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 2005 0.58 19 20 0 0 6 0.32 0.27
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: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:fip:fedgfe:2005-52 Solving stochastic money-in-the-utility-function models (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(2) RePEc:fip:fedlrv:y:2005:i:nov:p:735-50:n:v.87no.6 Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices (2005). Review

(3) RePEc:kan:wpaper:200513 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(4) RePEc:wpa:wuwpfi:0511001 General option exercise rules, with applications to embedded options and monopolistic expansion (2005). EconWPA / Finance

(5) RePEc:wpa:wuwpit:0505004 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). EconWPA / International Trade

(6) RePEc:wpa:wuwpmi:0510013 Discount factors ex post and ex ante, and discounted utility anomalies (2005). EconWPA / Microeconomics

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.