Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.21 1 0 0 0 0.13 1999 0.29 19 35 1 0 4 0.21 0.17 2000 0.3 0.39 38 48 20 6 50 5 0.13 0.2 2001 0.18 0.37 12 20 57 10 50 3 0.25 0.18 2002 0.26 0.42 18 14 50 13 46.2 2 0.11 0.2 2003 0.1 0.43 11 8 30 3 66.7 0.21 2004 0.21 0.49 8 1 29 6 0 0.24 2005 0.05 0.5 11 29 19 1 0 11 1 0.29 2006 0.32 0.53 9 2 19 6 0 0.28 2007 0.05 0.44 15 8 20 1 0 1 0.07 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:knz:cofedp:0004 Do Lending Relationships Matter? Evidence from Bank Survey Data in Germany (2000).
Cited: 16 times.

(2) RePEc:knz:cofedp:9908 Local Polynomial Estimation with a FARIMA-GARCH Error Process (1999).
Cited: 9 times.

(3) RePEc:knz:cofedp:0504 Default risk sharing between banks and markets: the contribution of collateralized debt obligations (2005).
Cited: 9 times.

(4) RePEc:knz:cofedp:0111 Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (2001).
Cited: 8 times.

(5) RePEc:knz:cofedp:0502 Incentive Contracts and Hedge Fund Management (2005).
Cited: 8 times.

(6) RePEc:knz:cofedp:0206 The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report (2002).
Cited: 7 times.

(7) RePEc:knz:cofedp:0005 Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany (2000).
Cited: 7 times.

(8) RePEc:knz:cofedp:9901 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. (1999).
Cited: 6 times.

(9) RePEc:knz:cofedp:0105 Econometric Analysis of Financial Transaction Data: Pitfalls and Opportunities (2001).
Cited: 5 times.

(10) RePEc:knz:cofedp:9913 SEMIFAR Forecasts, with Applications to Foreign Exchange Rates (1999).
Cited: 5 times.

(11) RePEc:knz:cofedp:0509 Mispricing of S&P 500 Index Options (2005).
Cited: 4 times.

(12) RePEc:knz:cofedp:0002 Horizontal and Vertical R&D Cooperation (2000).
Cited: 4 times.

(13) RePEc:knz:cofedp:0507 An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2005).
Cited: 4 times.

(14) RePEc:knz:cofedp:0104 Estimating the Neighborhood Influence on Decision Makers: Theory and an Application on the Analysis of Innovation Decisions (2001).
Cited: 4 times.

(15) RePEc:knz:cofedp:0212 Simultaneously Modelling Conditional Heteroskedasticity and Scale Change (2002).
Cited: 4 times.

(16) RePEc:knz:cofedp:9916 SEMIFAR Models - A Semiparametric Framework for Modelling Trends, Long Range Dependence and Nonstationarity (1999).
Cited: 4 times.

(17) RePEc:knz:cofedp:0016 Data-driven estimation of semiparametric fractional autoregressive models (2000).
Cited: 4 times.

(18) RePEc:knz:cofedp:0032 Commodity Taxation and international Trade in Imperfect Markets (2000).
Cited: 4 times.

(19) RePEc:knz:cofedp:0510 The dynamics of overconfidence: Evidence from stock market forecasters (2005).
Cited: 3 times.

(20) RePEc:knz:cofedp:0305 Multiplicative Background Risk (2003).
Cited: 3 times.

(21) RePEc:knz:cofedp:0108 Heterogeneity of Investors and Asset Pricing in a Risk-Value World (2001).
Cited: 3 times.

(22) RePEc:knz:cofedp:0303 A Dynamic Integer Count Data Model for Financial Transaction Prices (2003).
Cited: 3 times.

(23) RePEc:knz:cofedp:9904 Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (1999).
Cited: 3 times.

(24) RePEc:knz:cofedp:9914 Volatility of Stock Market Indices - An Analysis based on SEMIFAR Models (1999).
Cited: 3 times.

(25) RePEc:knz:cofedp:9919 Volatility Estimation on the Basis of Price Intensities (1999).
Cited: 2 times.

(26) RePEc:knz:cofedp:0037 Modifying the double smoothing bandwidth selector in nonparametric regression (2000).
Cited: 2 times.

(27) RePEc:knz:cofedp:0019 Nonparametric M-Estimation with Long-Memory Errors (2000).
Cited: 2 times.

(28) RePEc:knz:cofedp:0708 Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options. (2007).
Cited: 2 times.

(29) RePEc:knz:cofedp:9906 The Service Sentiment Indicator - A Business Climate Indicator for the German Business - Related Services Sector (1999).
Cited: 2 times.

(30) RePEc:knz:cofedp:9918 SEMIFAR Models, with Applications to Commodities, Exchange Rates and the Volatility of Stock Market Indices (1999).
Cited: 2 times.

(31) RePEc:knz:cofedp:0205 Modelling Intraday Trading Activity Using Box-Cox-ACD Models (2002).
Cited: 2 times.

(32) RePEc:knz:cofedp:0608 Wie werden Collateralized Debt Obligation-Transaktionen gestaltet? (2006).
Cited: 2 times.

(33) RePEc:knz:cofedp:0009 On the Relationship of Information Processes and Asset Price Processes (2000).
Cited: 1 times.

(34) RePEc:knz:cofedp:0024 Efficient Bargaining and the Skill-Structure of Wages and Employment (2000).
Cited: 1 times.

(35) RePEc:knz:cofedp:0304 Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten (2003).
Cited: 1 times.

(36) RePEc:knz:cofedp:0707 Estimating High-Frequency Based (Co-) Variances: A Unified Approach (2007).
Cited: 1 times.

(37) RePEc:knz:cofedp:0506 Option Pricing: Real and Risk-Neutral Distributions (2005).
Cited: 1 times.

(38) RePEc:knz:cofedp:9905 A Survey on Nonparametric Time Series Analysis (1999).
Cited: 1 times.

(39) RePEc:knz:cofedp:0022 Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models (2000).
Cited: 1 times.

(40) RePEc:knz:cofedp:0215 ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution (2002).
Cited: 1 times.

(41) RePEc:knz:cofedp:0704 An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics (2007).
Cited: 1 times.

(42) RePEc:knz:cofedp:9917 Tacit Collusion under Destination - and Origin-Based Commodity Taxation (1999).
Cited: 1 times.

(43) RePEc:knz:cofedp:9903 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions (1999).
Cited: 1 times.

(44) RePEc:knz:cofedp:0701 Dynamic Modeling of Large Dimensional Covariance Matrices (2007).
Cited: 1 times.

(45) RePEc:knz:cofedp:9915 Capital Tax Competition with Inefficient Government Spending (1999).
Cited: 1 times.

(46) RePEc:knz:cofedp:0033 Taxation of Investment and Finance in an International Setting: Implications for Tax Competition (2000).
Cited: 1 times.

(47) RePEc:knz:cofedp:0307 The Taxation of Financial Capital under Asymmetric Information and the Tax-Competition Paradox (2003).
Cited: 1 times.

(48) RePEc:knz:cofedp:0806 Modelling and Forecasting Multivariate Realized Volatility (2008).
Cited: 1 times.

(49) RePEc:knz:cofedp:0014 Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations (2000).
Cited: 1 times.

(50) RePEc:knz:cofedp:0204 An Iterative Plug-In Algorithm for Nonparametric Modelling of Seasonal Time Series (2002).
Cited: 1 times.

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

Recent citations received in: 2007

(1) RePEc:knz:cofedp:0702 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ (2007). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:cpr:ceprdp:5006 Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:cpr:ceprdp:5420 Demand-Based Option Pricing (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:ecl:ohidic:2005-17 How Much Do Banks Use Credit Derivatives to Reduce Risk? (2005). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(4) RePEc:fip:fedkpr:y:2005:i:aug:p:313-369 Has financial development made the world riskier? (2005). Proceedings

(5) RePEc:knz:cofedp:0501 Employee Stock Options: Much More Valuable Than You Thought (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

(6) RePEc:knz:cofedp:0510 The dynamics of overconfidence: Evidence from stock market forecasters (2005). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper

(7) RePEc:nbr:nberwo:11426 Investor Competence, Trading Frequency, and Home Bias (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(8) RePEc:nbr:nberwo:11579 How Much Do Banks Use Credit Derivatives to Reduce Risk? (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:nbr:nberwo:11728 Has Financial Development Made the World Riskier? (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(10) RePEc:nbr:nberwo:11843 Demand-Based Option Pricing (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:zbw:zewdip:4566 The Dynamics of Overconfidence: Evidence from Stock Market Forecasters (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

Recent citations received in: 2004

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