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.

Create citation feed for this series

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 0 0 0 0.13 1999 0.29 0 0 0 0.17 2000 0.39 0 0 0 0.2 2001 0.37 1 0 0 0 0.18 2002 0.42 0 1 0 0.2 2003 0.43 0 1 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 7 1 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:rdg:icmadp:icma-dp2000-05 The ACD Model: Predictability of the Time Between Concecutive Trades ().
Cited: 13 times.

(2) RePEc:rdg:icmadp:icma-dp2001-09 The Statistical Properties of Hedge Fund Index Returns ().
Cited: 5 times.

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

(4) RePEc:rdg:icmadp:icma-dp2003-02 Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency ().
Cited: 3 times.

(5) RePEc:rdg:icmadp:icma-dp2000-01 Value at Risk and Market Crashes ().
Cited: 3 times.

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

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

(8) RePEc:rdg:icmadp:icma-dp2005-05 The Spider in the Hedge ().
Cited: 2 times.

(9) RePEc:rdg:icmadp:icma-dp2002-11 Stocks, Bond and Hedge Funds: Not a Free Lunch ().
Cited: 2 times.

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

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

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

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

(14) RePEc:rdg:icmadp:icma-dp2001-10 Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility ().
Cited: 1 times.

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

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

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

(18) RePEc:rdg:icmadp:icma-dp2006-06 The Stock Performance of America’s 100 Best Corporate Citizens ().
Cited: 1 times.

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

(20) RePEc:rdg:icmadp:icma-dp2004-04 Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect ().
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

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.