Finance Research Letters

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 0 0 0 0.08 1997 0.22 0 0 0 0.09 1998 0.25 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.42 0 0 0 0.19 2001 0.41 0 0 0 0.16 2002 0.44 0 0 0 0.2 2003 0.46 0 0 0 0.21 2004 0.51 27 81 0 0 3 0.11 0.23 2005 0.7 0.54 25 31 27 19 0 1 0.04 0.24 2006 0.37 0.56 28 23 52 19 0 3 0.11 0.24 2007 0.13 0.45 29 11 53 7 0 0.21 2008 0.19 0.5 26 12 57 11 0 6 0.23 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:eee:finlet:v:1:y:2004:i:1:p:24-34 Limited stock market participation and the equity premium (2004).
Cited: 16 times.

(2) RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23 Asymmetric information, bank lending and implicit contracts: the winners curse (2004).
Cited: 14 times.

(3) RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89 Maximizing the expected net future value as an alternative strategy to gamma discounting (2004).
Cited: 14 times.

(4) RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225 Reported and secret interventions in the foreign exchange markets (2004).
Cited: 11 times.

(5) RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73 On more robust estimation of skewness and kurtosis (2004).
Cited: 10 times.

(6) RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194 The long-run equity risk premium (2005).
Cited: 7 times.

(7) RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233 The interaction between technical currency trading and exchange rate fluctuations (2006).
Cited: 7 times.

(8) RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14 tays as good as cay (2005).
Cited: 6 times.

(9) RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55 The effect of market conditions on capital structure adjustment (2004).
Cited: 6 times.

(10) RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226 Solving models with external habit (2005).
Cited: 4 times.

(11) RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162 Explosive bubbles in the cointegrated VAR model (2006).
Cited: 4 times.

(12) RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22 tays as good as cay: Reply (2005).
Cited: 4 times.

(13) RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101 Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 3 times.

(14) RePEc:eee:finlet:v:5:y:2008:i:2:p:79-87 Option prices as probabilities (2008).
Cited: 3 times.

(15) RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88 Another look at the relationship between cross-market correlation and volatility (2005).
Cited: 2 times.

(16) RePEc:eee:finlet:v:1:y:2004:i:3:p:143-153 On the consequences of state dependent preferences for the pricing of financial assets (2004).
Cited: 2 times.

(17) RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216 Why inexperienced investors do not learn: They do not know their past portfolio performance (2007).
Cited: 2 times.

(18) RePEc:eee:finlet:v:4:y:2007:i:3:p:137-145 Optimality of the RiskMetrics VaR model (2007).
Cited: 2 times.

(19) RePEc:eee:finlet:v:2:y:2005:i:4:p:260-269 The price-dividend relationship in inflationary and deflationary regimes (2005).
Cited: 2 times.

(20) RePEc:eee:finlet:v:1:y:2004:i:3:p:171-177 Myopic loss aversion and the equity premium puzzle reconsidered (2004).
Cited: 2 times.

(21) RePEc:eee:finlet:v:4:y:2007:i:1:p:2-9 Pitfalls in static superhedging of barrier options (2007).
Cited: 2 times.

(22) RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203 Time-series predictability in the disaster model (2008).
Cited: 2 times.

(23) RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132 Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006).
Cited: 2 times.

(24) RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235 Optimal investment with fixed financing costs (2004).
Cited: 2 times.

(25) RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130 A note on sufficient conditions for no arbitrage (2005).
Cited: 2 times.

(26) RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189 Institutional trading and stock returns (2004).
Cited: 2 times.

(27) RePEc:eee:finlet:v:3:y:2006:i:3:p:165-172 Modeling default risk: A new structural approach (2006).
Cited: 1 times.

(28) RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67 On measuring concentration in banking systems (2008).
Cited: 1 times.

(29) RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18 Exploring the components of credit risk in credit default swaps (2007).
Cited: 1 times.

(30) RePEc:eee:finlet:v:5:y:2008:i:4:p:228-235 Dollar-weighted returns to stock investors: A new look at the evidence (2008).
Cited: 1 times.

(31) RePEc:eee:finlet:v:2:y:2005:i:1:p:30-40 Single stock futures: Listing selection and trading volume (2005).
Cited: 1 times.

(32) RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243 Exchange rates and order flow in the long run (2006).
Cited: 1 times.

(33) RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182 Option pricing in a Garch model with tempered stable innovations (2008).
Cited: 1 times.

(34) RePEc:eee:finlet:v:3:y:2006:i:2:p:102-105 Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment (2006).
Cited: 1 times.

(35) RePEc:eee:finlet:v:2:y:2005:i:3:p:131-151 Proxy-quality thresholds: Theory and applications (2005).
Cited: 1 times.

(36) RePEc:eee:finlet:v:3:y:2006:i:3:p:207-211 A note on a barrier exchange option: The worlds simplest option formula? (2006).
Cited: 1 times.

(37) RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95 Positivity constraints on the conditional variances in the family of conditional correlation GARCH models (2008).
Cited: 1 times.

(38) RePEc:eee:finlet:v:4:y:2007:i:2:p:82-91 Rare events and annuity market participation (2007).
Cited: 1 times.

(39) repec:eee:finlet:v:1:y:2004:i:1:p:2-10 ().
Cited: 1 times.

(40) RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124 Industry momentum and common factors (2005).
Cited: 1 times.

(41) RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193 Disentangling risk aversion and intertemporal substitution through a reference level (2006).
Cited: 1 times.

(42) RePEc:eee:finlet:v:5:y:2008:i:2:p:118-127 Robustness of the risk-return relationship in the U.S. stock market (2008).
Cited: 1 times.

(43) RePEc:eee:finlet:v:2:y:2005:i:4:p:227-233 Financial forecasts in the presence of asymmetric loss aversion, skewness and excess kurtosis (2005).
Cited: 1 times.

(44) RePEc:eee:finlet:v:6:y:2009:i:2:p:56-72 The diversification cost of large, concentrated equity stakes. How big is it? Is it justified? (2009).
Cited: 1 times.

(45) RePEc:eee:finlet:v:2:y:2005:i:2:p:67-74 The generalized asymmetric dynamic covariance model (2005).
Cited: 1 times.

(46) RePEc:eee:finlet:v:5:y:2008:i:1:p:11-20 Modeling loan commitments (2008).
Cited: 1 times.

(47) RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99 How do stock prices respond to fundamental shocks? (2004).
Cited: 1 times.

(48) RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200 Hedging the smirk (2005).
Cited: 1 times.

(49) RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289 Quadratic term structure models in discrete time (2006).
Cited: 1 times.

(50) RePEc:eee:finlet:v:4:y:2007:i:3:p:146-154 The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders (2007).
Cited: 1 times.

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

Recent citations received in: 2008

(1) RePEc:arx:papers:0806.0239 From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon (2008). arXiv.org / Quantitative Finance Papers

(2) RePEc:awi:wpaper:0475 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model (2008). University of Heidelberg, Department of Economics / Working Papers

(3) RePEc:kap:apfinm:v:15:y:2008:i:2:p:97-115 Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon (2008). Asia-Pacific Financial Markets

(4) RePEc:nbr:nberwo:14386 Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(5) RePEc:uts:rpaper:229 On Honest Times in Financial Modeling (2008). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

(6) RePEc:wbk:wbrwps:4696 Bank competition and financial stability (2008). The World Bank / Policy Research Working Paper Series

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:han:dpaper:dp-352 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2006). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(2) RePEc:wrk:warwec:769 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(3) RePEc:yor:yorken:06/12 Equity Valuation Under Stochastic Interest Rates (2006). Department of Economics, University of York / Discussion Papers

Recent citations received in: 2005

(1) RePEc:rdg:icmadp:icma-dp2004-15 Cross Hedging with Single Stock Futures (2005).

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