New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires

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 0.16 30 58 1 0 1 0.03 0.07 1997 0.1 0.17 54 141 31 3 0 2 0.04 0.09 1998 0.1 0.19 56 141 84 8 0 3 0.05 0.12 1999 0.33 0.29 79 177 110 36 13.9 20 0.25 0.19 2000 0.24 0.39 14 55 135 32 6.3 3 0.21 0.2 2001 0.37 0.34 7 65 93 34 0 8 1.14 0.18 2002 0.81 0.39 0 21 17 0 0.2 2003 1.14 0.41 0 7 8 0 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:fth:nystfi:99-059 The Distribution of Exchange Rate Volatility (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 73 times.

(2) RePEc:fth:nystfi:98-007 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 71 times.

(3) RePEc:fth:nystfi:98-022 Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 57 times.

(4) RePEc:fth:nystfi:98-005 Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 47 times.

(5) RePEc:fth:nystfi:96-9 Affine Models of Currency Pricing (1996). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 23 times.

(6) RePEc:fth:nystfi:96-34 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1996). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 21 times.

(7) RePEc:fth:nystfi:99-014 Empirical Pricing Kernels (2000). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 21 times.

(8) RePEc:fth:nystfi:01-07 The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 21 times.

(9) RePEc:fth:nystfi:98-081 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 16 times.

(10) RePEc:fth:nystfi:00-07 Stretching Firm and Brand Reputation. (2000). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 16 times.

(11) RePEc:fth:nystfi:99-003 When are Options Overpriced'DONE' The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 14 times.

(12) RePEc:fth:nystfi:01-01 Fixed and Random Effects in Nonlinear Models. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 14 times.

(13) RePEc:fth:nystfi:01-11 Financial Globalization and Real Regionalization. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 13 times.

(14) RePEc:fth:nystfi:99-063 Unit Root Tests are Useful for Selecting Forecasting Models (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 12 times.

(15) RePEc:fth:nystfi:99-064 The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 12 times.

(16) RePEc:fth:nystfi:98-004 Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 10 times.

(17) RePEc:fth:nystfi:01-00 The Microsoft Antitrust Case. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 9 times.

(18) RePEc:fth:nystfi:99-012 Trading Fast and Slow: Security Market Events in Real Time (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 8 times.

(19) RePEc:fth:nystfi:97-1 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 7 times.

(20) RePEc:fth:nystfi:98-080 How Relevant is Volatility Forecasting for Financial Risk Management'DONE' (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 7 times.

(21) RePEc:fth:nystfi:99-036 Viability and Equilibrium in Securities Markets with Frictions (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 7 times.

(22) RePEc:fth:nystfi:98-038 Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 7 times.

(23) RePEc:fth:nystfi:99-028 Semiparametric Pricing of Multivariate Contingent Claims (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 7 times.

(24) RePEc:fth:nystfi:99-054 The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves (2000). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 6 times.

(25) RePEc:fth:nystfi:98-031 Testing the Volatility Term Structure using Option Hedging Criteria (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 6 times.

(26) RePEc:fth:nystfi:01-10 Estimating Econometric Models with Fixed Effects. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 6 times.

(27) RePEc:fth:nystfi:99-086 The Price of Options Illiquidity (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(28) RePEc:fth:nystfi:99-061 (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(29) RePEc:fth:nystfi:96-14 Managerial Entrenchment and Capital Structure Decisions (1996). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(30) RePEc:fth:nystfi:99-010 Regime Shifts and Bond Returns (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(31) RePEc:fth:nystfi:98-028 Do Investors Care About Sentiment? (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(32) RePEc:fth:nystfi:99-060 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 5 times.

(33) RePEc:fth:nystfi:99-032 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(34) RePEc:fth:nystfi:99-027 Implied Volatility Functions: A Reprise (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(35) RePEc:fth:nystfi:96-40 Universal Banking: A Shareholder Value Perspective (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(36) RePEc:fth:nystfi:96-11 Price Barriers and the Dynamics of Asset Prices in Equilibrium (1996). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(37) RePEc:fth:nystfi:99-013 A Direct Approach to Arbitrage-Free Pricing of Derivatives (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(38) RePEc:fth:nystfi:99-057 On the Formation and Structure of International Exchanges (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 4 times.

(39) RePEc:fth:nystfi:98-054 The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 3 times.

(40) RePEc:fth:nystfi:98-072 The Global Asset Management Industry: Competitive Structure, Conduct and Performance (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 3 times.

(41) RePEc:fth:nystfi:98-049 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 3 times.

(42) RePEc:fth:nystfi:99-062 Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 3 times.

(43) RePEc:fth:nystfi:98-074 Time-Varying Sharpe Ratios and Market Timing (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 3 times.

(44) RePEc:fth:nystfi:98-044 Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(45) RePEc:fth:nystfi:98-040 Has International Financial Integration Increased? (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(46) RePEc:fth:nystfi:98-013 The Dow Theory: William Peter Hamiltons Track Record Re-Considered (1998). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(47) RePEc:fth:nystfi:99-049 Political Risk, Financial Crisis, and Market Volatility (1999). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(48) RePEc:fth:nystfi:01-04 Multiproduct Oligopoly and Bertrand Supertraps. (2001). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(49) RePEc:fth:nystfi:98-051 Compensation and Top Management Turnover (1997). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

(50) RePEc:fth:nystfi:99-084 An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings (2000). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires
Cited: 2 times.

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

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:fip:fedawp:2001-9 The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations (2001). Federal Reserve Bank of Atlanta / Working Paper

(2) RePEc:fip:fedgfe:2001-34 The ability of banks to lend to informationally opaque small businesses (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(3) RePEc:fip:fedgfe:2001-36 Small business credit availability and relationship lending: the importance of bank organizational structure (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(4) RePEc:fip:fedgfe:2001-63 The effect of market size structure on competition: the case of small business lending (2001). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(5) RePEc:fip:fedhpr:y:2001:i:may:p:241-261 The ability of banks to lend to informationally opaque small businesses (2001). Proceedings

(6) RePEc:fip:fedhpr:y:2001:i:may:p:294-314 The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations (2001). Proceedings

(7) RePEc:fip:fedhwp:wp-01-10 The effect of market size structure on competition: the case of small business lending (2001). Federal Reserve Bank of Chicago / Working Paper Series

(8) RePEc:ste:nystbu:01-08 The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring By Large Banking Organizations (2001). New York University, Leonard N. Stern School of Business, Department of Economics / Working Papers

Latest citations received in: 2000

(1) RePEc:cla:uclaol:318 Firm Reputation and Horizontal Integration (with Hongbin Cai) (2000). UCLA Department of Economics / UCLA Economics Online Papers

(2) RePEc:ema:worpap:2000-12 Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations (2000). THEMA / Working papers

(3) RePEc:fth:nystfi:99-025 Asset Pricing Puzzles: Evidence from Options Markets (2000). New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires

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.