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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
26
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
1993 0 0.16 0.33 0 3 3 1 1 0 0 0 0 0.1
1994 0 0.16 0.18 0 8 11 35 3 3 3 0 0 0.08
1995 0.27 0.21 0.4 0.27 14 25 50 7 13 11 3 11 3 4 57.1 4 0.29 0.11
1996 0.05 0.24 0.16 0.04 26 51 153 6 21 22 1 25 1 1 16.7 5 0.19 0.13
1997 0.1 0.27 0.23 0.12 31 82 119 12 40 40 4 51 6 6 50 6 0.19 0.15
1998 0.18 0.3 0.18 0.13 29 111 611 13 60 57 10 82 11 5 38.5 1 0.03 0.18
1999 0.22 0.38 0.33 0.24 24 135 343 35 105 60 13 108 26 3 8.6 8 0.33 0.25
2000 0.62 0.52 0.43 0.4 10 145 35 52 168 53 33 124 50 0 0 0.24
2001 0.41 0.48 0.42 0.34 26 171 116 56 239 34 14 120 41 4 7.1 6 0.23 0.27
2002 0.42 0.52 0.44 0.44 58 229 347 84 339 36 15 120 53 16 19 21 0.36 0.29
2003 0.31 0.51 0.37 0.41 111 340 295 99 466 84 26 147 61 19 19.2 17 0.15 0.29
2004 0.28 0.57 0.41 0.37 272 612 1323 249 718 169 48 229 85 66 26.5 124 0.46 0.35
2005 0.25 0.58 0.33 0.27 257 869 717 284 1005 383 97 477 129 36 12.7 50 0.19 0.36
2006 0.2 0.58 0.28 0.22 6 875 61 247 1252 529 108 724 158 1 0.4 0 0.34
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
11998Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001.

Full description at Econpapers || Download paper

450
22004Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001.

Full description at Econpapers || Download paper

197
32005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011.

Full description at Econpapers || Download paper

188
41999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

188
52004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017.

Full description at Econpapers || Download paper

140
62004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016.

Full description at Econpapers || Download paper

138
72002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

115
82004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002.

Full description at Econpapers || Download paper

77
92004Finance and the Business Cycle: International, Inter-industry Evidence. (2004). Larrain, Borja ; Braun, Matias. In: Finance. RePEc:wpa:wuwpfi:0403001.

Full description at Econpapers || Download paper

70
102004Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018.

Full description at Econpapers || Download paper

66
111999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005.

Full description at Econpapers || Download paper

55
121998Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005.

Full description at Econpapers || Download paper

52
131996Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002.

Full description at Econpapers || Download paper

50
142006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

47
152002An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001.

Full description at Econpapers || Download paper

44
161996Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004.

Full description at Econpapers || Download paper

37
171997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun . In: Finance. RePEc:wpa:wuwpfi:9712007.

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36
182004Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?. (2004). Liberti, Jose. In: Finance. RePEc:wpa:wuwpfi:0404023.

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36
192004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

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34
202003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

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33
212005Do Ads Influence Editors? Advertising and Bias in the Financial Media. (2005). Zitzewitz, Eric ; Reuter, Jonathan. In: Finance. RePEc:wpa:wuwpfi:0501003.

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33
222004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

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31
232001The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004.

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31
242003COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS. (2003). Yildirim, H. Semih ; Philippatos, George C.. In: Finance. RePEc:wpa:wuwpfi:0310004.

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31
252004A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions. (2004). Subrahmanyam, Avanidhar ; Hirshleifer, David ; DANIEL, KENT D.. In: Finance. RePEc:wpa:wuwpfi:0412006.

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30
261999When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.. (1999). Subrahmanyam, Marti G. ; Stapleton, Richard C.. In: Finance. RePEc:wpa:wuwpfi:9904004.

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29
272003International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003.

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26
281994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

25
291999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

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25
301998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: Finance. RePEc:wpa:wuwpfi:9810003.

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25
312005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

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25
322004Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007.

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23
332002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

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22
342004Consistent high-precision volatility from high-frequency data. (2004). Dacorogna, Michel ; Corsi, Fulvio ; Muller, Ulrich ; Zumbach, Gilles . In: Finance. RePEc:wpa:wuwpfi:0407005.

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22
352005How Ownership Structure Affects Capital Structure and Firm Performance? Recent Evidence from East Asia. (2005). Pal, Sarmistha ; Mahambare, Vidya ; Driffield, Nigel. In: Finance. RePEc:wpa:wuwpfi:0509028.

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21
362003Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li. In: Finance. RePEc:wpa:wuwpfi:0303008.

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21
372004Does Investor Misvaluation Drive the Takeover Market?. (2004). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming ; Richarson, Scott. In: Finance. RePEc:wpa:wuwpfi:0412002.

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21
382005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

21
392004Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon. In: Finance. RePEc:wpa:wuwpfi:0408003.

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21
401997Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang . In: Finance. RePEc:wpa:wuwpfi:9702001.

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21
412002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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20
422005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

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20
432001International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001.

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20
442004Variance Risk Premia. (2004). Wu, Liuren ; Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:0409015.

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20
452004Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007.

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19
462002Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207014.

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19
472005Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008.

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19
482004Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades. (2004). Teoh, Siew Hong ; Myers, Linda ; Hirshleifer, David. In: Finance. RePEc:wpa:wuwpfi:0412003.

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18
492005A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco. In: Finance. RePEc:wpa:wuwpfi:0512027.

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18
502004Simulation-based stress testing of banks’ regulatory capital adequacy. (2004). Jokivuolle, Esa ; Peura, Samu . In: Finance. RePEc:wpa:wuwpfi:0405003.

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17
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11998Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance. In: Finance. RePEc:wpa:wuwpfi:9803001.

Full description at Econpapers || Download paper

88
22004Do Investors Overvalue Firms With Bloated Balance Sheets?. (2004). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David ; Zhang, Yinglei . In: Finance. RePEc:wpa:wuwpfi:0412001.

Full description at Econpapers || Download paper

53
32005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Finance. RePEc:wpa:wuwpfi:0501011.

Full description at Econpapers || Download paper

37
42004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404016.

Full description at Econpapers || Download paper

13
52004Further evidence on the link between finance and growth: An international analysis of community banking and economic performance. (2004). Klapper, Leora ; HASAN, IFTEKHAR ; Berger, Allen. In: Finance. RePEc:wpa:wuwpfi:0404017.

Full description at Econpapers || Download paper

13
62004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes. (2004). Wu, Liuren ; Huang, Jingzhi. In: Finance. RePEc:wpa:wuwpfi:0401002.

Full description at Econpapers || Download paper

10
72006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

9
82002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

8
92004Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007.

Full description at Econpapers || Download paper

6
102004Determinants of the loan loss allowance: some cross-country comparisons. (2004). Wall, Larry ; HASAN, IFTEKHAR. In: Finance. RePEc:wpa:wuwpfi:0404018.

Full description at Econpapers || Download paper

6
112005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

6
121996Risk Measurement: An Introduction to Value at Risk. (1996). Pearson, Neil ; Linsmeier, Thomas J.. In: Finance. RePEc:wpa:wuwpfi:9609004.

Full description at Econpapers || Download paper

5
132004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

5
142005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

Full description at Econpapers || Download paper

5
152003Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates. (2003). Chen, Li. In: Finance. RePEc:wpa:wuwpfi:0303008.

Full description at Econpapers || Download paper

5
162004Corporate Governance and Dividends Payout in India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0409007.

Full description at Econpapers || Download paper

4
171999Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1999). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, Bruno ; Branstetter, Lee. In: Finance. RePEc:wpa:wuwpfi:9902005.

Full description at Econpapers || Download paper

4
181999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

4
192003DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES. (2003). Barbosa, Evaldo ; CRISTIANA DE CASTRO MORAES, . In: Finance. RePEc:wpa:wuwpfi:0302001.

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3
202005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

3
212004The Price of Gold: A Global Required Yield Theory. (2004). Faugere, Christophe ; Van Erlach, Julian. In: Finance. RePEc:wpa:wuwpfi:0403003.

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3
222004Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies. (2004). Godlewski, Christophe. In: Finance. RePEc:wpa:wuwpfi:0409030.

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3
232005An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta. (2005). Camilleri, Silvio. In: Finance. RePEc:wpa:wuwpfi:0507021.

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3
241999How to account for virtual arbitrage in the standard derivative pricing. (1999). Ilinski, Kirill. In: Finance. RePEc:wpa:wuwpfi:9902002.

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3
252002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

Full description at Econpapers || Download paper

3
262005Simple Formulas to Option Pricing and Hedging in the Black- Scholes Model. (2005). pianca, paolo. In: Finance. RePEc:wpa:wuwpfi:0511005.

Full description at Econpapers || Download paper

3
271994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

3
282005Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers. (2005). Santos, Andre ; Da Silva, Sergio ; Tusi, Joao ; da Costa, Newton. In: Finance. RePEc:wpa:wuwpfi:0510030.

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2
292004What Drives Default and Prepayment on Subprime Auto Loans?. (2004). Sabarwal, Tarun ; Heitfield, Erik . In: Finance. RePEc:wpa:wuwpfi:0405034.

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2
302004Linkages between Stock Prices and Exchange Rates in the EU and the United States. (2004). Stavarek, Daniel. In: Finance. RePEc:wpa:wuwpfi:0406006.

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2
312003Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey. (2003). Kucukkale, Yakup ; Karamustafa, Osman. In: Finance. RePEc:wpa:wuwpfi:0309010.

Full description at Econpapers || Download paper

2
321996Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, . In: Finance. RePEc:wpa:wuwpfi:9610002.

Full description at Econpapers || Download paper

2
332004Experience of Asian Asset Management Companies (AMCs): Do they Increase Moral Hazard? - Evidence from Thailand. (2004). Pasadilla, Gloria ; Hagiwara, Akiko. In: Finance. RePEc:wpa:wuwpfi:0410001.

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2
341997Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang . In: Finance. RePEc:wpa:wuwpfi:9702001.

Full description at Econpapers || Download paper

2
352004Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon. In: Finance. RePEc:wpa:wuwpfi:0408003.

Full description at Econpapers || Download paper

2
361996Valuing Finite-Lived Options as Perpetual. (1996). Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:9607002.

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2
371998Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9805001.

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