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 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: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: | 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.