Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

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 0.13 0.18 8 0 16 2 0 0.08 1997 0.18 16 8 20 0 0.09 1998 0.04 0.2 25 11 24 1 0 1 0.04 0.12 1999 0.05 0.27 26 1 41 2 0 0.16 2000 0.06 0.37 54 31 51 3 0 0.19 2001 0.05 0.37 37 81 80 4 0 2 0.05 0.18 2002 0.14 0.4 29 11 91 13 0 1 0.03 0.19 2003 0.14 0.41 28 15 66 9 0 1 0.04 0.2 2004 0.09 0.46 27 38 57 5 0 4 0.15 0.22 2005 0.15 0.47 18 4 55 8 0 1 0.06 0.27 2006 0.2 0.5 0 45 9 0 0.27 2007 0.43 0 18 0 0.22 2008 0.41 0 0 0 0.22
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:cdl:anderf:71173 Valuing American Options by Simulation: A Simple Least-Squares Approach (2001).
Cited: 50 times.

(2) RePEc:cdl:anderf:4687 Agency and Asset Pricing (1993).
Cited: 16 times.

(3) RePEc:cdl:anderf:4684 An Analytic Solution for Interest Rate Swap Spreads (1995).
Cited: 14 times.

(4) RePEc:cdl:anderf:4852 The MIDAS Touch: Mixed Data Sampling Regression Models (2004).
Cited: 14 times.

(5) RePEc:cdl:anderf:2211 An Econometric Model of the Yield Curve With Macroeconomic Jump Effects (2001).
Cited: 12 times.

(6) RePEc:cdl:anderf:6386 Facilitation of Competing Bids and the Price of a Takeover Target (1989).
Cited: 12 times.

(7) RePEc:cdl:anderf:2304 The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors (2001).
Cited: 9 times.

(8) RePEc:cdl:anderf:3343 Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults (1998).
Cited: 7 times.

(9) RePEc:cdl:anderf:3404 Bond Pricing with Default Risk (1997).
Cited: 7 times.

(10) RePEc:cdl:anderf:2900 The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2000).
Cited: 7 times.

(11) RePEc:cdl:anderf:2887 Stochastic Correlation Across International Stock Markets (2000).
Cited: 7 times.

(12) RePEc:cdl:anderf:2297 The Disposition Effect and Momentum (2001).
Cited: 6 times.

(13) RePEc:cdl:anderf:5436 Price Volatility, International Market Links and their Implications for Regulatory Policies (1989).
Cited: 6 times.

(14) RePEc:cdl:anderf:4681 Regime Shifts in Short Term Riskless Interest Rates (1995).
Cited: 6 times.

(15) RePEc:cdl:anderf:3339 Relative Pricing of Options with Stochastic Volatility (2002).
Cited: 6 times.

(16) RePEc:cdl:anderf:10277 How Did It Happen? (2004).
Cited: 5 times.

(17) RePEc:cdl:anderf:13188 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations (2004).
Cited: 4 times.

(18) RePEc:cdl:anderf:2291 International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! (2001).
Cited: 4 times.

(19) RePEc:cdl:anderf:3394 Resolution of a Financial Puzzle (1998).
Cited: 4 times.

(20) RePEc:cdl:anderf:2213 Dynamic Portfolio Selection by Augmenting the Asset Space (2004).
Cited: 4 times.

(21) RePEc:cdl:anderf:2620 Empirical TIPs (2003).
Cited: 3 times.

(22) RePEc:cdl:anderf:2243 Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003).
Cited: 3 times.

(23) RePEc:cdl:anderf:19658 Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2000).
Cited: 3 times.

(24) RePEc:cdl:anderf:11136 European M&A Regulation is Protectionist (2004).
Cited: 3 times.

(25) RePEc:cdl:anderf:2702 A Unifying Theory of Value Based Management (2003).
Cited: 3 times.

(26) RePEc:cdl:anderf:19666 The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence (2000).
Cited: 3 times.

(27) RePEc:cdl:anderf:19654 ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis (2002).
Cited: 2 times.

(28) RePEc:cdl:anderf:2863 Learning About Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2000).
Cited: 2 times.

(29) RePEc:cdl:anderf:4853 The Blind Leading the Blind: Social Influence, Fads, and Informational Cascades (1993).
Cited: 2 times.

(30) RePEc:cdl:anderf:13186 Strategic Behavior and Underpricing in Uniform Price Auctions: Evidence from Finnish Treasury Auctions (2004).
Cited: 2 times.

(31) RePEc:cdl:anderf:2729 Electricity Forward Prices: A High-Frequency Empirical Analysis (2002).
Cited: 2 times.

(32) RePEc:cdl:anderf:55054 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (2004).
Cited: 2 times.

(33) RePEc:cdl:anderf:2868 Transactions Costs in the Foreign Exchange Market (2000).
Cited: 2 times.

(34) RePEc:cdl:anderf:3329 Organization Capital and Intrafirm Communication (2003).
Cited: 2 times.

(35) RePEc:cdl:anderf:2864 The Feds Effect on Excess Returns and Inflation is Much Bigger Than You Think (2000).
Cited: 2 times.

(36) RePEc:cdl:anderf:13185 THE MARKET PRICE OF RISK IN INTEREST RATE SWAPS: THE ROLES OF DEFAULT AND LIQUIDITY RISKS (2004).
Cited: 2 times.

(37) RePEc:cdl:anderf:55039 Homeownership as a Constraint on Asset Allocation (2005).
Cited: 2 times.

(38) RePEc:cdl:anderf:2867 Electricity prices and power derivatives: Evidence from the Nordic Power Exchange (2000).
Cited: 2 times.

(39) RePEc:cdl:anderf:4682 Is Institutional Investment in Initial Public Offerings Related to Long-Run Performance of These Firms? (1995).
Cited: 2 times.

(40) RePEc:cdl:anderf:3124 The Term Structure with Highly Persistent Interest Rates (1999).
Cited: 1 times.

(41) RePEc:cdl:anderf:5399 Resolution Preference and Project Choice (1990).
Cited: 1 times.

(42) RePEc:cdl:anderf:45734 Information, Diversification, and Cost of Capital (2005).
Cited: 1 times.

(43) RePEc:cdl:anderf:7989 A Model of R&D Valuation and the Design of Research Incentives (2003).
Cited: 1 times.

(44) RePEc:cdl:anderf:2911 The Risk and Return of Venture Capital (2000).
Cited: 1 times.

(45) RePEc:cdl:anderf:3402 On the Evolution of Overconfidence and Entrepreneurs (1997).
Cited: 1 times.

(46) RePEc:cdl:anderf:6413 Common Factors in the Serial Correlation of Stock Returns (1986).
Cited: 1 times.

(47) RePEc:cdl:anderf:2890 The Problem of Optimal Asset Allocation with Stable Distributed Returns (2000).
Cited: 1 times.

(48) RePEc:cdl:anderf:4692 Private vs. Public Lending: Evidence from Covenants (1993).
Cited: 1 times.

(49) RePEc:cdl:anderf:11259 Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements (2004).
Cited: 1 times.

(50) RePEc:cdl:anderf:2723 Extracting Inflation from Stock Returns to test Purchasing Power Parity (2002).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:hhs:nhhfms:2005_012 The perpetual American put option for jump-diffusions with applications (2005). Department of Finance and Management Science, Norwegian School of Economics and Business Administration / Discussion Papers

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