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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
18
Impact Factor (IF)
0
5 Years IF
0.93
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
1974 0 1 1 0 0
1977 0 1 2 0 0
1981 0 1 3 0 0
1983 0 1 4 0 0
1988 0 1 5 0 8 0
1989 0 1 6 0 4 0
1990 0 0.11 0.86 0 1 7 6 6 6 2 2 0 0 0.05
1991 0.5 0.1 0.7 0.33 3 10 13 7 13 2 1 3 1 0 0 0.05
1992 0 0.11 0.25 0 2 12 22 3 16 4 6 0 0 0.05
1994 0 0.14 0.43 0 2 14 10 6 25 2 7 0 0 0.07
1995 1 0.22 0.87 0.63 1 15 0 12 38 2 2 8 5 0 0 0.1
1996 0 0.25 0.21 0 4 19 44 4 42 3 8 0 0 0.12
1997 0.4 0.24 0.48 0.22 2 21 12 10 52 5 2 9 2 0 0 0.11
1998 0.33 0.28 0.23 0.22 1 22 34 5 57 6 2 9 2 0 0 0.13
1999 0.67 0.31 0.52 0.5 3 25 65 12 70 3 2 10 5 1 8.3 1 0.33 0.15
2000 0.25 0.36 0.22 0.27 2 27 0 6 76 4 1 11 3 0 0 0.16
2001 0.4 0.38 0.23 0.25 3 30 21 7 83 5 2 12 3 0 0 0.17
2002 0.2 0.41 0.41 0.27 4 34 8 14 97 5 1 11 3 0 0 0.21
2003 0.14 0.44 0.43 0.15 3 37 33 14 113 7 1 13 2 0 0 0.22
2004 0 0.49 0.62 0.33 8 45 47 28 141 7 15 5 0 0 0.22
2005 0.18 0.51 0.55 0.25 8 53 34 29 170 11 2 20 5 0 2 0.25 0.23
2006 0.19 0.5 0.61 0.31 6 59 78 36 206 16 3 26 8 0 0 0.22
2007 0.29 0.46 0.46 0.24 11 70 37 31 238 14 4 29 7 0 2 0.18 0.2
2008 0.35 0.49 0.72 0.33 5 75 2 53 292 17 6 36 12 0 0 0.23
2009 0.13 0.48 0.56 0.34 10 85 9 47 340 16 2 38 13 0 0 0.24
2010 0 0.48 0.49 0.2 8 93 151 45 386 15 40 8 0 1 0.13 0.21
2011 0.22 0.52 0.63 0.38 8 101 33 63 450 18 4 40 15 0 2 0.25 0.24
2012 0.44 0.52 0.7 0.31 4 105 20 73 523 16 7 42 13 0 0 0.22
2013 0.58 0.56 0.51 0.29 10 115 105 59 582 12 7 35 10 0 1 0.1 0.24
2014 0.21 0.55 0.43 0.33 9 124 10 52 635 14 3 40 13 0 0 0.23
2015 0.79 0.55 0.53 0.67 11 135 36 69 706 19 15 39 26 0 2 0.18 0.23
2016 0.35 0.53 0.57 0.69 6 141 7 78 787 20 7 42 29 0 0 0.21
2017 0.47 0.55 0.6 0.5 3 144 29 87 874 17 8 40 20 0 2 0.67 0.21
2018 0.22 0.56 0.55 0.33 1 145 6 77 954 9 2 39 13 0 0 0.24
2019 1.5 0.58 0.67 0.63 3 148 39 99 1053 4 6 30 19 0 1 0.33 0.23
2020 3.5 0.7 0.61 1.04 6 154 25 94 1147 4 14 24 25 0 3 0.5 0.33
2021 1.33 0.84 0.51 0.89 4 158 0 81 1228 9 12 19 17 0 0 0.31
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
11983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

267
22010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

118
32006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets. (2006). Michayluk, David ; Zurbruegg, Ralf ; Wilson, Patrick J. In: Published Paper Series. RePEc:uts:ppaper:2006-5.

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61
42013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

60
51999Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2.

Full description at Econpapers || Download paper

35
61998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

Full description at Econpapers || Download paper

35
71999The value of dividends: Evidence from cum-dividend trading in the ex-dividend period. (1999). Walker, Scott ; Partington, Graham. In: Published Paper Series. RePEc:uts:ppaper:1999-1.

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30
82013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

29
92013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

28
102003The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2003-1.

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26
112017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

Full description at Econpapers || Download paper

23
122019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

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23
131996On effects of discretization on estimators of drift parameters for diffusion processes. (1996). Platen, Eckhard ; Sorensen, M ; Schurz, H ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1996-2.

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21
141996Principles for modelling financial markets. (1996). Platen, Eckhard ; Rebolledo, Rolando . In: Published Paper Series. RePEc:uts:ppaper:1996-3.

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20
152004Forecasting retail portfolio credit risk. (2004). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2004-1.

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19
162007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2007-1.

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18
172004Forecasting retail portfolio credit risk. (2004). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2004:1.

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18
181992Higher-order implicit strong numerical schemes for stochastic differential equations. (1992). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1992-1.

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18
192007Stress-testing credit risk parameters: An application to retail loan portfolios. (2007). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:1:y:2007:i:1:p:55-75.

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16
202011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

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16
212011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

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16
221988Time Discrete Taylor Approximations for Ito Processes with Jump Component. (1988). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1988-1.

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15
232005A multi-factor approach for systematic default and recovery risk. (2005). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2005-1.

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14
241997The holiday anomaly: An investigation of firm size versus share price effects. (1997). Brockman, Paul ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:y:1997:1.

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13
251997The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects. (1997). Michayluk, David ; Brockman, Paul. In: Published Paper Series. RePEc:uts:ppaper:1997-1.

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13
262001Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging. (2001). Platen, Eckhard ; Schweizer, Martin ; Heath, David. In: Published Paper Series. RePEc:uts:ppaper:2001-3.

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12
272005The Role of Growth in Long Term Investment Returns. (2005). Broussard, John Paul ; Neely, Walter P ; Michayluk, David . In: Published Paper Series. RePEc:uts:ppaper:v:21:y:2005:i:1:p:93-105.

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11
282010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:2010:1.

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11
292010Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives. (2010). Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2010-1.

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11
302020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

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11
312005The Role of Growth in Long Term Investment Returns. (2005). Michayluk, David ; Broussard, John ; Neely, Walter P. In: Published Paper Series. RePEc:uts:ppaper:2005-3.

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11
322004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6.

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11
332007Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7.

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10
342012Processes of Class Sigma, Last Passage Times, and Drawdowns. (2012). Platen, Eckhard ; Nikeghbali, Ashkan ; Cheridito, Patrick. In: Published Paper Series. RePEc:uts:ppaper:2012-4.

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10
351994Stability of weak numerical schemes for stochastic differential equations. (1994). Platen, Eckhard ; Hofmann, N. In: Published Paper Series. RePEc:uts:ppaper:1994-1.

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10
362015Economics of State-Owned Enterprises. (2015). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2015-3.

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10
372012The Determinants of the Convexity in the Flow-Performance Relationship. (2012). Navone, Marco ; Fu, Richard ; Pantos, Themis D ; Pagani, Marco. In: Published Paper Series. RePEc:uts:ppaper:2012-1.

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10
382020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; Navone, Marco ; To, Thomas ; Hasan, Iftekhar. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

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9
391991Rate of Convergence of the Euler Approximation for Diffusion Processes. (1991). Platen, Eckhard ; Mikulevicius, Remigijus . In: Published Paper Series. RePEc:uts:ppaper:1991-3.

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9
402019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

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9
412001The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Hall, Anthony ; Bird, Ron ; Gerlach, Richard. In: Published Paper Series. RePEc:uts:ppaper:2001-2.

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9
421989A survey of numerical methods for stochastic differential equations. (1989). Platen, Eckhard ; Kloeden, P E. In: Published Paper Series. RePEc:uts:ppaper:1989-1.

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8
432004A class of complete benchmark models with intensity-based jumps. (2004). Platen, Eckhard. In: Published Paper Series. RePEc:uts:ppaper:2004-5.

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8
442003Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2.

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8
452005A multi-factor approach for systematic default and recovery risk. (2005). Roesch, Daniel ; Scheule, Harald. In: Published Paper Series. RePEc:uts:ppaper:v:15:y:2005:i:3:p:63-75.

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8
462019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

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8
472010Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA. (2010). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2010-2.

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7
482018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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7
492013The impact of foreign ownership on stock volatility in Indonesia. (2013). Wang, Jianxin. In: Published Paper Series. RePEc:uts:ppaper:2013-4.

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7
502004The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2. (2004). Bird, Ron ; Whitaker, Jonathan . In: Published Paper Series. RePEc:uts:ppaper:2004-3.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Endogeneity and the corporate governance - performance relation. (2010). Walsh, Kathleen ; Tan, David T ; Schultz, Emma L. In: Published Paper Series. RePEc:uts:ppaper:2010-6.

Full description at Econpapers || Download paper

18
22013Financial risk tolerance: An analysis of unexplored factors. (2013). Van de Venter, Gerhard ; Michayluk, David ; Gibson, Ryan. In: Published Paper Series. RePEc:uts:ppaper:2013-1.

Full description at Econpapers || Download paper

10
32019Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio. (2019). He, Xuezhong ; Liu, Shaowu. In: Published Paper Series. RePEc:uts:ppaper:2019-3.

Full description at Econpapers || Download paper

10
41983Diagnostic tests as residual analysis. (1983). pagan, adrian ; Hall, Anthony. In: Published Paper Series. RePEc:uts:ppaper:1983-1.

Full description at Econpapers || Download paper

9
52013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013:2.

Full description at Econpapers || Download paper

6
62017Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A. In: Published Paper Series. RePEc:uts:ppaper:2017-1.

Full description at Econpapers || Download paper

6
72013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Published Paper Series. RePEc:uts:ppaper:2013-2.

Full description at Econpapers || Download paper

6
82020Tournament Incentives and Acquisition Performance. (2020). Wu, Eliza ; Navone, Marco ; To, Thomas ; Hasan, Iftekhar. In: Published Paper Series. RePEc:uts:ppaper:2020-3.

Full description at Econpapers || Download paper

6
92019Weak Tail Conditions for Local Martingales. (2019). Ruf, Johannes ; Hulley, Hardy. In: Published Paper Series. RePEc:uts:ppaper:2019-2.

Full description at Econpapers || Download paper

5
102020Why does entrepreneurial orientation affect company performance?. (2020). Putnins, Talis ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2020-6.

Full description at Econpapers || Download paper

4
112011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:2011-1.

Full description at Econpapers || Download paper

4
122011Default and Recovery Risk Dependencies in a Simple Credit Risk Model. (2011). Bade, Benjamin ; Scheule, Harald ; Roesch, Daniel. In: Published Paper Series. RePEc:uts:ppaper:v:17:y:2011:i:1:p:120-144.

Full description at Econpapers || Download paper

4
132018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

Full description at Econpapers || Download paper

3
142015Determining value in a complex service setting. (2015). Plewa, Carolin ; Michayluk, David ; Sweeney, Jillian C. In: Published Paper Series. RePEc:uts:ppaper:y:2015:1.

Full description at Econpapers || Download paper

2
151998Balanced Implicit Methods for Stiff Stochastic Systems. (1998). Platen, Eckhard ; Schurz, H ; Milstein, G N. In: Published Paper Series. RePEc:uts:ppaper:1998-1.

Full description at Econpapers || Download paper

2
162004Symmetry group methods for fundamental solutions. (2004). Platen, Eckhard ; Craddock, Mark . In: Published Paper Series. RePEc:uts:ppaper:2004-6.

Full description at Econpapers || Download paper

2
172007Strong approximations of stochastic differential equations with jumps. (2007). Platen, Eckhard ; Bruti-Liberati, Nicola . In: Published Paper Series. RePEc:uts:ppaper:2007-7.

Full description at Econpapers || Download paper

2
182003Economic implications of passive investing. (2003). Bird, Ron ; Woolley, Paul . In: Published Paper Series. RePEc:uts:ppaper:2003-2.

Full description at Econpapers || Download paper

2
192011Interaction between Australian carbon prices and energy prices. (2011). Trueck, Stefan ; Cotton, Deborah ; Truck, Stefan. In: Published Paper Series. RePEc:uts:ppaper:2011-5.

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2
202019Shadow Economy Index for Moldova and Romania. (2019). Putnins, Talis ; Maria, Adriana Ana ; Sauka, Arnis. In: Published Paper Series. RePEc:uts:ppaper:2019-1.

Full description at Econpapers || Download paper

2
211999Option pricing for a logstable asset price model. (1999). Platen, Eckhard ; Rachev, S T ; Hurst, S R. In: Published Paper Series. RePEc:uts:ppaper:1999-2.

Full description at Econpapers || Download paper

2
222015Determining value in a complex service setting. (2015). Michayluk, David ; Sweeney, Jillian C ; Plewa, Carolin. In: Published Paper Series. RePEc:uts:ppaper:2015-1.

Full description at Econpapers || Download paper

2
232020Developing sustainability learning in business school curricula – productive boundary objects and participatory processes. (2020). Cotton, Deborah ; Perry, Robert ; Bajada, Christopher ; Benn, Suzanne ; Brown, Paul ; Edwards, Melissa ; Waite, Katrina ; McGregor, Ian ; Menzies, Gordon ; Jarvis, Walter. In: Published Paper Series. RePEc:uts:ppaper:2020-1.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020

YearCiting document
2020Individual and team entrepreneurial orientation: Scale development and configurations for success. (2020). Coen, J P ; Covin, Jeffrey G ; Bouncken, Ricarda B ; Cheng, Cheng-Feng ; Kraus, Sascha ; Hughes, Mathew. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:1-12.

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2020Determinants and consequences of tournament incentives: A survey of the literature in accounting and finance. (2020). Habib, Ahsan ; Li, Sophia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311638.

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2020Does strategic fit matter in measuring organizational performance? An empirical analysis. (2020). Farrukh, Muhammad ; Shahzad, Imran ; Sajid, Muhammad ; Meng, Fanchen. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:4:p:1800-1808.

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