Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers

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 0.54 0.16 22 105 65 35 0 0.07 1997 0.69 0.17 20 10 52 36 0 0.09 1998 0.17 0.19 36 97 42 7 0 5 0.14 0.12 1999 0.13 0.29 37 83 56 7 14.3 9 0.24 0.19 2000 0.34 0.39 218 45 73 25 32 6 0.03 0.2 2001 0.07 0.34 30 17 255 19 0 1 0.03 0.18 2002 0.02 0.39 28 2 248 4 0 0.2 2003 0.02 0.41 0 58 1 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:pennfi:1-90 ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. (1990). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 251 times.

(2) RePEc:fth:pennfi:3-95 Precautionary Saving and Social Insurance (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 222 times.

(3) RePEc:fth:pennfi:03-95 Precautionary Saving and Social Insurance (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 193 times.

(4) RePEc:fth:pennfi:8-96 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders. (1996). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 57 times.

(5) RePEc:fth:pennfi:15-95 Options, the Value of Capital, and Investment (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 50 times.

(6) RePEc:fth:pennfi:69 Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources. (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 41 times.

(7) RePEc:fth:pennfi:25-92 A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too Big-to-Fail Doctrine. (1992). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 36 times.

(8) RePEc:fth:pennfi:2-85 Investment Banking, Reputation and the Underpricing of Initial Public Offerings (1985). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 32 times.

(9) RePEc:fth:pennfi:2-91 A Bayesian Model of Intraday Specialist Pricing (1991). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 30 times.

(10) RePEc:fth:pennfi:10-96 Balanced Budget Rules and Public Deficits: Evidence from the U.S. States. (1996). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 24 times.

(11) RePEc:fth:pennfi:11-90 The Origins of Banking Panics: Models, Facts, and Bank Regulation (1990). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 24 times.

(12) RePEc:fth:pennfi:11-92 What Does the Stock Market Tell Us About Real Estate Returns? (1992). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 20 times.

(13) RePEc:fth:pennfi:16-92 Finite Bubbles with Short Sale Constraints and Asymmetric Information (1992). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 19 times.

(14) RePEc:fth:pennfi:1-96 General Properties of Option Prices. (1996). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 19 times.

(15) RePEc:fth:pennfi:15-98 A Theory of Dividends Based on Tax Clienteles (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 17 times.

(16) RePEc:fth:pennfi:23-79 Disclosure Laws and Takeover Bids (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 17 times.

(17) RePEc:fth:pennfi:18-99 Should Investors Avoid All Actively Managed Mutual Funds'DONE' A Study in Bayesian Performance Evaluation (1999). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 16 times.

(18) RePEc:fth:pennfi:09-87 Operative Gift and Bequest Motives (1987). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 15 times.

(19) RePEc:fth:pennfi:08-98 The Cost of Institutional Equity Trades (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 14 times.

(20) RePEc:fth:pennfi:8-98 The Cost of Institutional Equity Trades (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 13 times.

(21) RePEc:fth:pennfi:68 The Cost of Institutional Equity Trades. (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 13 times.

(22) RePEc:fth:pennfi:21-95 The Effects of Irreversibility and Uncertainty on Capital Accumulation (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 13 times.

(23) RePEc:fth:pennfi:72 Costs of Equity Capital and Model Mispricing. (1999). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 13 times.

(24) RePEc:fth:pennfi:07-89 Empirical Tests of the Consumption-Oriented CAPM (1989). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 12 times.

(25) RePEc:fth:pennfi:7-89 Empirical Tests of the Consumption-Oriented CAPM (1989). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 12 times.

(26) RePEc:fth:pennfi:06-95 Banks and Derivatives (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 12 times.

(27) RePEc:fth:pennfi:6-95 Banks and Derivatives (1995). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 12 times.

(28) RePEc:fth:pennfi:19-81 Private Discrimination and Social Intervention in Competitive Labor Markets (1981). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 11 times.

(29) RePEc:fth:pennfi:12-93 An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility (1993). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 11 times.

(30) RePEc:fth:pennfi:9-87 Operative Gift and Bequest Motives (1987). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 11 times.

(31) RePEc:fth:pennfi:3-91 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. (1991). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 11 times.

(32) RePEc:fth:pennfi:14-93 A Unified Model of Investment Under Uncertainty (1993). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 11 times.

(33) RePEc:fth:pennfi:03-99 The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation. (1999). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 10 times.

(34) RePEc:fth:pennfi:13-82 The Real Exchange Rate, the Current Account and the Speed of Adjustment (1982). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 10 times.

(35) RePEc:fth:pennfi:33-89 An Economic Analysis of Dual Trading (1989). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 10 times.

(36) RePEc:fth:pennfi:23-99 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (1999). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 10 times.

(37) RePEc:fth:pennfi:6-83 The Pricing of Call and Put Options on Foreign Exchange (1983). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 9 times.

(38) RePEc:fth:pennfi:2-87 Optimal Monetary Growth (1987). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 9 times.

(39) RePEc:fth:pennfi:06-83 The Pricing of Call and Put Options on Foreign Exchange (1983). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 9 times.

(40) RePEc:fth:pennfi:13-00 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 8 times.

(41) RePEc:fth:pennfi:01-87 Seasonality, Cost Shocks and the Production Smoothing Model of Inventories (2001). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(42) RePEc:fth:pennfi:11-91 Option Prices and the Underlying Assets Return Distribution (1991). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(43) RePEc:fth:pennfi:18-80 The Determinants of the Variability of Stock Market Price (1980). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(44) RePEc:fth:pennfi:10-99 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints. (1999). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(45) RePEc:fth:pennfi:03-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality? (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(46) RePEc:fth:pennfi:42-88 Modeling Expected Stock Returns for Long and Short Horizons (1988). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(47) RePEc:fth:pennfi:14-85 Dividend Yields and Stock Returns: Implications of Abnormal January Returns (1985). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(48) RePEc:fth:pennfi:3-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality? (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(49) RePEc:fth:pennfi:67 The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 times.

(50) RePEc:fth:pennfi:36-89 Optimal Dynamic Trading with Leverage Constraints (1989). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers
Cited: 7 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:tky:fseres:2001cf120 The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry (2001). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Latest citations received in: 2000

(1) RePEc:fth:pennfi:03-00 A Theory of Takeover Bidding (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers

(2) RePEc:fth:pennfi:07-00 Informed Manipulation (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers

(3) RePEc:fth:pennfi:3-00 A Theory of Takeover Bidding (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers

(4) RePEc:fth:pennfi:7-00 Informed Manipulation (2000). Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research Working Papers

(5) RePEc:taf:euract:v:9:y:2000:i:2:p:205-224 Audit quality: attributes, private safeguards and the role of regulation (2000). European Accounting Review

(6) RePEc:upf:upfgen:452 Audit Quality: Attributes, Private Safeguards and the Role of Regulation (2000). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

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.