Finance Research Letters

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 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.32 0 0 0 0.16 2000 0.43 0 0 0 0.19 2001 0.39 0 0 0 0.17 2002 0.42 0 0 0 0.2 2003 0.47 0 0 0 0.22 2004 0.51 27 36 0 0 4 0.15 0.23
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:eee:finlet:v:1:y:2004:i:1:p:24-34 Limited stock market participation and the equity premium (2004).
Cited: 9 times.

(2) RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23 Asymmetric information, bank lending and implicit contracts: the winners curse (2004).
Cited: 8 times.

(3) RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 Reported and secret interventions in the foreign exchange markets (2004).
Cited: 7 times.

(4) RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 On more robust estimation of skewness and kurtosis (2004).
Cited: 6 times.

(5) RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 The long-run equity risk premium (2005).
Cited: 4 times.

(6) RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 The interaction between technical currency trading and exchange rate fluctuations (2006).
Cited: 3 times.

(7) RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 tays as good as cay (2005).
Cited: 2 times.

(8) RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 tays as good as cay: Reply (2005).
Cited: 2 times.

(9) RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 Solving models with external habit (2005).
Cited: 2 times.

(10) RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 Institutional trading and stock returns (2004).
Cited: 2 times.

(11) RePEc:eee:finlet:v:4:y:2007:i:2:p:95-103 The impact of keeping up with the Joneses behavior on asset prices and portfolio choice (2007).
Cited: 1 times.

(12) RePEc:eee:finlet:v:2:y:2005:i:4:p:227-233 Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis (2005).
Cited: 1 times.

(13) RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 Exchange rates and order flow in the long run (2006).
Cited: 1 times.

(14) RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 Myopic loss aversion and the equity premium puzzle reconsidered (2004).
Cited: 1 times.

(15) RePEc:eee:finlet:v:3:y:2006:i:3:p:194-206 Expanding the frontier one asset at a time (2006).
Cited: 1 times.

(16) RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151 Proxy-quality thresholds: Theory and applications (2005).
Cited: 1 times.

(17) RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 Explosive bubbles in the cointegrated VAR model (2006).
Cited: 1 times.

(18) RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39 On the sequencing of projects, reputation building, and relationship finance (2006).
Cited: 1 times.

(19) RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 Optimal investment with fixed financing costs (2004).
Cited: 1 times.

(20) RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289 Quadratic term structure models in discrete time (2006).
Cited: 1 times.

(21) RePEc:eee:finlet:v:2:y:2005:i:3:p:165-172 A theory of loan syndication (2005).
Cited: 1 times.

(22) RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 On the consequences of state dependent preferences for the pricing of financial assets (2004).
Cited: 1 times.

(23) RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 1 times.

(24) RePEc:eee:finlet:v:2:y:2005:i:2:p:67-74 The generalized asymmetric dynamic covariance model (2005).
Cited: 1 times.

(25) RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 The effect of market conditions on capital structure adjustment (2004).
Cited: 1 times.

(26) RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006).
Cited: 1 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:cte:wsrepe:ws046315 STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:dnb:dnbwpp:016 Does market timing drive capital structures? A panel data study for Dutch firms (2004). Netherlands Central Bank, Research Department / DNB Working Papers

(3) RePEc:hhs:hastef:0563 Stylized Facts of Financial Time Series and Three Popular Models of Volatility (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance

(4) RePEc:xrs:sfbmaa:04-15 Multiple-bank lending: diversification and free-riding in monitoring (2004). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

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.