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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
18
Impact Factor
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
1990 0.08 0.15 0.45 0.02 11 11 71 5 5 12 1 47 1 0 0 0.07
1991 0.1 0.13 0.38 0.09 18 29 32 11 16 20 2 46 4 0 0 0.07
1992 0.07 0.12 0.25 0.05 3 32 2 8 24 29 2 56 3 0 0 0.08
1993 0.1 0.17 0.33 0.16 7 39 20 13 37 21 2 44 7 0 2 0.29 0.13
1994 0.1 0.16 0.14 0.04 10 49 1499 7 44 10 1 48 2 0 1 0.1 0.07
1995 1 0.22 0.65 0.45 17 66 65 43 87 17 17 49 22 0 2 0.12 0.11
1996 0.56 0.23 0.46 0.31 10 76 31 35 122 27 15 55 17 3 8.6 1 0.1 0.13
1997 0.11 0.26 0.6 0.45 7 83 545 50 172 27 3 47 21 1 2 2 0.29 0.14
1998 0.71 0.28 0.72 0.73 9 92 587 66 238 17 12 51 37 3 4.5 3 0.33 0.17
1999 1.44 0.37 0.85 1 4 96 93 82 320 16 23 53 53 2 2.4 1 0.25 0.24
2000 1.69 0.51 1.07 0.96 6 102 131 109 429 13 22 47 45 0 0 0.23
2001 2.1 0.46 1.21 1.67 0 102 0 123 552 10 21 36 60 0 0 0.26
2002 0.5 0.5 1.25 1.88 0 102 0 127 679 6 3 26 49 0 0 0.28
2003 0 0.5 1.56 1.89 0 102 0 159 838 0 19 36 0 0 0.29
2004 0 0.55 1.57 1.1 0 102 0 160 998 0 10 11 0 0 0.33
2005 0 0.57 1.46 0.83 0 102 0 149 1147 0 6 5 0 0 0.35
2006 0 0.56 1.34 0 0 102 0 137 1284 0 0 0 0 0.33
2007 0 0.48 1.23 0 0 102 0 125 1409 0 0 0 0 0.27
2008 0 0.56 1.55 0 0 102 0 158 1567 0 0 0 0 0.29
2009 0 0.54 1.63 0 0 102 0 166 1733 0 0 0 0 0.3
2010 0 0.49 1.45 0 0 102 0 148 1881 0 0 0 0 0.28
2011 0 0.58 1.33 0 0 102 0 136 2017 0 0 0 0 0.34
2012 0 0.63 1.3 0 0 102 0 133 2150 0 0 0 0 0.33
2013 0 0.62 1.51 0 0 102 0 154 2304 0 0 0 0 0.32
2014 0 0.63 1.72 0 0 102 0 175 2479 0 0 0 0 0.32
2015 0 0.61 1.73 0 0 102 0 176 2655 0 0 0 0 0.33
2016 0 0.62 1.8 0 0 102 0 184 2839 0 0 0 0 0.33
2017 0 0.6 1.34 0 0 102 0 137 2976 0 0 0 0 0.32
2018 0 0.6 1.54 0 0 102 0 157 3133 0 0 0 0 0.34
2019 0 0.61 1.53 0 0 102 0 156 3289 0 0 0 0 0.36
2020 0 0.7 1.45 0 0 102 0 148 3437 0 0 0 0 0.67
2021 0 1.04 1.67 0 0 102 0 170 3607 0 0 0 0 0.44
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
11994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233.

Full description at Econpapers || Download paper

919
21997International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271.

Full description at Econpapers || Download paper

522
31998Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278.

Full description at Econpapers || Download paper

488
41994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

488
51979A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85.

Full description at Econpapers || Download paper

194
62000How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev.

Full description at Econpapers || Download paper

106
71998The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282.

Full description at Econpapers || Download paper

86
81999Order Flow and Exchange Rate Dynamics.. (1999). Lyons, Richard ; Evans, Martin. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-288.

Full description at Econpapers || Download paper

81
91994Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234.

Full description at Econpapers || Download paper

65
101990Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199.

Full description at Econpapers || Download paper

62
111987Gains from International Diversification: l968-85 Returns on Portfolios of Stocks and Bonds.. (1987). Hakansson, Nils H. ; Grauer, Robert R.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:168.

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58
121979The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94.

Full description at Econpapers || Download paper

50
131994Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240.

Full description at Econpapers || Download paper

43
141989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-191.

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27
151976Informational Asymmetries, Financial Structure, and Financial Intermediation.. (1976). Leland, Hayne ; Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:41.

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26
161987Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173.

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24
171995Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1995). Leland, Hayne ; Toft, Klaus Bjerre. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-259.

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24
181982To Pay or Not to Pay Dividends.. (1982). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:124.

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23
191976A General Theory of Asset Valuation under Diffusion State Processes.. (1976). Mark. B. Garman., . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:50.

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17
201989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case.. (1989). Pearson, Neil ; He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-189.

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16
211993Tests of Microstructural Hypotheses in the Foreign Exchange Market.. (1993). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-230.

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15
221995Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-243.

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15
231986Empirical Assessment of Present Value Relations.. (1986). Meese, Richard ; Mattey, Joe. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:162.

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15
241996Recovering Risk Aversion from Option Prices and Realized Returns.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-265.

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14
251987Risk and Return in an Equilibrium APT.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:174.

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14
261999The Role of a Corporate Bond Market in an Economy - and in Avoiding Crises.. (1999). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-287.

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13
271972The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11.

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13
281988The Attributes, Behavior and Performance of U.S. Mutual Funds.. (1988). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:181.

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12
291991Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209.

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11
301976The Limited Information Efficiency of Market Processes.. (1976). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:43.

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10
311991Continuously Rebalanced Investment Strategies.. (1991). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-205.

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10
321978Welfare Aspects of Options and Supershares.. (1978). Hakansson, Nils H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:68.

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10
331995The Rise and Fall of Bank Control in the United States: 1890-1920.. (1995). Cantillo, Miguel. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-254-rev.

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9
341972Descriptive Theories of Financial Institutions Under Uncertainty.. (1972). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:9.

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9
351987A Multi-Attribute Comparative Evaluation of a Relative Risk for a Sample of Banks.. (1987). Verma, Avinash K. ; Ronn, Ehud I.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:169.

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8
361998Search Costs: The Neglected Spread Component.. (1998). Lyons, Richard ; Huisman, Ronald ; Flood, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-285.

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8
371982Comments on the Valuation of Derivative Assets.. (1982). Bick, Avi . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:125.

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8
381997Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-270.

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8
391997Profits and Position Control: A Week of FX Dealing.. (1997). Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-273.

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8
401975The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.. (1975). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:34.

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8
411997Bank Risk Management: Theory.. (1997). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-272.

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6
422000Return-Volume Dependence and Extremes in International Equity Markets.. (2000). Marsh, Terry A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-293.

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6
431983Pricing Deposit Insurance: The Effects of Mismeasurement.. (1983). Pyle, David H.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:142.

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6
441995Implied Probability Distributions: Empirical Analysis.. (1995). Jackwerth, Jens ; Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-250.

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6
452000Rational Markets: Yes or No? The Affirmative Case.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-294.

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6
461977The Limits of Price Information in Market Processes.. (1977). Beja, Avraham . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:61.

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5
471996Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264.

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5
482000On the Relation Between Binomial and Trinomial Option Pricing Models.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-292.

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5
492000On Adaptive Tail Index Estimation for Financial Return Models.. (2000). Wagner, Niklas ; Marsh, Terry. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-295.

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5
501976Common Factors in Security Returns: Microeconomic Determinants and Macroeconomic Correlates.. (1976). Rosenberg, Barr ; Marathe, Vinay. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:44.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-233.

Full description at Econpapers || Download paper

133
21998Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-278.

Full description at Econpapers || Download paper

70
31997International Portfolio Investment Flows.. (1997). Cao, Huining ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-271.

Full description at Econpapers || Download paper

53
41994Implied Binomial Trees.. (1994). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-232.

Full description at Econpapers || Download paper

29
52000How Do Firms Choose Their Lenders? An Empirical Investigation.. (2000). Wright, Julian ; Cantillo, Miguel . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-256-rev.

Full description at Econpapers || Download paper

17
61979A Continuous-Time Approach to the Pricing of Bonds.. (1979). Schwartz, Eduardo S. ; Brennan, Michael J.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:85.

Full description at Econpapers || Download paper

14
71994Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.. (1994). Leland, Hayne. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-240.

Full description at Econpapers || Download paper

12
81979The Option Value of Reserves of Natural Resources.. (1979). Tourinho, Octavio Augusto. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:94.

Full description at Econpapers || Download paper

8
91990Convergence from Discrete to Continuous Time Contingent Claims Prices.. (1990). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-199.

Full description at Econpapers || Download paper

5
101998The Credit Crunch and the Availability of Credit to Small Business. (1998). Hancock, Diana ; Wilcox, James A.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-282.

Full description at Econpapers || Download paper

3
111987Estimating Pervasive Economic Factors with Missing Observations.. (1987). Korajczyk, Robert ; Connor, Gregory. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:173.

Full description at Econpapers || Download paper

3
122000On the Relation Between Binomial and Trinomial Option Pricing Models.. (2000). Rubinstein, Mark. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-292.

Full description at Econpapers || Download paper

2
131995Explaining Forward Exchange Bias...Intraday.. (1995). Rose, Andrew ; Lyons, Richard. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-242.

Full description at Econpapers || Download paper

2
141976A General Theory of Asset Valuation under Diffusion State Processes.. (1976). Mark. B. Garman., . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:50.

Full description at Econpapers || Download paper

2
151991Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models.. (1991). He, Hua. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-209.

Full description at Econpapers || Download paper

2
161996Generalized Binomial Trees.. (1996). Jackwerth, Jens. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-264.

Full description at Econpapers || Download paper

2
171972The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices.. (1972). Rosenberg, Barr . In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:11.

Full description at Econpapers || Download paper

2
181994Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.. (1994). Lehmann, Bruce N. ; Modest, David M.. In: Research Program in Finance Working Papers. RePEc:ucb:calbrf:rpf-234.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations