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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
10
Impact Factor (IF)
0
5 Years IF
0
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
1988 0 17 17 0 1 0 1
1989 0 23 40 0 0
1990 0.08 0.15 0.06 0.08 10 50 0 3 3 40 3 40 3 0 0 0.08
1991 0.12 0.14 0.08 0.1 9 59 3 5 8 33 4 50 5 0 0 0.08
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
11989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

Full description at Econpapers || Download paper

170
21989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

Full description at Econpapers || Download paper

161
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

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96
41989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

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47
51989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

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41
61989MARGIN REQUIREMENTS AND STOCK VOLATILITY.. (1989). Schwert, G.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t6.

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28
71988DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS.. (1988). Waller, Mark ; Thompson, Sarahelen. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:172.

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24
81989STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES.. (1989). Salinger, Michael. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t4.

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17
91989COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS.. (1989). Miller, Merton. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t8.

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17
101989NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES.. (1989). SAVIT, R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:184.

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12
111989COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3.

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9
121988TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS.. (1988). Kamara, A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:169.

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9
131989FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY.. (1989). Brorsen, B. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:188.

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8
141989MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:201.

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5
151988LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS.. (1988). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:177.

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5
161991Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.. (1991). Kroner, K. F.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:220.

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2
171991The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.. (1991). Thompson, Sarahelen ; Liu, S. M.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:216.

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1
181989VALUATION OF SWAPS.. (1989). SUNDARESAN, S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:183.

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1
191991Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets. (1991). Domowitz, Ian. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:214.

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1
201989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY.. (1989). HARDOUVELIS, GIKAS. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t5.

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1
211988FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.. (1988). MA, C. W.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:179.

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1
221988COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?. (1988). Ma, C. ; EDWARDS, F. R.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:csfm-166.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11989USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). Stiglitz, Joseph. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t2.

Full description at Econpapers || Download paper

19
21989WHEN FINANCIAL MARKETS WORK TOO WELL : A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX.. (1989). Summers, Lawrence. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t12.

Full description at Econpapers || Download paper

14
31989PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.. (1989). Roll, Richard. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t10.

Full description at Econpapers || Download paper

4
41989VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). Rao, Ramesh ; MA, C. K. ; SEARS, R. S.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t7.

Full description at Econpapers || Download paper

4
51989COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.. (1989). LEHMANN, B. N.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t9.

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4
61989COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING.. (1989). ROSS, S. A.. In: Columbia - Center for Futures Markets. RePEc:fth:colufu:t3.

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3
Citing documents used to compute impact factor:
YearTitle
Recent citations