Wharton School - Weiss Center for International Financial Research / Weiss Center 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 4 9 2 0 2 0.5 0.09 1997 0.5 0.18 0 4 2 0 0.09 1998 0.21 6 8 4 0 0.13 1999 0.5 0.29 1 0 6 3 0 0.17 2000 0.43 0.39 1 9 7 3 0 0.2 2001 0.5 0.37 0 2 1 0 0.18 2002 2 0.42 0 1 2 0 0.2 2003 0.43 0 0 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:pennif:1-90 ASSET PRICES UNDER HABIT FORMATION AND CATCHING UP WITH THE JONESES. (1990).
Cited: 356 times.

(2) RePEc:fth:pennif:23-90 THE CONSUMPTION OF STOCKHOLDERS AND NON-STOCKHOLDERS. (1990).
Cited: 30 times.

(3) RePEc:fth:pennif:3-91 Budget Balance Through Revenue or Spending Adjustments? Some Historical Evidence for the United States. (1991).
Cited: 15 times.

(4) RePEc:fth:pennif:00-1 Using Asset Prices to Measure the Cost of Business Cycles. (2000).
Cited: 9 times.

(5) RePEc:fth:pennif:93-4 Trends in Expected Returns in Currency and Bond Markets. (1993).
Cited: 8 times.

(6) RePEc:fth:pennif:20-90 MONETARY CONTRACTING BETWEEN CENTRAL BANKS AND THE DESIGN OF SUSTAINABLE EXCHANGE-RATE ZONES. (1990).
Cited: 7 times.

(7) RePEc:fth:pennif:11-91 Option Prices and the Underlying Assets Return Distribution (1991).
Cited: 6 times.

(8) RePEc:fth:pennif:94-7 Puzzles in international Financial Markets. (1994).
Cited: 6 times.

(9) RePEc:fth:pennif:96-3 The Effects of Industry Structure on Economic Exposure. (1996).
Cited: 5 times.

(10) RePEc:fth:pennif:93-3 Does Foreign Exchange Intervention Signal Future Monetary Policy? (1992).
Cited: 4 times.

(11) RePEc:fth:pennif:96-4 Consumption, Stock Returns, and the Gains from International Risk-Sharing. (1996).
Cited: 4 times.

(12) RePEc:fth:pennif:98-02 Both Sides of Corporate Diversification: The Value Impacts of Geographic and Industrial Diversification (1998).
Cited: 3 times.

(13) RePEc:fth:pennif:98-03 Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey (1998).
Cited: 3 times.

(14) RePEc:fth:pennif:93-11 Are Foreign Exchange Intervention and Monetary Policy Related and Does it Really Matter. (1993).
Cited: 2 times.

(15) RePEc:fth:pennif:26-90 MEASUREMENT DISTORTION AND MISSING CONTINGENCIES IN OPTIMAL CONTRACTS. (1990).
Cited: 2 times.

(16) RePEc:fth:pennif:93-7 Currency Option Pricing in Credible Target Zones. (1993).
Cited: 2 times.

(17) RePEc:fth:pennif:28-91 Budget Deficits and Government Accounting. (1991).
Cited: 2 times.

(18) RePEc:fth:pennif:14-91 Limited Market Participation and Volatility of Asset Prices. (1991).
Cited: 1 times.

(19) RePEc:fth:pennif:93-2 Determinants of Short-Term Real Interest Differentials Between Japan and the United States. (1992).
Cited: 1 times.

(20) RePEc:fth:pennif:26-91 An Ordered Probit Analysis of Transaction Stock Prices. (1991).
Cited: 1 times.

(21) RePEc:fth:pennif:1-92 Security Prices and Market Transparency. (1991).
Cited: 1 times.

(22) RePEc:fth:pennif:93-8 Siegels Paradox and Pricing of Currency Options. (1993).
Cited: 1 times.

(23) RePEc:fth:pennif:4-92 Differences in execution Prices among the Nyse, the Regionals and the NASD. (1991).
Cited: 1 times.

(24) RePEc:fth:pennif:98-05 Explaining Home Bias in Equities and Consumption (1998).
Cited: 1 times.

(25) RePEc:fth:pennif:2-92 Limited Market Participation and Volatility of Asset Prices. (1991).
Cited: 1 times.

(26) RePEc:fth:pennif:93-5 Explaining Overnight Variation in Japanese Stock Returns: The Information Content of Derivative Securities. (1993).
Cited: 1 times.

(27) RePEc:fth:pennif:29-91 Quantity-Adjusting Options and Forward Contracts. (1991).
Cited: 1 times.

(28) RePEc:fth:pennif:19-91 On Testing Sustainability of Government Deficits in a Stochastic Environment. (1991).
Cited: 1 times.

(29) RePEc:fth:pennif:28-90 THE CRASH OF 87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS. (1990).
Cited: 1 times.

(30) RePEc:fth:pennif:93-13 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in PHLX Deutschemark Options. (1993).
Cited: 1 times.

(31) RePEc:fth:pennif:7-90 ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES. (1990).
Cited: 1 times.

(32) RePEc:fth:pennif:1991-2 How Long do Unilateral Target Zones last? (1991).
Cited: 1 times.

(33) RePEc:fth:pennif:98-01 Pass-Through and Exposure (1998).
Cited: 1 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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Source data used to compute the impact factor of RePEc series.