Annals of 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.

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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 0 0 0 0.23 2005 0.54 19 59 0 0 6 0.32 0.24 2006 0.53 0.56 22 32 19 10 30 4 0.18 0.24 2007 0.17 0.45 21 5 41 7 42.9 2 0.1 0.21 2008 0.28 0.5 23 15 43 12 8.3 4 0.17 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:kap:annfin:v:1:y:2005:i:1:p:35-50 On user costs of risky monetary assets (2005).
Cited: 15 times.

(2) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005).
Cited: 13 times.

(3) RePEc:kap:annfin:v:1:y:2005:i:2:p:149-177 Relative arbitrage in volatility-stabilized markets (2005).
Cited: 9 times.

(4) RePEc:kap:annfin:v:2:y:2006:i:1:p:1-21 A Time Series Analysis of Financial Fragility in the UK Banking System (2006).
Cited: 8 times.

(5) RePEc:kap:annfin:v:2:y:2006:i:3:p:229-258 The Discounted Economic Stock of Money with VAR Forecasting (2006).
Cited: 7 times.

(6) RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147 Determinants of stock market volatility and risk premia (2005).
Cited: 5 times.

(7) RePEc:kap:annfin:v:2:y:2006:i:3:p:259-285 Heterogeneous Beliefs, the Term Structure and Time-varying Risk Premia (2006).
Cited: 4 times.

(8) RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292 American options: the EPV pricing model (2005).
Cited: 4 times.

(9) RePEc:kap:annfin:v:5:y:2009:i:3:p:341-359 Small firms in the SSBF (2009).
Cited: 4 times.

(10) RePEc:kap:annfin:v:2:y:2006:i:1:p:51-71 Risk measure pricing and hedging in incomplete markets (2006).
Cited: 4 times.

(11) RePEc:kap:annfin:v:1:y:2005:i:4:p:423-432 Option pricing and Esscher transform under regime switching (2005).
Cited: 4 times.

(12) RePEc:kap:annfin:v:4:y:2008:i:1:p:75-103 Who controls Allianz? (2008).
Cited: 3 times.

(13) RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122 Stochastic equilibria for economies under uncertainty with intertemporal substitution (2006).
Cited: 3 times.

(14) RePEc:kap:annfin:v:4:y:2008:i:1:p:1-28 Optimal portfolio allocation with higher moments (2008).
Cited: 3 times.

(15) RePEc:kap:annfin:v:1:y:2005:i:1:p:73-107 On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market (2005).
Cited: 3 times.

(16) RePEc:kap:annfin:v:1:y:2005:i:3:p:293-326 Completion time structures of stock price movements (2005).
Cited: 3 times.

(17) RePEc:kap:annfin:v:3:y:2007:i:1:p:155-192 Devaluation with contract redenomination in Argentina (2007).
Cited: 2 times.

(18) RePEc:kap:annfin:v:5:y:2009:i:3:p:465-494 Entrepreneurship and firm heterogeneity with limited enforcement (2009).
Cited: 2 times.

(19) RePEc:kap:annfin:v:1:y:2005:i:4:p:433-445 The non-neutrality of debt in investment timing: a new NPV rule (2005).
Cited: 2 times.

(20) RePEc:kap:annfin:v:5:y:2009:i:3:p:295-311 Entrepreneurship in macroeconomics (2009).
Cited: 2 times.

(21) RePEc:kap:annfin:v:4:y:2008:i:2:p:183-195 Capital market equilibrium without riskless assets: heterogeneous expectations (2008).
Cited: 2 times.

(22) RePEc:kap:annfin:v:3:y:2007:i:1:p:131-153 Pursuing financial stability under an inflation-targeting regime (2007).
Cited: 2 times.

(23) RePEc:kap:annfin:v:5:y:2009:i:3:p:443-464 A dynamic model of entrepreneurship with borrowing constraints: theory and evidence (2009).
Cited: 2 times.

(24) RePEc:kap:annfin:v:2:y:2006:i:4:p:407-420 Common Shocks and Relative Compensation (2006).
Cited: 2 times.

(25) RePEc:kap:annfin:v:6:y:2010:i:2:p:157-191 The fundamental theorem of asset pricing for continuous processes under small transaction costs (2010).
Cited: 2 times.

(26) RePEc:kap:annfin:v:3:y:2007:i:1:p:75-105 An equilibrium approach to financial stability analysis: the Colombian case (2007).
Cited: 2 times.

(27) RePEc:kap:annfin:v:5:y:2009:i:3:p:313-340 A conversation with 590 Nascent Entrepreneurs (2009).
Cited: 2 times.

(28) RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34 Junior must pay: pricing the implicit put in privatizing Social Security (2005).
Cited: 1 times.

(29) RePEc:kap:annfin:v:4:y:2008:i:2:p:255-268 On the semimartingale property via bounded logarithmic utility (2008).
Cited: 1 times.

(30) RePEc:kap:annfin:v:5:y:2009:i:3:p:521-541 Uninsurable investment risks and capital income taxation (2009).
Cited: 1 times.

(31) RePEc:kap:annfin:v:5:y:2009:i:2:p:231-241 The profitability of carry trades (2009).
Cited: 1 times.

(32) RePEc:kap:annfin:v:2:y:2006:i:2:p:225-227 Hedging decisions with price and output uncertainty (2006).
Cited: 1 times.

(33) RePEc:kap:annfin:v:3:y:2007:i:1:p:107-130 Financial stability and Basel II (2007).
Cited: 1 times.

(34) RePEc:kap:annfin:v:4:y:2008:i:4:p:455-480 Informational leverage: the problem of noise traders (2008).
Cited: 1 times.

(35) RePEc:kap:annfin:v:5:y:2009:i:3:p:397-419 The financing of small entrepreneurs in Italy (2009).
Cited: 1 times.

(36) RePEc:kap:annfin:v:2:y:2006:i:4:p:397-405 Generalised Rational Bias in Financial Forecasts (2006).
Cited: 1 times.

(37) RePEc:kap:annfin:v:4:y:2008:i:3:p:369-397 Balance, growth and diversity of financial markets (2008).
Cited: 1 times.

(38) RePEc:kap:annfin:v:3:y:2007:i:2:p:241-255 An empirical model for durations in stocks (2007).
Cited: 1 times.

(39) RePEc:kap:annfin:v:2:y:2006:i:3:p:287-301 Arbitrage Opportunities in Diverse Markets via a Non-equivalent Measure Change (2006).
Cited: 1 times.

(40) RePEc:kap:annfin:v:4:y:2008:i:3:p:305-344 Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (2008).
Cited: 1 times.

(41) RePEc:kap:annfin:v:6:y:2010:i:1:p:1-32 Macroeconomics of bank interest spreads: evidence from Brazil (2010).
Cited: 1 times.

(42) RePEc:kap:annfin:v:3:y:2007:i:1:p:5-35 Financial distress, bankruptcy law and the business cycle (2007).
Cited: 1 times.

(43) RePEc:kap:annfin:v:5:y:2009:i:3:p:495-519 Self-employment rates and business size: the roles of occupational choice and credit market frictions (2009).
Cited: 1 times.

(44) RePEc:kap:annfin:v:5:y:2009:i:1:p:15-48 Small caps in international equity portfolios: the effects of variance risk (2009).
Cited: 1 times.

(45) RePEc:kap:annfin:v:4:y:2008:i:1:p:55-74 A PDE approach for risk measures for derivatives with regime switching (2008).
Cited: 1 times.

(46) RePEc:kap:annfin:v:4:y:2008:i:4:p:445-454 Short-term relative arbitrage in volatility-stabilized markets (2008).
Cited: 1 times.

(47) RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367 A multicriteria discrimination approach for the credit rating of Asian banks (2007).
Cited: 1 times.

(48) RePEc:kap:annfin:v:5:y:2009:i:3:p:361-396 Minority self-employment in the United States and the impact of affirmative action programs (2009).
Cited: 1 times.

(49) RePEc:kap:annfin:v:1:y:2005:i:1:p:51-72 Shaking the tree: an agency-theoretic model of asset pricing (2005).
Cited: 1 times.

(50) RePEc:kap:annfin:v:2:y:2006:i:4:p:327-355 Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model (2006).
Cited: 1 times.

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

Recent citations received in: 2008

(1) RePEc:ebl:ecbull:v:3:y:2008:i:73:p:1-8 Some sufficient conditions for the existence of a competitive equilibrium in economies with satiated consumers (2008). Economics Bulletin

(2) RePEc:jdi:wpaper:1 Credit Crises, Risk Management Systems and Liquidity Modelling (2008). John Deutsch Institute for the Study of Economic Policy / Working Papers

(3) RePEc:kap:annfin:v:4:y:2008:i:4:p:431-444 Robust portfolio optimization with a generalized expected utility model under ambiguity (2008). Annals of Finance

(4) RePEc:kap:jeczfn:v:95:y:2008:i:3:p:189-212 Ownership relations in the presence of cross-shareholding (2008). Journal of Economics - Zeitschrift für Nationalökonomie

Recent citations received in: 2007

(1) RePEc:ffe:journl:v:4:y:2007:i:1:p:65-90 Multicriteria Framework for the Prediction of Corporate Failure in the UK (2007). Frontiers in Finance and Economics

(2) RePEc:kap:annfin:v:3:y:2007:i:1:p:1-4 Financial stability: theory and applications (2007). Annals of Finance

Recent citations received in: 2006

(1) RePEc:kan:wpaper:200607 Supply of Money (2006). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(2) RePEc:nst:samfok:6806 Evaluation of macroeconomic models for financial stability analysis (2006). Department of Economics, Norwegian University of Science and Technology / Working Paper Series

(3) RePEc:pra:mprapa:247 Risk Premia, diverse belief and beauty contests (2006). University Library of Munich, Germany / MPRA Paper

(4) RePEc:pra:mprapa:419 Supply of Money (2006). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2005

(1) RePEc:fip:fedgfe:2005-52 Solving stochastic money-in-the-utility-function models (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(2) RePEc:fip:fedlrv:y:2005:i:nov:p:735-50:n:v.87no.6 Revisions to user costs for the Federal Reserve Bank of St. Louis monetary services indices (2005). Review

(3) RePEc:kan:wpaper:200513 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(4) RePEc:wpa:wuwpfi:0511001 General option exercise rules, with applications to embedded options and monopolistic expansion (2005). EconWPA / Finance

(5) RePEc:wpa:wuwpit:0505004 Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach (2005). EconWPA / International Trade

(6) RePEc:wpa:wuwpmi:0510013 Discount factors ex post and ex ante, and discounted utility anomalies (2005). EconWPA / Microeconomics

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