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

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
14
Impact Factor
3.75
5 Years IF
1.04
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 6 0 1 1 6 6 6 2 2 0 0 0.07
1991 0.5 0.11 1.75 0.33 3 4 11 7 13 2 1 3 1 0 0 0.06
1992 0 0.1 0.33 0 2 6 22 2 15 4 6 0 0 0.07
1993 0 0.13 0.33 0.13 0 6 0 2 17 5 8 1 0 0 0.07
1994 0 0.13 0.75 0 2 8 9 6 23 2 7 0 0 0.06
1995 0.5 0.18 1.22 0.5 1 9 0 10 34 2 1 8 4 0 0 0.09
1996 0 0.21 0.23 0 4 13 41 3 37 3 8 0 0 0.12
1997 0.4 0.23 0.67 0.22 2 15 11 10 47 5 2 9 2 0 0 0.13
1998 0.17 0.24 0.25 0.11 1 16 29 4 51 6 1 9 1 0 0 0.15
1999 0.33 0.32 0.58 0.3 3 19 53 10 62 3 1 10 3 0 1 0.33 0.21
2000 0.25 0.44 0.29 0.27 2 21 0 6 68 4 1 11 3 0 0 0.2
2001 0.4 0.4 0.29 0.25 3 24 20 7 75 5 2 12 3 0 0 0.22
2002 0.2 0.42 0.36 0.27 4 28 7 10 85 5 1 11 3 0 0 0.23
2003 0.14 0.42 0.29 0.15 3 31 30 9 94 7 1 13 2 0 0 0.24
2004 0 0.47 0.67 0.33 8 39 29 26 120 7 15 5 0 0 0.27
2005 0.18 0.49 0.53 0.25 8 47 32 25 145 11 2 20 5 0 2 0.25 0.29
2006 0.06 0.47 0.57 0.19 6 53 21 30 175 16 1 26 5 0 0 0.27
2007 0.14 0.39 0.34 0.17 11 64 28 21 197 14 2 29 5 0 2 0.18 0.22
2008 0.29 0.46 0.68 0.25 5 69 2 46 244 17 5 36 9 0 0 0.23
2009 0.13 0.43 0.46 0.21 10 79 9 35 280 16 2 38 8 0 0 0.22
2010 0 0.37 0.36 0.05 8 87 114 30 311 15 40 2 0 1 0.13 0.19
2011 0.22 0.46 0.46 0.23 8 95 25 43 355 18 4 40 9 0 2 0.25 0.25
2012 0.25 0.5 0.56 0.24 4 99 15 55 410 16 4 42 10 0 0 0.25
2013 0.58 0.5 0.44 0.29 10 109 77 48 458 12 7 35 10 0 1 0.1 0.24
2014 0.07 0.53 0.28 0.2 9 118 3 32 491 14 1 40 8 0 0 0.27
2015 0.68 0.53 0.4 0.62 11 129 29 50 543 19 13 39 24 0 1 0.09 0.27
2016 0.25 0.54 0.52 0.62 6 135 6 67 613 20 5 42 26 0 0 0.27
2017 0.41 0.54 0.54 0.45 3 138 21 75 688 17 7 40 18 0 2 0.67 0.27
2018 0.22 0.53 0.5 0.31 1 139 2 66 757 9 2 39 12 0 0 0.26
2019 1.5 0.55 0.63 0.63 3 142 23 90 847 4 6 30 19 0 1 0.33 0.32
2020 3.75 0.63 0.57 1.04 6 148 7 85 932 4 15 24 25 0 3 0.5 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
#YearTitleCited
11983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

218
22010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

91
32013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

52
41998Balanced 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

30
51999The 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.

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29
62003The 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

24
71999Option 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.

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24
81996On 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

21
91992Higher-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

18
101996Principles for modelling financial markets. (1996). Platen, Eckhard ; Rebolledo, Rolando . In: Published Paper Series. RePEc:uts:ppaper:1996-3.

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17
112017Asset 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

16
122013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

14
132007Stress-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

14
142013What 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
152019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

Full description at Econpapers || Download paper

13
161988Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1988-1.

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13
172004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1.

Full description at Econpapers || Download paper

13
182005A 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

13
191997The 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.

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12
202001Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3.

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12
212011Default 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

11
222005The 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

11
232011Default 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

10
242015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

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10
252001The 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

9
262005The 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.

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9
271994Stability of weak numerical schemes for stochastic differential equations. (1994). Platen, Eckhard ; Hofmann, N. In: Published Paper Series. RePEc:uts:ppaper:1994-1.

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9
282007Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7.

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8
292012The 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.

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8
301990A stop loss approach to portfolio insurance. (1990). Bird, Ron ; Tippett, Mark ; Dennis, Davis. In: Published Paper Series. RePEc:uts:ppaper:1990-1.

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7
312004Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1.

Full description at Econpapers || Download paper

7
321991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3.

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7
332012Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4.

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7
342010Naked 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

7
352019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

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7
362003Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2.

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7
371997The 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

7
381992The approximation of multiple stochastic integrals. (1992). Platen, Eckhard ; Wright, I W ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-2.

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6
392010The 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.

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6
402017Dynkin games with heterogeneous beliefs. (2017). Glover, Kristoffer ; Ekstrom, Erik ; Leniec, Marta. In: Published Paper Series. RePEc:uts:ppaper:2017-2.

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6
412006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

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6
422004The 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.

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6
432002The evaluation of active manager returns in a non-symmetrical environment. (2002). Bird, Ron ; Gallagher, David . In: Published Paper Series. RePEc:uts:ppaper:2002-2.

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6
441989A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1.

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6
452015Enhancing 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.

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6
462007Stress-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
472016Asset Pricing with Downside Liquidity Risks. (2016). Anthonisz, Sean A ; Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:y:2016:1.

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6
482013The impact of foreign ownership on stock volatility in Indonesia. (2013). Wang, Jianxin. In: Published Paper Series. RePEc:uts:ppaper:2013-4.

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6
492015Pricing 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.

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5
502005A 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.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

39
22013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

19
32019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

Full description at Econpapers || Download paper

13
42013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

12
52017Asset 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

10
61983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

10
72015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

Full description at Econpapers || Download paper

7
81998Balanced 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

6
91999Option 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

5
102013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

5
112006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

Full description at Econpapers || Download paper

5
122017Dynkin 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

4
132020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

Full description at Econpapers || Download paper

4
142016Asset 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

4
152019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

Full description at Econpapers || Download paper

4
162004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1.

Full description at Econpapers || Download paper

4
171992Higher-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
182004Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1.

Full description at Econpapers || Download paper

4
192010The 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

3
202018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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3
212010Accounting for employee stock options: What can we learn from the markets perceptions?. (2010). Bird, Ron ; Reggiani, Francesco ; Momente, Francesco ; Bini, Mauro ; Bagna, Emanuel. In: Published Paper Series. RePEc:uts:ppaper:2010-3.

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3
222015Enhancing 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

3
232001The 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
241996On 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
252005The 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

2
262011Default 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
271991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3.

Full description at Econpapers || Download paper

2
282020Developing sustainability learning in business school curricula – productive boundary objects and participatory processes. (2020). Cotton, Deborah ; Perry, Robert ; Bajada, Christopher ; Benn, Suzanne ; Brown, Paul ; Edwards, Melissa ; Waite, Katrina ; McGregor, Ian ; Menzies, Gordon ; Jarvis, Walter. In: Published Paper Series. RePEc:uts:ppaper:2020-1.

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2
292011Default 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

2
302010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2010:1.

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2
312010Naked 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

2
322019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

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2
332010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2010-1.

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2
342020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; Navone, Marco ; To, Thomas ; Hasan, Iftekhar. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

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2
352004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6.

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2
362015Real-World Forward Rate Dynamics With Affine Realizations. (2015). Platen, Eckhard ; Tappe, Steffan. In: Published Paper Series. RePEc:uts:ppaper:2015-7.

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2
372015Takeovers and the Market for Corporate Control in Japanese REITs. (2015). Michayluk, David ; Ma, Guojie. In: Published Paper Series. RePEc:uts:ppaper:2015-2.

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2
382005The 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
392015Pricing 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

2
402015Takeovers and the Market for Corporate Control in Japanese REITs. (2015). Ma, Guojie ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:v:23:y:2015:i:1:p:115-138.

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2
Citing documents used to compute impact factor: 15
YearTitle
2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020Uniqueness in Cauchy problems for diffusive real-valued strict local martingales. (2020). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2007.15041.

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2020Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging. (2020). Dybka, Piotr ; Torj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: Working Papers. RePEc:sgh:kaewps:2020046.

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2020An Institutional Theory of Tax Non- Compliance in Bulgaria: a Tax Morale Approach. (2020). Williams, Colin. In: Economic Alternatives. RePEc:nwe:eajour:y:2020:i:1:p:33-49.

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2020Data Science in Economics. (2020). Ghamisi, Pedram ; Duan, Puhong ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2003.13422.

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2020Deep Learning and Implementations in Banking. (2020). Ghodsi, Mansi ; Silva, Emmanuel ; Huang, XU ; Hassani, Hossein. In: Annals of Data Science. RePEc:spr:aodasc:v:7:y:2020:i:3:d:10.1007_s40745-020-00300-1.

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2020.

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2020Data science in economics: comprehensive review of advanced machine learning and deep learning methods. (2020). Mosavi, Amir ; Nosratabadi, Saeed ; Gandomi, Amir H ; Gama, Joao ; Reuter, Uwe ; Band, Shahab S ; Filip, Ferdinand ; Ghamisi, Pedram ; Duan, Puhong. In: LawArXiv. RePEc:osf:lawarx:kczj5.

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2020.

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2020Data science in economics: comprehensive review of advanced machine learning and deep learning methods. (2020). Mosavi, Amir ; Nosratabadi, Saeed ; Gandomi, Amir H ; Gama, Joao ; Reuter, Uwe ; Band, Shahab S ; Filip, Ferdinand ; Ghamisi, Pedram ; Duan, Puhong. In: OSF Preprints. RePEc:osf:osfxxx:yc6e2.

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2020.

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2020Data science in economics: comprehensive review of advanced machine learning and deep learning methods. (2020). Mosavi, Amir ; Nosratabadi, Saeed ; Gandomi, Amir H ; Gama, Joao ; Reuter, Uwe ; Band, Shahab S ; Filip, Ferdinand ; Ghamisi, Pedram ; Duan, Puhong. In: Thesis Commons. RePEc:osf:thesis:auyvc.

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2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Essomba, Rose Bandolo ; Berinyuy, James Njong. In: Post-Print. RePEc:hal:journl:hal-02921304.

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2020Deep learning models for forecasting and analyzing the implications of COVID-19 spread on some commodities markets volatilities. (2020). SADEFO, Jules ; Berinyuy, James Njong ; Essomba, Rose Bandolo ; Kamdem, Jules Sadefo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306111.

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2020.

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Recent citations received in 2020
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2020Individual and team entrepreneurial orientation: Scale development and configurations for success. (2020). Coen, J P ; Covin, Jeffrey G ; Bouncken, Ricarda B ; Cheng, Cheng-Feng ; Kraus, Sascha ; Hughes, Mathew. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:1-12.

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2020Determinants and consequences of tournament incentives: A survey of the literature in accounting and finance. (2020). Habib, Ahsan ; Li, Sophia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311638.

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2020Does strategic fit matter in measuring organizational performance? An empirical analysis. (2020). Farrukh, Muhammad ; Shahzad, Imran ; Sajid, Muhammad ; Meng, Fanchen. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:4:p:1800-1808.

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2019Estimating shadow economy and tax evasion in Romania. A comparison by different estimation approaches. (2019). Dell'Anno, Roberto ; Davidescu, Adriana Anamaria ; Adriana Ana Maria Davidescu, ; Dellanno, Roberto. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:130-149.

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2017Multivariate 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.

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2017Zero-sum stopping games with asymmetric information. (2017). Gensbittel, Fabien ; Grun, Christine. In: TSE Working Papers. RePEc:tse:wpaper:32183.

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