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LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
7
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
2006 0 0.59 0.33 0 9 9 19 1 3 0 0 0 1 0.11 0.34
2007 0.67 0.52 0.3 0.67 11 20 44 6 9 9 6 9 6 0 0 0.29
2008 0.4 0.59 0.31 0.4 12 32 6 9 19 20 8 20 8 1 11.1 0 0.29
2009 0.61 0.59 0.41 0.47 9 41 10 17 36 23 14 32 15 2 11.8 0 0.33
2010 0.1 0.53 0.22 0.1 14 55 73 11 48 21 2 41 4 2 18.2 7 0.5 0.3
2011 0.43 0.61 0.23 0.27 16 71 19 16 64 23 10 55 15 0 1 0.06 0.37
2012 0.57 0.68 0.3 0.39 17 88 21 26 90 30 17 62 24 1 3.8 1 0.06 0.36
2013 0.18 0.67 0.27 0.29 14 102 14 28 118 33 6 68 20 3 10.7 2 0.14 0.35
2014 0.1 0.67 0.14 0.16 13 115 21 16 134 31 3 70 11 0 5 0.38 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
12010Contingent Capital: The Case for COERCs. (2010). Wolff, Christian ; Vermaelen, Theo ; Pennacchi, George. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-08.

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33
2Intervention Policy of the BoJ: a Unified Approach. (2007). Lecourt, Christelle ; Gnabo, Jean-Yves. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-19.

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27
32006The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable. (2006). Weill, Laurent ; BLAZY, Régis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-09.

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14
42010Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence. (2010). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-14.

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12
52010Leverage and risk in US commercial banking in the light of the current financial crisis. (2010). Wolff, Christian ; Papanikolaou, Nikolaos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-12.

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10
62010Ownership Concentration, Family Control and Performance of Firms. (2010). Hamadi, Malika. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-03.

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8
72014Is there a Bubble in the Art Market?. (2014). Martelin, Nicolas ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-07.

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8
82012Modeling default correlation in a US retail loan portfolio. (2012). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-19.

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7
92007Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?. (2007). CHOPARD, Bertrand ; BLAZY, Régis ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-02.

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6
102009A Cumulative Prospect Theory Approach to Option Pricing. (2009). Wolff, Christian ; Lehnert, Thorsten ; Versluis, Cokki . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-03.

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5
112007Bid and price effects of increased competition in the first-price auction: experimental evidence. (2007). Neugebauer, Tibor. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-17.

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5
122010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates. (2010). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-13.

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5
13Why Do Banks Ask for Collateral and Which Ones?. (2006). Weill, Laurent ; BLAZY, Régis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-07.

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5
142008Loss Functions in Option Valuation: A Framework for Selection. (2008). Wolff, Christian ; Lehnert, Thorsten ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-11.

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5
152011Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas. (2011). Jin, Xisong ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-10.

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5
162011Does the GARCH Structural Credit Risk Model Make a Difference?. (2011). Nadal De Simone, Francisco ; Jin, Xisong ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-6.

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4
172013Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game. (2013). Neugebauer, Tibor ; FLLBRUNN, SASCHA . In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-10.

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4
182012Optimal mix of funded and unfunded pension systems: the case of Luxembourg. (2012). Schiltz, Jang ; Guigou, Jean-Daniel. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-13.

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4
192013Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-14.

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4
202007Direct Mechanisms, Menus and Latent Contracts. (2007). Piaser, Gwenael. In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-09.

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4
212011Transparency and Ending Times of Call Auctions: A Comparison of Euronext and Xetra. (2011). Bommel, Jos Van ; Hoffmann, Peter ; van Bommel, Jos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-9.

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4
222014Skewness Risk Premium: Theory and Empirical Evidence. (2014). Wolff, Christian ; Lin, Yuehao ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-05.

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3
232007On multiple-principal multiple-agent models of moral hazard. (2007). attar, andrea ; Piaser, Gwenael ; Rajan, Uday . In: LSF Research Working Paper Series. RePEc:crf:wpaper:07-01.

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3
242012Vertically Splitting a Firm: Promotion and Demotion in a Team Production Experiment. (2012). Neugebauer, Tibor ; Fatas, Enrique ; Cabrera, Susana ; Lacomba, Juan A.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-3.

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3
252009Large powerful shareholders and cash holding. (2009). Hamadi, Malika ; Anderson, Ronald W.. In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-04.

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3
262011Cultural Values, CEO Risk Aversion and Corporate Takeovers. (2011). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-01.

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3
272012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity. (2012). Vermeulen, Robert ; Grammatikos, Theoharry. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-8.

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3
282011Corporate Governance and Financial Development: A Study of the French Case. (2011). Guigou, Jean-Daniel ; boughanmi, afef ; BLAZY, Régis ; Defffains, Bruno . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-11.

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3
292014The 2011 European Short Sale Ban: An Option Market Perspective. (2014). Stork, Philip ; Kräussl, Roman ; Felix, Luiz ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-02.

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3
302013Forecasting distress in European SME portfolios. (2013). Michala, Dimitra ; Grammatikos, Theoharry ; Filipe, Sara Ferreira. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-2.

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2
312010An Optimal Control Approach to Portfolio Optimisation with Conditioning Information. (2010). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-09.

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2
322011Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals. (2011). Schiltz, Jang ; Boissaux, Marc . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-12.

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2
332014Recall Searching with and without Recall. (2014). Sadrieh, Abdolkarim ; Neugebauer, Tibor ; Di Cagno, Daniela ; Rodriguez-Palmero, Carlos . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-09.

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2
342012Effectiveness of independent boards of Luxembourg funds. (2012). Hazenberg, Jan Jaap. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-11.

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2
352010Georges-Louis Leclerc de Buffon’s‘Essays on Moral Arithmetic’. (2010). Neugebauer, Tibor ; Hey, John ; Pasca, Carmen . In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-06.

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2
362012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Jin, Xisong ; Lehnert, Thorsten ; Bekkour, Lamia ; Rasmouki, Fanou . In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-4.

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2
372014Hedge Fund Innovation. (2014). Zamojski, Marcin ; Stefanova, Denitsa ; Siegmann, Arjen. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-13.

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2
382013Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?. (2013). Martelin, Nicolas ; Lehnert, Thorsten. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-11.

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2
392010Limited Liability, Moral Hazard and Risk Taking - A Safety Net Game Experiment. (2010). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-04.

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1
402011Strategic delegation and collusion: Do incentive schemes matter?. (2011). de Lamirande, Patrick ; Lovat, Bruno ; Guigou, Jean-Daniel . In: LSF Research Working Paper Series. RePEc:crf:wpaper:11-02.

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1
412013Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success over 1985-2009*. (2013). Kräussl, Roman ; Krause Montalbert, Stefan ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:13-6.

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1
42Market Strucutre, Screening Activity and Bank Lending Behavior. (2010). Papanikolaou, Nikolaos. In: LSF Research Working Paper Series. RePEc:crf:wpaper:10-11.

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1
432014Emotions-at-Risk: An Experimental Investigation into Emotions, Option Prices and Risk Perception. (2014). Kräussl, Roman ; Kraussl, Roman ; van Galen, Thomas ; Bosman, Ronald . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-11.

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1
442014Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices. (2014). Kräussl, Roman ; Pollet, Joshua M. ; Kraussl, Roman ; Jegadeesh, Narasimhan. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-04.

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1
452006A Nonparametric ACD Model. (2006). Cosma, Antonio ; GALLI, Fausto . In: LSF Research Working Paper Series. RePEc:crf:wpaper:06-10.

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1
462014Art as an Aternative Asset Class: Risk and Return Characteristics of the Middle Eastern & Northern African Art Markets. (2014). Kräussl, Roman ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-10.

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1
472009TIPS, Inflation Expectations and the Financial Crisis. (2009). Andonov, Aleksandar ; Lehnert, Thorsten ; Bardong, Florian . In: LSF Research Working Paper Series. RePEc:crf:wpaper:09-09.

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1
482014News Media Sentiment and Investor Behavior. (2014). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman. In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-03.

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1
492008Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Stefan T. M. Straetmans, . In: LSF Research Working Paper Series. RePEc:crf:wpaper:08-12.

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1
502012Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market. (2012). Otsubo, Yoichi. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-6.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Modeling default correlation in a US retail loan portfolio. (2012). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis. In: LSF Research Working Paper Series. RePEc:crf:wpaper:12-19.

Full description at Econpapers || Download paper

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