University of California at Berkeley / Research Program in Finance Working Papers

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 0.22 0.18 10 24 27 6 16.7 1 0.1 0.08 1997 0.11 0.18 7 137 27 3 0 1 0.14 0.09 1998 0.71 0.2 9 66 17 12 0 0.12 1999 0.94 0.27 4 25 16 15 13.3 1 0.25 0.16 2000 1.15 0.37 6 12 13 15 0 0.19 2001 0.7 0.37 0 10 7 0 0.18 2002 0.17 0.4 0 6 1 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 0 0 0 0.22 2005 0.47 0 0 0 0.27 2006 0.5 0 0 0 0.27 2007 0.43 0 0 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:ucb:calbrf:rpf-232 Implied Binomial Trees. (1994).
Cited: 133 times.

(2) RePEc:ucb:calbrf:rpf-271 International Portfolio Investment Flows. (1997).
Cited: 122 times.

(3) RePEc:ucb:calbrf:rpf-233 Corporate Debt Value, Bond Covenants, and Optimal Capital Structure. (1994).
Cited: 53 times.

(4) RePEc:ucb:calbrf:85 A Continuous-Time Approach to the Pricing of Bonds. (1979).
Cited: 45 times.

(5) RePEc:ucb:calbrf:rpf-278 Agency Costs, Risk Management, and Capital Structure. (1998).
Cited: 40 times.

(6) RePEc:ucb:calbrf:41 Informational Asymmetries, Financial Structure, and Financial Intermediation. (1976).
Cited: 29 times.

(7) RePEc:ucb:calbrf:rpf-259 Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads. (1995).
Cited: 25 times.

(8) RePEc:ucb:calbrf:rpf-288 Order Flow and Exchange Rate Dynamics. (1999).
Cited: 24 times.

(9) RePEc:ucb:calbrf:rpf-282 The Credit Crunch and the Availability of Credit to Small Business (1998).
Cited: 19 times.

(10) RePEc:ucb:calbrf:rpf-191 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case. (1989).
Cited: 18 times.

(11) RePEc:ucb:calbrf:rpf-243 Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995).
Cited: 15 times.

(12) RePEc:ucb:calbrf:rpf-265 Recovering Risk Aversion from Option Prices and Realized Returns. (1996).
Cited: 14 times.

(13) RePEc:ucb:calbrf:181 The Attributes, Behavior and Performance of U.S. Mutual Funds. (1988).
Cited: 13 times.

(14) RePEc:ucb:calbrf:174 Risk and Return in an Equilibrium APT. (1987).
Cited: 12 times.

(15) RePEc:ucb:calbrf:rpf-189 Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case. (1989).
Cited: 11 times.

(16) RePEc:ucb:calbrf:rpf-256-rev How Do Firms Choose Their Lenders? An Empirical Investigation. (2000).
Cited: 10 times.

(17) RePEc:ucb:calbrf:162 Empirical Assessment of Present Value Relations. (1986).
Cited: 9 times.

(18) RePEc:ucb:calbrf:rpf-230 Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993).
Cited: 9 times.

(19) RePEc:ucb:calbrf:rpf-273 Profits and Position Control: A Week of FX Dealing. (1997).
Cited: 7 times.

(20) RePEc:ucb:calbrf:rpf-270 Is There Private Information in the FX Market? The Tokyo Experiment. (1997).
Cited: 7 times.

(21) RePEc:ucb:calbrf:rpf-234 Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View. (1994).
Cited: 6 times.

(22) RePEc:ucb:calbrf:rpf-285 Search Costs: The Neglected Spread Component. (1998).
Cited: 6 times.

(23) RePEc:ucb:calbrf:43 The Limited Information Efficiency of Market Processes. (1976).
Cited: 5 times.

(24) RePEc:ucb:calbrf:rpf-199 Convergence from Discrete to Continuous Time Contingent Claims Prices. (1990).
Cited: 5 times.

(25) RePEc:ucb:calbrf:rpf-240 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk. (1994).
Cited: 4 times.

(26) RePEc:ucb:calbrf:124 To Pay or Not to Pay Dividends. (1982).
Cited: 4 times.

(27) RePEc:ucb:calbrf:163 Dividend Behavior for the Aggregate Stock Market. (1986).
Cited: 4 times.

(28) RePEc:ucb:calbrf:94 The Option Value of Reserves of Natural Resources. (1979).
Cited: 4 times.

(29) RePEc:ucb:calbrf:rpf-193 Moment Approximation and Estimation of Diffusion Models of Asset Prices. (1990).
Cited: 3 times.

(30) RePEc:ucb:calbrf:rpf-211 Low Margins, Derivative Securities, and Volatility. (1991).
Cited: 3 times.

(31) RePEc:ucb:calbrf:rpf-262 Implied Binomial Trees: Generalizations and Empirical Tests. (1996).
Cited: 3 times.

(32) RePEc:ucb:calbrf:rpf-231 Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993).
Cited: 3 times.

(33) RePEc:ucb:calbrf:142 Pricing Deposit Insurance: The Effects of Mismeasurement. (1983).
Cited: 3 times.

(34) RePEc:ucb:calbrf:61 The Limits of Price Information in Market Processes. (1977).
Cited: 3 times.

(35) RePEc:ucb:calbrf:rpf-185 LBOs and Taxes: No One to Blame But Ourselves? (1989).
Cited: 3 times.

(36) RePEc:ucb:calbrf:173 Estimating Pervasive Economic Factors with Missing Observations. (1987).
Cited: 3 times.

(37) RePEc:ucb:calbrf:rpf-264 Generalized Binomial Trees. (1996).
Cited: 3 times.

(38) RePEc:ucb:calbrf:rpf-291 Corporate Diversification and Agency. (2000).
Cited: 2 times.

(39) RePEc:ucb:calbrf:34 The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets. (1975).
Cited: 2 times.

(40) RePEc:ucb:calbrf:rpf-205 Continuously Rebalanced Investment Strategies. (1991).
Cited: 2 times.

(41) RePEc:ucb:calbrf:rpf-269 Are Investors Reluctant to Realize Their Losses? (1996).
Cited: 2 times.

(42) RePEc:ucb:calbrf:55 Information, Managerial Choice, and Stockholder Unanimity. (1976).
Cited: 2 times.

(43) RePEc:ucb:calbrf:rpf-250 Implied Probability Distributions: Empirical Analysis. (1995).
Cited: 2 times.

(44) RePEc:ucb:calbrf:rpf-184 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(45) RePEc:ucb:calbrf:rpf-263-rev Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. (1996).
Cited: 2 times.

(46) RePEc:ucb:calbrf:rpf-192 Market Liquidity, Hedging and Crashes. (1989).
Cited: 2 times.

(47) RePEc:ucb:calbrf:rpf-201 Industry vs. Other Factors in Risk Prediction. (1991).
Cited: 2 times.

(48) RePEc:ucb:calbrf:rpf-266 Volume, Volatility, Price and Profit When All Trader Are Above Average. (1996).
Cited: 2 times.

(49) RePEc:ucb:calbrf:125 Comments on the Valuation of Derivative Assets. (1982).
Cited: 2 times.

(50) RePEc:ucb:calbrf:50 A General Theory of Asset Valuation under Diffusion State Processes. (1976).
Cited: 2 times.

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Recent citations received in: 2007

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