Annals of Finance

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 0 0 0 0.23 2005 0.59 19 31 0 0 6 0.32 0.27 2006 0.47 0.63 22 17 19 9 0 7 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: 10 times.

(2) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005).
Cited: 8 times.

(3) 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: 7 times.

(4) RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 The Discounted Economic Stock of Money with VAR Forecasting (2006).
Cited: 5 times.

(5) RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia (2006).
Cited: 4 times.

(6) RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 Relative arbitrage in volatility-stabilized markets (2005).
Cited: 3 times.

(7) RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 American options: the EPV pricing model (2005).
Cited: 2 times.

(8) RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 Completion time structures of stock price movements (2005).
Cited: 2 times.

(9) RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 Determinants of stock market volatility and risk premia (2005).
Cited: 2 times.

(10) RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 Option pricing and Esscher transform under regime switching (2005).
Cited: 2 times.

(11) RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 Who controls Allianz? (2008).
Cited: 1 times.

(12) RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market (2005).
Cited: 1 times.

(13) RePEc:kap:annfin:v:4:y:2008:i:3:p:345-367 Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (2008).
Cited: 1 times.

(14) RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355 Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model (2006).
Cited: 1 times.

(15) 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.

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

Recent citations received in: 2006

(1) RePEc:kan:wpaper:200607 Supply of Money (2006). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(2) RePEc:nst:samfok:6806 Evaluation of macroeconomic models for financial stability analysis (2006). Department of Economics, Norwegian University of Science and Technology / Working Paper Series

(3) RePEc:pra:mprapa:247 Risk Premia, diverse belief and beauty contests (2006). University Library of Munich, Germany / MPRA Paper

(4) RePEc:pra:mprapa:419 Supply of Money (2006). University Library of Munich, Germany / MPRA Paper

(5) RePEc:sbs:wpsefe:2006fe04 Towards a Measure of Financial Fragility (2006). Oxford Financial Research Centre / OFRC Working Papers Series

(6) RePEc:sbs:wpsefe:2006fe10 Banks, Relative Performance, and Sequential Contagion (2006). Oxford Financial Research Centre / OFRC Working Papers Series

(7) RePEc:sbs:wpsefe:2006fe15 Endogenous State Prices, Liquidity, Default, and the Yield Curve (2006). Oxford Financial Research Centre / OFRC Working Papers Series

Recent 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

Recent citations received in: 2004

Recent citations received in: 2003

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