University of Copenhagen. Institute of Economics. Finance Research Unit / FRU Working Papers

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 0.18 0 0 0 0.08 1997 0.19 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.41 0 0 0 0.21 2001 0.37 0 0 0 0.19 2002 0.42 0 0 0 0.2 2003 0.43 2 2 0 0 0.21 2004 0.5 0.49 11 12 2 1 100 1 0.09 0.26 2005 0.38 0.48 7 1 13 5 0 1 0.14 0.29 2006 0.22 0.54 6 7 18 4 0 2 0.33 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:kud:kuiefr:200606 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models (2006).
Cited: 7 times.

(2) RePEc:kud:kuiefr:200412 The Timing of Bets and the Favorite-Longshot Bias (2004).
Cited: 4 times.

(3) RePEc:kud:kuiefr:200403 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market (2004).
Cited: 4 times.

(4) RePEc:kud:kuiefr:200701 Aggregation of Information and Beliefs in Prediction Markets (2007).
Cited: 3 times.

(5) RePEc:kud:kuiefr:200405 The Strategy of Professional Forecasting (2004).
Cited: 2 times.

(6) RePEc:kud:kuiefr:200402 A General Theory of Decision Making (2003).
Cited: 2 times.

(7) RePEc:kud:kuiefr:200507 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach (2005).
Cited: 1 times.

(8) RePEc:kud:kuiefr:200801 Price Adjustment to News with Uncertain Precision (2008).
Cited: 1 times.

(9) RePEc:kud:kuiefr:200504 Order Aggressiveness and Order Book Dynamics (2004).
Cited: 1 times.

(10) RePEc:kud:kuiefr:200406 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery (2004).
Cited: 1 times.

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

Recent citations received in: 2006

(1) RePEc:cfr:cefirw:w0092 Dynamic modeling under linear-exponential loss (2006). Center for Economic and Financial Research / CEFIR Working Papers

(2) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

Recent citations received in: 2005

(1) RePEc:uts:rpaper:170 Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps (2005). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

Recent citations received in: 2004

(1) RePEc:fip:fedlwp:2004-025 Near-rational exuberance (2004). Federal Reserve Bank of St. Louis / Working Papers

Recent citations received in: 2003

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.