Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.25 0.18 4 0 8 2 0 0.08 1997 0.1 0.19 8 15 10 1 100 0.09 1998 0.08 0.2 13 13 12 1 0 1 0.08 0.12 1999 0.1 0.29 13 1 21 2 0 0.19 2000 0.19 0.41 27 37 26 5 20 3 0.11 0.21 2001 0.08 0.37 18 32 40 3 33.3 2 0.11 0.19 2002 0.24 0.42 14 8 45 11 0 2 0.14 0.2 2003 0.22 0.43 15 22 32 7 0 3 0.2 0.21 2004 0.24 0.49 6 9 29 7 0 1 0.17 0.26 2005 0.19 0.48 0 21 4 0 0.29 2006 0.5 0.54 0 6 3 0 0.28
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:cdl:anderf:1147 Agency and Asset Pricing (1993).
Cited: 17 times.

(2) RePEc:cdl:anderf:1144 An Analytic Solution for Interest Rate Swap Spreads (1995).
Cited: 15 times.

(3) RePEc:cdl:anderf:1193 Facilitation of Competing Bids and the Price of a Takeover Target (1989).
Cited: 11 times.

(4) RePEc:cdl:anderf:1025 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors (2001).
Cited: 10 times.

(5) RePEc:cdl:anderf:1076 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000).
Cited: 9 times.

(6) RePEc:cdl:anderf:1015 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001).
Cited: 9 times.

(7) RePEc:cdl:anderf:1002 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects (2001).
Cited: 7 times.

(8) RePEc:cdl:anderf:1188 Price Volatility, International Market Links and their Implications for Regulatory Policies (1989).
Cited: 7 times.

(9) RePEc:cdl:anderf:1127 Bond Pricing with Default Risk (1997).
Cited: 6 times.

(10) RePEc:cdl:anderf:1114 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults (1998).
Cited: 6 times.

(11) RePEc:cdl:anderf:1123 On the Evolution of Overconfidence and Entrepreneurs (1997).
Cited: 6 times.

(12) RePEc:cdl:anderf:1117 Resolution of a Financial Puzzle (1998).
Cited: 6 times.

(13) RePEc:cdl:anderf:1054 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2000).
Cited: 5 times.

(14) RePEc:cdl:anderf:1011 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003).
Cited: 5 times.

(15) RePEc:cdl:anderf:1141 Regime Shifts in Short Term Riskless Interest Rates (1995).
Cited: 5 times.

(16) RePEc:cdl:anderf:1079 Does Diversification Cause the Diversification Discount? (2000).
Cited: 4 times.

(17) RePEc:cdl:anderf:1019 The Disposition Effect and Momentum (2001).
Cited: 4 times.

(18) RePEc:cdl:anderf:1142 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms? (1995).
Cited: 4 times.

(19) RePEc:cdl:anderf:1063 Stochastic Correlation Across International Stock Markets (2000).
Cited: 4 times.

(20) RePEc:cdl:anderf:1058 The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think (2000).
Cited: 3 times.

(21) RePEc:cdl:anderf:1122 The Role of Learning in Dynamic Portfolio Decisions (1997).
Cited: 3 times.

(22) RePEc:cdl:anderf:1032 Empirical TIPs (2003).
Cited: 3 times.

(23) RePEc:cdl:anderf:1252 European M&A Regulation is Protectionist (2004).
Cited: 3 times.

(24) RePEc:cdl:anderf:1043 Financial Market Runs (2002).
Cited: 3 times.

(25) RePEc:cdl:anderf:1250 How Did It Happen? (2004).
Cited: 3 times.

(26) RePEc:cdl:anderf:1037 A Unifying Theory of Value Based Management (2003).
Cited: 3 times.

(27) RePEc:cdl:anderf:1045 Feedback and the Success (2002).
Cited: 2 times.

(28) RePEc:cdl:anderf:1108 Organization Capital and Intrafirm Communication (2003).
Cited: 2 times.

(29) RePEc:cdl:anderf:1062 Transactions Costs in the Foreign Exchange Market (2000).
Cited: 2 times.

(30) RePEc:cdl:anderf:1251 International Capital Markets and Foreign Exchange Risk (2004).
Cited: 2 times.

(31) RePEc:cdl:anderf:1156 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades (1993).
Cited: 2 times.

(32) RePEc:cdl:anderf:1248 Two Trees: Asset Price Dynamics Induced By Market Clearing (2003).
Cited: 2 times.

(33) RePEc:cdl:anderf:1055 The Value of Voting Rights to Majority Shareholders: Evidence from Dual Class Stock Unifications (2000).
Cited: 2 times.

(34) RePEc:cdl:anderf:1046 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002).
Cited: 2 times.

(35) RePEc:cdl:anderf:1109 Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data (2003).
Cited: 2 times.

(36) RePEc:cdl:anderf:1003 Dynamic Portfolio Choice: A Simulation Approach (2001).
Cited: 2 times.

(37) RePEc:cdl:anderf:1061 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange (2000).
Cited: 2 times.

(38) RePEc:cdl:anderf:1155 There is a Risk-Return Tradeoff After All (2003).
Cited: 2 times.

(39) RePEc:cdl:anderf:1057 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2000).
Cited: 2 times.

(40) RePEc:cdl:anderf:1246 What Drives Equity Market Non-participation? (2003).
Cited: 1 times.

(41) RePEc:cdl:anderf:1030 Valuation of Information Technology Investments as Real Options (2000).
Cited: 1 times.

(42) RePEc:cdl:anderf:1112 Relative Pricing of Options with Stochastic Volatility (1998).
Cited: 1 times.

(43) RePEc:cdl:anderf:1187 Financial Policy and a Firms Reputation for Product Quality (1989).
Cited: 1 times.

(44) RePEc:cdl:anderf:1066 The Problem of Optimal Asset Allocation with Stable Distributed Returns (2000).
Cited: 1 times.

(45) RePEc:cdl:anderf:1243 A Model of R&D Valuation and the Design of Research Incentives (2003).
Cited: 1 times.

(46) RePEc:cdl:anderf:1253 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements (2004).
Cited: 1 times.

(47) RePEc:cdl:anderf:1181 Resolution Preference and Project Choice (1990).
Cited: 1 times.

(48) RePEc:cdl:anderf:1217 Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT (1984).
Cited: 1 times.

(49) RePEc:cdl:anderf:1040 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002).
Cited: 1 times.

(50) RePEc:cdl:anderf:1083 Demographics and the Equity Premium (2000).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

(1) RePEc:cdl:anderf:1250 How Did It Happen? (2004). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

Recent citations received in: 2003

(1) RePEc:fip:fedlwp:2003-025 Does idiosyncratic risk matter: another look (2003). Federal Reserve Bank of St. Louis / Working Papers

(2) RePEc:fip:fedlwp:2003-043 On the cross section of conditionally expected stock returns (2003). Federal Reserve Bank of St. Louis / Working Papers

(3) RePEc:nbr:nberwo:9759 Household Risk Management and Optimal Mortgage Choice (2003). National Bureau of Economic Research, Inc / NBER Working Papers

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.