Annals of Finance

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 0 0 0 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:kap:annfin:v:1:y:2005:i:1:p:35-50 On user costs of risky monetary assets (2005).
Cited: 6 times.

(2) RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21 A Time Series Analysis of Financial Fragility in the UK Banking System (2006).
Cited: 5 times.

(3) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005).
Cited: 5 times.

(4) RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia (2006).
Cited: 3 times.

(5) RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 The Discounted Economic Stock of Money with VAR Forecasting (2006).
Cited: 2 times.

(6) RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 American options: the EPV pricing model (2005).
Cited: 2 times.

(7) RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 Completion time structures of stock price movements (2005).
Cited: 2 times.

(8) RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 Determinants of stock market volatility and risk premia (2005).
Cited: 2 times.

(9) RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 Option pricing and Esscher transform under regime switching (2005).
Cited: 1 times.

(10) RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 Relative arbitrage in volatility-stabilized markets (2005).
Cited: 1 times.

(11) RePEc:kap:annfin:v:1:y:2005:i:1:p:51-72 Shaking the tree: an agency-theoretic model of asset pricing (2005).
Cited: 1 times.

(12) RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 Who controls Allianz? (2008).
Cited: 1 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

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