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Oxford Financial Research Centre / OFRC Working Papers Series Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:sbs:wpsefe:2001fe11 Ownership and Control of German Corporations (2001). Oxford Financial Research Centre / OFRC Working Papers Series (2) RePEc:sbs:wpsefe:2001fe06 Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors (2001). Oxford Financial Research Centre / OFRC Working Papers Series (3) RePEc:sbs:wpsefe:2003fe08 Equilibrium Analysis, Banking and Financial Instability (2003). Oxford Financial Research Centre / OFRC Working Papers Series (4) RePEc:sbs:wpsefe:1999fe09 Finance, Investment and Growth (1999). Oxford Financial Research Centre / OFRC Working Papers Series (5) RePEc:sbs:wpsefe:2003fe13 A Model to Analyse Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series (6) RePEc:sbs:wpsefe:2000mf01 Non-Gaussian OU based models and some of their uses in financial economics (2000). Oxford Financial Research Centre / OFRC Working Papers Series (7) RePEc:sbs:wpsefe:2002fe07 IPO Pricing in the Dot-com Bubble (2002). Oxford Financial Research Centre / OFRC Working Papers Series (8) RePEc:sbs:wpsefe:2006fe05 Designing realised kernels to measure the ex-post variation of equity prices
in the presence of noise (2006). Oxford Financial Research Centre / OFRC Working Papers Series (9) RePEc:sbs:wpsefe:2003fe03 Equilibrium Analysis, Banking, Contagion and Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series (10) RePEc:sbs:wpsefe:2004fe05 A Model to Analyse Financial Fragility: Applications (2004). Oxford Financial Research Centre / OFRC Working Papers Series (11) RePEc:sbs:wpsefe:2001fe05 A Theory of the Syndicate: Form Follows Function (2001). Oxford Financial Research Centre / OFRC Working Papers Series (12) RePEc:sbs:wpsefe:2004fe20 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise (2004). Oxford Financial Research Centre / OFRC Working Papers Series (13) RePEc:sbs:wpsefe:2001fe15 Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK (2001). Oxford Financial Research Centre / OFRC Working Papers Series (14) RePEc:sbs:wpsefe:1999fe08 How Do Financial Systems Affect Economic Performance? (1999). Oxford Financial Research Centre / OFRC Working Papers Series (15) RePEc:sbs:wpsefe:2000mf02 Likelihood inference for discretely observed non-linear diffusions (2000). Oxford Financial Research Centre / OFRC Working Papers Series (16) RePEc:sbs:wpsefe:2003fe06 Procyclicality and the new Basel Accord - Banks choice of loan rating system (2003). Oxford Financial Research Centre / OFRC Working Papers Series (17) RePEc:sbs:wpsefe:2004fe21 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales (2004). Oxford Financial Research Centre / OFRC Working Papers Series (18) RePEc:sbs:wpsefe:2005fe09 Limit theorems for bipower variation in financial econometrics (2005). Oxford Financial Research Centre / OFRC Working Papers Series (19) RePEc:sbs:wpsefe:2003fe14 Ownership: Evolution and Regulation (2003). Oxford Financial Research Centre / OFRC Working Papers Series (20) RePEc:sbs:wpsefe:2004fe11 A Risk Assessment Model for Banks (2004). Oxford Financial Research Centre / OFRC Working Papers Series (21) RePEc:sbs:wpsefe:2003fe16 A New Test of Capital Structure (2003). Oxford Financial Research Centre / OFRC Working Papers Series (22) RePEc:sbs:wpsefe:2004fe18 A Time Series Analysis of Financial Fragility in the UK Banking System (2004). Oxford Financial Research Centre / OFRC Working Papers Series (23) RePEc:sbs:wpsefe:2004fe10 Financial Liberalisation and Capital Regulation in Open Economies (2004). Oxford Financial Research Centre / OFRC Working Papers Series (24) RePEc:sbs:wpsefe:2003fe02 Partnership Firms, Reputation and Human Capital (2003). Oxford Financial Research Centre / OFRC Working Papers Series (25) RePEc:sbs:wpsefe:2006fe03 Devaluation without common knowledge (2006). Oxford Financial Research Centre / OFRC Working Papers Series (26) RePEc:sbs:wpsefe:2002fe05 Crises and Capital Requirements in Banking (2002). Oxford Financial Research Centre / OFRC Working Papers Series (27) RePEc:sbs:wpsefe:1999fe07 Firm Control (1999). Oxford Financial Research Centre / OFRC Working Papers Series (28) RePEc:sbs:wpsefe:2001fe08 IPO Allocations: Discriminatory or Discretionary? (2001). Oxford Financial Research Centre / OFRC Working Papers Series (29) RePEc:sbs:wpsefe:2002mf05 Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models (2002). Oxford Financial Research Centre / OFRC Working Papers Series (30) RePEc:sbs:wpsefe:2003fe11 Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects (2003). Oxford Financial Research Centre / OFRC Working Papers Series (31) RePEc:sbs:wpsefe:2005fe04 Why are Securitization Issues Tranched? (2005). Oxford Financial Research Centre / OFRC Working Papers Series (32) RePEc:sbs:wpsefe:2000fe03 Firm Value and Managerial Incentives: A Stochastic Frontier Approach (2000). Oxford Financial Research Centre / OFRC Working Papers Series (33) RePEc:sbs:wpsefe:1999fe04 IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies (1999). Oxford Financial Research Centre / OFRC Working Papers Series (34) RePEc:sbs:wpsefe:2002mf04 Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing (2002). Oxford Financial Research Centre / OFRC Working Papers Series (35) RePEc:sbs:wpsefe:2006fe01 (). Oxford Financial Research Centre / OFRC Working Papers Series (36) RePEc:sbs:wpsefe:2005fe05 Estimating quadratic variation when quoted prices jump by a constant increment (2005). Oxford Financial Research Centre / OFRC Working Papers Series (37) RePEc:sbs:wpsefe:1999fe01 Who Disciplines Management in Poorly Performing Companies? (1999). Oxford Financial Research Centre / OFRC Working Papers Series (38) RePEc:sbs:wpsefe:2003mf05 Estimation of Integrated Volatility in Stochastic Volatility Models (2003). Oxford Financial Research Centre / OFRC Working Papers Series (39) RePEc:sbs:wpsefe:2007fe03 A Note on the Central Limit Theorem for Bipower Variation of General Functions (2007). Oxford Financial Research Centre / OFRC Working Papers Series (40) RePEc:sbs:wpsefe:2001fe01 Credit Derivatives, Disintermediation and Investment Decisions (2001). Oxford Financial Research Centre / OFRC Working Papers Series (41) RePEc:sbs:wpsefe:2001fe10 Institutional Investment and Private Equity in the UK (2001). Oxford Financial Research Centre / OFRC Working Papers Series (42) RePEc:sbs:wpsefe:2005fe15 On Modelling Endogenous Default (2005). Oxford Financial Research Centre / OFRC Working Papers Series (43) RePEc:sbs:wpsefe:2004fe02 Likelihood-based estimation of latent generalised ARCH structures (2004). Oxford Financial Research Centre / OFRC Working Papers Series (44) RePEc:sbs:wpsefe:2002mf03 Analytical Comparisons of Option prices in Stochastic Volatility Models (2002). Oxford Financial Research Centre / OFRC Working Papers Series (45) RePEc:sbs:wpsefe:2002fe06 Evidence of Information Spillovers in the Production of Investment Banking Services (2002). Oxford Financial Research Centre / OFRC Working Papers Series (46) RePEc:sbs:wpsefe:2003fe05 Why are European IPOs so rarely priced outside the indicative price range? (2003). Oxford Financial Research Centre / OFRC Working Papers Series (47) RePEc:sbs:wpsefe:2000fe04 Has the introduction of bookbuilding increased the efficiency of international IPOs? (2000). Oxford Financial Research Centre / OFRC Working Papers Series (48) RePEc:sbs:wpsefe:2001mf02 From market games to real-world markets (2001). Oxford Financial Research Centre / OFRC Working Papers Series (49) RePEc:sbs:wpsefe:2001fe03 Emerging Market Spreads: Then Versus Now (2001). Oxford Financial Research Centre / OFRC Working Papers Series (50) RePEc:sbs:wpsefe:2004fe08 Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It? (2004). Oxford Financial Research Centre / OFRC Working Papers Series Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:nuf:econwp:0319 Power variation & stochastic volatility: a review and some new results (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (2) RePEc:nuf:econwp:0321 Econometrics of testing for jumps in financial economics using bipower variation (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (3) RePEc:sbs:wpsefe:2003fe03 Equilibrium Analysis, Banking, Contagion and Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series (4) RePEc:sbs:wpsefe:2003fe06 Procyclicality and the new Basel Accord - Banks choice of loan rating system (2003). Oxford Financial Research Centre / OFRC Working Papers Series (5) RePEc:sbs:wpsefe:2003fe08 Equilibrium Analysis, Banking and Financial Instability (2003). Oxford Financial Research Centre / OFRC Working Papers Series (6) RePEc:sbs:wpsefe:2003fe13 A Model to Analyse Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series (7) RePEc:sbs:wpsefe:2003mf05 Estimation of Integrated Volatility in Stochastic Volatility Models (2003). Oxford Financial Research Centre / OFRC Working Papers Series (8) RePEc:sbs:wpsefe:2003mf08 Purely discontinuous Levy processes and power variation: inference for integrated volatility and the scale parameter (2003). Oxford Financial Research Centre / OFRC Working Papers Series (9) RePEc:wpa:wuwpfi:0305005 Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options (2003). EconWPA / Finance (10) RePEc:wpa:wuwpma:0312006 A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises (2003). EconWPA / Macroeconomics Latest citations received in: 2002 (1) RePEc:cir:cirwor:2002s-93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (2) RePEc:sbs:wpsefe:2002fe07 IPO Pricing in the Dot-com Bubble (2002). Oxford Financial Research Centre / OFRC Working Papers Series (3) RePEc:sbs:wpsefe:2002fe08 The Economics of Capital Regulation in Financial Conglomerates (2002). Oxford Financial Research Centre / OFRC Working Papers Series Latest citations received in: 2001 (1) RePEc:cdl:anderf:1088 The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures (2001). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management (2) RePEc:cir:cirwor:2001s-50 The Underpricing of Initial Public Offerings: Further Canadian Evidence (2001). CIRANO / CIRANO Working Papers (3) RePEc:cpr:ceprdp:2855 IPO Allocations: Discriminatory or Discretionary? (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:cpr:ceprdp:2863 Bookbuilding: How Informative is the Order Book? (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:cpr:ceprdp:2988 Evidence of Information Spillovers in the Production of Investment Banking Services (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (6) RePEc:cpr:ceprdp:3053 Hot Markets, Investor Sentiment and IPO Pricing (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers (7) RePEc:dgr:unutaf:eifc01-4 Venture Capital in Europes Common Market: A Quantitative Description (2001). United Nations University, Institute for New Technologies / EIFC - Technology and Finance Working Papers (8) RePEc:hit:hitcei:2001-11 The Financing and Governance of New Technologies (2001). Institute of Economic Research, Hitotsubashi University / Working Paper Series (9) RePEc:sbs:wpsefe:2001mf01 Predictability of large future changes in a competitive evolving population (2001). Oxford Financial Research Centre / OFRC Working Papers Series (10) RePEc:sef:csefwp:76 The Political Economy of Finance (2001). Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy / CSEF Working Papers (11) RePEc:zbw:zewdip:5419 Dynamics in ownership and firm survival : evidence from corporate Germany (2001). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Latest citations received in: 2000 (1) RePEc:cir:cirwor:2000s-19 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results (2000). CIRANO / CIRANO Working Papers (2) RePEc:ecm:wc2000:0740 BIN Models for Trade-by-Trade Data. Modelling the Number of Trades in a Fixed Interval of Time (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers (3) RePEc:sce:cplx03:13 A characterization of self-affine processes in finance through the scaling function (2000). Society for Computational Economics / Modeling, Computing, and Mastering Complexity 2003 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. |
