New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires

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 0.16 30 58 1 0 1 0.03 0.07 1997 0.1 0.17 54 141 31 3 0 2 0.04 0.09 1998 0.1 0.19 56 141 84 8 0 3 0.05 0.12 1999 0.33 0.29 79 177 110 36 13.9 20 0.25 0.19 2000 0.24 0.39 14 55 135 32 6.3 3 0.21 0.2 2001 0.37 0.34 7 65 93 34 0 8 1.14 0.18 2002 0.81 0.39 0 21 17 0 0.2 2003 1.14 0.41 0 7 8 0 0.21 2004 0.47 0 0 0 0.25 2005 0.45 0 0 0 0.29
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:nystfi:99-059 The Distribution of Exchange Rate Volatility (1999).
Cited: 73 times.

(2) RePEc:fth:nystfi:98-007 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1998).
Cited: 71 times.

(3) RePEc:fth:nystfi:98-022 Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks (1997).
Cited: 57 times.

(4) RePEc:fth:nystfi:98-005 Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1997).
Cited: 47 times.

(5) RePEc:fth:nystfi:96-9 Affine Models of Currency Pricing (1996).
Cited: 23 times.

(6) RePEc:fth:nystfi:96-34 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1996).
Cited: 21 times.

(7) RePEc:fth:nystfi:99-014 Empirical Pricing Kernels (2000).
Cited: 21 times.

(8) RePEc:fth:nystfi:01-07 The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit. (2001).
Cited: 21 times.

(9) RePEc:fth:nystfi:98-081 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998).
Cited: 16 times.

(10) RePEc:fth:nystfi:00-07 Stretching Firm and Brand Reputation. (2000).
Cited: 16 times.

(11) RePEc:fth:nystfi:99-003 When are Options Overpriced'DONE' The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel (1999).
Cited: 14 times.

(12) RePEc:fth:nystfi:01-01 Fixed and Random Effects in Nonlinear Models. (2001).
Cited: 14 times.

(13) RePEc:fth:nystfi:01-11 Financial Globalization and Real Regionalization. (2001).
Cited: 13 times.

(14) RePEc:fth:nystfi:99-063 Unit Root Tests are Useful for Selecting Forecasting Models (1999).
Cited: 12 times.

(15) RePEc:fth:nystfi:99-064 The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks (1999).
Cited: 12 times.

(16) RePEc:fth:nystfi:98-004 Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange (1997).
Cited: 10 times.

(17) RePEc:fth:nystfi:01-00 The Microsoft Antitrust Case. (2001).
Cited: 9 times.

(18) RePEc:fth:nystfi:99-012 Trading Fast and Slow: Security Market Events in Real Time (1999).
Cited: 8 times.

(19) RePEc:fth:nystfi:97-1 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1997).
Cited: 7 times.

(20) RePEc:fth:nystfi:98-080 How Relevant is Volatility Forecasting for Financial Risk Management'DONE' (1998).
Cited: 7 times.

(21) RePEc:fth:nystfi:99-036 Viability and Equilibrium in Securities Markets with Frictions (1999).
Cited: 7 times.

(22) RePEc:fth:nystfi:98-038 Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises (1998).
Cited: 7 times.

(23) RePEc:fth:nystfi:99-028 Semiparametric Pricing of Multivariate Contingent Claims (1999).
Cited: 7 times.

(24) RePEc:fth:nystfi:99-054 The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves (2000).
Cited: 6 times.

(25) RePEc:fth:nystfi:98-031 Testing the Volatility Term Structure using Option Hedging Criteria (1998).
Cited: 6 times.

(26) RePEc:fth:nystfi:01-10 Estimating Econometric Models with Fixed Effects. (2001).
Cited: 6 times.

(27) RePEc:fth:nystfi:99-086 The Price of Options Illiquidity (1999).
Cited: 5 times.

(28) RePEc:fth:nystfi:99-061 (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation (1999).
Cited: 5 times.

(29) RePEc:fth:nystfi:96-14 Managerial Entrenchment and Capital Structure Decisions (1996).
Cited: 5 times.

(30) RePEc:fth:nystfi:99-010 Regime Shifts and Bond Returns (1999).
Cited: 5 times.

(31) RePEc:fth:nystfi:98-028 Do Investors Care About Sentiment? (1998).
Cited: 5 times.

(32) RePEc:fth:nystfi:99-060 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian (1999).
Cited: 5 times.

(33) RePEc:fth:nystfi:99-032 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (1999).
Cited: 4 times.

(34) RePEc:fth:nystfi:99-027 Implied Volatility Functions: A Reprise (1999).
Cited: 4 times.

(35) RePEc:fth:nystfi:96-40 Universal Banking: A Shareholder Value Perspective (1997).
Cited: 4 times.

(36) RePEc:fth:nystfi:96-11 Price Barriers and the Dynamics of Asset Prices in Equilibrium (1996).
Cited: 4 times.

(37) RePEc:fth:nystfi:99-013 A Direct Approach to Arbitrage-Free Pricing of Derivatives (1998).
Cited: 4 times.

(38) RePEc:fth:nystfi:99-057 On the Formation and Structure of International Exchanges (1999).
Cited: 4 times.

(39) RePEc:fth:nystfi:98-054 The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes (1998).
Cited: 3 times.

(40) RePEc:fth:nystfi:98-072 The Global Asset Management Industry: Competitive Structure, Conduct and Performance (1998).
Cited: 3 times.

(41) RePEc:fth:nystfi:98-049 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior (1998).
Cited: 3 times.

(42) RePEc:fth:nystfi:99-062 Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management (1998).
Cited: 3 times.

(43) RePEc:fth:nystfi:98-074 Time-Varying Sharpe Ratios and Market Timing (1997).
Cited: 3 times.

(44) RePEc:fth:nystfi:98-044 Relationship Investing: Large Shareholder Monitoring with Managerial Cooperation (1998).
Cited: 2 times.

(45) RePEc:fth:nystfi:98-040 Has International Financial Integration Increased? (1997).
Cited: 2 times.

(46) RePEc:fth:nystfi:98-013 The Dow Theory: William Peter Hamiltons Track Record Re-Considered (1998).
Cited: 2 times.

(47) RePEc:fth:nystfi:99-049 Political Risk, Financial Crisis, and Market Volatility (1999).
Cited: 2 times.

(48) RePEc:fth:nystfi:01-04 Multiproduct Oligopoly and Bertrand Supertraps. (2001).
Cited: 2 times.

(49) RePEc:fth:nystfi:98-051 Compensation and Top Management Turnover (1997).
Cited: 2 times.

(50) RePEc:fth:nystfi:99-084 An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings (2000).
Cited: 2 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

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.