Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

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 1 0 0 0 0.07 1997 0.17 1 7 1 0 1 1 0.09 1998 0.19 2 2 2 0 0.12 1999 0.29 2 2 3 0 1 0.5 0.19 2000 0.39 36 40 4 0 10 0.28 0.2 2001 0.11 0.34 4 0 38 4 0 0.18 2002 0.08 0.39 5 11 40 3 66.7 1 0.2 0.2 2003 0.11 0.41 1 0 9 1 100 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:sfi:sfiwpa:500028 Herd behavior and aggregate fluctuations in financial markets (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 11 times.

(2) RePEc:sfi:sfiwpa:0203511 Statistical properties of stock order books: empirical results and models (2002). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 8 times.

(3) RePEc:sfi:sfiwpa:9705087 Scaling in stock market data: stable laws and beyond (1997). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 7 times.

(4) RePEc:sfi:sfiwpa:500037 Financial markets as adaptative systems (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 5 times.

(5) RePEc:sfi:sfiwpa:500026 Wealth condensation in a simple model of economy (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 4 times.

(6) RePEc:sfi:sfiwpa:500027 A Langevin approach to stock market fluctuations and crashes (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 4 times.

(7) RePEc:sfi:sfiwpa:500047 An empirical investigation of the forward interest rate term structure (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 3 times.

(8) RePEc:sfi:sfiwpa:500023 Power-laws in economics and finance: some ideas from physics (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 3 times.

(9) RePEc:sfi:sfiwpa:500033 Hedging large risks reduces the transaction costs (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(10) RePEc:sfi:sfiwpa:9906347 Apparent multifractality in financial time series (1999). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(11) RePEc:sfi:sfiwpa:500040 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(12) RePEc:sfi:sfiwpa:500063 Random walks, liquidity molasses and critical response in financial markets (2004). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(13) RePEc:sfi:sfiwpa:500051 Noise dressing of financial correlation matrices (1998). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(14) RePEc:sfi:sfiwpa:500035 Financial modeling and option theory with the truncated Lévy process (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(15) RePEc:sfi:sfiwpa:0204047 The skewed multifractal random walk with applications to option smiles (2002). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(16) RePEc:sfi:sfiwpa:500031 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(17) RePEc:sfi:sfiwpa:500039 Real-world options: smile and residual risk (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 2 times.

(18) RePEc:sfi:sfiwpa:500038 Option pricing in the presence of extreme fluctuations (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(19) RePEc:sfi:sfiwpa:500048 Phenomenology of the interest rate curve (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(20) RePEc:sfi:sfiwpa:500045 Missing information and asset allocation (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(21) RePEc:sfi:sfiwpa:500025 Population dynamics in a random environment (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(22) RePEc:sfi:sfiwpa:500053 Random matrix theory and financial correlations (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(23) RePEc:sfi:sfiwpa:313238 An introduction to statistical finance (2002). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

(24) RePEc:sfi:sfiwpa:500049 Strings Attached (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive
Cited: 1 times.

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

Latest citations received in: 2003

Latest citations received in: 2002

(1) RePEc:sfi:sfiwpa:0210710 More statistical properties of order books and price impact (2002). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

Latest citations received in: 2001

Latest citations received in: 2000

(1) RePEc:nbr:nberwo:8028 Where did British Foreign Capital Go? Fundamentals, Failures and the Lucas Paradox: 1870-1913 (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(2) RePEc:sce:scecf0:33 A 2 DIMENSIONAL PDE FOR DISCRETE ASIAN OPTIONS (2000). Society for Computational Economics / Computing in Economics and Finance 2000

(3) RePEc:sfi:sfiwpa:500023 Power-laws in economics and finance: some ideas from physics (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(4) RePEc:sfi:sfiwpa:500029 Option pricing and hedging with minimum expected shortfall (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(5) RePEc:sfi:sfiwpa:500031 Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(6) RePEc:sfi:sfiwpa:500036 Back to basics: historical option pricing revisited (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(7) RePEc:sfi:sfiwpa:500042 Elements for a theory of financial risks (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(8) RePEc:sfi:sfiwpa:500044 Taming large events: portfolio selection for strongly fluctuating assets (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(9) RePEc:sfi:sfiwpa:500046 Explaining the forward interest rate term structure (2000). Science & Finance, Capital Fund Management / Science & Finance (CFM) working paper archive

(10) RePEc:wop:safiwp:00-12-069 The Price Dynamics of Common Trading Strategies (2000). Santa Fe Institute / 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.