Finance Research Letters

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 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.32 0 0 0 0.16 2000 0.43 0 0 0 0.19 2001 0.39 0 0 0 0.17 2002 0.42 0 0 0 0.2 2003 0.47 0 0 0 0.22
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:eee:finlet:v:1:y:2004:i:1:p:24-34 Limited stock market participation and the equity premium (2004). Finance Research Letters
Cited: 9 times.

(2) RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23 Asymmetric information, bank lending and implicit contracts: the winners curse (2004). Finance Research Letters
Cited: 8 times.

(3) RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 Reported and secret interventions in the foreign exchange markets (2004). Finance Research Letters
Cited: 7 times.

(4) RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 On more robust estimation of skewness and kurtosis (2004). Finance Research Letters
Cited: 6 times.

(5) RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 The long-run equity risk premium (2005). Finance Research Letters
Cited: 4 times.

(6) RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 The interaction between technical currency trading and exchange rate fluctuations (2006). Finance Research Letters
Cited: 3 times.

(7) RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 tays as good as cay (2005). Finance Research Letters
Cited: 2 times.

(8) RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 tays as good as cay: Reply (2005). Finance Research Letters
Cited: 2 times.

(9) RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 Solving models with external habit (2005). Finance Research Letters
Cited: 2 times.

(10) RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 Institutional trading and stock returns (2004). Finance Research Letters
Cited: 2 times.

(11) RePEc:eee:finlet:v:4:y:2007:i:2:p:95-103 The impact of keeping up with the Joneses behavior on asset prices and portfolio choice (2007). Finance Research Letters
Cited: 1 times.

(12) RePEc:eee:finlet:v:2:y:2005:i:4:p:227-233 Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis (2005). Finance Research Letters
Cited: 1 times.

(13) RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 Exchange rates and order flow in the long run (2006). Finance Research Letters
Cited: 1 times.

(14) RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 Myopic loss aversion and the equity premium puzzle reconsidered (2004). Finance Research Letters
Cited: 1 times.

(15) RePEc:eee:finlet:v:3:y:2006:i:3:p:194-206 Expanding the frontier one asset at a time (2006). Finance Research Letters
Cited: 1 times.

(16) RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151 Proxy-quality thresholds: Theory and applications (2005). Finance Research Letters
Cited: 1 times.

(17) RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 Explosive bubbles in the cointegrated VAR model (2006). Finance Research Letters
Cited: 1 times.

(18) RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39 On the sequencing of projects, reputation building, and relationship finance (2006). Finance Research Letters
Cited: 1 times.

(19) RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 Optimal investment with fixed financing costs (2004). Finance Research Letters
Cited: 1 times.

(20) RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289 Quadratic term structure models in discrete time (2006). Finance Research Letters
Cited: 1 times.

(21) RePEc:eee:finlet:v:2:y:2005:i:3:p:165-172 A theory of loan syndication (2005). Finance Research Letters
Cited: 1 times.

(22) RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 On the consequences of state dependent preferences for the pricing of financial assets (2004). Finance Research Letters
Cited: 1 times.

(23) RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006). Finance Research Letters
Cited: 1 times.

(24) RePEc:eee:finlet:v:2:y:2005:i:2:p:67-74 The generalized asymmetric dynamic covariance model (2005). Finance Research Letters
Cited: 1 times.

(25) RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 The effect of market conditions on capital structure adjustment (2004). Finance Research Letters
Cited: 1 times.

(26) RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006). Finance Research Letters
Cited: 1 times.

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

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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