Wharton School Rodney L. White Center for Financial Research / Rodney L. White Center for Financial Research 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 0.54 0.16 22 105 65 35 0 0.07 1997 0.69 0.17 20 10 52 36 0 0.09 1998 0.17 0.19 36 97 42 7 0 5 0.14 0.12 1999 0.13 0.29 37 83 56 7 14.3 9 0.24 0.19 2000 0.34 0.39 218 45 73 25 32 6 0.03 0.2 2001 0.07 0.34 30 17 255 19 0 1 0.03 0.18 2002 0.02 0.39 28 2 248 4 0 0.2 2003 0.02 0.41 0 58 1 0 0.21 2004 0.47 0 28 0 0.25
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:fth:pennfi:1-90 ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. (1990).
Cited: 251 times.

(2) RePEc:fth:pennfi:3-95 Precautionary Saving and Social Insurance (1995).
Cited: 222 times.

(3) RePEc:fth:pennfi:03-95 Precautionary Saving and Social Insurance (1995).
Cited: 193 times.

(4) RePEc:fth:pennfi:8-96 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders. (1996).
Cited: 57 times.

(5) RePEc:fth:pennfi:15-95 Options, the Value of Capital, and Investment (1995).
Cited: 50 times.

(6) RePEc:fth:pennfi:69 Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources. (1998).
Cited: 41 times.

(7) RePEc:fth:pennfi:25-92 A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too Big-to-Fail Doctrine. (1992).
Cited: 36 times.

(8) RePEc:fth:pennfi:2-85 Investment Banking, Reputation and the Underpricing of Initial Public Offerings (1985).
Cited: 32 times.

(9) RePEc:fth:pennfi:2-91 A Bayesian Model of Intraday Specialist Pricing (1991).
Cited: 30 times.

(10) RePEc:fth:pennfi:10-96 Balanced Budget Rules and Public Deficits: Evidence from the U.S. States. (1996).
Cited: 24 times.

(11) RePEc:fth:pennfi:11-90 The Origins of Banking Panics: Models, Facts, and Bank Regulation (1990).
Cited: 24 times.

(12) RePEc:fth:pennfi:11-92 What Does the Stock Market Tell Us About Real Estate Returns? (1992).
Cited: 20 times.

(13) RePEc:fth:pennfi:16-92 Finite Bubbles with Short Sale Constraints and Asymmetric Information (1992).
Cited: 19 times.

(14) RePEc:fth:pennfi:1-96 General Properties of Option Prices. (1996).
Cited: 19 times.

(15) RePEc:fth:pennfi:15-98 A Theory of Dividends Based on Tax Clienteles (1998).
Cited: 17 times.

(16) RePEc:fth:pennfi:23-79 Disclosure Laws and Takeover Bids (2000).
Cited: 17 times.

(17) RePEc:fth:pennfi:18-99 Should Investors Avoid All Actively Managed Mutual Funds'DONE' A Study in Bayesian Performance Evaluation (1999).
Cited: 16 times.

(18) RePEc:fth:pennfi:09-87 Operative Gift and Bequest Motives (1987).
Cited: 15 times.

(19) RePEc:fth:pennfi:08-98 The Cost of Institutional Equity Trades (1998).
Cited: 14 times.

(20) RePEc:fth:pennfi:8-98 The Cost of Institutional Equity Trades (1998).
Cited: 13 times.

(21) RePEc:fth:pennfi:68 The Cost of Institutional Equity Trades. (1998).
Cited: 13 times.

(22) RePEc:fth:pennfi:21-95 The Effects of Irreversibility and Uncertainty on Capital Accumulation (1995).
Cited: 13 times.

(23) RePEc:fth:pennfi:72 Costs of Equity Capital and Model Mispricing. (1999).
Cited: 13 times.

(24) RePEc:fth:pennfi:07-89 Empirical Tests of the Consumption-Oriented CAPM (1989).
Cited: 12 times.

(25) RePEc:fth:pennfi:7-89 Empirical Tests of the Consumption-Oriented CAPM (1989).
Cited: 12 times.

(26) RePEc:fth:pennfi:06-95 Banks and Derivatives (1995).
Cited: 12 times.

(27) RePEc:fth:pennfi:6-95 Banks and Derivatives (1995).
Cited: 12 times.

(28) RePEc:fth:pennfi:19-81 Private Discrimination and Social Intervention in Competitive Labor Markets (1981).
Cited: 11 times.

(29) RePEc:fth:pennfi:12-93 An Exact Solution for the Investment and Market Value of a Firm Facing Uncertainty, Adjustment Costs, and Irreversibility (1993).
Cited: 11 times.

(30) RePEc:fth:pennfi:9-87 Operative Gift and Bequest Motives (1987).
Cited: 11 times.

(31) RePEc:fth:pennfi:3-91 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. (1991).
Cited: 11 times.

(32) RePEc:fth:pennfi:14-93 A Unified Model of Investment Under Uncertainty (1993).
Cited: 11 times.

(33) RePEc:fth:pennfi:03-99 The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation. (1999).
Cited: 10 times.

(34) RePEc:fth:pennfi:13-82 The Real Exchange Rate, the Current Account and the Speed of Adjustment (1982).
Cited: 10 times.

(35) RePEc:fth:pennfi:33-89 An Economic Analysis of Dual Trading (1989).
Cited: 10 times.

(36) RePEc:fth:pennfi:23-99 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (1999).
Cited: 10 times.

(37) RePEc:fth:pennfi:6-83 The Pricing of Call and Put Options on Foreign Exchange (1983).
Cited: 9 times.

(38) RePEc:fth:pennfi:2-87 Optimal Monetary Growth (1987).
Cited: 9 times.

(39) RePEc:fth:pennfi:06-83 The Pricing of Call and Put Options on Foreign Exchange (1983).
Cited: 9 times.

(40) RePEc:fth:pennfi:13-00 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies (2000).
Cited: 8 times.

(41) RePEc:fth:pennfi:01-87 Seasonality, Cost Shocks and the Production Smoothing Model of Inventories (2001).
Cited: 7 times.

(42) RePEc:fth:pennfi:11-91 Option Prices and the Underlying Assets Return Distribution (1991).
Cited: 7 times.

(43) RePEc:fth:pennfi:18-80 The Determinants of the Variability of Stock Market Price (1980).
Cited: 7 times.

(44) RePEc:fth:pennfi:10-99 Quantitative Asset Pricing Implications of Endogenous Solvency Constraints. (1999).
Cited: 7 times.

(45) RePEc:fth:pennfi:03-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality? (1998).
Cited: 7 times.

(46) RePEc:fth:pennfi:42-88 Modeling Expected Stock Returns for Long and Short Horizons (1988).
Cited: 7 times.

(47) RePEc:fth:pennfi:14-85 Dividend Yields and Stock Returns: Implications of Abnormal January Returns (1985).
Cited: 7 times.

(48) RePEc:fth:pennfi:3-98 The Declining Credit Quality of US Corporate Debt: Myth or Reality? (1998).
Cited: 7 times.

(49) RePEc:fth:pennfi:67 The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998).
Cited: 7 times.

(50) RePEc:fth:pennfi:36-89 Optimal Dynamic Trading with Leverage Constraints (1989).
Cited: 7 times.

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

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

(1) RePEc:tky:fseres:2001cf120 The Contributions of Professors Fischer Black, Robert Merton, and Myron Scholes to the Financial Services Industry (2001). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

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Source data used to compute the impact factor of RePEc series.