Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions 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 0.49 0.18 52 168 43 21 47.6 3 0.06 0.08 1997 0.46 0.18 50 456 74 34 20.6 19 0.38 0.09 1998 0.32 0.2 36 221 102 33 27.3 8 0.22 0.12 1999 0.53 0.27 51 273 86 46 15.2 16 0.31 0.16 2000 0.6 0.37 43 174 87 52 21.2 10 0.23 0.19 2001 0.61 0.37 42 113 94 57 12.3 7 0.17 0.18 2002 0.52 0.4 41 261 85 44 13.6 18 0.44 0.19 2003 0.73 0.41 11 45 83 61 1.6 7 0.64 0.2 2004 1.15 0.46 0 52 60 0 0.22 2005 0.64 0.47 0 11 7 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:wop:pennin:97-05 Efficiency of Financial Institutions: International Survey and Directions for Future Research (1997).
Cited: 207 times.

(2) RePEc:wop:pennin:97-04 Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? (1997).
Cited: 196 times.

(3) RePEc:wop:pennin:96-06 The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been (1995).
Cited: 117 times.

(4) RePEc:wop:pennin:98-31 Financial Contagion Journal of Political Economy (1998).
Cited: 116 times.

(5) RePEc:wop:pennin:95-01 The Role of Capital in Financial Institutions (1995).
Cited: 101 times.

(6) RePEc:wop:pennin:02-23 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (2002).
Cited: 56 times.

(7) RePEc:wop:pennin:94-29 The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses (1994).
Cited: 51 times.

(8) RePEc:wop:pennin:97-01 Optimal Financial Crises (1976).
Cited: 46 times.

(9) RePEc:wop:pennin:96-32 The Theory of Financial Intermediation (1996).
Cited: 42 times.

(10) RePEc:wop:pennin:96-03 The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function (1996).
Cited: 40 times.

(11) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002).
Cited: 35 times.

(12) RePEc:wop:pennin:99-27 Real Estate Booms and Banking Busts: An International Perspective (1999).
Cited: 35 times.

(13) RePEc:wop:pennin:01-21 Payout Policy (2002).
Cited: 34 times.

(14) RePEc:wop:pennin:98-30 Diversity of Opinion and Financing of New Technologies (1999).
Cited: 32 times.

(15) RePEc:wop:pennin:02-28 Financial Intermediation (2002).
Cited: 31 times.

(16) RePEc:wop:pennin:96-12 Catastrophe Insurance, Capital Markets and Uninsurable Risks (1996).
Cited: 30 times.

(17) RePEc:wop:pennin:00-26 Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (2000).
Cited: 30 times.

(18) RePEc:wop:pennin:99-18 The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program (1999).
Cited: 28 times.

(19) RePEc:wop:pennin:98-10 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998).
Cited: 28 times.

(20) RePEc:wop:pennin:99-08 The Distribution of Exchange Rate Volatility (1999).
Cited: 27 times.

(21) RePEc:wop:pennin:00-23 Optimal Currency Crises (2000).
Cited: 26 times.

(22) RePEc:wop:pennin:02-34 Forecasting the Term Structure of Government Bond Yields (2002).
Cited: 25 times.

(23) RePEc:wop:pennin:00-11 Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies (1999).
Cited: 25 times.

(24) RePEc:wop:pennin:95-02 Financial Markets, Intermediaries, and Intertemporal Smoothing (1995).
Cited: 22 times.

(25) RePEc:wop:pennin:99-28 Corporate Governance and Competition (1999).
Cited: 22 times.

(26) RePEc:wop:pennin:99-30 What Do Financial Intermediaries Do? (1999).
Cited: 19 times.

(27) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001).
Cited: 19 times.

(28) RePEc:wop:pennin:97-12 Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities (1997).
Cited: 17 times.

(29) RePEc:wop:pennin:97-43 On the Profitability and Cost of Relationship Lending (1997).
Cited: 16 times.

(30) RePEc:wop:pennin:01-38 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2002).
Cited: 16 times.

(31) RePEc:wop:pennin:01-15 Comparative Financial Systems: A Survey (2001).
Cited: 15 times.

(32) RePEc:wop:pennin:95-07 Banks and Derivatives (1995).
Cited: 15 times.

(33) RePEc:wop:pennin:01-37 Financial Fragility, Liquidity and Asset Prices (2003).
Cited: 14 times.

(34) RePEc:wop:pennin:99-41 At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America (1999).
Cited: 14 times.

(35) RePEc:wop:pennin:96-16 Risk Management by Insurers: An Analysis of the Process (1997).
Cited: 13 times.

(36) RePEc:wop:pennin:03-16 Political Relationships, Global Financing and Corporate Transparency (0000).
Cited: 12 times.

(37) RePEc:wop:pennin:01-08 The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development (2000).
Cited: 12 times.

(38) RePEc:wop:pennin:98-09 Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss (1998).
Cited: 12 times.

(39) RePEc:wop:pennin:98-16 Horizon Problems and Extreme Events in Financial Risk Management (1998).
Cited: 11 times.

(40) RePEc:wop:pennin:97-03 Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry (1997).
Cited: 11 times.

(41) RePEc:wop:pennin:02-44 Law, Finance, and Economic Growth in China (2002).
Cited: 11 times.

(42) RePEc:wop:pennin:99-29 Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry (2000).
Cited: 11 times.

(43) RePEc:wop:pennin:97-24 On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997).
Cited: 10 times.

(44) RePEc:wop:pennin:97-34 Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think (1997).
Cited: 10 times.

(45) RePEc:wop:pennin:98-22 Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods (1998).
Cited: 10 times.

(46) RePEc:wop:pennin:01-22 Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition (2001).
Cited: 10 times.

(47) RePEc:wop:pennin:00-29 Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian (1999).
Cited: 10 times.

(48) RePEc:wop:pennin:95-16 Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks (1995).
Cited: 10 times.

(49) RePEc:wop:pennin:01-13 Estimating Switching Costs and Oligopolistic Behavior (2001).
Cited: 10 times.

(50) RePEc:wop:pennin:94-24 The Information Content of Bank Examinations (1994).
Cited: 9 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

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