The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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9
272016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

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8
282008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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8
29Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

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8
302008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

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8
312009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

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8
322006Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

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7
332009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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7
342010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Chesney, Marc ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

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7
352016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

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7
362006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

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7
372015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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7
382008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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6
392016A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553.

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6
40On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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6
412008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

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6
422010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

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6
432008Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

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5
442007Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726.

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5
45The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

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5
462006The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes - Evidence from the German Stock Market. (2006). Nowak, Eric ; Mahr, Till G. ; Rott, Roland . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0611.

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5
472008Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

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5
482015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510.

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5
492015The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536.

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5
502009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, LI. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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5

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


#YearTitleCited
12007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

17
22015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

17
32009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

16
4Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

14
52016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

Full description at Econpapers || Download paper

12
62006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

8
72015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

Full description at Econpapers || Download paper

8
82015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

Full description at Econpapers || Download paper

7
92009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

7
102016A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553.

Full description at Econpapers || Download paper

6
112018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

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5
122010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

5
132015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510.

Full description at Econpapers || Download paper

5
142007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

5
152017Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770.

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4
162016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

Full description at Econpapers || Download paper

4
172016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

Full description at Econpapers || Download paper

4
182016Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624.

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4
192009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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4
202017The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability. (2017). Wu, KE ; Sornette, Didier ; Wheatley, Spencer. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1712.

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4
212014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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4
222017Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1715.

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4
232006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

4
242017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

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3
252015Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426.

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3
262017The Price of Law: The Case of the Eurozone Collective Action Clauses. (2017). Carletti, Elena ; Ongena, Steven ; Gulati, Mitu G ; Colla, Paolo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1735.

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3
272017Quantile-Based Risk Sharing. (2017). Embrechts, Paul ; Wang, Ruodu ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1754.

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3
282016The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635.

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3
292016Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Gandhi, Priyank ; Lustig, Hanno N ; Plazzi, Alberto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1622.

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3
302015The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536.

Full description at Econpapers || Download paper

3
312015A Dynamic Equilibrium Model of ETFs. (2015). Malamud, Semyon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1537.

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3
322018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

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3
332014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

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3
342017Option Pricing with Orthogonal Polynomial Expansions. (2017). Ackerer, Damien ; Filipovi, Damir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1741.

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2
352015The Perennial Challenge to Counter Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks. (2015). Ongena, Steven ; Moenninghoff, Sebastian C ; Wieandt, Axel . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1433.

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2
362010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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2
372015Divergence and the Price of Uncertainty. (2015). Trojani, Fabio ; Schneider, Paul. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1560.

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2
382009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

2
392006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

Full description at Econpapers || Download paper

2
402008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

Full description at Econpapers || Download paper

2
412016Collateral, Central Bank Repos, and Systemic Arbitrage. (2016). Nyborg, Kjell ; Fecht, Falko ; Woschitz, Jiri ; Rocholl, Jorg. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1666.

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2
422016Measuring House Price Bubbles. (2016). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1601.

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2
432008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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2
442016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

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2
452015Size and Momentum Profitability in International Stock Markets. (2015). Schrimpf, Andreas ; von Arx, Urs ; Schmidt, Peter S ; Wagner, Alexander F ; Ziegler, Andreas. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1529.

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2
462015Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. (2015). Wuthrich, Mario V ; Merz, Michael. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1534.

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2
472017Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade. (2017). Zeckhauser, Richard ; Wagner, Alexander F ; Ziegler, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1706.

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2
482015Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders. (2015). Kaizoji, Taisei ; Saichev, Alexander I ; Leiss, Matthias ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1507.

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2
492016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy. (2016). Huang, YI ; Hau, Harald ; Wang, Gewei. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1647.

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2
502005The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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2

Citing documents used to compute impact factor 52:


YearTitle
2018Risk sharing for capital requirements with multidimensional security markets. (2018). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Papers. RePEc:arx:papers:1809.10015.

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2018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

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2018The average risk sharing problem under risk measure and expected utility theory. (2018). Mao, Tiantian ; Liu, Haiyan ; Hu, Jiuyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:170-179.

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2018Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299.

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2018The Jacobi stochastic volatility model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0364-8.

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2018Climate politics: How public persuasion affects the trade-off between environmental and economic performance. (2018). ZOU, Benteng ; Prieur, Fabien. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:96:y:2018:i:c:p:63-72.

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2018Blockchain-based Settlement for Asset Trading. (2018). Chiu, Jonathan ; Koeppl, Thorsten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274723.

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2018Blockchain-Based Settlement for Asset Trading. (2018). Chiu, Jonathan ; Koeppl, Thorsten. In: Staff Working Papers. RePEc:bca:bocawp:18-45.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2018Foreign currency lending. (2018). Sarno, Lucio ; Politsidis, Panagiotis ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:88197.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2018The pricing of FX forward contracts: Micro evidence from banks dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:422018.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2018Globalization and the increasing correlation between capital inflows and outflows. (2018). Davis, Scott J ; van Wincoop, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:83-100.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-10.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: CeMMAP working papers. RePEc:ifs:cemmap:01/18.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018Social desirability bias and polling errors in the 2016 presidential election. (2018). Brownback, Andy ; Novotny, Aaron. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:38-56.

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2018Trump’s Effect on stock markets: A multiscale approach. (2018). de Area, Eder Johnson ; Pereira, H. B. B., ; da Cunha, I C ; da Silva, Marcus Fernandes. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:241-247.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018Minimum Wage and Outward FDI from China. (2018). Lin, Faqin ; Tang, Lixin ; Fan, Haichao. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:1-19.

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2018Market-Book Ratios of European Banks: What Does Explain the Structural Fall?. (2018). Ferretti, Riccardo ; Venturelli, Valeria ; Landi, Andrea ; Gallo, Giovanni. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0065.

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2018Sovereign defaults in court. (2018). Schumacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20182135.

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2018Sovereign Defaults in Court. (2018). Schumacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6931.

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2018Sovereign defaults in court. (2018). Schuhmacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2103.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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2018Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation. (2018). Lein, Sarah ; Burstein, Ariel ; Auer, Raphael. In: Working papers. RePEc:bsl:wpaper:2018/23.

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2018Exchange rates and prices: evidence from the 2015 Swiss franc appreciation. (2018). Lein, Sarah ; Auer, Raphael ; Burstein, Ariel. In: BIS Working Papers. RePEc:bis:biswps:751.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07099.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovic, Damir. In: Post-Print. RePEc:hal:journl:hal-01338330.

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2018The Jacobi stochastic volatility model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0364-8.

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2018Investment and financing choices by time-inconsistent managers. (2018). Gan, Liu ; Chen, Yifei ; Xia, Xin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:29-48.

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2018Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498.

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2018A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Essays on corporate governance and the impact of regulation on financial markets. (2018). Rizzo, Emanuele. In: Other publications TiSEM. RePEc:tiu:tiutis:b5158260-ea13-4763-b992-62e63c97fdb8.

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2018Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688.

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2018Hedging with transient price impact for non-covered and covered options. (2018). Becherer, Dirk ; Bilarev, Todor. In: Papers. RePEc:arx:papers:1807.05917.

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2018Bank capital and risk-taking: evidence from misconduct provisions. (2018). Tracey, Belinda ; Sowerbutts, Rhiannon ; Schnittker, Christian . In: Bank of England working papers. RePEc:boe:boeewp:0671.

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2018Flooded through the back door: Firm-level effects of banks lending shifts. (2018). Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:42018.

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2018Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions. (2018). Imbierowicz, Bjorn ; Rangvid, Jesper ; Kragh, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:182018.

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2018External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2018Managing Counterparty Risk in OTC Markets. (2018). Brunetti, Celso ; Capponi, Agostino ; Frei, Christoph. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-83.

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2018Optimal Capital Requirement with Noisy Signals on Banking Risk. (2018). Perez-Reyna, David ; Hill, Enoch ; Ding, Kai. In: DOCUMENTOS CEDE. RePEc:col:000089:016429.

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2018Trade and Minimum Wages in General Equilibrium: Theory and Evidence. (2018). Krishna, Kala ; Bai, Xue ; Ma, Hong ; Chatterjee, Arpita. In: NBER Working Papers. RePEc:nbr:nberwo:24456.

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2018Minimum Wage and Outward FDI from China. (2018). Lin, Faqin ; Tang, Lixin ; Fan, Haichao. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:1-19.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Gidea, Marian ; Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel. In: Papers. RePEc:arx:papers:1809.00695.

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2018Inferring short-term volatility indicators from Bitcoin blockchain. (2018). Antulov-Fantulin, Nino ; Vodenska, Irena ; Ce, Zhang ; Piskorec, Matija ; Tolic, Dijana. In: Papers. RePEc:arx:papers:1809.07856.

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2018Robustness in the Optimization of Risk Measures. (2018). Embrechts, Paul ; Wang, Ruodu ; Schied, Alexander. In: Papers. RePEc:arx:papers:1809.09268.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2018Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Xia, Dora ; Kearns, Jonathan . In: BIS Working Papers. RePEc:bis:biswps:757.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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2018Stock liquidity and corporate diversification: Evidence from China’s split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80.

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2018Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47.

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2018Financial development and industrial pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91310.

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2018Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit . In: LEM Papers Series. RePEc:ssa:lemwps:2018/35.

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2018Financial Development and Industrial Pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: Discussion Paper. RePEc:tiu:tiucen:a0a4fb82-734a-442a-9ea1-a270843d4cd2.

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2018Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit . In: Ruhr Economic Papers. RePEc:zbw:rwirep:778.

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Recent citations received in 2017

YearCiting document
2017The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1750.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:323.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: NBER Working Papers. RePEc:nbr:nberwo:23671.

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Recent citations received in 2016

YearCiting document
2016Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974.

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2016The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195.

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2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641.

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2016The speed of exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy. In: Globalization Institute Working Papers. RePEc:fip:feddgw:282.

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2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy. (2016). Hau, Harald ; Wang, Gewei ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2016.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

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Recent citations received in 2015

YearCiting document
2015Speculative Influence Network during financial bubbles: application to Chinese Stock Markets. (2015). Lin, LI ; Sornette, Didier. In: Papers. RePEc:arx:papers:1510.08162.

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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 February, 1st 2019. Contact: CitEc Team