Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP 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 3 0.16 0 1 3 0 0.07 1997 0.17 7 18 0 0 0.09 1998 0.14 0.19 12 187 7 1 0 6 0.5 0.12 1999 1 0.29 11 72 19 19 0 5 0.45 0.19 2000 1.83 0.39 95 442 23 42 9.5 25 0.26 0.2 2001 0.6 0.34 2 34 106 64 0 0.18 2002 0.77 0.39 0 97 75 0 0.2 2003 4.5 0.41 0 2 9 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:wop:chispw:412 By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1994). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 206 times.

(2) RePEc:wop:chispw:363 A Theory of Bank Capital (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 68 times.

(3) RePEc:wop:chispw:357 The Cost of Diversity: The Diversification Discount and Inefficient Investment (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 60 times.

(4) RePEc:wop:chispw:463 The Cost of Diversity: The Diversification Discount and Inefficient Investment. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 60 times.

(5) RePEc:wop:chispw:339 The Paradox of Liquidity (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 55 times.

(6) RePEc:wop:chispw:479 A Frictionless View of U.S. Inflation (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 43 times.

(7) RePEc:wop:chispw:496 What Determines Firm Size'DONE' (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 37 times.

(8) RePEc:wop:chispw:486 Which Capitalism? Lessons from the East Asian Crisis (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 36 times.

(9) RePEc:wop:chispw:513 Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 35 times.

(10) RePEc:wop:chispw:490 New Facts in Finance (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 27 times.

(11) RePEc:wop:chispw:349 Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 25 times.

(12) RePEc:wop:chispw:324 Legal Determinants of External Finance, (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 25 times.

(13) RePEc:wop:chispw:478 Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 24 times.

(14) RePEc:wop:chispw:526 The Great Reversals: The Politics of Financial Development in the 20th Century (2001). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 23 times.

(15) RePEc:wop:chispw:515 In Search of New Foundations (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 23 times.

(16) RePEc:wop:chispw:511 The Role of Social Capital in Financial Development (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 21 times.

(17) RePEc:wop:chispw:360 Information Acquisition in Financial Markets (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 18 times.

(18) RePEc:wop:chispw:484 Information Acquisition in Financial Markets. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 17 times.

(19) RePEc:wop:chispw:361 How Does Information Quality Affect Stock Returns? (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(20) RePEc:wop:chispw:488 Investment Plans and Stock Returns. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(21) RePEc:wop:chispw:456 Forecasting Profitability and Earnings. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(22) RePEc:wop:chispw:358 Forecasting Profitability and Earnings (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(23) RePEc:wop:chispw:462 How Does Information Quality Affect Stock Returns?. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(24) RePEc:wop:chispw:523 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 14 times.

(25) RePEc:wop:chispw:455 Do Changes in Dividends Signal the Future or the Past? (1997). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 13 times.

(26) RePEc:wop:chispw:518 Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 13 times.

(27) RePEc:wop:chispw:487 The Governance of the New Enterprise (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 13 times.

(28) RePEc:wop:chispw:325 Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 13 times.

(29) RePEc:wop:chispw:491 Portfolio Advice for a Multifactor World (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 12 times.

(30) RePEc:wop:chispw:459 Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 11 times.

(31) RePEc:wop:chispw:525 The Influence of the Financial Revolution on the Nature of Firms (2001). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 11 times.

(32) RePEc:wop:chispw:505 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 10 times.

(33) RePEc:wop:chispw:512 Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 9 times.

(34) RePEc:wop:chispw:497 Comparing Asset Pricing Models: An Investment Perspective (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 6 times.

(35) RePEc:wop:chispw:498 Portfolio Selection and Asset Pricing Models. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 6 times.

(36) RePEc:wop:chispw:509 Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 6 times.

(37) RePEc:wop:chispw:356 Portfolio Selection and Asset Pricing Models (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 6 times.

(38) RePEc:wop:chispw:477 Bureaucracy as a Mechanism to Generate Information (1998). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(39) RePEc:wop:chispw:343 Capital Budgeting and Delegation (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(40) RePEc:wop:chispw:335 Power in a Theory of the Firm (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(41) RePEc:wop:chispw:494 Prospect Theory and Asset Prices. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(42) RePEc:wop:chispw:423 The Tyranny of Inequality (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(43) RePEc:wop:chispw:492 Is the Financial System Politically Independent'DONE' Perspectives on the Political Economy of Banking and Financial Regulation (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(44) RePEc:wop:chispw:499 Organization Design (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 5 times.

(45) RePEc:wop:chispw:457 Junior Cant borrow: A New Perspective on the Equity Premium Puzzle. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 times.

(46) RePEc:wop:chispw:510 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 times.

(47) RePEc:wop:chispw:495 Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 times.

(48) RePEc:wop:chispw:493 Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations (1999). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 times.

(49) RePEc:wop:chispw:483 Rational Panics and Stock Market Crashes (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 times.

(50) RePEc:wop:chispw:362 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers
Cited: 3 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

(1) RePEc:asu:wpaper:2133505 Information and the Equity Premium (2000). Department of Economics, W. P. Carey School of Business, Arizona State University / Working Papers

(2) RePEc:cdl:anderf:1031 The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts? forthcoming, Journal of Corporate Finance (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(3) RePEc:cdl:anderf:1079 Does Diversification Cause the Diversification Discount? (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(4) RePEc:cdl:anderf:1082 The Risk and Return of Venture Capital (2000). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(5) RePEc:clt:sswopa:1084 The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany (2000). California Institute of Technology, Division of the Humanities and Social Sciences / Working Papers

(6) RePEc:cpr:ceprdp:2549 Household Portfolios in Italy (2000). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(7) RePEc:cpr:ceprdp:2551 In Search of New Foundations (2000). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:ctl:louvir:2000015 Delegation and information revelation (2000). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco

(9) RePEc:dgr:eureir:2000187 Optimal portfolio choice under loss aversion (2000). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(10) RePEc:dgr:eureir:2000196 From boom til bust (2000). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(11) RePEc:ecm:wc2000:0373 Bargaining, Revenue Sharing and Control Rights Allocation (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

(12) RePEc:ecm:wc2000:0673 Business Creation and the Stock Market (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

(13) RePEc:fth:chiprc:2000-04 Measuring Social Capital and Its Economic Impact (2000). Chicago - Population Research Center / University of Chicago - Population Research Center

(14) RePEc:hit:hitcei:2000-5 The Costs of Group Affiliation: Evidence from East Asia (2000). Institute of Economic Research, Hitotsubashi University / Working Paper Series

(15) RePEc:kie:kieliw:1017 Venture Capital Contracts: A survey of the recent literature (2000). Kiel Institute for World Economics / Working Papers

(16) RePEc:kie:kieliw:1018 The Impact of Public Subsidies on Venture Capital Investments in Start-Up Enterprises (2000). Kiel Institute for World Economics / Working Papers

(17) RePEc:nbr:nberwo:7705 Information Production and Capital Allocation: Decentralized vs. Hierarchical Firms (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(18) RePEc:nbr:nberwo:7706 In Search of New Foundations (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(19) RePEc:nbr:nberwo:7764 Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(20) RePEc:nbr:nberwo:7803 Does Diversification Destroy Value? Evidence From Industry Shocks (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(21) RePEc:nbr:nberwo:8039 Style Investing (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(22) RePEc:sef:csefwp:43 Household Portfolios in Italy (2000). Centre for Studies in Economics and Finance (CSEF), University of Salerno, Italy / CSEF Working Papers

(23) RePEc:wop:chispw:473 Testimony of Randall S. Kroszner Before the Committee on Banking and Financial Services, U.S. House of Representatives, April 29, 1998. (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers

(24) RePEc:wop:chispw:515 In Search of New Foundations (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP working papers

(25) RePEc:wop:chispw:529 Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,” (2000). Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP 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.