School of Business, Reading University / ICMA Centre Discussion Papers in 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 0.18 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 9 21 0 0 1 0.11 0.21 2001 0.11 0.37 12 12 9 1 0 0.19 2002 0.33 0.42 26 2 21 7 71.4 1 0.04 0.2 2003 0.43 16 9 38 0 0.21 2004 0.07 0.49 15 1 42 3 0 0.26 2005 0.06 0.48 19 3 31 2 50 2 0.11 0.29 2006 0.54 12 3 34 0 1 0.08 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:rdg:icmadp:icma-dp2000-05 The ACD Model: Predictability of the Time Between Concecutive Trades (2000).
Cited: 17 times.

(2) RePEc:rdg:icmadp:icma-dp2001-09 The Statistical Properties of Hedge Fund Index Returns (2001).
Cited: 11 times.

(3) RePEc:rdg:icmadp:icma-dp2003-07 Multivariate GARCH Models: Software Choice and Estimation Issues (2003).
Cited: 4 times.

(4) RePEc:rdg:icmadp:icma-dp2000-06 Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices (2000).
Cited: 2 times.

(5) RePEc:rdg:icmadp:icma-dp2000-01 Value at Risk and Market Crashes (2000).
Cited: 2 times.

(6) RePEc:rdg:icmadp:icma-dp2005-02 The Long-Term P/E Radio (2005).
Cited: 2 times.

(7) RePEc:rdg:icmadp:icma-dp2006-03 Hedging Options with Scale-Invariant Models (2006).
Cited: 2 times.

(8) RePEc:rdg:icmadp:icma-dp2002-15 Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments (2002).
Cited: 1 times.

(9) RePEc:rdg:icmadp:icma-dp2004-06 MTS Time Series: Market and Data Description for the European Bond and Repo Database (2004).
Cited: 1 times.

(10) RePEc:rdg:icmadp:icma-dp2006-07 Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? (2006).
Cited: 1 times.

(11) RePEc:rdg:icmadp:icma-dp2003-03 Statistical Properties of Forward Libor Rates (2003).
Cited: 1 times.

(12) RePEc:rdg:icmadp:icma-dp2005-05 The Spider in the Hedge (2005).
Cited: 1 times.

(13) RePEc:rdg:icmadp:icma-dp2002-19 Smart Fund Managers? Stupid Money? (2003).
Cited: 1 times.

(14) RePEc:rdg:icmadp:icma-dp2002-01 Best-advice and the true mortgate term. Actuaries endowment advice principles revisited (2002).
Cited: 1 times.

(15) RePEc:rdg:icmadp:icma-dp2003-10 Long-term Information, Short-lived Securities (2003).
Cited: 1 times.

(16) RePEc:rdg:icmadp:icma-dp2001-07 Credit Risk Diversification (2001).
Cited: 1 times.

(17) RePEc:rdg:icmadp:icma-dp2007-02 Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk (2007).
Cited: 1 times.

(18) RePEc:rdg:icmadp:icma-dp2003-06 Short and Long Term Smile Effects: The Binomial Normal Mixture Diffusion Model (2003).
Cited: 1 times.

(19) RePEc:rdg:icmadp:icma-dp2003-02 Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency (2003).
Cited: 1 times.

(20) RePEc:rdg:icmadp:icma-dp2005-03 Decomposing the P/E Ratio (2005).
Cited: 1 times.

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

Recent citations received in: 2006

(1) RePEc:pra:mprapa:973 Path dependent volatility (2006). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2005

(1) RePEc:rdg:icmadp:icma-dp2005-03 Decomposing the P/E Ratio (2005). School of Business, Reading University / ICMA Centre Discussion Papers in Finance

(2) RePEc:rdg:icmadp:icma-dp2005-04 The Extremes of the P/E Effect (2005). School of Business, Reading University / ICMA Centre Discussion Papers in Finance

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.