New York University, Leonard N. Stern School of Business- / New York University, Leonard N. Stern School Finance Department Working Paper Seires

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 30 79 1 0 1 0.03 0.09 1997 0.06 0.18 54 185 31 2 0 4 0.07 0.09 1998 0.13 0.21 56 215 84 11 0 5 0.09 0.13 1999 0.38 0.29 79 226 110 42 14.3 22 0.28 0.17 2000 0.27 0.39 14 77 135 36 5.6 3 0.21 0.2 2001 0.43 0.37 7 88 93 40 0 9 1.29 0.18 2002 0.86 0.42 0 21 18 0 0.2 2003 1.71 0.43 0 7 12 0 0.21 2004 0.49 0 0 0 0.24 2005 0.5 0 0 0 0.29 2006 0.53 0 0 0 0.28 2007 0.44 0 0 0 0.24
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:fth:nystfi:98-007 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1998).
Cited: 103 times.

(2) RePEc:fth:nystfi:99-059 The Distribution of Exchange Rate Volatility (1999).
Cited: 78 times.

(3) RePEc:fth:nystfi:98-005 Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1997).
Cited: 75 times.

(4) RePEc:fth:nystfi:98-022 Cookie-Cutter versus Character: The Micro Structure of Small Business Lending by Large and Small Banks (1997).
Cited: 55 times.

(5) RePEc:fth:nystfi:96-34 Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1996).
Cited: 36 times.

(6) RePEc:fth:nystfi:96-9 Affine Models of Currency Pricing (1996).
Cited: 27 times.

(7) RePEc:fth:nystfi:00-07 Stretching Firm and Brand Reputation. (2000).
Cited: 27 times.

(8) RePEc:fth:nystfi:99-014 Empirical Pricing Kernels (2000).
Cited: 26 times.

(9) RePEc:fth:nystfi:98-081 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998).
Cited: 26 times.

(10) RePEc:fth:nystfi:97-1 The Effects of Bank Mergers and Acquisitions on Small Business Lending (1997).
Cited: 24 times.

(11) RePEc:fth:nystfi:01-11 Financial Globalization and Real Regionalization. (2001).
Cited: 21 times.

(12) RePEc:fth:nystfi:01-07 The Effects of Dynamic Change in Bank Competition on the Supply of Small Business Credit. (2001).
Cited: 21 times.

(13) RePEc:fth:nystfi:01-01 Fixed and Random Effects in Nonlinear Models. (2001).
Cited: 20 times.

(14) RePEc:fth:nystfi:99-064 The Effects of Deregulation on the Performance of Financial Institutions: The Case of Spanish Savings Banks (1999).
Cited: 18 times.

(15) RePEc:fth:nystfi:99-003 When are Options Overpriced'DONE' The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel (1999).
Cited: 17 times.

(16) RePEc:fth:nystfi:01-00 The Microsoft Antitrust Case. (2001).
Cited: 15 times.

(17) RePEc:fth:nystfi:99-046 Portfolio Performance and Agency (1999).
Cited: 13 times.

(18) RePEc:fth:nystfi:98-004 Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange (1997).
Cited: 12 times.

(19) RePEc:fth:nystfi:99-063 Unit Root Tests are Useful for Selecting Forecasting Models (1999).
Cited: 12 times.

(20) RePEc:fth:nystfi:99-028 Semiparametric Pricing of Multivariate Contingent Claims (1999).
Cited: 10 times.

(21) RePEc:fth:nystfi:98-038 Where Does the Money Come From? The Financing of Small Entrepreneurial Enterprises (1998).
Cited: 10 times.

(22) RePEc:fth:nystfi:01-10 Estimating Econometric Models with Fixed Effects. (2001).
Cited: 9 times.

(23) RePEc:fth:nystfi:99-012 Trading Fast and Slow: Security Market Events in Real Time (1999).
Cited: 9 times.

(24) RePEc:fth:nystfi:98-054 The Comparative Efficiency of Small-Firm Bankruptcies: A Study of the US and Finnish Bankruptcy Codes (1998).
Cited: 8 times.

(25) RePEc:fth:nystfi:98-031 Testing the Volatility Term Structure using Option Hedging Criteria (1998).
Cited: 7 times.

(26) RePEc:fth:nystfi:98-080 How Relevant is Volatility Forecasting for Financial Risk Management'DONE' (1998).
Cited: 7 times.

(27) RePEc:fth:nystfi:96-14 Managerial Entrenchment and Capital Structure Decisions (1996).
Cited: 7 times.

(28) RePEc:fth:nystfi:99-054 The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves (2000).
Cited: 7 times.

(29) RePEc:fth:nystfi:98-028 Do Investors Care About Sentiment? (1998).
Cited: 7 times.

(30) RePEc:fth:nystfi:99-010 Regime Shifts and Bond Returns (1999).
Cited: 6 times.

(31) RePEc:fth:nystfi:98-014 Hedge Funds and the Asian Currency Crisis of 1997 (1998).
Cited: 6 times.

(32) RePEc:fth:nystfi:99-036 Viability and Equilibrium in Securities Markets with Frictions (1999).
Cited: 6 times.

(33) RePEc:fth:nystfi:99-027 Implied Volatility Functions: A Reprise (1999).
Cited: 6 times.

(34) RePEc:fth:nystfi:96-40 Universal Banking: A Shareholder Value Perspective (1997).
Cited: 5 times.

(35) RePEc:fth:nystfi:98-013 The Dow Theory: William Peter Hamiltons Track Record Re-Considered (1998).
Cited: 5 times.

(36) RePEc:fth:nystfi:99-048 Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt (2000).
Cited: 5 times.

(37) RePEc:fth:nystfi:99-060 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian (1999).
Cited: 5 times.

(38) RePEc:fth:nystfi:99-083 Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses (1999).
Cited: 5 times.

(39) RePEc:fth:nystfi:99-061 (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation (1999).
Cited: 5 times.

(40) RePEc:fth:nystfi:99-086 The Price of Options Illiquidity (1999).
Cited: 5 times.

(41) RePEc:fth:nystfi:99-062 Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management (1998).
Cited: 4 times.

(42) RePEc:fth:nystfi:98-068 An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps (1998).
Cited: 4 times.

(43) RePEc:fth:nystfi:99-013 A Direct Approach to Arbitrage-Free Pricing of Derivatives (1998).
Cited: 4 times.

(44) RePEc:fth:nystfi:98-049 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior (1998).
Cited: 4 times.

(45) RePEc:fth:nystfi:99-057 On the Formation and Structure of International Exchanges (1999).
Cited: 4 times.

(46) RePEc:fth:nystfi:96-11 Price Barriers and the Dynamics of Asset Prices in Equilibrium (1996).
Cited: 4 times.

(47) RePEc:fth:nystfi:99-032 Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (1999).
Cited: 4 times.

(48) RePEc:fth:nystfi:98-040 Has International Financial Integration Increased? (1997).
Cited: 3 times.

(49) RePEc:fth:nystfi:99-077 Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (1999).
Cited: 3 times.

(50) RePEc:fth:nystfi:99-073 Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability (2000).
Cited: 3 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

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