University of California at Berkeley / Research Program in Finance 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 0.19 0.16 10 18 27 5 20 1 0.1 0.07 1997 0.07 0.17 7 103 27 2 0 0.09 1998 0.71 0.19 9 46 17 12 0 0.12 1999 1 0.29 4 23 16 16 6.3 1 0.25 0.19 2000 1.15 0.39 6 6 13 15 0 0.2 2001 0.6 0.34 0 10 6 0 0.18 2002 0.17 0.39 0 6 1 0 0.2 2003 0.41 0 0 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:ucb:calbrf:rpf-271 International Portfolio Investment Flows. (1997).
Cited: 93 times.

(2) RePEc:ucb:calbrf:rpf-232 Implied Binomial Trees. (1994).
Cited: 89 times.

(3) RePEc:ucb:calbrf:rpf-233 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. (1994).
Cited: 30 times.

(4) RePEc:ucb:calbrf:85 A Continuous-Time Approach to the Pricing of Bonds. (1979).
Cited: 29 times.

(5) RePEc:ucb:calbrf:rpf-278 Agency Costs, Risk Management, and Capital Structure. (1998).
Cited: 23 times.

(6) RePEc:ucb:calbrf:rpf-288 Order Flow and Exchange Rate Dynamics. (1999).
Cited: 22 times.

(7) RePEc:ucb:calbrf:rpf-282 The Credit Crunch and the Availability of Credit to Small Business (1998).
Cited: 17 times.

(8) RePEc:ucb:calbrf:rpf-191 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case. (1989).
Cited: 13 times.

(9) RePEc:ucb:calbrf:rpf-243 Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995).
Cited: 13 times.

(10) RePEc:ucb:calbrf:rpf-189 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case. (1989).
Cited: 11 times.

(11) RePEc:ucb:calbrf:rpf-230 Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993).
Cited: 8 times.

(12) RePEc:ucb:calbrf:rpf-265 Recovering Risk Aversion from Option Prices and Realized Returns. (1996).
Cited: 8 times.

(13) RePEc:ucb:calbrf:162 Empirical Assessment of Present Value Relations. (1986).
Cited: 7 times.

(14) RePEc:ucb:calbrf:rpf-273 Profits and Position Control: A Week of FX Dealing. (1997).
Cited: 6 times.

(15) RePEc:ucb:calbrf:181 The Attributes, Behavior and Performance of U.S. Mutual Funds. (1988).
Cited: 6 times.

(16) RePEc:ucb:calbrf:43 The Limited Information Efficiency of Market Processes. (1976).
Cited: 5 times.

(17) RePEc:ucb:calbrf:rpf-285 Search Costs: The Neglected Spread Component. (1998).
Cited: 5 times.

(18) RePEc:ucb:calbrf:124 To Pay or Not to Pay Dividends. (1982).
Cited: 5 times.

(19) RePEc:ucb:calbrf:rpf-199 Convergence from Discrete to Continuous Time Contingent Claims Prices. (1990).
Cited: 5 times.

(20) RePEc:ucb:calbrf:rpf-256-rev How Do Firms Choose Their Lenders? An Empirical Investigation. (2000).
Cited: 4 times.

(21) RePEc:ucb:calbrf:61 The Limits of Price Information in Market Processes. (1977).
Cited: 3 times.

(22) RePEc:ucb:calbrf:rpf-234 Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View. (1994).
Cited: 3 times.

(23) RePEc:ucb:calbrf:rpf-270 Is There Private Information in the FX Market? The Tokyo Experiment. (1997).
Cited: 3 times.

(24) RePEc:ucb:calbrf:rpf-193 Moment Approximation and Estimation of Diffusion Models of Asset Prices. (1990).
Cited: 3 times.

(25) RePEc:ucb:calbrf:174 Risk and Return in an Equilibrium APT. (1987).
Cited: 3 times.

(26) RePEc:ucb:calbrf:rpf-264 Generalized Binomial Trees. (1996).
Cited: 3 times.

(27) RePEc:ucb:calbrf:163 Dividend Behavior for the Aggregate Stock Market. (1986).
Cited: 3 times.

(28) RePEc:ucb:calbrf:rpf-262 Implied Binomial Trees: Generalizations and Empirical Tests. (1996).
Cited: 3 times.

(29) RePEc:ucb:calbrf:142 Pricing Deposit Insurance: The Effects of Mismeasurement. (1983).
Cited: 3 times.

(30) RePEc:ucb:calbrf:rpf-231 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993).
Cited: 3 times.

(31) RePEc:ucb:calbrf:rpf-185 LBOs and Taxes: No One to Blame But Ourselves? (1989).
Cited: 2 times.

(32) RePEc:ucb:calbrf:rpf-266 Volume, Volatility, Price and Profit When All Trader Are Above Average. (1996).
Cited: 2 times.

(33) RePEc:ucb:calbrf:rpf-240 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (1994).
Cited: 2 times.

(34) RePEc:ucb:calbrf:50 A General Theory of Asset Valuation under Diffusion State Processes. (1976).
Cited: 2 times.

(35) RePEc:ucb:calbrf:rpf-201 Industry vs. Other Factors in Risk Prediction. (1991).
Cited: 2 times.

(36) RePEc:ucb:calbrf:rpf-291 Corporate Diversification and Agency. (2000).
Cited: 2 times.

(37) RePEc:ucb:calbrf:156 Aspects of Optimal Multiperiod Life Insurance. (1985).
Cited: 2 times.

(38) RePEc:ucb:calbrf:rpf-184 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(39) RePEc:ucb:calbrf:rpf-269 Are Investors Reluctant to Realize Their Losses? (1996).
Cited: 2 times.

(40) RePEc:ucb:calbrf:rpf-192 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(41) RePEc:ucb:calbrf:125 Comments on the Valuation of Derivative Assets. (1982).
Cited: 2 times.

(42) RePEc:ucb:calbrf:173 Estimating Pervasive Economic Factors with Missing Observations. (1987).
Cited: 1 times.

(43) RePEc:ucb:calbrf:rpf-237 Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication. (1994).
Cited: 1 times.

(44) RePEc:ucb:calbrf:11 The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices. (1972).
Cited: 1 times.

(45) RePEc:ucb:calbrf:rpf-205 Continuously Rebalanced Investment Strategies. (1991).
Cited: 1 times.

(46) RePEc:ucb:calbrf:rpf-263-rev Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. (1996).
Cited: 1 times.

(47) RePEc:ucb:calbrf:rpf-200 Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints. (1990).
Cited: 1 times.

(48) RePEc:ucb:calbrf:143 Dealerships, Trading Externalities, and General Equilibrium. (1984).
Cited: 1 times.

(49) RePEc:ucb:calbrf:95 Who Should Buy Portfolio Insurance? (1979).
Cited: 1 times.

(50) RePEc:ucb:calbrf:37 The Valuation of Uncertain Income Streams and the Pricing of Options. (1975).
Cited: 1 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.