University of California at Berkeley / Research Program in Finance 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 0.19 0.16 10 18 27 5 20 1 0.1 0.07 1997 0.07 0.17 7 103 27 2 0 0.09 1998 0.71 0.19 9 46 17 12 0 0.12 1999 1 0.29 4 23 16 16 6.3 1 0.25 0.19 2000 1.15 0.39 6 6 13 15 0 0.2 2001 0.6 0.34 0 10 6 0 0.18 2002 0.17 0.39 0 6 1 0 0.2 2003 0.41 0 0 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:ucb:calbrf:rpf-271 International Portfolio Investment Flows. (1997). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 93 times.

(2) RePEc:ucb:calbrf:rpf-232 Implied Binomial Trees. (1994). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 89 times.

(3) RePEc:ucb:calbrf:rpf-233 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. (1994). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 30 times.

(4) RePEc:ucb:calbrf:85 A Continuous-Time Approach to the Pricing of Bonds. (1979). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 29 times.

(5) RePEc:ucb:calbrf:rpf-278 Agency Costs, Risk Management, and Capital Structure. (1998). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 23 times.

(6) RePEc:ucb:calbrf:rpf-288 Order Flow and Exchange Rate Dynamics. (1999). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 22 times.

(7) RePEc:ucb:calbrf:rpf-282 The Credit Crunch and the Availability of Credit to Small Business (1998). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 17 times.

(8) RePEc:ucb:calbrf:rpf-191 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case. (1989). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 13 times.

(9) RePEc:ucb:calbrf:rpf-243 Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 13 times.

(10) RePEc:ucb:calbrf:rpf-189 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case. (1989). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 11 times.

(11) RePEc:ucb:calbrf:rpf-230 Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 8 times.

(12) RePEc:ucb:calbrf:rpf-265 Recovering Risk Aversion from Option Prices and Realized Returns. (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 8 times.

(13) RePEc:ucb:calbrf:162 Empirical Assessment of Present Value Relations. (1986). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 7 times.

(14) RePEc:ucb:calbrf:rpf-273 Profits and Position Control: A Week of FX Dealing. (1997). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 6 times.

(15) RePEc:ucb:calbrf:181 The Attributes, Behavior and Performance of U.S. Mutual Funds. (1988). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 6 times.

(16) RePEc:ucb:calbrf:43 The Limited Information Efficiency of Market Processes. (1976). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 5 times.

(17) RePEc:ucb:calbrf:rpf-285 Search Costs: The Neglected Spread Component. (1998). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 5 times.

(18) RePEc:ucb:calbrf:124 To Pay or Not to Pay Dividends. (1982). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 5 times.

(19) RePEc:ucb:calbrf:rpf-199 Convergence from Discrete to Continuous Time Contingent Claims Prices. (1990). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 5 times.

(20) RePEc:ucb:calbrf:rpf-256-rev How Do Firms Choose Their Lenders? An Empirical Investigation. (2000). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 4 times.

(21) RePEc:ucb:calbrf:61 The Limits of Price Information in Market Processes. (1977). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(22) RePEc:ucb:calbrf:rpf-234 Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View. (1994). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(23) RePEc:ucb:calbrf:rpf-270 Is There Private Information in the FX Market? The Tokyo Experiment. (1997). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(24) RePEc:ucb:calbrf:rpf-193 Moment Approximation and Estimation of Diffusion Models of Asset Prices. (1990). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(25) RePEc:ucb:calbrf:174 Risk and Return in an Equilibrium APT. (1987). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(26) RePEc:ucb:calbrf:rpf-264 Generalized Binomial Trees. (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(27) RePEc:ucb:calbrf:163 Dividend Behavior for the Aggregate Stock Market. (1986). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(28) RePEc:ucb:calbrf:rpf-262 Implied Binomial Trees: Generalizations and Empirical Tests. (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(29) RePEc:ucb:calbrf:142 Pricing Deposit Insurance: The Effects of Mismeasurement. (1983). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(30) RePEc:ucb:calbrf:rpf-231 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 3 times.

(31) RePEc:ucb:calbrf:rpf-185 LBOs and Taxes: No One to Blame But Ourselves? (1989). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(32) RePEc:ucb:calbrf:rpf-266 Volume, Volatility, Price and Profit When All Trader Are Above Average. (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(33) RePEc:ucb:calbrf:rpf-240 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (1994). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(34) RePEc:ucb:calbrf:50 A General Theory of Asset Valuation under Diffusion State Processes. (1976). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(35) RePEc:ucb:calbrf:rpf-201 Industry vs. Other Factors in Risk Prediction. (1991). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(36) RePEc:ucb:calbrf:rpf-291 Corporate Diversification and Agency. (2000). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(37) RePEc:ucb:calbrf:156 Aspects of Optimal Multiperiod Life Insurance. (1985). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(38) RePEc:ucb:calbrf:rpf-184 Market Liquidity, Hedging and Crashes. (1989). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(39) RePEc:ucb:calbrf:rpf-269 Are Investors Reluctant to Realize Their Losses? (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(40) RePEc:ucb:calbrf:rpf-192 Market Liquidity, Hedging and Crashes. (1989). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(41) RePEc:ucb:calbrf:125 Comments on the Valuation of Derivative Assets. (1982). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 2 times.

(42) RePEc:ucb:calbrf:173 Estimating Pervasive Economic Factors with Missing Observations. (1987). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(43) RePEc:ucb:calbrf:rpf-237 Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication. (1994). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(44) RePEc:ucb:calbrf:11 The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices. (1972). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(45) RePEc:ucb:calbrf:rpf-205 Continuously Rebalanced Investment Strategies. (1991). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(46) RePEc:ucb:calbrf:rpf-263-rev Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. (1996). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(47) RePEc:ucb:calbrf:rpf-200 Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints. (1990). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(48) RePEc:ucb:calbrf:143 Dealerships, Trading Externalities, and General Equilibrium. (1984). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(49) RePEc:ucb:calbrf:95 Who Should Buy Portfolio Insurance? (1979). University of California at Berkeley / Research Program in Finance Working Papers
Cited: 1 times.

(50) RePEc:ucb:calbrf:37 The Valuation of Uncertain Income Streams and the Pricing of Options. (1975). University of California at Berkeley / Research Program in Finance Working Papers
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.