Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.25 0.16 4 0 8 2 0 0.07 1997 0.1 0.17 8 16 10 1 100 0.09 1998 0.08 0.19 13 12 12 1 0 1 0.08 0.12 1999 0.1 0.29 13 1 21 2 0 0.19 2000 0.19 0.39 27 33 26 5 20 3 0.11 0.2 2001 0.08 0.34 18 31 40 3 33.3 2 0.11 0.18 2002 0.2 0.39 14 7 45 9 0 2 0.14 0.2 2003 0.19 0.41 15 20 32 6 0 2 0.13 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:cdl:anderf:1144 An Analytic Solution for Interest Rate Swap Spreads (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 15 times.

(2) RePEc:cdl:anderf:1147 Agency and Asset Pricing (1993). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 14 times.

(3) RePEc:cdl:anderf:1025 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 10 times.

(4) RePEc:cdl:anderf:1193 Facilitation of Competing Bids and the Price of a Takeover Target (1989). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 10 times.

(5) RePEc:cdl:anderf:1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 8 times.

(6) RePEc:cdl:anderf:1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 8 times.

(7) RePEc:cdl:anderf:1002 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 7 times.

(8) RePEc:cdl:anderf:1123 On the Evolution of Overconfidence and Entrepreneurs (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 7 times.

(9) RePEc:cdl:anderf:1127 Bond Pricing with Default Risk (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 6 times.

(10) RePEc:cdl:anderf:1114 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 6 times.

(11) RePEc:cdl:anderf:1117 Resolution of a Financial Puzzle (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(12) RePEc:cdl:anderf:1054 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(13) RePEc:cdl:anderf:1141 Regime Shifts in Short Term Riskless Interest Rates (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 5 times.

(14) RePEc:cdl:anderf:1188 Price Volatility, International Market Links and their Implications for Regulatory Policies (1989). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(15) RePEc:cdl:anderf:1142 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms? (1995). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(16) RePEc:cdl:anderf:1019 The Disposition Effect and Momentum (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(17) RePEc:cdl:anderf:1011 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(18) RePEc:cdl:anderf:1063 Stochastic Correlation Across International Stock Markets (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 4 times.

(19) RePEc:cdl:anderf:1058 The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(20) RePEc:cdl:anderf:1032 Empirical TIPs (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(21) RePEc:cdl:anderf:1079 Does Diversification Cause the Diversification Discount? (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(22) RePEc:cdl:anderf:1043 Financial Market Runs (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(23) RePEc:cdl:anderf:1252 European M&A Regulation is Protectionist (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(24) RePEc:cdl:anderf:1122 The Role of Learning in Dynamic Portfolio Decisions (1997). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 3 times.

(25) RePEc:cdl:anderf:1155 There is a Risk-Return Tradeoff After All (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(26) RePEc:cdl:anderf:1251 International Capital Markets and Foreign Exchange Risk (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(27) RePEc:cdl:anderf:1055 The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(28) RePEc:cdl:anderf:1248 Two Trees: Asset Price Dynamics Induced By Market Clearing (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(29) RePEc:cdl:anderf:1046 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(30) RePEc:cdl:anderf:1108 Organization Capital and Intrafirm Communication (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(31) RePEc:cdl:anderf:1003 Dynamic Portfolio Choice: A Simulation Approach (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(32) RePEc:cdl:anderf:1061 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(33) RePEc:cdl:anderf:1037 A Unifying Theory of Value Based Management (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(34) RePEc:cdl:anderf:1057 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 2 times.

(35) RePEc:cdl:anderf:1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(36) RePEc:cdl:anderf:1098 Assessing Assets Pricing Anomalies (1999). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(37) RePEc:cdl:anderf:1169 Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns (1991). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(38) RePEc:cdl:anderf:1253 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(39) RePEc:cdl:anderf:1222 Inflation Measurement and Tests of Asset Pricing Models (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(40) RePEc:cdl:anderf:1082 The Risk and Return of Venture Capital (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(41) RePEc:cdl:anderf:1206 The Information Conveyed by a Takeover Bid (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(42) RePEc:cdl:anderf:1112 Relative Pricing of Options with Stochastic Volatility (1998). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(43) RePEc:cdl:anderf:1066 The Problem of Optimal Asset Allocation with Stable Distributed Returns (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(44) RePEc:cdl:anderf:1245 Bond Pricing with Default Risk (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(45) RePEc:cdl:anderf:1181 Resolution Preference and Project Choice (1990). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(46) RePEc:cdl:anderf:1241 Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(47) RePEc:cdl:anderf:1083 Demographics and the Equity Premium (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(48) RePEc:cdl:anderf:1156 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades (1993). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(49) RePEc:cdl:anderf:1217 Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT (1984). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

(50) RePEc:cdl:anderf:1030 Valuation of Information Technology Investments as Real Options (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:fip:fedlwp:2003-025 Does idiosyncratic risk matter: another look (2003). Federal Reserve Bank of St. Louis / Working Papers

(2) RePEc:nbr:nberwo:9759 Household Risk Management and Optimal Mortgage Choice (2003). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2002

(1) RePEc:cdl:anderf:1047 Chicanery, Intelligence, and Financial Market Equilibrium (2002). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:nbr:nberwo:9398 Exchange Rate, Equity Prices and Capital Flows (2002). National Bureau of Economic Research, Inc / NBER Working Papers

Latest citations received in: 2001

(1) RePEc:nbr:nberwo:8363 A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (2001). National Bureau of Economic Research, Inc / NBER Working Papers

(2) RePEc:wpa:wuwpma:0110003 Monetary policy and the term structure of interest rates in a small open economy - a model framework approach (2001). EconWPA / Macroeconomics

Latest citations received in: 2000

(1) RePEc:cdl:anderf:1069 Dynamic Asset Allocation under Inflation (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:cdl:anderf:1074 Political Cycles and the Stock Market (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(3) RePEc:cdl:anderf:1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

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Source data used to compute the impact factor of RePEc series.