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EconWPA / 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.
Most cited documents in this series: (1) RePEc:wpa:wuwpfi:9903005 Toeholds and Takeovers (1999). (2) RePEc:wpa:wuwpfi:9808005 Is the Short Rate Drift Actually Nonlinear? (1998). (3) RePEc:wpa:wuwpfi:0111004 The Market Price of Aggregate Risk and the Wealth Distribution (2001). (4) RePEc:wpa:wuwpfi:0412002 Does Investor Misvaluation Drive the Takeover Market? (2004). (5) RePEc:wpa:wuwpfi:0403001 Finance and the Business Cycle: International, Inter-industry Evidence (2004). (6) RePEc:wpa:wuwpfi:0207015 Asset Pricing Under The Quadratic Class (2002). (7) RePEc:wpa:wuwpfi:0404016 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004). (8) RePEc:wpa:wuwpfi:0412006 A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions (2004). (9) RePEc:wpa:wuwpfi:0404017 Further evidence on the link between finance and growth: An international analysis of community banking and economic performance (2004). (10) RePEc:wpa:wuwpfi:0307003 International Evidence on Financial Derivatives Usage (2003). (11) RePEc:wpa:wuwpfi:9902005 Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms (1999). (12) RePEc:wpa:wuwpfi:0207014 Design and Estimation of Quadratic Term Structure Models (2002). (13) RePEc:wpa:wuwpfi:0501011 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality (2005). (14) RePEc:wpa:wuwpfi:0407005 Consistent high-precision volatility from high-frequency data (2004). (15) RePEc:wpa:wuwpfi:0210005 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment (2002). (16) RePEc:wpa:wuwpfi:0404023 Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers? (2004). (17) RePEc:wpa:wuwpfi:9712007 Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches (1997). (18) RePEc:wpa:wuwpfi:9904004 When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel. (1999). (19) RePEc:wpa:wuwpfi:0312001 Consensus consumer and intertemporal asset pricing with heterogeneous beliefs (2003). (20) RePEc:wpa:wuwpfi:9803001 Volume, Volatility, Price and Profit When All Traders Are Above Average (1998). (21) RePEc:wpa:wuwpfi:0207008 Accouting for Biases in Black-Scholes (2002). (22) RePEc:wpa:wuwpfi:0405003 Simulation-based stress testing of banksâ regulatory capital adequacy (2004). (23) RePEc:wpa:wuwpfi:0207011 Time-Changed Levy Processes and Option Pricing (2002). (24) RePEc:wpa:wuwpfi:0412001 Do Investors Overvalue Firms With Bloated Balance Sheets? (2004). (25) RePEc:wpa:wuwpfi:0405001 Equilibrium in financial markets with adverse selection (2004). (26) RePEc:wpa:wuwpfi:0404021 Investor protection and business creation (2004). (27) RePEc:wpa:wuwpfi:0411007 Fractional calculus and continuous-time finance (2004). (28) RePEc:wpa:wuwpfi:0411008 Fractional calculus and continuous-time finance II: the waiting- time distribution (2004). (29) RePEc:wpa:wuwpfi:0504008 Econometric Tests of Asset Price Bubbles: Taking Stock (2005). (30) RePEc:wpa:wuwpfi:9810003 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998). (31) RePEc:wpa:wuwpfi:9610002 Trading Frequency and Event Study Test Specification (1996). (32) RePEc:wpa:wuwpfi:0404015 An approach to bank insolvency in transition and emerging economies (2004). (33) RePEc:wpa:wuwpfi:0201003 Stealth-Trading: Which Traders Trades Move Stock Prices? (2002). (34) RePEc:wpa:wuwpfi:0409015 Variance Risk Premia (2004). (35) RePEc:wpa:wuwpfi:0412004 Good Day Sunshine: Stock Returns and the Weather (2004). (36) RePEc:wpa:wuwpfi:9507003 The Indian IPO Market: Empirical Facts (1995). (37) RePEc:wpa:wuwpfi:0405017 A descriptive analysis of the Finnish treasury bond market 1991â1999 (2004). (38) RePEc:wpa:wuwpfi:0411049 Information Reusability, Competition and Bank Asset Quality (2004). (39) RePEc:wpa:wuwpfi:0310009 Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model (2003). (40) RePEc:wpa:wuwpfi:0412005 Can Individual Investors Beat the Market? (2004). (41) RePEc:wpa:wuwpfi:0112003 An Empirical Comparison of Default Swap Pricing Models (2001). (42) RePEc:wpa:wuwpfi:9803002 Recovering Risk Aversion from Option Prices and Realized Returns (1998). (43) RePEc:wpa:wuwpfi:0411051 Competition, Risk Neutrality and Loan Commitments (2004). (44) RePEc:wpa:wuwpfi:9902009 Innovation and Market Value (1999). (45) RePEc:wpa:wuwpfi:0401002 Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes (2004). (46) RePEc:wpa:wuwpfi:0404020 The role of market discipline in handling problem banks (2004). (47) repec:wpa:wuwpfi:0405018 (). (48) RePEc:wpa:wuwpfi:0501003 Do Ads Influence Editors? Advertising and Bias in the Financial Media (2005). (49) RePEc:wpa:wuwpfi:0411015 Market Indicators, Bank Fragility, and Indirect Market Discipline (2004). (50) RePEc:wpa:wuwpfi:9703002 Empirical Evidence on the Duration of Bank Relationships (1997). 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:chb:bcchwp:344 Monetary Policy and House Prices: A Cross-Country Study (2005). Central Bank of Chile / Working Papers Central Bank of Chile (2) RePEc:cpr:ceprdp:5341 Term Structure Estimation with Survey Data on Interest Rate Forecasts (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (3) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers (4) RePEc:ecb:ecbwps:20050526 On some fiscal effects on mortgage debt growth in the EU (2005). European Central Bank / Working Paper Series (5) RePEc:ecb:ecbwps:20050530 Cross-dynamics of volatility term structures implied by foreign exchange options (2005). European Central Bank / Working Paper Series (6) RePEc:ecb:ecbwps:20050533 Discretionary policy, multiple equilibria, and monetary instruments (2005). European Central Bank / Working Paper Series (7) RePEc:ecb:ecbwps:20050558 Ricardian fiscal regimes in the European Union (2005). European Central Bank / Working Paper Series (8) RePEc:fip:fedgfe:2005-48 Term structure estimation with survey data on interest rate forecasts (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (9) RePEc:fip:fedgif:841 Monetary policy and house prices: a cross-country study (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (10) RePEc:han:dpaper:dp-326 On the Rationale of Bank Lending in Pre-Crisis Thailand (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno (11) RePEc:hhs:bofrdp:2005_026 The effects of aging population on the sustainability of fiscal policy (2005). Bank of Finland / Research Discussion Papers (12) RePEc:ind:igiwpp:2005-007 Debt and corporate governance in emerging economies: Evidence from India (2005). Indira Gandhi Institute of Development Research, Mumbai, India / Indira Gandhi Institute of Development Research, Mumbai Working Papers (13) RePEc:kap:fmktpm:v:19:y:2005:i:1:p:109-116 Pricing American-Style Options By Simulation (2005). Financial Markets and Portfolio Management (14) RePEc:kap:fmktpm:v:19:y:2005:i:1:p:61-98 Price and Volume Effects Associated with 2003ââ¬â¢s Major Reorganization of German Stock Indices (2005). Financial Markets and Portfolio Management (15) RePEc:nbr:nberwo:11838 Persuasion in Finance (2005). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:ros:wpaper:52 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). University of Rostock, Institute of Economics, Germany / Thünen-Series of Applied Economic Theory (17) RePEc:ufg:qdsems:14-2005 Neural Networks to Predict Financial Time Series in a Minority Game Context (2005). Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia / Quaderni DSEMS (18) RePEc:wpa:wuwpco:0511001 A comparison of different trading protocols in an agent-based market (2005). EconWPA / Computational Economics (19) RePEc:wpa:wuwpem:0502003 Market price of risk implied by Asian-style electricity options (2005). EconWPA / Econometrics (20) RePEc:wpa:wuwpem:0504005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange (2005). EconWPA / Econometrics (21) RePEc:wpa:wuwpfi:0501009 Completing Markets in a One-Good, Pure Exchange Economy Without State-Contingent Securities (2005). EconWPA / Finance (22) RePEc:wpa:wuwpfi:0502006 Rank Reduction of Correlation Matrices by Majorization (2005). EconWPA / Finance (23) RePEc:wpa:wuwpfi:0502009 Generic Market Models (2005). EconWPA / Finance (24) RePEc:wpa:wuwpfi:0502011 THE ACCOUNTING VARIABLE AND STOCK PRICE DETERMINATION (2005). EconWPA / Finance (25) RePEc:wpa:wuwpfi:0503013 On the complete model with stochastic volatility by Hobson and Rogers (2005). EconWPA / Finance (26) RePEc:wpa:wuwpfi:0506018 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). EconWPA / Finance (27) RePEc:wpa:wuwpfi:0507006 Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data. (2005). EconWPA / Finance (28) RePEc:wpa:wuwpfi:0508006 The Degree of Stability of Price Diffusion (2005). EconWPA / Finance (29) RePEc:wpa:wuwpfi:0509001 The Number of Bank Relationships of SMEs: A Disaggregated Analysis for the Swiss Loan Market (2005). EconWPA / Finance (30) RePEc:wpa:wuwpfi:0509020 Calibration of the Hobson&Rogers model: empirical tests (2005). EconWPA / Finance (31) RePEc:wpa:wuwpfi:0512034 The Indexing Paradox -- Be Thankful for Irrational Investors (2005). EconWPA / Finance (32) RePEc:wpa:wuwpif:0503007 An Empirical Analysis of Equity Default Swaps (I): Univariate Insights (2005). EconWPA / International Finance (33) RePEc:wpa:wuwpma:0502029 The Inflation Dynamics of Pegging Interest Rates (2005). EconWPA / Macroeconomics (34) RePEc:wpa:wuwpma:0504028 Multiple Critiques of Woodfordâs Model of a Cashless Economy (2005). EconWPA / Macroeconomics (35) RePEc:wpa:wuwpma:0508006 Do Stockholders Share Risk More Effectively Than Non- stockholders? (2005). EconWPA / Macroeconomics (36) RePEc:wpa:wuwpma:0512020 Pareto Efficiency vs. the Ad Hoc Standard Monetary Objective An Analysis of Inflation Targeting (2005). EconWPA / Macroeconomics (37) RePEc:wpa:wuwpmi:0509004 The Pareto-Efficient Relativity of Relative Risk Aversion (2005). EconWPA / Microeconomics (38) RePEc:wpa:wuwpri:0507004 Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model (2005). EconWPA / Risk and Insurance Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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