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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
25
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 33 3 3 3 0 0 0.08
1995 0.18 0.21 0.36 0.18 14 25 50 6 12 11 2 11 2 4 66.7 4 0.29 0.11
1996 0.05 0.24 0.16 0.04 26 51 144 6 20 22 1 25 1 1 16.7 5 0.19 0.13
1997 0.1 0.27 0.23 0.12 31 82 115 12 39 40 4 51 6 6 50 6 0.19 0.15
1998 0.16 0.3 0.17 0.12 29 111 557 12 58 57 9 82 10 5 41.7 1 0.03 0.18
1999 0.22 0.38 0.3 0.23 24 135 310 31 99 60 13 108 25 3 9.7 5 0.21 0.25
2000 0.53 0.52 0.39 0.35 10 145 35 46 156 53 28 124 44 0 0 0.24
2001 0.41 0.48 0.41 0.33 26 171 106 55 226 34 14 120 40 4 7.3 6 0.23 0.27
2002 0.33 0.52 0.4 0.38 58 229 333 76 318 36 12 120 46 16 21.1 20 0.34 0.29
2003 0.31 0.51 0.36 0.4 111 340 287 96 442 84 26 147 59 19 19.8 17 0.15 0.29
2004 0.26 0.57 0.39 0.34 272 612 1264 235 680 169 44 229 79 64 27.2 118 0.43 0.35
2005 0.25 0.58 0.3 0.26 257 869 680 262 945 383 94 477 124 36 13.7 46 0.18 0.36
2006 0.2 0.58 0.27 0.21 6 875 60 232 1177 529 104 724 152 1 0.4 0 0.34
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
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

406
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

193
31999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

187
42005Pricing 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

181
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:0404016.

Full description at Econpapers || Download paper

128
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:0404017.

Full description at Econpapers || Download paper

126
72002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

Full description at Econpapers || Download paper

113
82004Finance 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

69
92004Specification 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

66
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

63
111998Is the Short Rate Drift Actually Nonlinear?. (1998). Pearson, Neil ; Chapman, David. In: Finance. RePEc:wpa:wuwpfi:9808005.

Full description at Econpapers || Download paper

52
121996Trading 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
132006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

46
142002An Analysis of Hedge Fund Performance. (2002). Capocci, Daniel. In: Finance. RePEc:wpa:wuwpfi:0210001.

Full description at Econpapers || Download paper

44
151999Does 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

41
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

36
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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35
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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34
192005Do 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
202003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. (2003). NAPP, Clotilde ; Jouini, Elyès. In: Finance. RePEc:wpa:wuwpfi:0312001.

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32
212003COMPETITION 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
222004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

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31
232004A 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
242004Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala. In: Finance. RePEc:wpa:wuwpfi:0411015.

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30
252001The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno. In: Finance. RePEc:wpa:wuwpfi:0111004.

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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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24
272005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

Full description at Econpapers || Download paper

24
281994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

24
292003International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Fehle, Frank R. ; Brown, Gregory W.. In: Finance. RePEc:wpa:wuwpfi:0307003.

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24
302004Efficiency of Islamic Banks: an Empirical Analysis of 18 Banks. (2004). Yudistira, Donsyah. In: Finance. RePEc:wpa:wuwpfi:0406007.

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23
312004Consistent 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
321999Innovation and Market Value. (1999). Hall, Bronwyn. In: Finance. RePEc:wpa:wuwpfi:9902009.

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22
331998Housing 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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21
342004Bank 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
352004Does 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
362003Markovian 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

21
372005How 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
382002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

Full description at Econpapers || Download paper

21
392005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

20
412005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

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20
422002Accouting for Biases in Black-Scholes. (2002). Wu, Liuren ; Backus, David ; Foresi, Silverio . In: Finance. RePEc:wpa:wuwpfi:0207008.

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20
432005Correlation Dynamics in European Equity Markets. (2005). Potì, Valerio ; Kearney, Colm ; Poti, Valerio. In: Finance. RePEc:wpa:wuwpfi:0507008.

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19
442001International Portfolio Investment: Theory, Evidence, and Institutional Framework. (2001). Bartram, Söhnke ; Dufey, Gunter . In: Finance. RePEc:wpa:wuwpfi:0107001.

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19
452002Design and Estimation of Quadratic Term Structure Models. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207014.

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19
462004Do 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
472004Return-Volume Dependence and Extremes in International Equity Markets. (2004). Wagner, Niklas ; Marsh, Terry A.. In: Finance. RePEc:wpa:wuwpfi:0401007.

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18
482002Herding and Contrarian Behavior in Financial Markets - An Internet Experiment. (2002). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias. In: Finance. RePEc:wpa:wuwpfi:0210005.

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17
492004Is Fairly Priced Deposit Insurance Possible?. (2004). Thakor, Anjan ; Chan, Yuk-Shee ; Greenbaum, Stuart I.. In: Finance. RePEc:wpa:wuwpfi:0411018.

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17
502005A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco. In: Finance. RePEc:wpa:wuwpfi:0512027.

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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

73
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

50
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

36
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
62006Portfolio Optimization With Stochastic Dominance Constraints. (2006). Ruszczynski, Andrzej ; Dentcheva, Darinka. In: Finance. RePEc:wpa:wuwpfi:0402016.

Full description at Econpapers || Download paper

9
72004Specification 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

9
82005Corporate governance in Greece: developments and policy implications. (2005). Spanos, Loukas. In: Finance. RePEc:wpa:wuwpfi:0502017.

Full description at Econpapers || Download paper

6
92002Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus. In: Finance. RePEc:wpa:wuwpfi:0207015.

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
112004Does Ownership Structure Influence Firm Value? Evidence from India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0406008.

Full description at Econpapers || Download paper

5
122005Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco. In: Finance. RePEc:wpa:wuwpfi:0506009.

Full description at Econpapers || Download paper

5
131996Risk 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
142004Return-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

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
161999Does 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
171999Toeholds and Takeovers. (1999). Klemperer, Paul ; HUANG, MING ; Bulow, Jeremy. In: Finance. RePEc:wpa:wuwpfi:9903005.

Full description at Econpapers || Download paper

4
182004Corporate Governance and Dividends Payout in India. (2004). Kumar, Jayesh. In: Finance. RePEc:wpa:wuwpfi:0409007.

Full description at Econpapers || Download paper

4
192005An Analysis of the Profitability, Risk and Growth Indicators of Banks Operating In Malta. (2005). Camilleri, Silvio. In: Finance. RePEc:wpa:wuwpfi:0507021.

Full description at Econpapers || Download paper

3
202005Simple 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
211999How to account for virtual arbitrage in the standard derivative pricing. (1999). Ilinski, Kirill. In: Finance. RePEc:wpa:wuwpfi:9902002.

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3
222003DETERMINANTS 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
232004Capital 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
242004The 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
251998Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Wei, Anning ; Leuthold, Raymond M.. In: Finance. RePEc:wpa:wuwpfi:9805001.

Full description at Econpapers || Download paper

2
262004Bank 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
272004Experience 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.

Full description at Econpapers || Download paper

2
282002Why do European Venture Capital Companies syndicate?. (2002). Meuleman, Miguel ; Manigart, Sophie. In: Finance. RePEc:wpa:wuwpfi:0210006.

Full description at Econpapers || Download paper

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
301996Valuing Finite-Lived Options as Perpetual. (1996). Carr, Peter. In: Finance. RePEc:wpa:wuwpfi:9607002.

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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
322005Expectations, Bond Yields and Monetary Policy. (2005). Chun, Albert. In: Finance. RePEc:wpa:wuwpfi:0512006.

Full description at Econpapers || Download paper

2
331996Trading 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
341994Chaos and Nonlinear Forecastability in Economics and Finance. (1994). Lebaron, Blake. In: Finance. RePEc:wpa:wuwpfi:9411001.

Full description at Econpapers || Download paper

2
351997Trading 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
362005Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers. (2005). Santos, Andre ; Da Silva, Sergio ; Tusi, Joao ; da Costa, Newton. In: Finance. RePEc:wpa:wuwpfi:0510030.

Full description at Econpapers || Download paper

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