Finance Research Letters

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 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.4 0 0 0 0.17 2002 0.43 0 0 0 0.2 2003 0.48 0 0 0 0.22 2004 0.52 27 56 0 0 5 0.19 0.23 2005 0.7 0.59 25 18 27 19 0 1 0.04 0.27 2006 0.25 0.63 28 16 52 13 0 3 0.11 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:eee:finlet:v:1:y:2004:i:1:p:24-34 Limited stock market participation and the equity premium (2004).
Cited: 16 times.

(2) RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23 Asymmetric information, bank lending and implicit contracts: the winners curse (2004).
Cited: 11 times.

(3) RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 Reported and secret interventions in the foreign exchange markets (2004).
Cited: 9 times.

(4) RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 On more robust estimation of skewness and kurtosis (2004).
Cited: 8 times.

(5) RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89 Maximizing the expected net future value as an alternative strategy to gamma discounting (2004).
Cited: 6 times.

(6) RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 The interaction between technical currency trading and exchange rate fluctuations (2006).
Cited: 6 times.

(7) RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 tays as good as cay (2005).
Cited: 5 times.

(8) RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 The long-run equity risk premium (2005).
Cited: 5 times.

(9) RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 tays as good as cay: Reply (2005).
Cited: 3 times.

(10) RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 Solving models with external habit (2005).
Cited: 3 times.

(11) RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 Explosive bubbles in the cointegrated VAR model (2006).
Cited: 2 times.

(12) RePEc:eee:finlet:v:5:y:2008:i:2:p:79-87 Option prices as probabilities (2008).
Cited: 2 times.

(13) RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 Institutional trading and stock returns (2004).
Cited: 2 times.

(14) RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 Myopic loss aversion and the equity premium puzzle reconsidered (2004).
Cited: 1 times.

(15) RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151 Proxy-quality thresholds: Theory and applications (2005).
Cited: 1 times.

(16) RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289 Quadratic term structure models in discrete time (2006).
Cited: 1 times.

(17) RePEc:eee:finlet:v:3:y:2006:i:2:p:102-105 Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 1 times.

(18) RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 The effect of market conditions on capital structure adjustment (2004).
Cited: 1 times.

(19) RePEc:eee:finlet:v:2:y:2005:i:4:p:248-259 Cointegration analysis of the Fed model (2005).
Cited: 1 times.

(20) RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 Optimal investment with fixed financing costs (2004).
Cited: 1 times.

(21) RePEc:eee:finlet:v:3:y:2006:i:3:p:194-206 Expanding the frontier one asset at a time (2006).
Cited: 1 times.

(22) RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 1 times.

(23) RePEc:eee:finlet:v:2:y:2005:i:3:p:165-172 A theory of loan syndication (2005).
Cited: 1 times.

(24) RePEc:eee:finlet:v:4:y:2007:i:2:p:95-103 The impact of keeping up with the Joneses behavior on asset prices and portfolio choice (2007).
Cited: 1 times.

(25) RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 On the consequences of state dependent preferences for the pricing of financial assets (2004).
Cited: 1 times.

(26) RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006).
Cited: 1 times.

(27) RePEc:eee:finlet:v:2:y:2005:i:2:p:67-74 The generalized asymmetric dynamic covariance model (2005).
Cited: 1 times.

(28) RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 Exchange rates and order flow in the long run (2006).
Cited: 1 times.

(29) RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39 On the sequencing of projects, reputation building, and relationship finance (2006).
Cited: 1 times.

(30) RePEc:eee:finlet:v:3:y:2006:i:3:p:207-211 A note on a barrier exchange option: The worlds simplest option formula? (2006).
Cited: 1 times.

(31) RePEc:eee:finlet:v:2:y:2005:i:4:p:227-233 Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis (2005).
Cited: 1 times.

(32) RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95 Positivity constraints on the conditional variances in the family of conditional correlation GARCH models (2008).
Cited: 1 times.

(33) RePEc:eee:finlet:v:3:y:2006:i:3:p:165-172 Modeling default risk: A new structural approach (2006).
Cited: 1 times.

(34) RePEc:eee:finlet:v:5:y:2008:i:1:p:11-20 Modeling loan commitments (2008).
Cited: 1 times.

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

Recent citations received in: 2006

(1) RePEc:han:dpaper:dp-352 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2006). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(2) RePEc:wrk:warwec:769 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(3) RePEc:yor:yorken:06/12 Equity Valuation Under Stochastic Interest Rates (2006). Department of Economics, University of York / Discussion Papers

Recent citations received in: 2005

(1) RePEc:bog:wpaper:30 The European Union GDP Forecast Rationality under Asymmetric Preferences (2005). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers

Recent citations received in: 2004

(1) RePEc:cpr:ceprdp:4789 Hedging, Familiarity and Portfolio Choice (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:cte:wsrepe:ws046315 STOCHASTIC VOLATILITY MODELS AND THE TAYLOR EFFECT (2004). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(3) RePEc:dnb:dnbwpp:016 Does market timing drive capital structures? A panel data study for Dutch firms (2004). Netherlands Central Bank, Research Department / DNB Working Papers

(4) RePEc:hhs:hastef:0563 Stylized Facts of Financial Time Series and Three Popular Models of Volatility (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance

(5) RePEc:xrs:sfbmaa:04-15 Multiple-bank lending: diversification and free-riding in monitoring (2004). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Recent citations received in: 2003

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Source data used to compute the impact factor of RePEc series.