Citation analysis for Research Program in Finance, Working Paper Series / Research Program in Finance, Institute for Business and Economic Research, UC Berkeley

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

5 Years IF

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.14	0	0	0	0	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1992	0	0.1	0	0	0	0	0		0	0		0			0		0	0.07
1993	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1994	0	0.13	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.18	0	0	0	0	0		0	0		0			0		0	0.09
1996	0	0.21	0	0	0	0	0		0	0		0			0		0	0.12
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.13
1998	0	0.24	0	0	0	0	0		0	0		0			0		0	0.15
1999	0	0.32	0.4	0	5	5	79	1	2	0		0			0	1	0.2	0.21
2000	1.6	0.44	0.9	1.6	5	10	60	8	11	5	8	5	8		0		0	0.2
2001	1.3	0.4	1.4	1.3	0	10	0	13	25	10	13	10	13		0		0	0.22
2002	0.4	0.42	1.3	1.3	0	10	0	13	38	5	2	10	13		0		0	0.23
2003	0	0.42	0.54	0.6	3	13	6	6	45	0		10	6		0		0	0.24
2004	0.67	0.47	0.54	0.46	0	13	0	6	52	3	2	13	6		0		0	0.27
2005	0.67	0.49	0.69	0.5	0	13	0	9	61	3	2	8	4		0		0	0.29
2006	0	0.47	0.23	0.33	0	13	0	3	64	0		3	1		0		0	0.27
2007	0	0.39	0	0	0	13	0		64	0		3			0		0	0.22
2008	0	0.46	0.38	0	0	13	0	5	69	0		3			0		0	0.23
2009	0	0.43	0.31	0	0	13	0	4	73	0		0			0		0	0.22
2010	0	0.37	0.31	0	0	13	0	4	77	0		0			0		0	0.19
2011	0	0.46	0.23	0	0	13	0	3	80	0		0			0		0	0.25
2012	0	0.5	0.14	0	1	14	4	2	82	0		0			0		0	0.25
2013	0	0.5	0.2	0	1	15	0	3	85	1		1			0		0	0.24
2014	0	0.53	0.47	0	0	15	0	7	92	2		2			0		0	0.27
2015	0	0.53	0.6	0	0	15	0	9	101	1		2			0		0	0.27
2016	0	0.54	0.8	0	0	15	0	12	113	0		2			0		0	0.27
2017	0	0.54	0.33	0	0	15	0	5	118	0		2			0		0	0.27
2018	0	0.53	0.73	0	0	15	0	11	129	0		1			0		0	0.26
2019	0	0.55	0.4	0	0	15	0	6	135	0		0			0		0	0.32
2020	0	0.63	0.47	0	0	15	0	7	142	0		0			0		0	0.58

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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	1999	Order Flow and Exchange Rate Dynamics. (1999). Evans, Martin ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0dh1c16w. Full description at Econpapers \|\| Download paper	64
2	2000	HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers \|\| Download paper	45
3	1999	Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes. (1999). Leland, Hayne E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0fw6k0hm. Full description at Econpapers \|\| Download paper	9
4	1999	The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises. (1999). Hakansson, Nils H.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt6sq4c6g0. Full description at Econpapers \|\| Download paper	7
5	2000	Rational Markets: Yes or No? The Affirmative Case. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt22q318mh. Full description at Econpapers \|\| Download paper	5
6	2012	Search Costs: The Neglected Spread Component. (2012). Flood, Mark ; Koedijk, Kees G. ; Huisman, Ronald ; Lyons, Richard K.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt5q05g9pt. Full description at Econpapers \|\| Download paper	5
7	2000	On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0. Full description at Econpapers \|\| Download paper	5
8	2003	An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2qb613r5. Full description at Econpapers \|\| Download paper	4
9	2000	On Adaptive Tail Index Estimation for Financial Return Models. (2000). Wagner, Niklas ; Marsh, Terry. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt2651k8f5. Full description at Econpapers \|\| Download paper	4
10	2003	Return-Volume Dependence and Extremes in International Equity Markets. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt1z87z922. Full description at Econpapers \|\| Download paper	2
11	2000	Corporate Diversification and Agency. (2000). Katz, Michael ; Hermalin, Benjamin. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt0p34c640. Full description at Econpapers \|\| Download paper	2
12	2003	Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes. (2003). Wagner, Niklas ; Marsh, Terry A.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt7pb301tr. 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	2000	HOw Do Firms Choose Their Leaders? An Empirical Investigation. (2000). Wright, Julian ; Cantillo, Miguel. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt8sd393sj. Full description at Econpapers \|\| Download paper	11
2	2000	On the Relation Between Binomial and Trinomial Option Pricing Models. (2000). Rubinstein, Mark. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt3bw450n0. Full description at Econpapers \|\| Download paper	3
3	1999	The Role of a Corporate Bond Market in an Economy -- and in Avoiding Crises. (1999). Hakansson, Nils H.. In: Research Program in Finance, Working Paper Series. RePEc:cdl:rpfina:qt6sq4c6g0. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Journal of Corporate Finance / Elsevier	75	4
2	Papers / arXiv.org	65	3
3	Research in International Business and Finance / Elsevier	31	3
4	International Review of Economics & Finance / Elsevier	47	2
5	Management Science / INFORMS	156	2
6	Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area	40	2
7	NBER Working Papers / National Bureau of Economic Research, Inc	261	2
8	Review of Accounting Studies / Springer	15	1
9	Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies / Banco de Portugal, Economics and Research Department	12	1
10	VfS Annual Conference 2016 (Augsburg): Demographic Change / Verein fÃ¼r Socialpolitik / German Economic Association	15	1
11	Discussion papers / Research Institute of Economy, Trade and Industry (RIETI)	21	1