Center for Research in Security Prices, Graduate School of Business, University of Chicago / CRSP 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 3 0.16 0 1 3 0 0.07 1997 0.17 7 18 0 0 0.09 1998 0.14 0.19 12 187 7 1 0 6 0.5 0.12 1999 1 0.29 11 72 19 19 0 5 0.45 0.19 2000 1.83 0.39 95 442 23 42 9.5 25 0.26 0.2 2001 0.6 0.34 2 34 106 64 0 0.18 2002 0.77 0.39 0 97 75 0 0.2 2003 4.5 0.41 0 2 9 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:wop:chispw:412 By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1994).
Cited: 206 times.

(2) RePEc:wop:chispw:363 A Theory of Bank Capital (2000).
Cited: 68 times.

(3) RePEc:wop:chispw:357 The Cost of Diversity: The Diversification Discount and Inefficient Investment (2000).
Cited: 60 times.

(4) RePEc:wop:chispw:463 The Cost of Diversity: The Diversification Discount and Inefficient Investment. (2000).
Cited: 60 times.

(5) RePEc:wop:chispw:339 The Paradox of Liquidity (1998).
Cited: 55 times.

(6) RePEc:wop:chispw:479 A Frictionless View of U.S. Inflation (1998).
Cited: 43 times.

(7) RePEc:wop:chispw:496 What Determines Firm Size'DONE' (2000).
Cited: 37 times.

(8) RePEc:wop:chispw:486 Which Capitalism? Lessons from the East Asian Crisis (1998).
Cited: 36 times.

(9) RePEc:wop:chispw:513 Financial Contracting Theory Meets the Real World: An Empirical Analysis of Venture Capital Contracts (2000).
Cited: 35 times.

(10) RePEc:wop:chispw:490 New Facts in Finance (1999).
Cited: 27 times.

(11) RePEc:wop:chispw:349 Interest Group Competition and the Organization of Congress: Theory and Evidence from Financial Services Political Action Committees (1998).
Cited: 25 times.

(12) RePEc:wop:chispw:324 Legal Determinants of External Finance, (2000).
Cited: 25 times.

(13) RePEc:wop:chispw:478 Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level (1998).
Cited: 24 times.

(14) RePEc:wop:chispw:526 The Great Reversals: The Politics of Financial Development in the 20th Century (2001).
Cited: 23 times.

(15) RePEc:wop:chispw:515 In Search of New Foundations (2000).
Cited: 23 times.

(16) RePEc:wop:chispw:511 The Role of Social Capital in Financial Development (2000).
Cited: 21 times.

(17) RePEc:wop:chispw:360 Information Acquisition in Financial Markets (2000).
Cited: 18 times.

(18) RePEc:wop:chispw:484 Information Acquisition in Financial Markets. (2000).
Cited: 17 times.

(19) RePEc:wop:chispw:361 How Does Information Quality Affect Stock Returns? (2000).
Cited: 14 times.

(20) RePEc:wop:chispw:488 Investment Plans and Stock Returns. (2000).
Cited: 14 times.

(21) RePEc:wop:chispw:456 Forecasting Profitability and Earnings. (2000).
Cited: 14 times.

(22) RePEc:wop:chispw:358 Forecasting Profitability and Earnings (2000).
Cited: 14 times.

(23) RePEc:wop:chispw:462 How Does Information Quality Affect Stock Returns?. (2000).
Cited: 14 times.

(24) RePEc:wop:chispw:523 Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice (2000).
Cited: 14 times.

(25) RePEc:wop:chispw:455 Do Changes in Dividends Signal the Future or the Past? (1997).
Cited: 13 times.

(26) RePEc:wop:chispw:518 Banks, Short Term Debt and Financial Crises: Theory, Policy Implications and Applications. (2000).
Cited: 13 times.

(27) RePEc:wop:chispw:487 The Governance of the New Enterprise (1998).
Cited: 13 times.

(28) RePEc:wop:chispw:325 Organization Structure and Credibility: Evidence from Commercial Bank Securities Activities Before the Glass-Steagall Act (2000).
Cited: 13 times.

(29) RePEc:wop:chispw:491 Portfolio Advice for a Multifactor World (1999).
Cited: 12 times.

(30) RePEc:wop:chispw:459 Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests (2000).
Cited: 11 times.

(31) RePEc:wop:chispw:525 The Influence of the Financial Revolution on the Nature of Firms (2001).
Cited: 11 times.

(32) RePEc:wop:chispw:505 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (1999).
Cited: 10 times.

(33) RePEc:wop:chispw:512 Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms (2000).
Cited: 9 times.

(34) RePEc:wop:chispw:497 Comparing Asset Pricing Models: An Investment Perspective (1999).
Cited: 6 times.

(35) RePEc:wop:chispw:498 Portfolio Selection and Asset Pricing Models. (2000).
Cited: 6 times.

(36) RePEc:wop:chispw:509 Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?. (2000).
Cited: 6 times.

(37) RePEc:wop:chispw:356 Portfolio Selection and Asset Pricing Models (2000).
Cited: 6 times.

(38) RePEc:wop:chispw:477 Bureaucracy as a Mechanism to Generate Information (1998).
Cited: 5 times.

(39) RePEc:wop:chispw:343 Capital Budgeting and Delegation (2000).
Cited: 5 times.

(40) RePEc:wop:chispw:335 Power in a Theory of the Firm (2000).
Cited: 5 times.

(41) RePEc:wop:chispw:494 Prospect Theory and Asset Prices. (2000).
Cited: 5 times.

(42) RePEc:wop:chispw:423 The Tyranny of Inequality (1999).
Cited: 5 times.

(43) RePEc:wop:chispw:492 Is the Financial System Politically Independent'DONE' Perspectives on the Political Economy of Banking and Financial Regulation (1999).
Cited: 5 times.

(44) RePEc:wop:chispw:499 Organization Design (1999).
Cited: 5 times.

(45) RePEc:wop:chispw:457 Junior Cant borrow: A New Perspective on the Equity Premium Puzzle. (2000).
Cited: 3 times.

(46) RePEc:wop:chispw:510 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection. (2000).
Cited: 3 times.

(47) RePEc:wop:chispw:495 Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities. (2000).
Cited: 3 times.

(48) RePEc:wop:chispw:493 Can the Financial Markets Privately Regulate Risk? The Development of Derivatives Clearing Houses and Recent Over-the Counter Innovations (1999).
Cited: 3 times.

(49) RePEc:wop:chispw:483 Rational Panics and Stock Market Crashes (2000).
Cited: 3 times.

(50) RePEc:wop:chispw:362 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection (2000).
Cited: 3 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.